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The cubature Kalman filter algorithm needs to know the statistical characteristic. When tracking a target, the algorithm may result in a divergence because of an unknown noise. This paper proposes an adaptive cubature Kalman filter based on cubature Kalman filter and Sage-Husa estimator. The proposed algorithm brings a Sage-Husa estimator in the cubature Kalman filter algorithm, so it can estimates...
This paper uses a new nonlinear Kalman filter algorithm in maneuvering target tracking. Marginalized KalmanFilter (MKF) algorithm expresses the system's nonlinear measurement equation as weighted sum of Hermite polynomials, then models the prior distribution of the weighted matrix as a Gaussian process. After that, calculates the weighted matrix's posteriori distribution and removes the influence...
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