High-degree spherical simplex-radial cubature quadrature Kalman filter

Abstract

A high-degree spherica1 simp1ex-radia1 cubature quadrature Ka1man fi1ter（HDSSRCQKF）was proposed to improve the estimation accuracy of non1inear Ka1man fi1ter.The non1inear Gaussian weighted integra1 was decomposed into the spherica1 integra1 and radia1 integra1.These two integra1s were ca1cu1ated using the seventh-degree spherica1 simp1ex ru1e and the high-degree Gauss-Laguerre quadrature ru1e，respective1y，and resu1t in the high-degree spherica1 simp1ex-radia1 cubature quadrature ru1e，from which the genera1 computing method of the cubature points and corresponding weights were obtained.And then，the HDSSRCQKF was achieved under the non1inear Ka1man fi1tering framework using the above method.The numerica1 simu1ation resu1ts indicate that HDSSRCQKF has a higher accuracy compared to the existed high-degree cubature Ka1man fi1ter，that verifies the effectiveness of the proposed a1gorithm.

Keywords

• cubature Ka1man fi1ter;Gauss-Laguerre quadrature;spherica1 simp1ex;non1inear