Development of Levenberg-Marquardt Method Based Iteration Square Root Cubature Kalman Filter ant its applications

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International Journal of Advanced Network, Monitoring and Controls

Xi'an Technological University

Subject: Computer Science , Software Engineering

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VOLUME 2 , ISSUE 2 (June 2017) > List of articles

Development of Levenberg-Marquardt Method Based Iteration Square Root Cubature Kalman Filter ant its applications

Jing Mu * / Changyuan Wang

Keywords : Nonlinear filtering, Cubature Kalman filter, Levenberg-Marquardt method

Citation Information : International Journal of Advanced Network, Monitoring and Controls. Volume 2, Issue 2, Pages 98-106, DOI: https://doi.org/10.1109/iccnea.2017.22

License : (CC BY-NC-ND 4.0)

Published Online: 09-April-2018

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ABSTRACT

Levenberg-Marquardt(abbr. L-M) method based iterative square root cubature Kalman filter (ISRCKFLM) is proposed to improve the low state estimation accuracy of nonlinear state estimation due to large initial estimation error and nonlinearity of measurement equation. The measurement update of square root cubature Kalman filter (SRCKF) is transformed to the problem of nonlinear least square error, then we use L-M method to solve it and obtain the optimal state estimation and covariance, so the ISRCKFLM algorithm has the virtues of global convergence and numerical stability. We apply the ISRCKFLM algorithm to state estimation for re-entry ballistic target; the simulation results demonstrate the ISRCKFLM algorithm has better accuracy of state estimation.

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