The Centralized Fusion Unscented Kalman Filter for Nonlinear System with correlated noise

Based on the centralized fusion algorithm and the well-known Unscented Kalman Filter, a the centralized fusion Unscented Kalman Filter is presented for nonlinear multi-sensor systems with correlated noises. In this paper, the decorrelation method is used to solve the nonlinear system estimation problem with correlated noise. In order to improve the filtering accuracy, this paper adopts a centralized fusion method. The example is given to show the effectiveness of the proposed algorithm.