Performance evaluation of Cubature Kalman filter in a GPS/IMU tightly-coupled navigation system
The CKF estimation accuracy is analyzed through Taylor expansion. The CKF is a second-order approximation to the nonlinear system. A nonlinear attitude expression is introduced for integrated navigation system. The CKF performs similar as the EKF in observable cases. The CKF is superior in unobservable, large misalignment and GPS outage cases.
cubature kalman filter gps/imu tightly-coupled navigation nonlinear system attitude observability