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Adaptively Random Weighted Cubature Kalman Filter for Nonlinear Systems

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  • Zhaohui Gao
  • Dejun Mu
  • Yongmin Zhong
  • Chengfan Gu
  • Chengcai Ren

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.

Suggested Citation

  • Zhaohui Gao & Dejun Mu & Yongmin Zhong & Chengfan Gu & Chengcai Ren, 2019. "Adaptively Random Weighted Cubature Kalman Filter for Nonlinear Systems," Mathematical Problems in Engineering, Hindawi, vol. 2019, pages 1-13, January.
    • Handle: RePEc:hin:jnlmpe:4160847
    DOI: 10.1155/2019/4160847
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