DocumentCode :
1754970
Title :
Spherical Simplex-Radial Cubature Kalman Filter
Author :
Wang, Shuhui ; Feng, Jianjiang ; Tse, Chi K.
Author_Institution :
School of Electronic and Information Engineering, Southwest University, Chongqing, China
Volume :
21
Issue :
1
fYear :
2014
fDate :
Jan. 2014
Firstpage :
43
Lastpage :
46
Abstract :
In this letter, a new class of cubature Kalman filters (CKF) based on a spherical simplex-radial rule is proposed to further improve accuracy and efficiency of the traditional CKF. The transformation group of the regular simplex and the moment matching method are utilized to compute the spherical and radial integrals, respectively. In addition, with the increase of the state dimension, the new CKF of the fifth degree uses fewer quadrature points than the traditional CKF with the same degree. Simulations on moments calculation and nonlinear state estimation show that the proposed CKFs can achieve higher accuracy and better efficiency than the traditional CKFs.
Keywords :
Accuracy; Bayes methods; Educational institutions; Electronic mail; Equations; Kalman filters; Probability density function; Bayesian filter; cubature kalman filter; numerical integration; simplex; spherical-radial;
fLanguage :
English
Journal_Title :
Signal Processing Letters, IEEE
Publisher :
ieee
ISSN :
1070-9908
Type :
jour
DOI :
10.1109/LSP.2013.2290381
Filename :
6661346
Link To Document :
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