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一种改进的UKF非线性滤波器研究
引用本文:齐立峰,陶建锋,冯新喜,惠小平.一种改进的UKF非线性滤波器研究[J].弹箭与制导学报,2011,31(2):179-181,188.
作者姓名:齐立峰  陶建锋  冯新喜  惠小平
作者单位:齐立峰,陶建锋,惠小平,QI Lifeng,TAO Jianfeng,XI Xiaoping(空军工程大学导弹学院,陕西三原,713800);冯新喜,FENG Xinxi(空军工程大学电讯工程学院,西安,710077)
基金项目:国家自然科学基金项目,陕西省自然科学基金
摘    要:针对无味卡尔曼滤波器(UKF)存在的缺陷,提出一种能对多通道数据进行渐消的带多重次优渐消因子的UKF滤波算法(SMFUKF)。该方法基于强跟踪滤波器的概念,通过引入多重次优渐消因子到UKF滤波器,自适应的在线调整UKF滤波器的状态预测误差协方差矩阵、量测预测协方差阵、状态和量测之间的互协方差阵及相应的增益矩阵,从而达到对快速变化的状态进行强有力的跟踪。实验结果表明多重次优渐消因子的引人使得UKF滤波器有可能更多的利用系统的先验知识,SMFUKF滤波器对快速变化的状态将具有更强的跟踪能力。

关 键 词:多重次优渐消因子  无味卡尔曼滤波器  强跟踪滤波器  非线性系统

A Modified Unscented Kalman Non-linear Filter
QI Lifeng,TAO Jianfeng,FENG Xinxi,XI Xiaoping.A Modified Unscented Kalman Non-linear Filter[J].Journal of Projectiles Rockets Missiles and Guidance,2011,31(2):179-181,188.
Authors:QI Lifeng  TAO Jianfeng  FENG Xinxi  XI Xiaoping
Affiliation:QI Lifeng1,TAO Jianfeng1,FENG Xinxi2,XI Xiaoping1(1 The Missile Institute,Air Force Engineering University,Shaanxi Sanyuan 713800,China,2 The Telecommunication Engineering Institute,Xi'an 710077,China)
Abstract:Aimming at limitation of unscented Kalman filter(UKF),a suboptimal multiple fading unscented kalman filter(SMFUKF) that can perform fading on data of Stamultiple channels is proposed.The algorithm is based on the concept of strong tracking filter.By introducing suboptimal multiple fading into UKF filtering,and adaptively perform real-time adjustment on the error covariance of the predicted state,the error covariance of the predicted measurement,the associate covariance of the predicted state and measurement...
Keywords:suboptimal multiple fading  unscented Kalman filter  strong tracking filter  nonlinear system  
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