DocumentCode
1754970
Title
Spherical Simplex-Radial Cubature Kalman Filter
Author
Wang, Shuhui ; Feng, Jianjiang ; Tse, Chi K.
Author_Institution
School of Electronic and Information Engineering, Southwest University, Chongqing, China
Volume
21
Issue
1
fYear
2014
fDate
Jan. 2014
Firstpage
43
Lastpage
46
Abstract
In 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. In addition, with the increase of the state dimension, the new CKF of the fifth degree uses fewer quadrature points than the traditional CKF with the same degree. Simulations on moments calculation and nonlinear state estimation show that the proposed CKFs can achieve higher accuracy and better efficiency than the traditional CKFs.
Keywords
Accuracy; Bayes methods; Educational institutions; Electronic mail; Equations; Kalman filters; Probability density function; Bayesian filter; cubature kalman filter; numerical integration; simplex; spherical-radial;
fLanguage
English
Journal_Title
Signal Processing Letters, IEEE
Publisher
ieee
ISSN
1070-9908
Type
jour
DOI
10.1109/LSP.2013.2290381
Filename
6661346
Link To Document