一种改进的自适应指数加权衰减记忆滤波算法

对卡尔曼滤波在GPS定位应用中估值发散的抑制进行了研究,首先解决了由于各个测量噪声之间相关导致噪声协方差阵无法满足对角矩阵的问题;接着对基于多重衰减因子矩阵的指数加权的衰减自适应算法的一步预测均方误差进行了UD分解,将分解矩阵应用于卡尔曼滤波过程更新,并给出了多重衰减记忆因子矩阵的求解过程。实验结果表明,这种算法增强了数值稳定性,提高了定位精度,具有抑制滤波发散的作用。

An Adaptive Filter Algorithm of Exponentially-weighted Multiple Attenuated Memory

This thesis firstly research the phenomenon of valuation instability in which Kalman filtering process in GPS positioning.The method of orthogonal matrix decomposition is used to solve the failure of noise covariance matrix variance in meeting diagonal matrix,which is led by the correlation between various measurement noises.Then by the UD matrix decomposition of the one step forecast mean square error in which adaptive algorithm of multiple exponential weighting fading factors matrix,the decomposition matr...