Iterated cubature Kalman filter and its application

Abstract

We present the novel iterated cubature Kalman filter (ICKF) in which the measurement update of square root of cubature Kalman filter (SR-CKF) is refined to iterate process for fully exploiting the latest measurement so as to achieve the high accuracy of state estimation. The ICKF is implemented easily and inherits the virtues of SR-CKF. We apply ICKF to state estimation for reentry ballistic target with unknown ballistic coefficient. Simulation results indicate ICKF outperforms over the unscented Kalman filter (UKF) and SR-CKF in state estimation accuracy.