Application of Improved Simplex Quadrature Cubature Kalman Filter in Nonlinear Dynamic System. (14th May 2020)

• Record Type: Journal Article
• Authors: Cao, Ting; Gao, Huo-tao; Sun, Chun-feng; Ling, Yun; Ru, Guo-bao
• Other Names: Contento Alessandro Academic Editor.
• Is Part Of: Mathematical problems in engineering. Volume 2020(2020)
• Publication Date: 2020-05-14
• Subjects: Engineering mathematics -- Periodicals; 510.2462
• DOI: 10.1155/2020/1072824
• Languages: English
• ISSNs: 1024-123X

Abstract

Abstract : A novel spherical simplex Gauss–Laguerre quadrature cubature Kalman filter is proposed to improve the estimation accuracy of nonlinear dynamic system. The nonlinear Gaussian weighted integral has been approximately evaluated using the spherical simplex rule and the arbitrary order Gauss–Laguerre quadrature rule. Thus, a spherical simplex Gauss–Laguerre cubature quadrature rule is developed, from which the general computing method of the simplex cubature quadrature points and the corresponding weights are obtained. Then, under the nonlinear Kalman filtering framework, the spherical simplex Gauss–Laguerre quadrature cubature Kalman filter is derived. A high-dimensional nonlinear state estimation problem and a target tracking problem are utilized to demonstrate the effectiveness of the proposed spherical simplex Gauss–Laguerre cubature quadrature rule to improve the performance.