Title
Spherical Simplex-Radial Cubature Kalman Filter
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. ? 2013 IEEE.
Year
DOI
Venue
2014
10.1109/LSP.2013.2290381
Signal Processing Letters, IEEE  
Keywords
Field
DocType
Bayesian filter,cubature kalman filter,numerical integration,simplex,spherical-radial
Mathematical optimization,Nonlinear system,Numerical integration,Kalman filter,Simplex,Quadrature (mathematics),Cubature kalman filter,Probability density function,Mathematics,Method of moments (statistics)
Journal
Volume
Issue
ISSN
21
1
1070-9908
Citations 
PageRank 
References 
17
0.81
12
Authors
3
Name
Order
Citations
PageRank
Shiyuan Wang110318.81
Jiuchao Feng213317.84
Chi K. Tse31153155.94