This paper compares the performances of the unscented filter (UF) against the extended Kalman filter (EKF) for aeroelastic systems with polynomial restoring forces. Using data resulted from numerical simulations and wind tunnel experiments, both methods are applied for system identification, filtering and long term prediction. In all case studies reported here, the unscented filter gives better or comparable results with the extended Kalman filter Moreover, as an alternative to the smoothing based on the EKF, we propose the unscented smoothing which does not require the computation of the Jacobians.

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