Abstract
This paper presents a new adaptive random weighting cubature Kalman filtering method for nonlinear state estimation. This method adopts the concept of random weighting to address the problem that the cubature Kalman filter (CKF) performance is sensitive to system noise. It establishes random weighting theories to estimate system noise statistics and predicted state and measurement together with their associated covariances. Subsequently, it adaptively adjusts the weights of cubature points based on the random weighting estimations to improve the prediction accuracy, thus restraining the disturbances of system noises on state estimation. Simulations and comparison analysis demonstrate the improved performance of the proposed method for nonlinear state estimation.
Highlights
Since navigation systems generally involve nonlinear characteristics, nonlinear filtering is a popular research topic in navigation and positioning
This paper presents a new adaptive random weighting cubature Kalman filter (ARWCKF) by adopting the concept of random weighting to address the limitation that the CKF performance is sensitive to system noise
This paper presents a new ARWCKF for state estimation in nonlinear systems
Summary
Since navigation systems generally involve nonlinear characteristics, nonlinear filtering is a popular research topic in navigation and positioning. The random weighting is a statistical method with high estimation accuracy and low computational burden [21, 22] This method can handle the calculation of large sample size without requiring the accurate distributions of model parameters. This paper presents a new adaptive random weighting cubature Kalman filter (ARWCKF) by adopting the concept of random weighting to address the limitation that the CKF performance is sensitive to system noise. This method constructs random weighting estimations for system noise statistics, as well as predicted state and measurement vectors and their associated covariances. Simulations and comparisons with CKF have been conducted to evaluate the performance of the proposed ARWCKF
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