Abstract:The traditional Cubature Kalman Filter (CKF) and its derived algorithms cannot work without the two hypotheses of Kalman Filter (KF), one is that the system model is accurate and the other is the system is only influenced by independent white noise with known statistical characteristics. However, it is difficult to fully guarantee the above hypotheses in actual operation. The presence of multiplicative noise undermines the first hypothesis, while the additive noise correlation undermines the second hypothesis.… Show more
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