Square Root Sigma Point Filtering for Real-Time, Nonlinear Estimation

2004 ◽  
Vol 27 (2) ◽  
pp. 314-317 ◽  
Author(s):  
Shelby Brunke ◽  
Mark E. Campbell
Keyword(s):  
Real Time ◽  
Nonlinear Estimation ◽  
Square Root ◽  
Sigma Point

Improved square-root cubature information filter

2016 ◽  
Vol 39 (4) ◽  
pp. 579-588 ◽  
Author(s):  
Yulong Huang ◽  
Yonggang Zhang ◽  
Ning Li ◽  
Lin Zhao
Keyword(s):  
Large Scale ◽  
Estimation Error ◽  
Sampling Interval ◽  
Prediction Errors ◽  
Square Root ◽  
Sigma Point ◽  
Theoretical Comparison ◽  
Error Covariance ◽  
Information Filter ◽  
Scale Matrix

In this paper, a theoretical comparison between existing the sigma-point information filter (SPIF) framework and the unscented information filter (UIF) framework is presented. It is shown that the SPIF framework is identical to the sigma-point Kalman filter (SPKF). However, the UIF framework is not identical to the classical SPKF due to the neglect of one-step prediction errors of measurements in the calculation of state estimation error covariance matrix. Thus SPIF framework is more reasonable as compared with UIF framework. According to the theoretical comparison, an improved cubature information filter (CIF) is derived based on the superior SPIF framework. Square-root CIF (SRCIF) is also developed to improve the numerical accuracy and stability of the proposed CIF. The proposed SRCIF is applied to a target tracking problem with large sampling interval and high turn rate, and its performance is compared with the existing SRCIF. The results show that the proposed SRCIF is more reliable and stable as compared with the existing SRCIF. Note that it is impractical for information filters in large-scale applications due to the enormous computational complexity of large-scale matrix inversion, and advanced techniques need to be further considered.

scholarly journals Erratum to: Joseph covariance formula adaptation to Square-Root Sigma-Point Kalman filters

2017 ◽  
Vol 88 (3) ◽  
pp. 1987-1987 ◽  
Author(s):  
Francesco De Vivo ◽  
Alberto Brandl ◽  
Manuela Battipede ◽  
Piero Gili
Keyword(s):  
Kalman Filters ◽  
Square Root ◽  
Sigma Point

Joseph covariance formula adaptation to Square-Root Sigma-Point Kalman filters

2017 ◽  
Vol 88 (3) ◽  
pp. 1969-1986 ◽  
Author(s):  
Francesco De Vivo ◽  
Alberto Brandl ◽  
Manuela Battipede ◽  
Piero Gili
Keyword(s):  
Kalman Filters ◽  
Square Root ◽  
Sigma Point

Real-time precise orbit determination for BDS satellites using the square root information filter

GPS Solutions ◽  
2019 ◽  
Vol 23 (2) ◽  
Author(s):  
Xiaolei Dai ◽  
Yidong Lou ◽  
Zhiqiang Dai ◽  
Yun Qing ◽  
Min Li ◽  
...  
Keyword(s):  
Real Time ◽  
Orbit Determination ◽  
Precise Orbit Determination ◽  
Square Root ◽  
Precise Orbit ◽  
Information Filter

Square-Root Sigma-Point Information Filtering

2012 ◽  
Vol 57 (11) ◽  
pp. 2945-2950 ◽  
Author(s):  
Guoliang Liu ◽  
Florentin Worgotter ◽  
Irene Markelic
Keyword(s):  
Information Filtering ◽  
Square Root ◽  
Sigma Point
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