2020
DOI: 10.1049/iet-smt.2019.0363
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State estimation based on improved cubature Kalman filter algorithm

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Cited by 8 publications
(5 citation statements)
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“…However, it is not optimal in terms of mean square error [ 10 , 11 ]. The Sage–Husa adaptive filtering improves the filtering accuracy by adaptively adjusting system noise covariances [ 12 , 13 , 14 , 15 ]. However, since system noise covariances are estimated by arithmetic mean, it may not guarantee that the final filtering solution is optimal.…”
Section: Related Workmentioning
confidence: 99%
“…However, it is not optimal in terms of mean square error [ 10 , 11 ]. The Sage–Husa adaptive filtering improves the filtering accuracy by adaptively adjusting system noise covariances [ 12 , 13 , 14 , 15 ]. However, since system noise covariances are estimated by arithmetic mean, it may not guarantee that the final filtering solution is optimal.…”
Section: Related Workmentioning
confidence: 99%
“…The system state residual is jointly determined by the model error and the observation error [23, 24] and can be represented by the residual. sk${s}_k$ represents the filter residual sk=(ZkHkXk/k1)${s}_k = ({Z}_k - {H}_k{X}_{k/k - 1})$ at time k , and its covariance matrix is wk=HkPk/k1HkT+Rk${{\rm{w}}}_k = {H}_k{P}_{k/k - 1}{H}_k^T + {R}_k$, in which Pk/k1${P}_{k/k - 1}$ represents the state prediction vector covariance matrix at time k and Rk${R}_k$ represents the observation vector covariance matrix at time k .…”
Section: Relative Navigation Filtering Algorithmmentioning
confidence: 99%
“…The system state residual is jointly determined by the model error and the observation error [23,24] and can be represented by the residual. s k represents the filter residual s k = (Z k − H k X k∕k−1 ) at time k, and its covariance matrix is w k = H k P k∕k−1 H T k + R k , in which P k∕k−1 represents the state prediction vector covariance matrix at time k and R k represents the observation vector covariance matrix at time k. The filter residuals are normalized as the following (18):…”
Section: Robust Filtering Algorithmmentioning
confidence: 99%
“…However, since this filter is based on a finite impulse response structure, the filtering convergence is poor [ 19 ]. The Sage–Husa noise statistic estimator has also been used to develop an adaptive KF [ 20 , 21 ]. However, the forgetting factors used in these filters are determined empirically.…”
Section: Introductionmentioning
confidence: 99%