Composite embedded cubature Kalman filter

Dong Meng; Lingjuan Miao; Haijun Shao

doi:10.1002/acs.2797

Composite embedded cubature Kalman filter

Dong Meng^*, Lingjuan Miao, Haijun Shao

^*Corresponding author for this work

School of Automation

Beijing Institute of Technology

Research output: Contribution to journal › Article › peer-review

7 Citations (Scopus)

Abstract

The 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 approximation, which can realize higher precision than ECKF in theory. At the same time, another new algorithm, named adaptive CECKF, is also put forward by introducing an adaptive method based on CECKF. Through the comparison of simulation, the proposed methods are able to enhance filter precision.

Original language	English
Pages (from-to)	1743-1753
Number of pages	11
Journal	International Journal of Adaptive Control and Signal Processing
Volume	31
Issue number	12
DOIs	https://doi.org/10.1002/acs.2797
Publication status	Published - Dec 2017

Keywords

CKF
adaptive filter
embedded cubature Kalman filter
high-degree ECKF

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10.1002/acs.2797

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title = "Composite embedded cubature Kalman filter",

abstract = "The 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 approximation, which can realize higher precision than ECKF in theory. At the same time, another new algorithm, named adaptive CECKF, is also put forward by introducing an adaptive method based on CECKF. Through the comparison of simulation, the proposed methods are able to enhance filter precision.",

keywords = "CKF, adaptive filter, embedded cubature Kalman filter, high-degree ECKF",

author = "Dong Meng and Lingjuan Miao and Haijun Shao",

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AU - Miao, Lingjuan

AU - Shao, Haijun

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AB - The 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 approximation, which can realize higher precision than ECKF in theory. At the same time, another new algorithm, named adaptive CECKF, is also put forward by introducing an adaptive method based on CECKF. Through the comparison of simulation, the proposed methods are able to enhance filter precision.

KW - CKF

KW - adaptive filter

KW - embedded cubature Kalman filter

KW - high-degree ECKF

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IS - 12

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Composite embedded cubature Kalman filter

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Keywords

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