DocumentCode :
3171442
Title :
The high-degree cubature Kalman filter
Author :
Bin Jia ; Ming Xin ; Yang Cheng
Author_Institution :
Dept. of Electr. Eng., Columbia Univ., New York, NY, USA
fYear :
2012
fDate :
10-13 Dec. 2012
Firstpage :
4095
Lastpage :
4100
Abstract :
Cubature 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. It can be shown that the conventional CKF is a special case of the proposed method. A target tracking problem is used to test the performance of the proposed filters. It will be shown that the high-degree CKFs can achieve better performance than the extended Kalman filter, the unscented Kalman filter, and the conventional third-degree CKF. In addition, it can maintain a close performance to the Gauss-Hermite quadrature filter with less computation load.
Keywords :
Kalman filters; nonlinear filters; target tracking; high-degree cubature Kalman filter; nonlinear filter; target tracking problem; third-degree cubabure rule; Accuracy; Estimation; Gaussian approximation; Kalman filters; Polynomials;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Decision and Control (CDC), 2012 IEEE 51st Annual Conference on
Conference_Location :
Maui, HI
ISSN :
0743-1546
Print_ISBN :
978-1-4673-2065-8
Electronic_ISBN :
0743-1546
Type :
conf
DOI :
10.1109/CDC.2012.6426413
Filename :
6426413
Link To Document :
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