Randomly Weighted CKF for Multisensor Integrated Systems

The cubature Kalman filter (CKF) is an estimation method for nonlinear Gaussian systems. However, its filtering solution is affected by system error, leading to biased or diverged system state estimation. This paper proposes a randomly weighted CKF (RWCKF) to handle the CKF limitation. This method incorporates random weights in CKF to restrain system error's influence on system state estimation by dynamic modification of cubature point weights. Randomly weighted theories are established to estimate predicted system state and system measurement as well as their covariances. Simulation and experimental results as well as comparison analyses demonstrate the presented RWCKF conquers the CKF problem, leading to enhanced accuracy for system state estimation.