Nonlinear estimation using cubature quadrature points
Swati, Shovan Bhaumik · 2011
In this paper, a novel method based on spherical radial cubature and Gauss Laguerre quadrature rule has been proposed for nonlinear state estimation problem. The proposed method is named as cubature quadrature Kalman filter (CQKF). The performance of CQKF is demonstrated with a severely nonlinear single dimensional problem. Preliminary result suggests that the proposed filter has potential to outperform conventional extended Kalman filter (EKF) and more advanced cubature Kalman filter (CKF). Due to computational efficiency and enhanced accuracy compared to standard nonlinear estimators, the projected algorithm may find place in on-board real life applications.