Mixed-Degree Spherical Simplex-Radial Cubature Kalman Filter

Abstract

Conventional low degree spherical simplex-radial cubature Kalman filters often generate low filtering accuracy or even diverge for handling highly nonlinear systems. The high-degree Kalman filters can improve filtering accuracy at the cost of increasing computational complexity; nevertheless their stability will be influenced by the negative weights existing in the high-dimensional systems. To efficiently improve filtering accuracy and stability, a novel mixed-degree spherical simplex-radial cubature Kalman filter (MSSRCKF) is proposed in this paper. The accuracy analysis shows that the true posterior mean and covariance calculated by the proposed MSSRCKF can agree accurately with the third-order moment and the second-order moment, respectively. Simulation results show that, in comparison with the conventional spherical simplex-radial cubature Kalman filters that are based on the same degrees, the proposed MSSRCKF can perform superior results from the aspects of filtering accuracy and computational complexity.