关键词: 非线性滤波, 容积卡尔曼滤波, 状态估计, 目标跟踪

Abstract: The conventional CKF uses third-degree spherical-radial cubature rule to compute nonlinear integrals, which combines the spherical cubature rule and radial rule, making it difficult to construct higher-degree CKF. Moreover, the 3rd-degree cubature Kalman filter yields low level estimations in many nonlinear problems. In order to solve these problems, the paper presents a more general class of the CKFs which completely abandons the spherical-radial cubature rule. The paper further points out that the conventional CKF is a special case of the proposed algorithm. The experimental result demonstrates that the higher-degree CKF outperforms the conventional nonlinear filters in terms of accuracy.

Key words: nonlinear filtering, cubature Kalman filters, state estimation, target tracking