scholarly journals Mixed-Degree Spherical Simplex-Radial Cubature Kalman Filter

2017 ◽  
Vol 2017 ◽  
pp. 1-9 ◽  
Author(s):  
Shiyuan Wang ◽  
Yali Feng ◽  
Shukai Duan ◽  
Lidan Wang
Keyword(s):  
Kalman Filter ◽  
Computational Complexity ◽  
Kalman Filters ◽  
Order Moment ◽  
Low Degree ◽  
Cubature Kalman Filter ◽  
Highly Nonlinear ◽  
Spherical Simplex ◽  
The Cost ◽  
High Degree

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 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.

scholarly journals Moving State Marine SINS Initial Alignment Based on High Degree CKF

2014 ◽  
Vol 2014 ◽  
pp. 1-8 ◽  
Author(s):  
Yong-Gang Zhang ◽  
Yu-Long Huang ◽  
Zhe-Min Wu ◽  
Ning Li
Keyword(s):  
Kalman Filter ◽  
Unscented Kalman Filter ◽  
Alignment Method ◽  
Misalignment Angle ◽  
Initial Alignment ◽  
Central Difference ◽  
Angle Condition ◽  
Cubature Kalman Filter ◽  
High Degree ◽  
Central Difference Kalman Filter

A new moving state marine initial alignment method of strap-down inertial navigation system (SINS) is proposed based on high-degree cubature Kalman filter (CKF), which can capture higher order Taylor expansion terms of nonlinear alignment model than the existing third-degree CKF, unscented Kalman filter and central difference Kalman filter, and improve the accuracy of initial alignment under large heading misalignment angle condition. Simulation results show the efficiency and advantage of the proposed initial alignment method as compared with existing initial alignment methods for the moving state SINS initial alignment with large heading misalignment angle.

scholarly journals Double-Layer Cubature Kalman Filter for Nonlinear Estimation

Sensors ◽  
2019 ◽  
Vol 19 (5) ◽  
pp. 986 ◽  
Author(s):  
Feng Yang ◽  
Yujuan Luo ◽  
Litao Zheng
Keyword(s):  
Kalman Filter ◽  
Computational Complexity ◽  
Double Layer ◽  
Poor Performance ◽  
The State ◽  
Estimation Accuracy ◽  
Sampling Point ◽  
Stochastic Sampling ◽  
Deterministic Sampling ◽  
Cubature Kalman Filter

The cubature Kalman filter (CKF) has poor performance in strongly nonlinear systems while the cubature particle filter has high computational complexity induced by stochastic sampling. To address these problems, a novel CKF named double-Layer cubature Kalman filter (DLCKF) is proposed. In the proposed DLCKF, the prior distribution is represented by a set of weighted deterministic sampling points, and each deterministic sampling point is updated by the inner CKF. Finally, the update mechanism of the outer CKF is used to obtain the state estimations. Simulation results show that the proposed algorithm has not only high estimation accuracy but also low computational complexity, compared with the state-of-the-art filtering algorithms.

scholarly journals Quadrotor UAV state estimation based on High-Degree Cubature Kalman filter

2016 ◽  
Vol 49 (17) ◽  
pp. 349-354 ◽  
Author(s):  
Hamza Benzerrouk ◽  
Alexander Nebylov ◽  
Hassen Salhi
Keyword(s):  
Kalman Filter ◽  
State Estimation ◽  
Quadrotor Uav ◽  
Cubature Kalman Filter ◽  
High Degree

Multiple Robust High-degree Cubature Kalman Filter for Relative Position and Attitude Estimation of Satellite Formation

2019 ◽  
Vol 72 (5) ◽  
pp. 1254-1274 ◽  
Author(s):  
Ning Li ◽  
Wentao Ma ◽  
Weishi Man ◽  
Liu Cao ◽  
Hui Zhang
Keyword(s):  
Kalman Filter ◽  
State Space ◽  
High Dimension ◽  
Relative Position ◽  
Attitude Estimation ◽  
The State ◽  
Robust Performance ◽  
Cubature Kalman Filter ◽  
Estimation System ◽  
High Degree

The High-degree Cubature Kalman Filter (HCKF) is proposed as a novel methodology based on the arbitrary degree spherical rule, which can achieve better performance than the traditional Kalman filter. However, it also has a large calculation burden when used in a high-dimension and high-degree of accuracy estimation system. The number of sampling points of an HCKF increases polynomially with increasing state-space dimensions, which further increases the calculation burden. The reduction of the number of the state-space dimensions is the main contribution of this study. A strategy for HCKF based on the partitioning of the state-space and orthogonal principle is introduced, referred to as the Multiple Robust HCKF (MRHCKF). It is shown that this technique can effectively reduce the calculation burden for the high-dimension system with robust performance. Numerical simulations are performed for the example of high-dimension relative position and attitude estimation to show that the proposed method can obtain nearly the same performance as the HCKF, while drastically reducing computational complexity.

Three-Dimensional Submarine-to-Submarine Passive Target Tracking in the Presence of Non-Gaussian Noises

2021 ◽  
Vol 17 (3) ◽  
pp. 1-24
Author(s):  
Kavitha Lakshmi M. ◽  
Koteswara Rao S. ◽  
Subrahmanyam Kodukula
Keyword(s):  
Kalman Filter ◽  
Target Tracking ◽  
Gaussian Noise ◽  
Target Location ◽  
Unscented Kalman Filter ◽  
Three Dimensional ◽  
Noise Environment ◽  
Cubature Kalman Filter ◽  
Highly Nonlinear ◽  
Non Gaussian

In underwater surveillance, three-dimensional target tracking is a challenging task. The angles-only measurements (i.e., bearing and elevation) obtained by hull mounted sensors are considered to appraise the target motion parameter. Due to noise in measurements and nonlinearity of the system, it is very hard to find out the target location. For many applications, UKF is best estimator that remaining algorithms. Recently, cubature Kalman filter (CKF) is also popular. It is proposed to use UKF (unscented Kalman filter) and CKF (cubature Kalman filter) algorithms that minimize the noise in measurements. So far, researchers carried out this work (target tracking) in Gaussian noise environment, whereas in this paper same work is carried out for non-Gaussian noise environment. The performance evaluation of the filters using Monte-Carlo simulation and Cramer-Rao lower bound (CRLB) is accomplished and the results are analyzed. Result shows that UKF is well suitable for highly nonlinear systems than CKF.

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