A　new　filtering　algorithm,　adaptive　square　root　cubature　Kalman　filter-Kalman　filter　(SRCKF-KF)　is　proposed　to　reduce　the　problems　of　amount　of　calculation,　complex　formula-transform,　low　accuracy,　poor　convergence　or　even　divergence.　The　method　uses　cubature　Kalman　filter　(CKF)　to　estimate　the　nonlinear　states　of　model　while　its　linear　states　are　estimated　by　the　Kalman　filter　(KF).　The　simulation　and　practical　experiment　results　show　that,　compared　to　the　extended　Kalman　filter　(EKF)　and　unscented　Kalman　filter　(UKF).The　modified　filter　not　only　enhances　the　numerical　stability,　guarantees　positive　definiteness　of　the　state　covariance,　but　also　increases　accuracy,　which　has　high　practicability.　(C)　2016　Published　by　Elsevier　Ltd.