Abstract

The High-degree Cubature Kalman Filter (HCKF) is proposed as a novel methodology based on the arbitrary degree spherical rule, which can achieve better performance than the traditional Kalman filter. However, it also has a large calculation burden when used in a high-dimension and high-degree of accuracy estimation system. The number of sampling points of an HCKF increases polynomially with increasing state-space dimensions, which further increases the calculation burden. The reduction of the number of the state-space dimensions is the main contribution of this study. A strategy for HCKF based on the partitioning of the state-space and orthogonal principle is introduced, referred to as the Multiple Robust HCKF (MRHCKF). It is shown that this technique can effectively reduce the calculation burden for the high-dimension system with robust performance. Numerical simulations are performed for the example of high-dimension relative position and attitude estimation to show that the proposed method can obtain nearly the same performance as the HCKF, while drastically reducing computational complexity.

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