Cubature and quadrature based continuous-discrete filters for maneuvering target tracking

Abhinoy Kumar Singh, Kundan Kumar, Swati, Shovan Bhaumik

Abstract: A continuous-discrete system represents a system with continuous process and discrete measurement models. Very recently, two filters namely cubature quadrature Kalman filter (CQKF) and Gauss-Hermite filter (GHF) are introduced to solve the filtering problems for discrete-time systems where both the process and measurement models are discrete in nature. In this paper we extend the two estimators so that they could work for continuous process and discrete measurement model. The proposed filters are applied to solve a continuous-discrete maneuvering air-traffic-control problem and the results are compared with continuous-discrete Kalman filter (CD-CKF) in terms of the root mean square error (RMSE). It has been found that the proposed methods provide better estimation accuracy compared to the CD-CKF.