A Strong Tracking Cubature Kalman Filter for Nonlinear Estimation

2013 ◽  
Vol 313-314 ◽  
pp. 1115-1119
Author(s):  
Yong Qi Wang ◽  
Feng Yang ◽  
Yan Liang ◽  
Quan Pan
Keyword(s):  
Kalman Filter ◽  
State Estimation ◽  
Scaling Factor ◽  
Estimation Accuracy ◽  
Nonlinear State Estimation ◽  
Cubature Kalman Filter ◽  
Novel Method ◽  
Simulation Results ◽  
Tracking Filter ◽  
Nonlinear State

In this paper, a novel method based on cubature Kalman filter (CKF) and strong tracking filter (STF) has been proposed for nonlinear state estimation problem. The proposed method is named as strong tracking cubature Kalman filter (STCKF). In the STCKF, a scaling factor derived from STF is added and it can be tuned online to adjust the filtering gain accordingly. Simulation results indicate STCKF outperforms over EKF and CKF in state estimation accuracy.

Diffusion nonlinear Kalman filter with intermittent observations

2017 ◽  
Vol 232 (15) ◽  
pp. 2775-2783 ◽  
Author(s):  
Guoqing Wang ◽  
Ning Li ◽  
Yonggang Zhang
Keyword(s):  
Kalman Filter ◽  
Sensor Networks ◽  
State Estimation ◽  
Target Tracking ◽  
Estimation Accuracy ◽  
Nonlinear State Estimation ◽  
Information Filter ◽  
Cubature Kalman Filter ◽  
Nonlinear Kalman Filter ◽  
Nonlinear State

In this article, we consider the distributed nonlinear state estimation over sensor networks under the diffusion Kalman filter paradigm, where data only exchanges among the neighbourhoods of sensors. We first obtain a novel nonlinear Kalman filter with intermittent observations based on cubature Kalman filter. After that, its equivalent information filter is derived, and the proposed diffusion cubature Kalman filter with intermittent observations is designed based on this information filter. The effectiveness of proposed algorithms is demonstrated by a typical target tracking example, and our algorithm has similar estimation accuracy when comparing with existing algorithms while consuming less computation and communication resources.

Iterated Cubature Kalman Filter for State Estimation of Maneuver Reentry Vehicle

2012 ◽  
Vol 466-467 ◽  
pp. 1329-1333
Author(s):  
Jing Mu ◽  
Chang Yuan Wang
Keyword(s):  
Kalman Filter ◽  
State Estimation ◽  
Unscented Kalman Filter ◽  
High Accuracy ◽  
Estimation Accuracy ◽  
Reentry Vehicle ◽  
Vehicle Simulation ◽  
Cubature Kalman Filter ◽  
Simulation Results ◽  
Iterate Process

We present the new filters named iterated cubature Kalman filter (ICKF). The ICKF is implemented easily and involves the iterate process for fully exploiting the latest measurement in the measurement update so as to achieve the high accuracy of state estimation We apply the ICKF to state estimation for maneuver reentry vehicle. Simulation results indicate ICKF outperforms over the unscented Kalman filter and square root cubature Kalman filter in state estimation accuracy.

scholarly journals Adaptively Random Weighted Cubature Kalman Filter for Nonlinear Systems

2019 ◽  
Vol 2019 ◽  
pp. 1-13 ◽  
Author(s):  
Zhaohui Gao ◽  
Dejun Mu ◽  
Yongmin Zhong ◽  
Chengfan Gu ◽  
Chengcai Ren
Keyword(s):  
Kalman Filter ◽  
State Estimation ◽  
System Noise ◽  
Nonlinear State Estimation ◽  
Cubature Kalman Filter ◽  
Random Weighting ◽  
Improved Performance ◽  
Noise Statistics ◽  
Estimate System ◽  
Nonlinear State

This paper presents a new adaptive random weighting cubature Kalman filtering method for nonlinear state estimation. This method adopts the concept of random weighting to address the problem that the cubature Kalman filter (CKF) performance is sensitive to system noise. It establishes random weighting theories to estimate system noise statistics and predicted state and measurement together with their associated covariances. Subsequently, it adaptively adjusts the weights of cubature points based on the random weighting estimations to improve the prediction accuracy, thus restraining the disturbances of system noises on state estimation. Simulations and comparison analysis demonstrate the improved performance of the proposed method for nonlinear state estimation.

scholarly journals Nonlinear state estimation using neural-cubature Kalman filter

Automatika ◽  
2017 ◽  
Vol 58 (3) ◽  
pp. 347-353 ◽  
Author(s):  
Zhiyong Miao ◽  
Yi Zhang ◽  
Kun Zhao ◽  
Fan Xun
Keyword(s):  
Kalman Filter ◽  
State Estimation ◽  
Nonlinear State Estimation ◽  
Cubature Kalman Filter ◽  
Nonlinear State
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