Higher degree cubature quadrature kalman filter

In this paper, an algorithm has been developed to solve the nonlinear estimation problems. The intractable integrals, appeared during the estimation, have been approximately evaluated using any arbitrary but odd degree spherical cubature and higher order Gauss-Laguerre quadrature rule. The proposed method is termed as higher degree cubature quadrature Kalman filter (HDCQKF). With the help of two examples it has been shown that the accuracy of the proposed filter is higher compared to the cubature Kalman filter (CKF), the cubature quadrature Kalman filter (CQKF), and the higher degree cubature Kalman filter (HDCKF). The proposed method is a generalization of all existing cubature filters and under certain simplifications it merges with them.

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