Adaptive and robust fractional gain based interpolatory cubature Kalman filter
Authors: Mu, J., Tian, F. and Cheng, J.
Journal: Measurement and Control United Kingdom
Volume: 57
Issue: 4
Pages: 428-442
ISSN: 0020-2940
DOI: 10.1177/00202940231200954
Abstract:In this study, we put forward the robust fractional gain based interpolatory cubature Kalman filter (FGBICKF) and the adaptive FGBICKF (AFGBICKF) for the development of the state estimators for stochastic nonlinear dynamics system. FGBICKF introduces a fractional gain to interpolatory cubature Kalman filter to increase the robustness of state estimation. AFGBICKF is developed to enhance the state estimation adaptive to stochastic nonlinear dynamics system with unknown process noise covariance through recursive estimation. The simulations on re-entry target tracking system have shown that the performance of FGBICKF is superior to that of cubature Kalman filter and interpolatory cubature Kalman filter, and standard deviation of FGBICKF is closer to posterior Cramér-Rao lower bound. Moreover, our simulations have also demonstrated that AFGBICKF remains stable even when the initial process noise covariance increase, proving its adaptiveness, robustness, and effectiveness on state estimation.
https://eprints.bournemouth.ac.uk/39157/
Source: Scopus
Adaptive and robust fractional gain based interpolatory cubature Kalman filter
Authors: Mu, J., Tian, F. and Cheng, J.
Journal: MEASUREMENT & CONTROL
Volume: 57
Issue: 4
Pages: 428-442
eISSN: 2051-8730
ISSN: 0020-2940
DOI: 10.1177/00202940231200954
https://eprints.bournemouth.ac.uk/39157/
Source: Web of Science (Lite)
Adaptive and robust fractional gain based interpolatory cubature Kalman filter
Authors: Mu, J., Tian, F. and Cheng, J.
Journal: Measurement and Control
Volume: 57
Issue: 4
Pages: 428-442
ISSN: 0020-2940
Abstract:In this study, we put forward the robust fractional gain based interpolatory cubature Kalman filter (FGBICKF) and the adaptive FGBICKF (AFGBICKF) for the development of the state estimators for stochastic nonlinear dynamics system. FGBICKF introduces a fractional gain to interpolatory cubature Kalman filter to increase the robustness of state estimation. AFGBICKF is developed to enhance the state estimation adaptive to stochastic nonlinear dynamics system with unknown process noise covariance through recursive estimation. The simulations on re-entry target tracking system have shown that the performance of FGBICKF is superior to that of cubature Kalman filter and interpolatory cubature Kalman filter, and standard deviation of FGBICKF is closer to posterior Cramér-Rao lower bound. Moreover, our simulations have also demonstrated that AFGBICKF remains stable even when the initial process noise covariance increase, proving its adaptiveness, robustness, and effectiveness on state estimation.
https://eprints.bournemouth.ac.uk/39157/
Source: BURO EPrints