Continuous discrete cubature quadrature Kalman filter

In this paper, cubature quadrature Kalman filter algorithm has been reformulated for nonlinear state space model of continuous‐discrete nature. The developed method is named as continuous‐discrete cubature quadrature Kalman filter (CD‐CQKF). The formulated algorithm has been applied to track the trajectory of an aircraft. The process is described with coordinated turn model. From the simulation result, it has been observed that the developed CD‐CQKF provides better estimation compared with continuous‐discrete cubature Kalman filter.