抄録
This paper addresses continuous-discrete filtering problems for parametric uncertain nonlinear systems. We developed a Robust Unsecnted Kalman Filter(RUKF) for discrete-time nonlinear systems with parameter uncertainties in a previous work. The RUKF is more effective than the conventional UKF for uncertain systems. However, the previous RUKF is a discrete time filtering algorithm and it cannot be directly applied to a continuous-discrete filtering problem. So, we modify the predictive step of the RUKF in order to deal with the continuous-discrete filtering problem. The validities of the proposed methods are illustrated in Monte Carlo simulations.
