Nonlinear estimation with transformed cubature quadrature points

An ongoing work, proposing a modified method to solve the nonlinear filtering problems is presented in this paper. The proposed method, which uses orthogonally transformed cubature quadrature points, is an extension of cubature quadrature Kalman filter (CQKF). The modified filtering method, developed here is regarded as transformed cubature quadrature Kalman filter (TCQKF). The computational load of TCQKF remains similar to the ordinary CQKF, while its accuracy improves for the systems having dimension higher than two. The proposed filter is simulated for a nonlinear filtering problem and the results are compared with the existing cubature based filters.