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Two-Stage Cubature Kalman Filtering Based on T-Transform and Its Application
2021
Complexity
According to the actual application system model which has bias, this paper analyzes the shortage of the conventional augmented algorithm, the two-stage cubature Kalman filtering algorithm, which is presented on the basis of a two-stage nonlinear transformation. The core ideas of the algorithm are to obtain the block diagonalization of the covariance matrix using the matrix transformation and avoid calculating the covariance of the state and bias to reduce the amount of calculation and ensure a
doi:10.1155/2021/5538414
fatcat:ngonnzpjlrhtbouun5mcp5pj4u