CRUF

The CRUF class implements the fifth-degree cubature recursive update filter.

Configuration

Configure the recurive update

Set the number of recursion steps that are performed by a measurement update with the setNumRecursionSteps() method.

Enable measurement gating

Enable measurement gating with the setMeasGatingThreshold() method.

Use a semi-analytic measurement update

Enable a semi-analytic measurement update if a measurement model does not require all state variables with the setStateDecompDim() method.

Enable post-processing of the predicted state estimate

Set a post-processing method for the state prediction with the setPredictionPostProcessing() method.

Enable post-processing of the updated state estimate

Set a post-processing method for the measurement update with the setUpdatePostProcessing() method.

Supported Models

System Models

Measurement Models

Literature

  • Bin Jia, Ming Xin, and Yang Cheng, “High-Degree Cubature Kalman Filter,” Automatica, vol. 49, no. 2, pp. 510–518, Feb. 2013.

  • Yulong Huang, Yonggang Zhang, Ning Li, and Lin Zhao, “Design of Sigma-Point Kalman Filter with Recursive Updated Measurement,” Circuits, Systems, and Signal Processing, pp. 1–16, Aug. 2015.