Abstract:

To achieve a more comprehensive and objective judgment on the application and performance of various iterated unscented Kalman filter (IUKF), three versions of IUKF are derived and the implied internal relations are identified intrinsically too. The simulation results demonstrate that a proper IUKF algorithm may be applied with 2 or 3 iterations to achieve a prominent precision profit enjoying perfect filter consistency as well when the measurement noise is not too serious and the posterior density of the nonlinear system states with unimodal can be approximated perfectly by Gaussian function, in other words, when the state variables contributing to the system nonlinearity are full instantaneous observability; otherwise the iteration profits of the IUKF relative to the UKF are hard to be guaranteed.