Spherical Simplex-Radial Cubature Kalman Filter
Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Author(s)
Detail(s)
| Original language | English |
|---|---|
| Article number | 6661346 |
| Pages (from-to) | 43-46 |
| Journal / Publication | IEEE Signal Processing Letters |
| Volume | 21 |
| Issue number | 1 |
| Online published | 11 Nov 2013 |
| Publication status | Published - Jan 2014 |
| Externally published | Yes |
Link(s)
Abstract
In this letter, a new class of cubature Kalman filters (CKF) based on a spherical simplex-radial rule is proposed to further improve accuracy and efficiency of the traditional CKF. The transformation group of the regular simplex and the moment matching method are utilized to compute the spherical and radial integrals, respectively. In addition, with the increase of the state dimension, the new CKF of the fifth degree uses fewer quadrature points than the traditional CKF with the same degree. Simulations on moments calculation and nonlinear state estimation show that the proposed CKFs can achieve higher accuracy and better efficiency than the traditional CKFs. © 2013 IEEE.
Research Area(s)
- Bayesian filter, cubature kalman filter, numerical integration, simplex, spherical-radial
Citation Format(s)
Spherical Simplex-Radial Cubature Kalman Filter. / Wang, Shiyuan; Feng, Jiuchao; Tse, Chi K.
In: IEEE Signal Processing Letters, Vol. 21, No. 1, 6661346, 01.2014, p. 43-46.
In: IEEE Signal Processing Letters, Vol. 21, No. 1, 6661346, 01.2014, p. 43-46.
Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
