Conjugate Unscented Transformation: Applications to Estimation and Control

[+] Author and Article Information
Nagavenkat Adurthi

Graduate Student, ASME member, Department of Mechanical and Aerospace Engineering, University at Buffalo, Buffalo, NY 14260-4400

Puneet Singla

Associate Professor, ASME member

Tarunraj Singh

Professor, ASME Fellow, Department of Mechanical and Aerospace Engineering, University at Buffalo, The State University of New York, Buffalo, NY 14260-4400

1Corresponding author.

ASME doi:10.1115/1.4037783 History: Received February 15, 2017; Revised June 26, 2017


This paper presents a computationally efficient approach to evaluate multidimensional expectation integrals. Specifically, certain non-product cubature points are constructed that exploit the symmetric structure of the Gaussian and uniform density functions. The proposed cubature points can be used as an efficient alternative to the Gauss-Hermite and Gauss-Legendre quadrature rules, but with significantly fewer number of points while maintaining the same order of accuracy when integrating polynomial functions in a multi-dimension space. The advantage of the newly developed points is made evident through few benchmark problems in nonlinear filtering and uncertainty propagation applications.

Copyright (c) 2017 by ASME
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