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Higher degree cubature quadrature kalman filter

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Abstract

In this paper, an algorithm has been developed to solve the nonlinear estimation problems. The intractable integrals, appeared during the estimation, have been approximately evaluated using any arbitrary but odd degree spherical cubature and higher order Gauss-Laguerre quadrature rule. The proposed method is termed as higher degree cubature quadrature Kalman filter (HDCQKF). With the help of two examples it has been shown that the accuracy of the proposed filter is higher compared to the cubature Kalman filter (CKF), the cubature quadrature Kalman filter (CQKF), and the higher degree cubature Kalman filter (HDCKF). The proposed method is a generalization of all existing cubature filters and under certain simplifications it merges with them.

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Authors and Affiliations

  1. Department of Electrical Engineering, Indian Institute of Technology Patna, Bihar, India

    Abhinoy Kumar Singh & Shovan Bhaumik

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  1. Abhinoy Kumar Singh
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  2. Shovan Bhaumik
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Corresponding author

Correspondence to Abhinoy Kumar Singh.

Additional information

Recommended by Associate Editor Soohee Han under the direction of Editor Duk-Sun Shim.

The authors acknowledge Rahul Radhakrishnan of Department of Electrical Engineering, IIT Patna, for his contribution in proofreading the paper.

Abhinoy Kumar Singh received his B.Tech degree in Electrical and Electronics Engineering from Cochin University of Science and Technology (CUSAT), India, in 2012. He is currently pursuing his Ph.D. from Indian Institute of Technology Patna, India. His research interests include nonlinear estimation and filtering with application to target tracking.

Shovan Bhaumik received his B.Tech from the Department of Instrumentation and Electronics Engineering, and his M.Tech and PhD from the Department of Electrical Engineering, ladavpur University, Kolkata, in 2002, 2004, and 2009, respectively. He was a research Engineer in GE Global research, GE India Technology Center, Bangalore, India from 2007 to 2009. Currently he is an Assistant Professor, Electrical Engineering Department, Indian Institute of Technology Patna, India. His main research interests include nonlinear estimation, statistical signal processing and aerospace target tracking.

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Singh, A.K., Bhaumik, S. Higher degree cubature quadrature kalman filter. Int. J. Control Autom. Syst. 13, 1097–1105 (2015). https://doi.org/10.1007/s12555-014-0228-8

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  • DOI: https://doi.org/10.1007/s12555-014-0228-8

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