An adaptive strong tracking Cubature Kalman filter based on noise estimation

Abstract

This paper proposes to combine the noise estimation algorithm and the strong tracking cubature Kalman filter (STCKF)algorithm to establish an adaptive strong tracking cubature Kalman filter algorithm (ASTCKF). Using the idea of covariance matching, the adaptive adjustment of noise covariance in the state estimation process is realized. The simulation comparison with STCKF algorithm shows that the filtering algorithm proposed in this paper has better accuracy.