Abstract
Aiming at the problem of real-time performance of the high-degree cubature Kalman filter (CKF) algorithm in nonlinear systems, the mixed degree cubature Kalman filter (MDCKF) is proposed. The Gaussian approximation filter formulas and sampling rules for third-degree cubature and fifth-degree cubature are presented. The MDCKF uses the different degree cubature rule for the time update process and measurement update process. For more efficient use of measurement information, the fifth-degree cubature sampling rule is utilized in measurement update, while the third-degree cubature sampling rule is applied to the time update process. By simulating the target tracking problem and integrated navigation system, it demonstrates that MDCKF has similar accuracy to the fifth-degree CKF but takes less time. Thus, MDCKF has superior performance in balancing accuracy and time cost.
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