Variants and improvements of the extended Kalman filter (EKF) always encounter a dilemma between the estimation accuracy delivered and the computational burden associated. Targeting to improve this shortcoming, achieving estimations with high accuracy and computational efficiency, this paper investigates a new adaptive high order extended Kalman filter (AHEKF) based on the design of a special order-switching strategy within one single filter run. At each filter step, an innovation-based function, accounting for the filter consistency, is put forward and estimated to determine the necessity of an order-switching operation. We think that the methodology could be of general applicability in procedures where a switching order approximation is possible, and in our work, simulations and performance evaluations are illustrated with a particular celestial mechanics problem dealing with orbit determination.

扩展卡尔曼滤波器（EKF）的变体和改进总是在交付的估计精度与相关的计算负担之间遇到难题。为了改善这一缺点，以高精度和高计算效率实现估算，本文基于一种在单次滤波器运行中特殊的阶跃切换策略的设计，研究了一种新的自适应高阶扩展卡尔曼滤波器（AHEKF）。在每个过滤器步骤中，都会提出并估算一个基于创新的函数，该函数考虑了过滤器的一致性，以确定进行订单切换操作的必要性。我们认为，该方法可以在可能转换顺序近似的过程中通用，并且在我们的工作中，