Cubature H∞ Information Filter

This paper presents a state estimation algorithm referred to as a cubature H-infinity information filter (CH infinity IF) for nonlinear systems. The proposed algorithm is developed from a cubature Kalman filter, an H-infinity filter and an extended information filter. The CH infinity IF is a derivative free filter, where the information state vector and information matrix are propagated rather than the state vector and error covariance matrix. Furthermore, the CH infinity IF is extended for multi-sensor state estimation. The efficacy of the CH infinity IF is demonstrated by a simulation example of a permanent magnet synchronous motor in the presence of Gaussian and non-Gaussian noises.