Quadrature filters for maneuvering target tracking

In this paper, a maneuvering target tracking problem has been solved by using the Guss-Hermite filter (GHF) and sparse-grid Gauss-Hermite filter (SGHF). Univariate Gauss-Hermite quadrature rule is extended for multidimensional systems by using the product rule and the Smolyak´s rule in GHF and SGHF respectively. The SGHF, which is an alternative of GHF reduces the computational burden considerably. The performance of the quadrature filters have been compared with the cubature Kalman filter (CKF), and the unscented Kalman filter (UKF) for the maneuvering target tracking problem. The simulation results exhibit the improvement of performance with the quadrature filters compared to the CKF and the UKF.