Robust Higher Desensitized Cubature Kalman Filter for Uncertain Parameter

A robust fifth-degree desensitized cubature Kalman filter (5thDCKF) is proposed to estimates nonlinear state with uncertain parameters. State error sensitivities of the states and covariance about uncertain parameters are propagated by using the fifth-degree cubature points with weights. Then, a nov...

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Bibliographic Details
Main Authors: Lou, Tai-shan, Wang, Xiao-qian, Han, Dong-xuan, Ban, Hong-ye, Wang, Xiao-lei, Jiao, Yu-zhao
Format: Conference Proceeding
Language:English
Subjects:
Covariance matrices
desensitized Kalman filter
higher cubature Kalman filter
Industries
Kalman filters
Mathematical model
nonlinear system
Nonlinear systems
Numerical models
Sensitivity
uncertain parameter
uncertainty
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Description
Summary:A robust fifth-degree desensitized cubature Kalman filter (5thDCKF) is proposed to estimates nonlinear state with uncertain parameters. State error sensitivities of the states and covariance about uncertain parameters are propagated by using the fifth-degree cubature points with weights. Then, a novel cost-function is modified by penalizing cost-function, which only includes trace of the posteriori covariance, with state error sensitivities and their weights. A closed-form gain matrix is calculated by minimizing the novel designed cost-function, and this 5thDCKF algorithm is derived. Numerical simulation with a falling body model demonstrates the good performance of the presented 5thDCKF.
ISSN:2688-0938
DOI:10.1109/CAC48633.2019.8997201