High-degree cubature Kalman filter

@article{Jia2013HighdegreeCK,
  title={High-degree cubature Kalman filter},
  author={Bin Jia and Ming Xin and Yang Cheng},
  journal={Automatica},
  year={2013},
  volume={49},
  pages={510-518}
}
The cubature Kalman filter (CKF), which is based on the third degree spherical–radial cubature rule, is numericallymore stable than the unscented Kalman filter (UKF) but less accurate than theGauss–Hermite quadrature filter (GHQF). To improve the performance of the CKF, a new class of CKFs with arbitrary degrees of accuracy in computing the spherical and radial integrals is proposed. The third-degree CKF is a special case of the class. The high-degree CKFs of the class can achieve the accuracy… CONTINUE READING
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