Robust Estimation in Continuous–Discrete Cubature Kalman Filters for Bearings-Only Tracking

Abstract

The model of bearings-only tracking is generally described by discrete–discrete filtering systems. Discrete robust methods are also frequently used to address measurement uncertainty problems in bearings-only tracking. The recently popular continuous–discrete filtering system considers the state model of the target to be continuous in time, and is more suitable for bearings-only tracking because of its higher mathematical solution accuracy. However, the sufficient evaluation of robust methods in continuous–discrete systems is not available. In addition, in the different continuous–discrete measurement environments, the choice of a robust algorithm also needs to be discussed. To fill this gap, this paper firstly establishes the continuous–discrete target tracking model, and then evaluates the performance of proposed robust square-root continuous–discrete cubature Kalman filter algorithms in the measurement of uncertainty problems. From the simulation results, the robust square-root continuous–discrete maximum correntropy cubature Kalman filter algorithm and the variational Bayesian square-root continuous–discrete cubature Kalman filter algorithm have better environmental adaptability, which provides a promising means for solving continuous–discrete robust problems.