Abstract-In this paper, we propose a systematization of the (discrete-time) Unscented Kalman Filter (UKF) theory. We gather all available UKF variants in the literature, present corrections to theoretical inconsistencies, and provide a tool for the construction of new UKF's in a consistent way. This systematization is done, mainly, by revisiting the concepts of Sigma-Representation, Unscented Transformation (UT), Scaled Unscented Transformation (SUT), UKF, and Square-Root Unscented Kalman Filter (SRUKF). Inconsistencies are related to 1) matching the order of the transformed covariance and cross-covariance matrices of both the UT and the SUT; 2) multiple UKF definitions; 3) issue with some reduced sets of sigma points described in the literature; 4) the conservativeness of the SUT; 5) the scaling effect of the SUT on both its transformed covariance and crosscovariance matrices; and 6) possibly ill-conditioned results in SRUKF's. With the proposed systematization, the symmetric sets of sigma points in the literature are formally justified, and we are able to provide new consistent variations for UKF's, such as the Scaled SRUKF's and the UKF's composed by the minimum number of sigma points. Furthermore, our proposed SRUKF has improved computational properties when compared to state-ofthe-art methods.
In this paper we revisit the Lyapunov theory for singular systems. There are basically two well known generalized Lyapunov equations used to characterize stability for singular systems. We start with the Lyapunov theorem of [6], [7]. We show that the Lyapunov equation of that theorem can lead to incorrect conclusion about stability. Some cases where that equation can be used are clari£ed. We also show that an attempt to correct that theorem with a generalized Lyapunov equation similar to the original one leads naturally to the generalized equation of [14].
This paper addresses the H∞ robust control problem for robot manipulators using unit dual quaternion representation, which allows an utter description of the end-effector transformation without decoupling rotational and translational dynamics. We propose three different H∞ control criteria that ensure asymptotic convergence, whereas reducing the influence of disturbances upon the system stability. Also, with a new metric of dual quaternion error in SE(3) we prove independence from robot coordinate changes. Simulation results highlight the importance and effectiveness of the proposed approach in terms of performance, robustness, and energy efficiency.
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