Spherical simplex-radial cubature Kalman filter

Shiyuan Wang, Jiuchao Feng, Chi Kong Tse

Research output: Journal article publicationJournal articleAcademic researchpeer-review

82 Citations (Scopus)

Abstract

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.
Original languageEnglish
Article number6661346
Pages (from-to)43-46
Number of pages4
JournalIEEE Signal Processing Letters
Volume21
Issue number1
DOIs
Publication statusPublished - 1 Jan 2014

Keywords

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

ASJC Scopus subject areas

  • Signal Processing
  • Applied Mathematics
  • Electrical and Electronic Engineering

Cite this