A recursive update cubature Kalman filter

This paper investigates the use of recursive update and proposes a recursive update cubature Kalman filter (RUCKF). Merit of recursive update is a better assimilation of measurement information and realization of nonlinear update on the state. The proposed algorithm is shown to achieve superior performance in terms of efficiency and accuracy when compared to cubature Kalamn filter (CKF), iterated cubature Kalman filter (ICKF) and recursive update filter based on extended Kalman filter (RUF). Illustrative simulation has been provided to prove this conclusion.