In this study, the authors focus on improving measurement update of existing nonlinear
Kalman approximation filter and propose a new sigma-point Kalman filter with recursive …

This paper proposes high‐degree cubature Kalman filter for nonlinear systems with missing
measurements. We derive out the explicit formulas for the prediction and update in the …

During the recursive calculate process of the cubature Kalman filter (CKF), the covariance
matrix tends to lose positive definiteness and noise statistical characteristics are inaccurate …

This paper addresses a general sampling method of the unscented Kalman filter (UKF) for
nonlinear state estimation. The sampling method for standard UKF is analyzed, and we …

This paper presents a new algorithm which yields a nonlinear state estimator called iterated
unscented Kalman filter. This state estimator makes use of both statistical and analytical …

This study analyses the stability of cubature Kalman filter (CKF) for non‐linear systems with
linear measurement. The certain conditions to ensure that the estimation error of the CKF …

This brief focuses on the development of a linear Kalman filtering algorithm when the control
input variable is corrupted by noises. The noisy input is considered in the derivation process …

In this paper, unscented Kalman filter (UKF) is used for state estimation of nonlinear system.
The main advantage of UKF is that it does not need any linearization for calculating the state …

In the real world, it is a common problem how to estimate the state of nonlinear systems with
colored noise. The Extended Kalman Filter (EKF) is generally used to linearize the state or …

This paper investigates the stability analysis of cubature Kalman filter (CKF) for nonlinear
systems with linear measurement. The certain conditions to ensure that the estimation error …