• 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