Adaptively random weighted cubature Kalman filter for nonlinear systems

DOI10.1155/2019/4160847MaRDI QIDQ2298405zbMATH OpenOpenAlexWikidataFDO

Authors Zhaohui Gao, De-Jun Mu, Yongmin Zhong, Chengfan Gu, Chengcai Ren

Publication date 20 February 2020

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/10.1155/2019/4160847

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Filtering in stochastic control theory (93E11)

Review text

Summary: This paper presents a new adaptive random weighting cubature Kalman filtering method for nonlinear state estimation. This method adopts the concept of random weighting to address the problem that the cubature Kalman filter (CKF) performance is sensitive to system noise. It establishes random weighting theories to estimate system noise statistics and predicted state and measurement together with their associated covariances. Subsequently, it adaptively adjusts the weights of cubature points based on the random weighting estimations to improve the prediction accuracy, thus restraining the disturbances of system noises on state estimation. Simulations and comparison analysis demonstrate the improved performance of the proposed method for nonlinear state estimation.

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Cites work

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Cited in

(6)

• An adaptive cubature Kalman filter for nonlinear systems against randomly occurring injection attacks
• Support vector regression-based adaptive divided difference filter for nonlinear state estimation problems
• Windowing and random weighting-based adaptive unscented Kalman filter
• Design of adaptive robust square-root cubature Kalman filter with noise statistic estimator
• Non-fragile cubature Kalman filtering under innovation-based weighted try-once-discard protocol with channel noise
• Adaptive random weighted H estimation for system noise statistics

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