On a new higher degree Cubature Kalman filter

A new nonlinear Guassian filter named new 5th-degree cubature Kalman filter is proposed based on the conventional 3rd-degree CKF, for a higher filter accuracy, stronger numeric stability, acceptable computation complexity. The heart of new CKF is 5th-degree spherical and radial rule that a new sampling approach for points and corresponding weights. The 5th-degree CKF may provide a suboptimal solution for high-dimensional nonlinear system with higher accuracy than 3rd-degree and lower calculation than 5th-degree Gauss-Hermite quadrature filter. There is a comparison of filter accuracy and numeric stability in nonlinear initial alignment of SINS between 3rd, 5th and new CKFs. The results demonstrate that the new CKF has higher estamination accuracy and stronger stability with important application value.