Robust range-parameterized cubature Kalman filter for bearings-only tracking

Abstract

In order to improve tracking accuracy when initial estimate is inaccurate or outliers exist, a bearings-only tracking approach called the robust range-parameterized cubature Kalman filter (RRPCKF) was proposed. Firstly, the robust extremal rule based on the pollution distribution was introduced to the cubature Kalman filter (CKF) framework. The improved Turkey weight function was subsequently constructed to identify the outliers whose weights were reduced by establishing equivalent innovation covariance matrix in the CKF. Furthermore, the improved range-parameterize (RP) strategy which divides the filter into some weighted robust CKFs each with a different initial estimate was utilized to solve the fuzzy initial estimation problem efficiently. Simulations show that the result of the RRPCKF is more accurate and more robust whether outliers exist or not, whereas that of the conventional algorithms becomes distorted seriously when outliers appear.

Keywords

bearings-only tracking / nonlinearity / cubature Kalman filter / numerical integration / equivalent weight function

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