广义容积卡尔曼滤波

摘要

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 prob-lems, 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.%传统CKF采用三阶球面径向容积定律来计算非线性积分，该定律将球面数值积分与径向积分相结合，难以构造高阶CKF算法。此外，CKF在许多非线性问题上表现出估计精度低等问题。为了解决以上问题，提出了一种广义CKF族，所提算法彻底抛弃了球面径向积分定律。进一步指出，传统CKF是这种滤波算法的特殊形式。实验结果表明，高阶CKF比传统的非线性滤波器准确性更高。