New nonlinear filtering algorithm of numerical robustness
Zhang Su-zhen · Kongzhi yu juece · 2003
A new nonlinear filter to use second-order interpolation formula is constructed. The filter contains no partial derivatives of nonlinear functions and can substitute for the common extended Kalman filter (EKF). It has high filtering accuracy, numerical stability and wider range of applications . A simulation example demonstrates the high performance of the new filter.