Interpolatory cubature Kalman filters

被引：54

作者：

Zhang, Yonggang ^{[1
]}

Huang, Yulong ^{[1
]}

Li, Ning ^{[1
]}

Zhao, Lin ^{[1
]}

机构：

[1] Harbin Engn Univ, Dept Automat, Harbin 150001, Peoples R China

来源：

IET CONTROL THEORY AND APPLICATIONS | 2015年 / 9卷 / 11期

基金：

中国国家自然科学基金; 中国博士后科学基金;

关键词：

NONLINEAR-SYSTEMS; GAUSSIAN FILTERS; INFINITE REGIONS; RULES;

D O I：

10.1049/iet-cta.2014.0873

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

In this study, a novel class of interpolatory cubature Kalman filters (ICKFs) with arbitrary degrees of accuracy, including the third-degree ICKF and the fifth-degree ICKF, are proposed based on the interpolatory cubature rule. Existing cubature Kalman filter and unscented Kalman filter can both be deemed as special cases of the proposed ICKFs. Furthermore, the proposed fifth-degree ICKF can achieve higher filtering accuracy than existing fifth-degree methods by properly choosing free parameters, as illustrated in numerical simulation.

引用

页码：1731 / 1739

页数：9

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