New Weighted Adaptive Unscented Kalman Filter for Estimation of Hydraulic Systems

摘要

In this paper, a new weighted adaptive unscented Kalman filter is introduced. The proposed filter is trying to improve the performance of the previous versions. To have better results, it uses the previous estimation parameters to update itself. The proposed Kalman filter is applied to estimate the states of the nonlinear systems under time varying noise with time varying statistics. A hydraulic system, as a nonlinear system, is used as an application for the simulation. The results of the simulation are given.