A novel adaptive cubature Kalman filter based on multiple fading factors
摘要
In aerospace target tracking, the use of inaccurate prior information and external environmental disturbances can degrade tracking accuracy and even lead to filter divergence. To address this issue, this paper proposes a novel adaptive cubature Kalman filter (CKF) incorporating multiple fading factors (VBRCKF-MF). The proposed method first models the measurement noise using the inverse gamma distribution and applies the variational Bayesian (VB) approach to iteratively estimate the measurement noise covariance matrix and the target state. The estimated measurement noise covariance is then incorporated into the computation of multiple fading factors, which are used to adjust the predicted state covariance matrix online. Finally, the local optimal target state is obtained by performing state augmentation based on the updated predicted state covariance and measurement noise covariance matrices.