Cubature information filter and its applications

Abstract

This paper presents a new estimation algorithm called cubature information filtering for nonlinear systems. The proposed algorithm is developed from an extended information filter and a recently developed cubature Kalman filter. Unlike the extended Kalman filter, the proposed filter does not require the evaluation of Jacobians during state estimation. The efficacy of the proposed algorithm is demonstrated by simulation examples on frequency demodulation and localization problem and is compared with unscented information filtering.