SPACE Laboratory · Iowa State University · May 2024 – Present
Quadratic Extended and Unscented Kalman Filtering
Development of Quadratic Extended and Unscented Kalman Filters using quadratic approximations of the minimum mean-square-error estimator, extending conventional EKF and UKF measurement updates beyond affine dependence on the measurement.
Highlights
- Incorporated higher-order central moments, including skewness and kurtosis, into nonlinear measurement updates under non-Gaussian uncertainty.
- Benchmarked quadratic filters against EKF and UKF baselines.
- In a nonlinear scalar test, QUKF reduced RMSE from 0.0395 to 0.0290, approximately a 27% reduction.
- Evaluated performance on Clohessy-Wiltshire dynamics under non-Gaussian measurement noise.