Spherical Simplex-Radial Cubature Quadrature Kalman Filter

A spherical simplex-radial cubature quadrature Kalman filter (SSRCQKF) is proposed in order to further improve the nonlinear filtering accuracy. The Gaussian probability weighted integral of the nonlinear function is decomposed into spherical integral and radial integral, which are approximated by s...

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Main Authors: Zhaoming Li, Wenge Yang
Format: Article
Language:English
Published: Wiley 2017-01-01
Series:Journal of Electrical and Computer Engineering
Online Access:http://dx.doi.org/10.1155/2017/7863875
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author Zhaoming Li
Wenge Yang
author_facet Zhaoming Li
Wenge Yang
author_sort Zhaoming Li
collection DOAJ
description A spherical simplex-radial cubature quadrature Kalman filter (SSRCQKF) is proposed in order to further improve the nonlinear filtering accuracy. The Gaussian probability weighted integral of the nonlinear function is decomposed into spherical integral and radial integral, which are approximated by spherical simplex cubature rule and arbitrary order Gauss-Laguerre quadrature rule, respectively, and the novel spherical simplex-radial cubature quadrature rule is obtained. Combined with the Bayesian filtering framework, the general form and the specific form of SSRCQKF are put forward, and the numerical simulation results indicate that the proposed algorithm can achieve a higher filtering accuracy than CKF and SSRCKF.
format Article
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institution Kabale University
issn 2090-0147
2090-0155
language English
publishDate 2017-01-01
publisher Wiley
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series Journal of Electrical and Computer Engineering
spelling doaj-art-88215d3464e042369bea800bbc205cb82025-02-03T01:04:02ZengWileyJournal of Electrical and Computer Engineering2090-01472090-01552017-01-01201710.1155/2017/78638757863875Spherical Simplex-Radial Cubature Quadrature Kalman FilterZhaoming Li0Wenge Yang1Company of Postgraduate Management, Academy of Equipment, Beijing 101416, ChinaDepartment of Optical and Electrical Equipment, Academy of Equipment, Beijing 101416, ChinaA spherical simplex-radial cubature quadrature Kalman filter (SSRCQKF) is proposed in order to further improve the nonlinear filtering accuracy. The Gaussian probability weighted integral of the nonlinear function is decomposed into spherical integral and radial integral, which are approximated by spherical simplex cubature rule and arbitrary order Gauss-Laguerre quadrature rule, respectively, and the novel spherical simplex-radial cubature quadrature rule is obtained. Combined with the Bayesian filtering framework, the general form and the specific form of SSRCQKF are put forward, and the numerical simulation results indicate that the proposed algorithm can achieve a higher filtering accuracy than CKF and SSRCKF.http://dx.doi.org/10.1155/2017/7863875
spellingShingle Zhaoming Li
Wenge Yang
Spherical Simplex-Radial Cubature Quadrature Kalman Filter
Journal of Electrical and Computer Engineering
title Spherical Simplex-Radial Cubature Quadrature Kalman Filter
title_full Spherical Simplex-Radial Cubature Quadrature Kalman Filter
title_fullStr Spherical Simplex-Radial Cubature Quadrature Kalman Filter
title_full_unstemmed Spherical Simplex-Radial Cubature Quadrature Kalman Filter
title_short Spherical Simplex-Radial Cubature Quadrature Kalman Filter
title_sort spherical simplex radial cubature quadrature kalman filter
url http://dx.doi.org/10.1155/2017/7863875
work_keys_str_mv AT zhaomingli sphericalsimplexradialcubaturequadraturekalmanfilter
AT wengeyang sphericalsimplexradialcubaturequadraturekalmanfilter