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分数阶Unscented卡尔曼滤波器研究
引用本文:刘彦, 蒲亦非, 沈晓东, 周激流. 分数阶Unscented卡尔曼滤波器研究[J]. 电子与信息学报, 2012, 34(6): 1388-1392. doi: 10.3724/SP.J.1146.2011.00942
作者姓名:刘彦  蒲亦非  沈晓东  周激流
作者单位:1. 四川大学电子信息学院 成都610065
2. 四川大学计算机学院 成都610065
3. 四川大学电气信息学院 成都610065
基金项目:国家自然科学基金(60972131)资助课题
摘    要:分数阶微积分在控制系统中的应用日益广泛,随着分数阶动态系统模型的引入,需要求解分数阶状态估计问题的方法。该文从分数阶非线性动态系统模型出发,以概率论为基础,导出分数阶的Unscented卡尔曼滤波器,得到其递推模型并应用于典型的非线性系统,UNGM(Univariate Nonstationary Growth Model)模型和再入飞行器跟踪模型。实验结果证明在合理设置分数阶Unscented 卡尔曼滤波器阶次的情况下,能够取得优于Unscented 卡尔曼滤波器的效果。

关 键 词:分数阶微积分   分数阶动态系统   分数阶状态空间模型   Unscented变换   Unscented卡尔曼滤波器
收稿时间:2011-09-14
修稿时间:2012-03-05

Fractional Unscented Kalman Filter
Liu Yan, Pu Yi-Fei, Shen Xiao-Dong, Zhou Ji-Liu. Fractional Unscented Kalman Filter[J]. Journal of Electronics & Information Technology, 2012, 34(6): 1388-1392. doi: 10.3724/SP.J.1146.2011.00942
Authors:Liu Yan    Pu Yi-fei    Shen Xiao-dong    Zhou Ji-liu
Affiliation:Liu Yan① Pu Yi-fei② Shen Xiao-dong③ Zhou Ji-liu② ①(School of Electronics and Information Engineering,Sichuan University,Chengdu 610065,China) ②(College of Computer Science,Sichuan University,Chengdu 610065,China) ③(School of Electrical Engineering and Information,Sichuan University,Chengdu 610065,China)
Abstract:Fractional calculus is widely used in control system theory.Owing to introducing of fractional dynamic system model,searching solution method of fractional state estimation is an urgent issue.Starting from fractional nonlinear dynamic system model,fractional unscented Kalman filter is derived based on probability theory.The filter is applied to two typical nonlinear systems,Univariate Nonstationary Growth Model(UNGM) model and Reentry Vehicle Tracking(RVT) model.Experiment results prove the performance of fractional unscented Kalman filter given in this paper is better than that of the unscented Kalman filter in the context of reasonable setting of the fractional order.
Keywords:Fractional calculus  Fractional dynamic system  Fractional state space model  Unscented transformation  Unscented Kalman filter
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