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Improved cubature Kalman filter and its application

An improved cubature Kalman filter combined with L-M algorithm is presented. Cubature Kalman filter is a new nonlinear Gaussian filter, which is more accurate than UKF. By introducing L-M algorithm to cubature Kalman filter, measurement update is modified to an iterative version which makes full use of information in the measurements. A stopping criteria with an accuracy dependent tolerance is given to avoid too large emphasis on the measurems. Simulations in target tracking of reentry confirm the superiority of LMCKF.