《Algorithm 1 The Realization of MCKF》

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《Marginalized cubature Kalman filtering algorithm based on linear/nonlinear mixed-Gaussian model》

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Considering the marginalized theory and the supe-riority of CKF，the nonlinear state and linear state of target tracking system are modeled separately.To illustrate the realization mechanism of MCKF，the framework of the proposed algorithm is given in Fig.1.On this basis，we propose a novel marginalized cubature Kalman filter algorithm to improve filtering performance，the implementation is summarized in Algorithm 1.