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Conjugate Unscented Transform Based Methods for Uncertainty Quantification, Nonlinear Filtering, Optimal Feedback Control and Dynamic Sensing
The fusion of observational data with numerical simulation promises to provide greater understanding of physical phenomenon than either approach alone can achieve. While traditional methods use Kalman filtering paradigms ...
The Conjugate Unscented Transform - A Method to Evaluate Multidimensional Expectation Integrals
This thesis presents an extension to the unscented transformation to evaluate expectation integrals in general N -dimensional space by satisfying higher order moment constraint equations. New sets of sigma points are defined ...