Spherical simplex-radial cubature information filter
2016
In this paper, to utilize the advantage of information form of Kalman filter and superior performance of spherical simplex-radial cubature Kalman filter (SSRCKF) over the cubature Kalman filter, a spherical simplex-radial cubature information filter (SSRCIF) is proposed by embedding the SSRCKF with the extended information filter architecture. Different from the extended Kalman filter and extended information filter, the proposed filter does not require the calculation of Jacobian matrices during the process of state estimation. Results from the simulations of tracking vertically falling body and turning target show that in comparison with the cubature information filter, the proposed SSRCIF bears a higher filtering accuracy in nonlinear systems especially with less prior initial information.
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