REAL TIME IMPLEMENTATION OF UNSCENTED KALMAN FILTER FOR TARGET TRACKING

This paper presents the nonlinear state estimation using unscented Kalman filter simulated in SIMULINK. UKF is an extension of EKF which has been successfully used in many nonlinear applications. But, the performance is limited due to the truncation of all but first order terms. As most of the real time problems are nonlinear in nature here we use UKF which can achieve greater estimation performance than EKF. This is possible as UKF uses Unscented transform through which first and second order terms of nonlinear system can be captured. In this paper as we simulated UKF in SIMULINK it is almost equal to the real time model and can be implemented on the DSP processor.

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