This paper proposes high-degree cubature Kalman filter for nonlinear systems with missing measurements. We derive out the explicit formulas for the prediction and update in the filtering. To fulfill the numerical computation, especially the numerical integrals, of these formulas, the fifth-degree spherical-radial cubature rule is adopted to give a high-degree cubature Kalman filtering algorithm.Through numerical example, it is shown that the fifth-degree cubature Kalman filter has better precision and stability than the extended Kalman filter, the unscented Kalman filter, and the fifth-degree unscented Kalman filter.
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.