Improved High-Degree Cubature Kalman Filter

Abstract

In this paper, an improved filter has been proposed for solving the nonlinear estimation problem. The intractable integral appeared while solving the nonlinear estimation problem is decomposed into two parts, namely the surface and the line integrals. The surface integral is solved by using the arbitrary odd degree spherical cubature rule and the line integral is solved with any order Gauss-Laguerre quadrature rule. The proposed filter is named as Improved high-degree cubature Kalman filter (IHDCKF). The filter is applied to estimate the states of a nonlinear system and it shows enhanced accuracy compared to the cubature Kalman filter (CKF), the cubature quadrature Kalman filter (CQKF) and the high- degree cubature Kalman filter (HDCKF).