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An Improved Location Algorithm by Extend Square-root Cubature Kalman Filter

Rui Guo Sheng, Yang Zhang, Jun Miao
2013 Journal of Computers  
In this paper, the new nonlinear filter method Cubature Kalman Filter (CKF) is improved to solve the passive location problem.  ...  ; Meanwhile, the location process is improved by the way of square root to keep its stability and positivity, and the results of track with moving angle-measured sensors' measurements by Extend SCKF are  ...  Unfortunately, it may be impossible for us to formulate the square-root UKF that enjoys numerical advantages similar to the Square-root Cubature Kalman Filter.  ... 
doi:10.4304/jcp.8.2.471-477 fatcat:cf5cyw3nwbf3bfs6ecckkuvkhi

Square Root Cubature Kalman Filter-Kalman Filter Algorithm for Intelligent Vehicle Position Estimate

Jianmin Duan, Hui Shi, Dan Liu, Hongxiao Yu
2016 Procedia Engineering  
A new filtering algorithm, adaptive square root cubature Kalman filter-Kalman filter (SRCKF-KF) is proposed to reduce the problems of amount of calculation, complex formula-transform, low accuracy, poor  ...  The method uses cubature Kalman filter (CKF) to estimate the nonlinear states of model while its linear states are estimated by the Kalman filter (KF).  ...  The proposed filter is derived from an extended square-root cubature filter fused with a Kalman filter, which uses cubature Kalman filter (CKF) to estimate the nonlinear states of model while its linear  ... 
doi:10.1016/j.proeng.2016.01.258 fatcat:vif3kkqjgnek7b3gu5xm6jtkcy

An Improved Square Root Cubature Particle Filter for Navigation

Hui Li
2014 International Journal of Hybrid Information Technology  
For the lack of measurement information of the PF, it combines square root cubature Kalman filter (SRCKF) with strong tracking filter (STF), and proposes an improved square root cubature Kalman filter  ...  In order to balance filtering accuracy and time cost, this paper introduces an improved square root cubature particle filter algorithm (ISRCPF) navigation method.  ...  This work was supported by the Natural Science Foundation of Heilongjiang Province of China (Grant Nos.  ... 
doi:10.14257/ijhit.2014.7.6.39 fatcat:hohkoaqggzhdlfi5v5t7eutm3m

Nonlinear State Estimation Algorithms for Autonomous Vehicles [chapter]

Kumar Pakki Bharani Chandra, Da-Wei Gu
2014 Computational Intelligence in Aerospace Sciences  
We propose a couple of new nonlinear state estimation algorithms, namely, cubature information filters (CIFs) and cubature H ∞ filters (CH ∞ Fs), and their square root versions.  ...  The extended Kalman filter (EKF) has been an important approach for nonlinear state estimation over the last five decades.  ...  The proposed algorithm is derived from the square root CKF and square root H ∞ filter, and is called as square root cubature H ∞ filter.  ... 
doi:10.2514/5.9781624102714.0181.0220 fatcat:q3vzmwnlbvh75naeihwnni3cae

Cubature Kalman smoothers

Ienkaran Arasaratnam, Simon Haykin
2011 Automatica  
The cubature Kalman filter (CKF) is a relatively new addition to derivative-free approximate Bayesian filters built under the Gaussian assumption.  ...  This paper extends the CKF theory to address nonlinear smoothing problems; the resulting state estimator is named the fixed-interval cubature Kalman smoother (FI-CKS).  ...  Unlike filtering algorithms, the smoothed state-error covariance is not an integral part of smoothing algorithms. This is an important observation for two reasons.  ... 
doi:10.1016/j.automatica.2011.08.005 fatcat:6dvuw75ymvatldwof5uq546ehu

Ultra - Wideband - based Trajectory Estimation Algorithm with Adaptive Square Root Cubature Kalman Filtering

Wu QingYi, College of Electronic Engineering , Naval University of Engineering , Wuhan 430000 , China, Liu Zhong, Zhang JianQiang, Sun KaiWen, College of naval aviation , Huludao 125000 , China, College of Electronic Engineering , Naval University of Engineering , Wuhan 430000 , China, College of Electronic Engineering , Naval University of Engineering , Wuhan 430000 , China, Department of Computer Science and Engineering , University of California , San Diego, CA 92093 , United States
2016 Journal of Engineering Science and Technology Review  
Square root cubature Kalman filter (SRCKF) was used to estimate the trajectory. However, the filtering accuracy decreased when the measured value was abnormal.  ...  The adaptive square root cubature Kalman filter (ASRCKF) method was proposed to deal with this problem. Judgment as to whether the ASRCKF method should be used was presented.  ...  Square root cubature Kalman filter SRCKF is an improvement of the CKF ideology first proposed by Arasaratnam in 2009 [11] [12] , [18] .  ... 
doi:10.25103/jestr.093.22 fatcat:joqmubpndravro47yglsoeypby

Square-Root Cubature Kalman Filter Based on H∞ Filter for Attitude Measurement of High-Spinning Aircraft

Ping-an Zhang, Wei Wang, Min Gao, Yi Wang
2021 International Journal of Aerospace Engineering  
Kalman filter, square root cubature Kalman filter, and singular value decomposition cubature Kalman filter, which proves the effectiveness and superiority of the algorithm.  ...  A novel H∞ filter called square-root cubature H∞ Kalman filter is proposed for attitude measurement of high-spinning aircraft.  ...  Square-Root Cubature H∞ Kalman Filter (SR-CH∞KF).  ... 
doi:10.1155/2021/5589691 doaj:c2d89447d10b4fbfb86c14d51de113c5 fatcat:vnqocuua5fcrzi2exywwkxuf7a

