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In this paper, a new particle smoother (PS) is proposed to solve the nonlinear and non-Gaussian smoothing problem of nonlinear systems with colored measurement noises based on measurement differencing scheme. The proposed PS has the same computational complexity as standard PS designed for nonlinear systems with white measurement noises. The superior performance of the proposed PS as compared with...
In this paper, a new recursive measurement update strategy is proposed. For linear measurement case, it is identical to standard linear measurement update approach. On the other hand, for nonlinear measurement case, it is superior to existing recursive measurement update strategy because the statistics of measurement noises are updated recursively. An improved nonlinear Kalman filter with recursive...
This paper proposes a new seventh-degree spherical simplex-radial rule based on the seventh-degree spherical simplex rule and seventh-degree radial rule, then a new seventh-degree spherical simplex-radial cubature Kalman filter (SSRCKF) is developed by using the proposed cubature rule to numerically compute the Gaussian weighted integrals involved in the Gaussian filter (GF). The proposed filter has...
In this paper, we propose an initial alignment method for marine strap-down inertial navigation system (SINS) based on transformed cubature Kalman filter (TCKF) under large heading misalignment angle condition, which can alleviate the non-local sampling problem inherent in existing initial alignment method based on cubature Kalman filter (CKF). As can be seen from our simulation results, TCKF outperforms...
As a nonlinear filtering method, fifth degree Cubature Kalman Filter (5th-CKF) has attracted much attention due to its high precision as compared with that of third-degree Cubature Kalman Filter (3rd-CKF). This paper presents initial alignment method of strap-down inertial navigation system (SINS) by applying both the 3rd-CKF and 5th-CKF. Simulation results show that the 3rd-CKF has similar performance...
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