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基于部分扩维的无迹卡尔曼滤波算法研究 被引量:1

Research on the Part Augmented Filtered Based on UKF
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摘要 UKF扩维算法往往因为比较复杂而导致计算量较大,为此EW等学者提出了当过程噪声和量测噪声都是白噪声时UKF的简化算法。证明了这种简化算法在线性条件下不能达到最优估计;即线性条件下与Kalman滤波不等效;同时证明了UKF部分扩维的算法即只将过程噪声进行扩维后仍能达到最优估计;且又在一定程度上减少了计算量。最后在GPS/INS组合导航中进行了仿真验证,仿真结果进一步证明了理论分析的正确性。 The augmented UKF adds the computational complexity.To reduce the complexity EW a simplified UKF method is proposed when the process noises and measurement noises are purely white.However this simplified method has been proven not to be optimal under linear conditions.In other words it is not equivalent to Kalman filter under linear conditions which means the method is not correct.And at the same time it is also given that the partially augmented UKF which only adds process noised to the state vector could achieve optimal estimation and also reduces the computational complexity to some certain extent.Finally the simulation results in GPS/INS integrated navigation system have further proved the theoretical analysis is correct.
作者 张晶
出处 《科学技术与工程》 北大核心 2014年第24期302-307,共6页 Science Technology and Engineering
基金 山东省"十二五"规划课题(2011GG240)资助
关键词 组合导航 UKF 扩维UKF 卡尔曼滤波 integrated navigation UKF augmented UKF Kalman filter
作者简介 张晶(1975-),女,山东聊城人,副教授.研究方向:计算机应用及网络技术.E-mail:dcxydzx@126.com.
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参考文献6

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同被引文献9

  • 1黄铫,张天骐,李越雷,刘燕丽.一种扩维无迹卡尔曼滤波[J].电子测量与仪器学报,2009,23(S1):56-60. 被引量:9
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  • 4Jia B,Xin M,Cheng Y.High-degree cubature Kalman filter[J].Automatica,2013,49(2):510-518.
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  • 6Novara C,Ruiz F,Milanese M.A new approach to optimal filter design for nonlinear systems[C]//Decision and Control,2009 held jointly with the 2009 28th Chinese Control Conference.CDC/CCC 2009.Proceedings of the 48th IEEE Conference on.IEEE,2009:5484-5489.
  • 7Lefebvre T,Bruyninckx H,De Schuller J.Comment on A new method for the nonlinear transformation of means and covariances in filters and estimators[with authors’reply][J].Automatic Control,IEEE Transactions on,2002,47(8):1406-1409.
  • 8黄铫,张天骐,高清山,李越雷.一种提高无迹卡尔曼滤波精确度的方法[J].计算机仿真,2010,27(3):348-352. 被引量:14
  • 9张勇刚,黄玉龙,武哲民,李宁.一种高阶无迹卡尔曼滤波方法[J].自动化学报,2014,40(5):838-848. 被引量:49

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