Double-layer cubature Kalman filter for nonlinear estimation

F Yang, Y Luo, L Zheng - Sensors, 2019 - mdpi.com
The cubature Kalman filter (CKF) has poor performance in strongly nonlinear systems while
the cubature particle filter has high computational complexity induced by stochastic …

The geometric unscented Kalman filter

C Fang, J Liu, S Ye, J Zhang - arXiv preprint arXiv:2009.13079, 2020 - arxiv.org
Many filters have been proposed in recent decades for the nonlinear state estimation
problem. The linearization-based extended Kalman filter (EKF) is widely applied to …

A novel cubature Kalman filter for nonlinear state estimation

XC Zhang - 52nd IEEE Conference on Decision and Control, 2013 - ieeexplore.ieee.org
The cubature Kalman filter (CKF) is more preferred over the unscented Kalman filter (UKF)
for its more stable performance. The CKF employs a third-degree spherical-radial cubature …

Robust measure of non‐linearity‐based cubature Kalman filter

L Zhang, S Li, E Zhang, Q Chen - IET Science, Measurement & …, 2017 - Wiley Online Library
In this study, a novel robust measure of non‐linearity‐based cubature Kalman filter
(RMoNCKF) is proposed to obtain good performance with lower computational burden. The …

Neural network-aided variational Bayesian adaptive cubature Kalman filtering for nonlinear state estimation

Z Miao, H Shi, Y Zhang, F Xu - Measurement Science and …, 2017 - iopscience.iop.org
In this paper, a new variational Bayesian adaptive cubature Kalman filter (VBACKF) is
proposed for nonlinear state estimation. Although the conventional VBACKF performs better …

SCKF-STF-CN: a universal nonlinear filter for maneuver target tracking

Q Ge, W Li, C Wen - Journal of Zhejiang University SCIENCE C, 2011 - Springer
Square-root cubature Kalman filter (SCKF) is more effective for nonlinear state estimation
than an unscented Kalman filter. In this paper, we study the design of nonlinear filters based …

Correction adaptive square-root cubature Kalman filter with application to autonomous vehicle target tracking

Z Zhang, L Zheng, Y Li, H Wu, Y Liang… - Measurement Science …, 2021 - iopscience.iop.org
For a state estimation problem of nonlinear system, the square-root cubature Kalman filter
(SCKF) is an effective method when the noise statistical characteristics are known. However …

Stability analysis of the discrete-time cubature Kalman filter

TR Wanasinghe, GKI Mann… - 2015 54th IEEE …, 2015 - ieeexplore.ieee.org
This study analyses the estimation error behaviour of the discrete-time cubature Kalman
filter (CKF) for general nonlinear systems with nonlinear measurements. First, we show that …

Iterated maximum correntropy unscented Kalman filters for non-Gaussian systems

G Wang, Y Zhang, X Wang - Signal Processing, 2019 - Elsevier
The maximum correntropy unscented Kalman filter (MCUKF) is a newly proposed non-linear
state estimation algorithm that is robust to non-Gaussian noise. In this paper, we propose …

State estimation based on improved cubature Kalman filter algorithm

J Zhu, B Liu, H Wang, Z Li… - IET Science, Measurement …, 2020 - Wiley Online Library
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 …