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Continuous discrete cubature quadrature Kalman filter
Asian Journal of Control ( IF 2.4 ) Pub Date : 2021-02-07 , DOI: 10.1002/asjc.2505


In this paper, cubature quadrature Kalman filter algorithm has been reformulated for nonlinear state space model of continuous-discrete nature. The developed method is named as continuous-discrete cubature quadrature Kalman filter (CD-CQKF). The formulated algorithm has been applied to track the trajectory of an aircraft. The process is described with coordinated turn model. From the simulation result, it has been observed that the developed CD-CQKF provides better estimation compared with continuous-discrete cubature Kalman filter.

中文翻译:

连续离散容积正交卡尔曼滤波器

本文针对连续-离散性质的非线性状态空间模型,重新制定了容积正交卡尔曼滤波算法。所开发的方法被命名为连续离散容积正交卡尔曼滤波器(CD-CQKF)。制定的算法已应用于跟踪飞机的轨迹。该过程用协调转弯模型描述。从仿真结果可以看出,与连续离散容积卡尔曼滤波器相比,所开发的 CD-CQKF 提供了更好的估计。
更新日期:2021-02-07
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