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On a new higher degree Cubature Kalman filter

机译:在一个新的高级Cubature Kalman滤波器上

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A new nonlinear Guassian filter named new 5th-degree cubature Kalman filter is proposed based on the conventional 3rd-degree CKF, for a higher filter accuracy, stronger numeric stability, acceptable computation complexity. The heart of new CKF is 5th-degree spherical and radial rule that a new sampling approach for points and corresponding weights. The 5th-degree CKF may provide a suboptimal solution for high-dimensional nonlinear system with higher accuracy than 3rd-degree and lower calculation than 5th-degree Gauss-Hermite quadrature filter. There is a comparison of filter accuracy and numeric stability in nonlinear initial alignment of SINS between 3rd, 5th and new CKFs. The results demonstrate that the new CKF has higher estamination accuracy and stronger stability with important application value.
机译:基于传统的3RD度CKF提出了一种名为新的5度Cucature Kalman滤波器的新的非线性沟滤波器,用于更高的过滤精度,更强的数字稳定性,可接受的计算复杂性。 新的CKF的核心是第五度球形和径向规则,即积分和相应权重的新采样方法。 第5度CKF可以为高维度非线性系统提供比3度高度和低于5度高斯 - Hermite正交滤波器更高的高维度非线性系统的次优的解决方案。 在3RD,第5和New CKF之间的非线性初始对准中的过滤精度和数字稳定性的比较。 结果表明,新的CKF具有较高的含量精度和具有重要应用价值的稳定性更强。

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