Fifth degree cubature Kalman filter algorithm and its application

Zhao Xijing; Liu Guangbin; Wang Lixin; He Zhikun; Zhao Han

Cubature Kalman Filter(CKF) is one of new nonlinear filters, its accuracy and efficiency are better than Extended Kalman Filter(EKF) and Unscented Kalman Filter(UKF). But the traditional CKF was proposed based on third order cubature rule and the filter accuracy was restricted. So the spherical-radial cubature rule was expended from third order to fifth order, the fifth order cubature rule based on two kinds of cubature point was used, a new fifth order CKF was proposed. The restriction of traditional CKF in theoretic accuracy was improved by the new fifth order CKF. The simulation results of the maneuvering target tracking show the validity and feasibility.

1. Second Artillery Engineering University,Xi'an 710025,China

Received Date: 2014-08-05

Rev Recd Date: 2014-09-15

Publish Date: 2015-04-25

Key words:

Abstract: Cubature Kalman Filter(CKF) is one of new nonlinear filters, its accuracy and efficiency are better than Extended Kalman Filter(EKF) and Unscented Kalman Filter(UKF). But the traditional CKF was proposed based on third order cubature rule and the filter accuracy was restricted. So the spherical-radial cubature rule was expended from third order to fifth order, the fifth order cubature rule based on two kinds of cubature point was used, a new fifth order CKF was proposed. The restriction of traditional CKF in theoretic accuracy was improved by the new fifth order CKF. The simulation results of the maneuvering target tracking show the validity and feasibility.

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Fifth degree cubature Kalman filter algorithm and its application

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