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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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Improved High-Degree Cubature Kalman Filter
2015 Sensor Signal Processing for Defence (SSPD), 2015In this paper, an improved filter has been proposed for solving the nonlinear estimation problem. The intractable integral appeared while solving the nonlinear estimation problem is decomposed into two parts, namely the surface and the line integrals. The surface integral is solved by using the arbitrary odd degree spherical cubature rule and the line ...
Abhinoy Kumar Singh, Shovan Bhaumik
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Spherical Simplex-Radial Cubature Kalman Filter
IEEE Signal Processing Letters, 2014In this letter, a new class of cubature Kalman filters (CKF) based on a spherical simplex-radial rule is proposed to further improve accuracy and efficiency of the traditional CKF. The transformation group of the regular simplex and the moment matching method are utilized to compute the spherical and radial integrals, respectively.
Shiyuan Wang, Jiuchao Feng, Chi K. Tse
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An Efficient Gauss-Seidel Cubature Kalman Filter
IEEE Transactions on Circuits and Systems II: Express Briefs, 2022The Cubature Kalman filter (CKF) is a widely used filter with excellent performance, particularly on large non-linear systems. However, the CKF is computationally challenging to implement. The matrix inversion operation increases the computational burden if exact inversion methods, such as the Cholesky decomposition, are used.
Qingwen Meng, Xuyou Li, Yanda Guo
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The high-degree cubature Kalman filter
2012 IEEE 51st IEEE Conference on Decision and Control (CDC), 2012Cubature Kalman filter (CKF) has recently drawn much attention due to its more stable performance than the unscented Kalman filter (UKF). This third-degree cubabure rule based nonlinear filter may not be accurate enough in many estimation problems. In this paper, a more general class of CKFs with arbitrary high-degree estimation accuracy is proposed ...
Bin Jia, Ming Xin, Yang Cheng
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ECG Denoising using Cubature Kalman Filter Framework
2020 5th International Conference on Communication and Electronics Systems (ICCES), 2020In this paper, the robust and efficient filtering framework based on the cubature Kalman filter (CKF) is proposed for electrocardiogram (ECG) denoising. The CKF preserves the second-order content in corrupted measurements and provides the best-known approximation under the Gaussian conjecture.
Roshan M. Bodile +1 more
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A New Derivation of the Cubature Kalman Filters
Asian Journal of Control, 2014ABSTRACTThis paper investigates the cubature Kalman filtering (CKF) for nonlinear dynamic systems. This third‐degree rule based filter employs a spherical‐radial cubature rule to numerically compute the integrals encountered in nonlinear filtering problems, thereby removing the requirements of explicitly computing the Jacobians.
Zhang, Xin-Chun, Teng, Yun-Long
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