Robust cubature Kalman filter based on variational Bayesian and transformed posterior sigma points error.

An improved robust cubature Kalman filter (RCKF) based on variational Bayesian (VB) and transformed posterior sigma points error is proposed in this paper, which not only retains the robustness of RCKF, but also exhibits adaptivity in the presence of time-varying noise. First, a novel sigma-point update framework with uncertainties reduction is developed by employing the transformed posterior sigma points error. Then the VB is used to estimate the time-varying measurement noise, where the state-dependent noise is addressed in the iteratively parameter estimation. The new filter not only reduces the uncertainty on sigma points generation but also accelerates the convergence of VB-based noise estimation. The effectiveness of the proposed filter is verified on integrated navigation, and numerical simulations demonstrate that VB-RCKF outperforms VB-CKF and RCKF.