Iterated cubature Kalman filter and its application

Author

Mu, Jing ; Cai, Yuan-Li

Author_Institution

Sch. of Electron. & Inf. Eng., Xi´´an Jiaotong Univ., Xi´´an, China

fYear

2011

fDate

20-23 March 2011

Firstpage

33

Lastpage

37

Abstract

We present the novel iterated cubature Kalman filter (ICKF) in which the measurement update of square root of cubature Kalman filter (SR-CKF) is refined to iterate process for fully exploiting the latest measurement so as to achieve the high accuracy of state estimation. The ICKF is implemented easily and inherits the virtues of SR-CKF. We apply ICKF to state estimation for reentry ballistic target with unknown ballistic coefficient. Simulation results indicate ICKF outperforms over the unscented Kalman filter (UKF) and SR-CKF in state estimation accuracy.

Keywords

Kalman filters; state estimation; ICKF; SR-CKF; iterated cubature Kalman filter; reentry ballistic target; square root of cubature Kalman filter; state estimation; Accuracy; Covariance matrix; Equations; Kalman filters; Mathematical model; Maximum likelihood estimation; State estimation; Iterated method; Square-root cubature Kalman filter; State estimation for reentry ballistic target;

fLanguage

English

Publisher

ieee

Conference_Titel

Cyber Technology in Automation, Control, and Intelligent Systems (CYBER), 2011 IEEE International Conference on

Conference_Location

Kunming

Print_ISBN

978-1-61284-910-2

Type

conf

DOI

10.1109/CYBER.2011.6011759

Filename

6011759