Cubature quadrature Kalman filter for maneuvering target tracking

Abstract

In this paper, the cubature quadrature Kalman filter (CQKF) has been applied to solve a maneuvering target tracking problem. The CQKF, which has been developed in house, uses third order spherical cubature and higher order Gauss quadrature rule to solve the intractable integrals encountered in Bayesian framework of filtering. The CQKF is the generalized form of well established cubature Kalman filter (CKF) and under certain simplification, the CQKF reduces to the CKF. The performance of the CQKF has been compared with the CKF, and the unscented Kalman filter (UKF) for a maneuvering target tracking problem. The simulation results exhibit the improvement of performance with the CQKF compared to the CKF and the UKF.