Sensor Fusion with Square-Root Cubature Information Filtering

  title={Sensor Fusion with Square-Root Cubature Information Filtering},
  author={Ienkaran Arasaratnam},
This paper derives a square-root information-type filtering algorithm for nonlinear multi-sensor fusion problems using the cubature Kalman filter theory. The resulting filter is called the square-root cubature Information filter (SCIF). The SCIF propagates the square-root information matrices derived from numerically stable matrix operations and is therefore numerically robust. The SCIF is applied to a highly maneuvering target tracking problem in a distributed sensor network with feedback. The… CONTINUE READING


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