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The Cubature Kalman Filter revisited
Automatica, 2021zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Santos-León, Juan-Carlos +3 more
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High-degree cubature Kalman filter
Automatica, 2013The cubature Kalman filter (CKF), which is based on the third degree spherical-radial cubature rule, is numerically more stable than the unscented Kalman filter (UKF) but less accurate than the Gauss-Hermite quadrature filter (GHQF). To improve the performance of the CKF, a new class of CKFs with arbitrary degrees of accuracy in computing the spherical
Bin Jia, Ming Xin, Yang Cheng
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A Seventh‐Degree Cubature Kalman Filter
Asian Journal of Control, 2017AbstractThe fifth‐degree cubature Kalman filter (CKF) has been proved to be a kind of algorithm that has higher precision than the third‐degree CKF and unscented Kalman filter (UKF). In order to further improve the performance of CKF, the seventh‐degree CKF is proposed in this paper by expanding the spherical‐radial rule, and a new kind of ...
Meng, Dong +3 more
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Continuous discrete cubature quadrature Kalman filter
Asian Journal of Control, 2021AbstractIn this paper, cubature quadrature Kalman filter algorithm has been reformulated for nonlinear state space model of continuous‐discrete nature. The developed method is named as continuous‐discrete cubature quadrature Kalman filter (CD‐CQKF). The formulated algorithm has been applied to track the trajectory of an aircraft.
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Double-layer Cubature Kalman Filter
2018 International Conference on Control, Automation and Information Sciences (ICCAIS), 2018The cubature Kalman filter (CKF) algorithm is not suitable for non-Gaussian environments. The cubature particle filter (CPF) algorithm can solve the problem of the CKF algorithm, but it will introduce the problem of a large computational complexity. To solve the above problems, a Double-Layer Cubature Kalman Filter (DLCKF) algorithm is proposed.
Feng Yang +4 more
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Composite embedded cubature Kalman filter
International Journal of Adaptive Control and Signal Processing, 2017SummaryThe embedded cubature Kalman filter (ECKF) is proven as a kind of algorithm that has higher precision than cubature Kalman filter. Based on the ECKF, a new algorithm, named composite ECKF (CECKF), is presented in this paper. The new CECKF can increase filter precision by means of reusing the embedded cubature rule in the process of numerical ...
Meng, Dong, Miao, Lingjuan, Shao, Haijun
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2018
The cubature Kalman filter (CKF) is the closest approximation known so far to the Bayesian filter that could be designed in a nonlinear setting under the Gaussian assumption. Unlike the extended Kalman filter (EKF), CKF does not require evaluation of Jacobians during the estimation process, while in EKF the nonlinear functions are approximated by their
Kumar Pakki Bharani Chandra, Da-Wei Gu
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The cubature Kalman filter (CKF) is the closest approximation known so far to the Bayesian filter that could be designed in a nonlinear setting under the Gaussian assumption. Unlike the extended Kalman filter (EKF), CKF does not require evaluation of Jacobians during the estimation process, while in EKF the nonlinear functions are approximated by their
Kumar Pakki Bharani Chandra, Da-Wei Gu
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On Continuous-Discrete Cubature Kalman Filtering
IFAC Proceedings Volumes, 2012Abstract This paper is concerned with application of cubature integration methods to Kalman filtering of discretely observed non-linear stochastic continuous-time systems. We compare two recently proposed variants of the continuous-discrete cubature Kalman filter (CD-CKF), which differ in the order how the discretization and the Gaussian ...
Solin, Arno, Särkkä, Simo
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Cubature Kalman filters: Derivation and extension
Chinese Physics B, 2013This paper focuses on the cubature Kalman filters (CKFs) for the nonlinear dynamic systems with additive process and measurement noise. As is well known, the heart of the CKF is the third-degree spherical—radial cubature rule which makes it possible to compute the integrals encountered in nonlinear filtering problems.
Xin-Chun Zhang, Cheng-Jun Guo
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