Unscented incremental filter method

The unscented incremental filter (UIF) model and analysis method were put forward, in which its concept, basis equations and the recursive calculative steps were established, and special concern was given to UIF with additive noise. In practice, the measurement data have unknown system errors, for the environmental factors, the instability of measurement equipments and the improper models and parameters. Under these conditions, the classic unscented Kalman filter (UKF) have greater filtering error, and even lead to diverge. The presented UIF can successfully eliminate these unknown system errors and improve the filtering accuracy. The method is simple to calculate and easy to apply in engineering.