High-degree spherical simplex-radial cubature quadrature Kalman filter

A high-degree spherical simplex-radial cubature quadrature Kalman filter (HDSSRCQKF) was proposed to improve the estimation accuracy of nonlinear Kalman filter. The nonlinear Gaussian weighted integral was decomposed into the spherical integral and radial integral. These two integrals were calculated using the seventh-degree spherical simplex rule and the high-degree Gauss-Laguerre quadrature rule, respectively, and result in the high-degree spherical simplex-radial cubature quadrature rule, from which the general computing method of the cubature points and corresponding weights were obtained. And then, the HDSSRCQKF was achieved under the nonlinear Kalman filtering framework using the above method. The numerical simulation results indicate that HDSSRCQKF has a higher accuracy compared to the existed high-degree cubature Kalman filter, that verifies the effectiveness of the proposed algorithm. © 2017, Editorial Board of Journal on Communications. All right reserved.