Evaluation of Matrix Square Root Operations for UKF within a UAV GPS/INS Sensor Fusion Application

Sensor Fusion with Square-Root Cubature Information Filtering

This paper derives a square-root information-type filtering algorithm for nonlinear multi-sensor fusion problems using the cubature Kalman filter theory. The resulting filter is called the square-root cubature Information filter (SCIF). The SCIF propagates the square-root information matrices derived from numerically stable matrix operations and is therefore numerically robust. The SCIF is appl...

ON CONEIGENVALUES OF A COMPLEX SQUARE MATRIX

In this paper, we show that a matrix A in Mn(C) that has n coneigenvectors, where coneigenvaluesassociated with them are distinct, is condiagonalizable. And also show that if allconeigenvalues of conjugate-normal matrix A be real, then it is symmetric.  

Score Evaluation Within the Extended Square-Root Information Filter

Newton's Method for the Matrix Square Root*

One approach to computing a square root of a matrix A is to apply Newton's method to the quadratic matrix equation F( X) = X2 A =0. Two widely-quoted matrix square root iterations obtained by rewriting this Newton iteration are shown to have excellent mathematical convergence properties. However, by means of a perturbation analysis and supportive numerical examples, it is shown that these simpl...

KF-based Adaptive UKF Algorithm and its Application for Rotorcraft UAV Actuator Failure Estimation

A new adaptive Unscented Kalman Filter (UKF) algorithm for actuator failure estimation is proposed. A novel filter method with the ability to adapt to the statistical characteristics of noise is presented to improve the estimation accuracy of traditional UKFs. A new algorithm (Kalman Filter (KF) ‐based adaptive UKF), with the ability to adapt to the statistical characterist...