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A novel fifth-degree strong tracking cubature Kalman filter for two-dimensional maneuvering target tracking. (English) Zbl 1427.93247

Summary: A novel fifth-degree strong tracking cubature Kalman filter is put forward to improve the two-dimensional maneuvering target tracking accuracy. First, a new fifth-degree cubature rule, with only one point more than the theoretical lower bound, is used to approximate the intractable nonlinear Gaussian weighted integral in the nonlinear Kalman filtering framework, and a novel fifth-degree cubature Kalman filter is proposed. Then, the suboptimal fading factor is designed for the filter to adjust the filtering gain matrix online and force the residual sequences mutually orthogonal, thus improving the ability of the filter to track the mutation state, and the fifth-degree strong tracking cubature Kalman filter is derived. The suboptimal fading factor is calculated in a new method, which reduces the number of calculations for the cubature points from three times to twice without calculating the Jacobian matrix. The simulation results indicate that the proposed filter has the ability to track the maneuvering target and achieve higher target tracking accuracy and thus verifies the effectiveness of the proposed filter.

MSC:

93E11 Filtering in stochastic control theory
93C55 Discrete-time control/observation systems
60G35 Signal detection and filtering (aspects of stochastic processes)

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