Adaptive cubature particle filter algorithm

Based on particle filter (PF) and cubature Kalman filter (CKF), with the maximum posterior principle (MAP), a new filter algorithm - the adaptive cubature particle filter (ACPF) is derivated. From the theory it can be seen, that ACPF algorithm not only has the strict mathematical derivation, but also can improve filtering accuracy in the system under the condition of high dimension. ACPF has the advantages of high reliability, low sensitivity, strong robustness, strong stability and convergence. The ACPF and several filter algorithms such as PF, UKF and CKF which are often used in recent years, are applied to the simulation of GPS/INS integrated navigation system, experiments show that ACPF is better than the others. The simulation results has proved the correctness of the theoretical derivation of the conclusion.

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