Open AccessInterpolatory cubature Kalman filters
Author(s) -
Zhang Yonggang,
Huang Yulong,
Li Ning,
Zhao Lin
Publication year - 2015
Publication title -
iet control theory and applications
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.059
H-Index - 108
eISSN - 1751-8652
pISSN - 1751-8644
DOI - 10.1049/iet-cta.2014.0873
Subject(s) - kalman filter , degree (music) , fast kalman filter , control theory (sociology) , moving horizon estimation , ensemble kalman filter , invariant extended kalman filter , computer science , class (philosophy) , alpha beta filter , extended kalman filter , mathematics , artificial intelligence , acoustics , control (management) , physics
In this study, a novel class of interpolatory cubature Kalman filters (ICKFs) with arbitrary degrees of accuracy, including the third‐degree ICKF and the fifth‐degree ICKF, are proposed based on the interpolatory cubature rule. Existing cubature Kalman filter and unscented Kalman filter can both be deemed as special cases of the proposed ICKFs. Furthermore, the proposed fifth‐degree ICKF can achieve higher filtering accuracy than existing fifth‐degree methods by properly choosing free parameters, as illustrated in numerical simulation.