NDLI: Comparison of the sparse-grid quadrature rule and the cubature rule in nonlinear filtering

Content Provider	IEEE Xplore Digital Library
Author	Bin Jia Ming Xin Yang Cheng
Copyright Year	2012
Description	Author affiliation: Department of Aerospace Engineering, Mississippi State University, 39762, USA (Ming Xin; Yang Cheng) \|\| Department of Electrical Engineering, Columbia University, New York, 10027, USA (Bin Jia)
Abstract	In this paper, the recently developed sparse-grid quadrature filter is compared with the cubature Kalman filter. The relation between the sparse-grid quadrature rule and the cubature rule is revealed. It can be shown that arbitrary degree cubature rules can be obtained by the projection of the sparse-grid quadrature rule. Since both rules can achieve an arbitrary high degree of accuracy, they are more accurate than the conventional third-degree cubature rule and the unscented transformation. In addition, they are computationally more efficient than the Gauss-Hermite quadrature rule and the Monte-Carlo method when they are used to calculate the Gaussian type integrals in the nonlinear filtering. The comparison of these rules is demonstrated by a benchmark numerical integration example.
Starting Page	6022
Ending Page	6027
File Size	220094
Page Count	6
File Format	PDF
ISBN	9781467320658
ISSN	07431546
e-ISBN	9781467320665
e-ISBN	9781467320641
DOI	10.1109/CDC.2012.6426393
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2012-12-10
Publisher Place	USA
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Accuracy Filtering Polynomials Gaussian approximation Approximation methods Integral equations
Content Type	Text
Resource Type	Article
Subject	Control and Optimization Control and Systems Engineering Modeling and Simulation

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