DocumentCode :
619742
Title :
A redundant adaptive robust filtering algorithm based on cubature Kalman fliter
Author :
Wan Shuo ; Yang YongSheng ; Jing Zhongliang
Author_Institution :
Schools of Aeronaut. & Astronaut., Shanghai Jiaotong Univ., Shanghai, China
fYear :
2013
fDate :
25-27 May 2013
Firstpage :
479
Lastpage :
484
Abstract :
In this paper, A novel nonlinear state estimation algorithm called redundant adaptive robust filter (RARCKF) is proposed for the state estimation of the maneuvering target in which the square-root of the cubature kalman filter (SRCKF), like the other traditional Gaussian domain Bayesian filters, cannot achieve high accuracy of state estimation when it suffers from long-standing model errors or the model of the system takes rapid and abrupt unknown changes. As a result of using RARCKF, the algorithm can make sure the validity of the filter while in the case of the model prediction suffers with long-standing errors or the target takes maneuvering. Simulation results in the section 4 indicate RARCKF outperforms over the SRCKF both in the numerical accuracy and the convergence rate.
Keywords :
adaptive Kalman filters; nonlinear estimation; nonlinear filters; state estimation; RARCKF; convergence rate; long-standing model errors; model prediction; nonlinear state estimation algorithm; numerical accuracy; redundant adaptive robust filtering algorithm based on cubature Kalman filter; target maneuvering; Equations; Filtering algorithms; Kalman filters; Mathematical model; Maximum likelihood detection; Robustness; State estimation; Maneuvering target; Non-linear filter; Redundant adaptive robust filter; Square-root cubature Kalman filter;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Control and Decision Conference (CCDC), 2013 25th Chinese
Conference_Location :
Guiyang
Print_ISBN :
978-1-4673-5533-9
Type :
conf
DOI :
10.1109/CCDC.2013.6560971
Filename :
6560971
Link To Document :
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