Cubature Kalman Filters

I. Arasaratnam, S. Haykin
2009 IEEE Transactions on Automatic Control  
In this paper, we present a new nonlinear filter for high-dimensional state estimation, which we have named the cubature Kalman filter (CKF).  ...  The paper also includes the derivation of a square-root version of the CKF for improved numerical stability. The CKF is tested experimentally in two nonlinear state estimation problems.  ...  square-root cubature Kalman filter (SCKF).  ... 
doi:10.1109/tac.2009.2019800 fatcat:3r57xz3zifdsjfh7bxhiaq3suq

Sensor Fusion with Square-Root Cubature Information Filtering

Ienkaran Arasaratnam
2013 Intelligent Control and Automation  
This paper derives a square-root information-type filtering algorithm for nonlinear multi-sensor fusion problems using the cubature Kalman filter theory.  ...  The resulting filter is called the square-root cubature Information filter (SCIF).  ...  filtering algorithm, they are required to send the square-root information matrices to the fusion center (see Figure 1) .  ... 
doi:10.4236/ica.2013.41002 fatcat:3kdpt2dzabf4bj22zggrsl5el4

Cubature Kalman Filtering for Continuous-Discrete Systems: Theory and Simulations

Ienkaran Arasaratnam, Simon Haykin, Thomas R. Hurd
2010 IEEE Transactions on Signal Processing  
Index Terms-Bayesian filters, cubature Kalman filter (CKF), Itô-Taylor expansion, nonlinear filtering, square-root filtering.  ...  In this paper, we extend the cubature Kalman filter (CKF) to deal with nonlinear state-space models of the continuousdiscrete kind.  ...  SQUARE-ROOT CONTINUOUS-DISCRETE CUBATURE KALMAN FILTERING FOR IMPROVED RELIABILITY The CD-CKF performs numerically sensitive operations such as matrix inversion and subtraction of two positive definite  ... 
doi:10.1109/tsp.2010.2056923 fatcat:dwruagdjenejbi62mfptqlmgqi

Application of Spherical-Radial Cubature Bayesian Filtering and Smoothing in Bearings Only Passive Target Tracking

Wasiq Ali, Yaan Li, Zhe Chen, Muhammad Asif Zahoor Raja, Nauman Ahmed, Xiao Chen
2019 Entropy  
The worth of spherical radial cubature Bayesian filtering and smoothing algorithms is validated by comparing with a conventional Unscented Kalman Filter (UKF) and an Unscented Rauch–Tung–Striebel (URTS  ...  The nonlinear model of a Kalman filter based on a Spherical Radial Cubature Kalman Filter (SRCKF) and discrete-time Kalman smoother known as a Spherical Radial Cubature Rauch–Tung–Striebel (SRCRTS) smoother  ...  By using the Bayesian methodology, researchers have developed many nonlinear filters to handle state estimation problem in an iterative pattern, like extended Kalman filter (EKF) [17] , unscented Kalman  ... 
doi:10.3390/e21111088 fatcat:46isdulbtfex7lpslfa2q27h3u

Adaptive Gaussian sum squared-root cubature Kalman filter with split-merge scheme for state estimation

Yu Liu, Kai Dong, Haipeng Wang, Jun Liu, You He, Lina Pan
2014 Chinese Journal of Aeronautics  
An efficient new algorithm called the adaptive Gaussian-sum square-root cubature Kalman filter (AGSSCKF) with a split-merge scheme is proposed.  ...  It is developed based on the squared-root extension of newly introduced cubature Kalman filter (SCKF) and is built within a Gaussian-sum framework.  ...  This work was supported by the National Natural Science Foundation of China  ... 
doi:10.1016/j.cja.2014.09.007 fatcat:q2cymzoxcjbwpfgw6twyhgyxwe

SCKF-STF-CN: a universal nonlinear filter for maneuver target tracking

Quan-bo Ge, Wen-bin Li, Cheng-lin Wen
2011 Journal of Zhejiang University SCIENCE C  
Square-root cubature Kalman filter (SCKF) is more effective for nonlinear state estimation than an unscented Kalman filter.  ...  Second, we introduce the idea of a strong tracking filter to construct the adaptive square-root factor of the prediction error covariance with a fading factor, which makes SCKF-CN obtain outstanding tracking  ...  Square-root cubature Kalman filter with correlated noises Because of the errors introduced by finite wordlength, two basic properties of an error covariance matrix, symmetry and positive definition, are  ... 
doi:10.1631/jzus.c10a0353 fatcat:fujswc7oirhlngscedktligst4

Nonlinear Bayesian Filters for Training Recurrent Neural Networks [chapter]

Ienkaran Arasaratnam, Simon Haykin
2008 Lecture Notes in Computer Science  
From the empirical results, we conclude that the performance may be greatly improved by the new square-root cubature Kalman filter.  ...  family called the cubature Kalman filter.  ...  The square-root version of the cubature Kalman filter hereafter called squareroot cubature Kalman filter (SCKF), essentially propagates a square-root factor of the covariance matrix.  ... 
doi:10.1007/978-3-540-88636-5_2 fatcat:bh5r7jvfajgg5gk5q7sww7humy

Multi-UAV Doppler Information Fusion for Target Tracking Based on Distributed High Degrees Information Filters

Hamza Benzerrouk, Alexander Nebylov, Meng Li
2018 Aerospace (Basel)  
cubature Kalman filter (CKF).  ...  A high-degree Gauss-Hermite information filter, as well as a seventh-degree cubature information filter (CIF), is developed to improve the fifth-degree and third-degree CIFs proposed in the most recent  ...  Meng Li contributed to improving the paper in terms of formulation, simulation, and grammar. Conflicts of Interest: The authors declare no conflict of interest.  ... 
doi:10.3390/aerospace5010028 fatcat:xfadt5sunjg6rcjsbebamgdwmq
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