A novel strong tracking cubature Kalman filter and its application in maneuvering target tracking

The fading factor exerts a significant role in the strong tracking idea. However, traditional fading factor introduction method hinders the accuracy and robustness advantages of current strong-tracking-based nonlinear filtering algorithms such as Cubature Kalman Filter (CKF) since traditional fading factor introduction method only considers the first-order Taylor expansion. To this end, a new fading factor idea is suggested and introduced into the strong tracking CKF method. The new fading factor introduction method expanded the number of fading factors from one to two with reselected introduction positions. The relationship between the two fading factors as well as the general calculation method can be derived based on Taylor expansion. Obvious superiority of the newly suggested fading factor introduction method is demonstrated according to different nonlinearity of the measurement function. Equivalent calculation method can also be established while applied to CKF. Theoretical analysis shows that the strong tracking CKF can extract the third-order term information from the residual and thus realize second-order accuracy. After optimizing the strong tracking algorithm process, a Fast Strong Tracking CKF (FSTCKF) is finally established. Two simulation examples show that the novel FSTCKF improves the robustness of traditional CKF while minimizing the algorithm time complexity under various conditions.