Results 141 to 150 of about 792 (163)

Stochastic stability and performance analysis of Cubature Kalman Filter

Neurocomputing, 2016
This paper analyzes stochastic stability and performance of discrete-time Cubature Kalman Filtering (CKF). The main contribution is (1) Boundedness analysis based on the constructor is proposed. Through Taylor expansion and simplifications of the non-linear transfer function, the constructor expression based on the variance and the structure error can ...
Bo Xu, Peng Zhang 0032, Hongzhi Wen, Xu Wu   +3 more
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Vehicle State Estimation Using Cubature Kalman Filter

2014 IEEE 17th International Conference on Computational Science and Engineering, 2014
The vehicle state is of significant to examine and control vehicle performance. But some vehicle states such as vehicle velocity and side slip angle which are vital to active safety application of vehicle can not be measured directly and must be estimated instead.
Xiaoshuai Xin, Jinxi Chen, Jianxiao Zou
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Adaptive cubature Kalman filter with directional uncertainties [Correspondence]

IEEE Transactions on Aerospace and Electronic Systems, 2016
In this paper, an adaptive cubature Kalman filter (ACKF) is proposed to improve the performance of the conventional cubature Kalman filter. The ACKF uses a new cubature rule that combines a third-degree spherical rule with an adaptive higher degree radial rule along the directions of larger uncertainty.
Bin Jia, Ming Xin 0001
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Adaptive radial rule based cubature Kalman filter

2015 American Control Conference (ACC), 2015
In this paper, a new adaptive cubature Kalman filter (ACKF) is proposed to improve the performance of the conventional cubature Kalman filter. The ACKF uses a new cubature rule that combines the third-degree spherical rule with the higher degree radial rule along the directions of larger uncertainty.
Bin Jia, Ming Xin 0001
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Fusion of an Extended H∞ Filter and Cubature Kalman filter

IFAC Proceedings Volumes, 2011
Abstract In this paper, we present a new nonlinear state estimation algorithm based on fusion of an extended H ∞ ( EH ∞ ) filter and cubature Kalman filter (CKF), and is called as cubature H ∞ filter. The proposed algorithm is developed from a recently developed cubature Kalman filter and an extended H ∞ filter.
Kumar Pakki. Bharani Chandra, Da-Wei Gu, Ian Postlethwaite   +2 more
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Cubature Kalman filter with risk sensitive cost function

2011 IEEE International Conference on Signal and Image Processing Applications (ICSIPA), 2011
A novel method to optimize risk sensitive cost function for nonlinear system based on cubature quadrature rule has been proposed in this paper. The proposed filter has been named as risk sensitive cubature Kalman filter (RSCKF). Also a simple and easy to follow derivation of cubature quadrature rule for multi dimensional integral has been provided ...
Shovan Bhaumik, Swati
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The augmented form of cubature Kalman filter and quadrature Kalman filter for additive noise

2009 IEEE Youth Conference on Information, Computing and Telecommunication, 2009
In this paper, the augmented forms of the quadrature Kalman filter (QKF) and cubature Kalman filter (CKF) are presented for estimating the nonlinear dynamic systems. The QKF and CKF are modified by forming an augmented state variable, which concatenates the state and noise components together, so that the effect of process and measurement noises can be
null Pengfei Li, null Jianping Yu, null Mingjie Wan, null Jianjun Huang, null Jingxiong Huang   +4 more
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Performance Comparison of Adaptive Cubature Kalman Filters

2015 Fifth International Conference on Instrumentation and Measurement, Computer, Communication and Control (IMCCC), 2015
The performances of three classical adaptive cubature Kalman filters (ACKFs) for nonlinear stochastic discrete-time system with unknown process noise are investigated. First, filtering theories of the ACKFs are discussed, and then stability analysis and accuracy comparison simulations are performed.
Sisi Wang, Guoqing Qi, Quanbo Ge
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On a new higher degree Cubature Kalman filter

Proceedings of 2014 IEEE Chinese Guidance, Navigation and Control Conference, 2014
A new nonlinear Guassian filter named new 5th-degree cubature Kalman filter is proposed based on the conventional 3rd-degree CKF, for a higher filter accuracy, stronger numeric stability, acceptable computation complexity. The heart of new CKF is 5th-degree spherical and radial rule that a new sampling approach for points and corresponding weights. The
Xiangyuan Huang, Xiaqing Tang, Meng Wu
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Iterated cubature Kalman filter and its application

2011 IEEE International Conference on Cyber Technology in Automation, Control, and Intelligent Systems, 2011
We present the novel iterated cubature Kalman filter (ICKF) in which the measurement update of square root of cubature Kalman filter (SR-CKF) is refined to iterate process for fully exploiting the latest measurement so as to achieve the high accuracy of state estimation. The ICKF is implemented easily and inherits the virtues of SR-CKF.
Jing Mu, Yuan-li Cai
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