Mixed-degree spherical simplex-radial cubature Kalman filter

DOI10.1155/2017/6969453MaRDI QIDQ1993058zbMATH OpenOpenAlexWikidataFDO

Authors Shiyuan Wang, Yali Feng, Shukai Duan, Lidan Wang

Publication date 5 November 2018

Published in Mathematical Problems in Engineering (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1155/2017/6969453

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11)

Review text

Summary: Conventional low degree spherical simplex-radial cubature Kalman filters often generate low filtering accuracy or even diverge for handling highly nonlinear systems. The high-degree Kalman filters can improve filtering accuracy at the cost of increasing computational complexity; nevertheless their stability will be influenced by the negative weights existing in the high-dimensional systems. To efficiently improve filtering accuracy and stability, a novel \textit{mixed-degree spherical simplex-radial cubature Kalman filter} (MSSRCKF) is proposed in this paper. The accuracy analysis shows that the true posterior mean and covariance calculated by the proposed MSSRCKF can agree accurately with the third-order moment and the second-order moment, respectively. Simulation results show that, in comparison with the conventional spherical simplex-radial cubature Kalman filters that are based on the same degrees, the proposed MSSRCKF can perform superior results from the aspects of filtering accuracy and computational complexity.

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Cites work

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Cited in

(5)

• Design of high-degree Student's \(t\)-based cubature filters
• Novel simplex Kalman filters
• The cubature Kalman filter revisited
• Complexity analysis of three deterministic sampling nonlinear filtering algorithms
• Application of improved simplex quadrature cubature Kalman filter in nonlinear dynamic system

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