4.6 Article

Spherical Simplex-Radial Cubature Kalman Filter

期刊

IEEE SIGNAL PROCESSING LETTERS
卷 21, 期 1, 页码 43-46

出版社

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
DOI: 10.1109/LSP.2013.2290381

关键词

Bayesian filter; cubature kalman filter; numerical integration; simplex; spherical-radial

资金

  1. National Natural Science Foundation of China [61101232]
  2. Doctoral Fund of Southwest University, China [SWU111027]
  3. Fundamental Research Funds for the Central Universities

向作者/读者索取更多资源

In this letter, a new class of cubature Kalman filters (CKF) based on a spherical simplex-radial rule is proposed to further improve accuracy and efficiency of the traditional CKF. The transformation group of the regular simplex and the moment matching method are utilized to compute the spherical and radial integrals, respectively. In addition, with the increase of the state dimension, the new CKF of the fifth degree uses fewer quadrature points than the traditional CKF with the same degree. Simulations on moments calculation and nonlinear state estimation show that the proposed CKFs can achieve higher accuracy and better efficiency than the traditional CKFs.

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