Mixed degree cubature Kalman filter for nonlinear system

Chen Qian; Chengying Song; Caijuan Ji

doi:10.1117/12.2649613

14 October 2022 Mixed degree cubature Kalman filter for nonlinear system

Chen Qian, Chengying Song, Caijuan Ji

Proceedings Volume 12343, 2nd International Conference on Laser, Optics and Optoelectronic Technology (LOPET 2022); 1234309 (2022) https://doi.org/10.1117/12.2649613
Event: 2nd International Conference on Laser, Optics and Optoelectronic Technology (LOPET 2022), 2022, Qingdao, China

Abstract

Aiming at the problem of real-time performance of the high-degree cubature Kalman filter (CKF) algorithm in nonlinear systems, the mixed degree cubature Kalman filter (MDCKF) is proposed. The Gaussian approximation filter formulas and sampling rules for third-degree cubature and fifth-degree cubature are presented. The MDCKF uses the different degree cubature rule for the time update process and measurement update process. For more efficient use of measurement information, the fifth-degree cubature sampling rule is utilized in measurement update, while the third-degree cubature sampling rule is applied to the time update process. By simulating the target tracking problem and integrated navigation system, it demonstrates that MDCKF has similar accuracy to the fifth-degree CKF but takes less time. Thus, MDCKF has superior performance in balancing accuracy and time cost.

Citation Download Citation

Chen Qian, Chengying Song, and Caijuan Ji "Mixed degree cubature Kalman filter for nonlinear system", Proc. SPIE 12343, 2nd International Conference on Laser, Optics and Optoelectronic Technology (LOPET 2022), 1234309 (14 October 2022); https://doi.org/10.1117/12.2649613

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