Novel cubature Kalman filters based on mixed degrees

Abstract

The cubature rule used in the cubature Kalman filter (CKF) is a combination of the spherical rule and the radial rule. In order to further improve the computational efficiency and accuracy, we introduce a novel CKF in this paper by using the mixed degrees of spherical and radial rules. Simulation results show that the novel CKFs present the trade-off between the conventional third-degree CKF (CKF3) and the fifth-degree CKF (CKF5) from the respects of the accuracy and computational complexity. In addition, the novel CKF outperforms the CKF5 in some nonlinear systems.