Mixed-degree spherical simplex-radial cubature Kalman filter
type: Item
instance of: scholarly article
title: Mixed-degree spherical simplex-radial cubature Kalman filter
zbMATH Open document ID: 1426.93342
DOI: 10.1155/2017/6969453
author: Shiyuan Wang
author: Yali Feng
author: Shukai Duan
author: Lidan Wang
published in: Mathematical Problems in Engineering
publication date: 2018-11-05T00:00:00Z
review text: Summary: Conventional low degree spherical simplex-radial cubature Kalman filters often generate low filtering accuracy or even diverge for handling highly nonlinear systems. The high-degree Kalman filters can improve filtering accuracy at the cost of increasing computational complexity; nevertheless their stability will be influenced by the negative weights existing in the high-dimensional systems. To efficiently improve filtering accuracy and stability, a novel \textit{mixed-degree spherical simplex-radial cubature Kalman filter} (MSSRCKF) is proposed in this paper. The accuracy analysis shows that the true posterior mean and covariance calculated by the proposed MSSRCKF can agree accurately with the third-order moment and the second-order moment, respectively. Simulation results show that, in comparison with the conventional spherical simplex-radial cubature Kalman filters that are based on the same degrees, the proposed MSSRCKF can perform superior results from the aspects of filtering accuracy and computational complexity.
Mathematics Subject Classification ID: 93E11
Mathematics Subject Classification ID: 60G35
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 93E10
zbMATH DE Number: 6972408
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1155/2017/6969453
OpenAlex ID: W2596758266
Wikidata QID: Q57812759
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description: scientific article; zbMATH DE number 6972408