A Gaussian-Sum Based Cubature Kalman Filter for Bearings-Only Tracking

Herein is presented an efficient nonlinear filtering algorithm called the Gaussian-sum cubature Kalman filter (GSCKF) for the bearings-only tracking problem. It is developed based on the recently proposed cubature Kalman filter and is built within a Gaussian-sum framework. The new algorithm consists of a splitting and merging procedure when a high degree of nonlinearity is detected. Simulation results show that the proposed algorithm demonstrates comparable performance to the particle filter (PF) with significantly reduced computational cost.