体积积分新息滤波

Cubature quadrature information filter

为了提高扩展新息滤波的精度,将体积积分方法和新息滤波相结合,提出了体积积分新息滤波算法。新算法采用三阶球半径体积规则和高斯-拉盖尔积分规则选择积分点,估计新息滤波的新息状态和新息矩阵,不需要计算非线性函数的雅克比矩阵。实验结果表明,与扩展新息滤波和体积新息滤波相比,新算法提高了非线性系统的估计精度。

In order to improve the accuracy of the extended information filtering,a new estimation algorithm called cubature quadrature information filtering（CQIF）is proposed.The new algorithm embeds the cubature quadrature methods to information filtering.The third-order spherical radial cubature and Gauss-Laguerre quadrature rules are used to estimate the information state and information matrix.Meanwhile,the new algorithm does not need to calculate the estimation of Jacobians matrix of nonlinear functions.The experiments show that,the accuracy of proposed algorithm is higher than extended information filtering and cubature information filtering.