Neural network-aided adaptive unscented Kalman filter for nonlinear state estimation

The extended Kalman filter (EKF) is well known as a state estimation method for a nonlinear system and has been used to train a multilayered neural network (MNN) by augmenting the state with unknown connecting weights. However, EKF has the inherent drawbacks such as instability due to linearization and costly calculation of Jacobian matrices, and its performance degrades greatly, especially when the nonlinearity is severe. In this letter, first a more robust learning algorithm for an MNN-based on unscented Kalman filter (UKF) is derived. Since it gives a more accurate estimate of the linkweights, the convergence performance is improved. The algorithm is then extended further to develop a NN-aided UKF for nonlinear state estimation. The NN in this algorithm is used to approximate the uncertainty of the system model due to mismodeling, extreme nonlinearities, etc. The UKF is used for both NN online training and state estimation simultaneously. Simulation results show that the new algorithm is very effective and is closer to optimal fashion in nonlinear filtering compared with traditional methods.