Improved square root adaptive cubature Kalman filter
Lei Zhang, Sheng Li, Enze Zhang, Qingwei Chen, Jian Chun Guo · IET Signal Processing · 2019
In this study, an improved square root adaptive cubature Kalman filter (ISRACKF) is proposed to improve the filter performance in terms of accuracy, computation efficiency, and robustness. Through the evaluated measure of non‐linearity value, the cubature rule under different accuracy levels can be adaptively selected in the dynamic process or measurement model. In this way, high accuracy can be maintained without sacrificing computation efficiency. Furthermore, the maximum correntropy criterion cost function can help improve the robustness of ISRACKF. The measure of non‐Gaussianity value is utilised to control the computation complexity of the robust iterative process as well. The stability proof of estimated state error and covariance is given. The comparison results of the target tracking problem and integrated navigation system demonstrate the superior performance of the proposed ISRACKF in this study.