Unscented Kalman Filter Algorithm Based on Linear Fractional Transformation

In robust control, not all nonlinear mappings can be transformed into linear mappings through linear feedback connection. For this problem, a method is proposed that feedback connection variables can be chosen as nonlinear combination of the state variable component in practical problems. Meanwhile, according to unscented Kalman filtering principle, the step of linear fractional transformation unscented Kalman filtering is proposed. In the actual nonlinear optical tracking measurement system, this method is compared with unscented Kalman filtering. Simulation results indicate that its performance is better than unscented Kalman filtering.