Combined cubature Kalman and smooth variable structure filtering: A robust nonlinear estimation strategy

In this paper, nonlinear state estimation problems with modeling uncertainties are considered. As demonstrated recently in literature, the cubature Kalman filter (CKF) provides the closest known approximation to the Bayesian filter in the sense of preserving second-order information contained in noisy measurements under the Gaussian assumption. The smooth variable structure filter (SVSF) has also been recently introduced and has been shown to …