A new particle filter named cubature particle filter(CPF) is proposed to improve the low state estimation accuracy of existing particle filters for nonlinear/non-Gaussian discrete time systems.The CPF directly uses the cubature rule based numerical integration method to calculate the mean and covariance,to generate the proposal density function for the particle filter,and to obtain the required particles with weights.Then the minimum square error state estimation is obtained based on these particles and wei...
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