文献类型：会议论文

英文题名：High Degree Cubature Kalman Filters for Nonlinear Systems with Correlated Noises

作者：Wang, Sisi[1,2];Qi, Guoqing[1];Wang, Lijun[2]

机构：[1]Dalian Maritime Univ, Sch Informat Sci & Technol, Dalian, Peoples R China;[2]Guangdong Ocean Univ, Sch Nav, GDOU, Zhanjiang, Peoples R China

会议论文集：7th International Conference on Intelligent Human-Machine Systems and Cybernetics (IHMSC)

会议日期：AUG 26-27, 2015

会议地点：Hangzhou, PEOPLES R CHINA

语种：英文

外文关键词：Kalman filters; fifth-degree cubature rule; cross-correlated noises; target tracking; nonlinear filtering

外文摘要：To solve the accuracy degeneracy of traditional high-degree cubature Kalman filter (HCKF) with cross-correlation between process noises and measurement noises at the same time, this paper proposes the improved HCKFs. Through fifth-degree cubature rule and different decorrelated principles, the frames of proposed filters in the approximated minimum mean square error sense are derived. The air-traffic maneuvering target tracking simulations are performed among the improved filters and traditional HCKF. Simulations results demonstrate the proposed filters not only can achieve almost the same accuracy as the traditional HCKF with independent white noise sequences, but also have superior performance to traditional HCKF while the noises are cross-correlated at the same time.