• DocumentCode
    619742
  • Title

    A redundant adaptive robust filtering algorithm based on cubature Kalman fliter

  • Author

    Wan Shuo ; Yang YongSheng ; Jing Zhongliang

  • Author_Institution
    Schools of Aeronaut. & Astronaut., Shanghai Jiaotong Univ., Shanghai, China
  • fYear
    2013
  • fDate
    25-27 May 2013
  • Firstpage
    479
  • Lastpage
    484
  • Abstract
    In this paper, A novel nonlinear state estimation algorithm called redundant adaptive robust filter (RARCKF) is proposed for the state estimation of the maneuvering target in which the square-root of the cubature kalman filter (SRCKF), like the other traditional Gaussian domain Bayesian filters, cannot achieve high accuracy of state estimation when it suffers from long-standing model errors or the model of the system takes rapid and abrupt unknown changes. As a result of using RARCKF, the algorithm can make sure the validity of the filter while in the case of the model prediction suffers with long-standing errors or the target takes maneuvering. Simulation results in the section 4 indicate RARCKF outperforms over the SRCKF both in the numerical accuracy and the convergence rate.
  • Keywords
    adaptive Kalman filters; nonlinear estimation; nonlinear filters; state estimation; RARCKF; convergence rate; long-standing model errors; model prediction; nonlinear state estimation algorithm; numerical accuracy; redundant adaptive robust filtering algorithm based on cubature Kalman filter; target maneuvering; Equations; Filtering algorithms; Kalman filters; Mathematical model; Maximum likelihood detection; Robustness; State estimation; Maneuvering target; Non-linear filter; Redundant adaptive robust filter; Square-root cubature Kalman filter;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Control and Decision Conference (CCDC), 2013 25th Chinese
  • Conference_Location
    Guiyang
  • Print_ISBN
    978-1-4673-5533-9
  • Type

    conf

  • DOI
    10.1109/CCDC.2013.6560971
  • Filename
    6560971