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| Augmented and Non-augmented Cubature Kalman Filter |
| Feng Sun, Lijun Tang |
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Abstract To compare the distinction of augmented and non-augmented cubature
Kalman filter under different dimension nonlinear systems, this
paper analyzes the two filters from the mean, variance and odd
moment of the function statistical information captured and
propagated by them. Due to the different dimension nonlinear systems
with additive process and measurement noises, the captured degree of
function statistical information are not the same: for one dimension
system, the augmented CKF captures and propagates the mean, variance
which are closer to true and also extra odd-order moment, but for
the two dimension system and above, the function statistical
information done by the augmented CKF largely deviates from true.
The above reasons result in the different filter performance, then
the choice ways of above two filters under the different dimensions
are acquired. Simulation results agree well with the theoretical
analysis.
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