Adaptive and robust fractional gain based interpolatory cubature Kalman filter

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 Kalma...

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Bibliographic Details
Published in:Measurement and control (London) 2024-04, Vol.57 (4), p.428-442
Main Authors: Mu, Jing, Tian, Feng, Cheng, Jianlian
Format: Article
Language:English
Subjects:
Covariance
Dynamical systems
Kalman filters
Lower bounds
Nonlinear dynamics
Recursive functions
Robustness
State estimation
Tracking systems
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Summary: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.
ISSN:0020-2940
2051-8730
DOI:10.1177/00202940231200954