JGCD Paper Published

“Higher-Order Unscented Estimator” by Zvonimir Stojanovski and Dmitry Savransky has been published in the Journal of Guidance, Control and Dynamics. It is available here (open access). This paper introduces HOUSE, a new extension of the unscented Kalman (UKF) filter with asymmetric sample points and weights chosen to match third- and fourth-order moments in addition to the mean and covariance. Compared with the conventional UKF and conjugate unscented transform (CUT) filters, HOUSE is shown to be more robust to outliers in the process and measurement noise.