一種變換狀態(tài)空間的穩(wěn)定卡爾曼濾波算法
A Robust Extended Kalman Filter Based on Transforming State Space
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摘要: 該文在分析了擴(kuò)展卡爾曼濾波中兩種線性化誤差的產(chǎn)生原因及其對濾波影響的基礎(chǔ)上,針對線性狀態(tài)方程和非線性觀測方程這一類系統(tǒng),提出了采用一組新的狀態(tài)量代替原來的狀態(tài)量,使得觀測方程為線性方程,從而避免了因?yàn)橛^測方程線性化導(dǎo)致的觀測空間和狀態(tài)空間的映射關(guān)系改變,提高了擴(kuò)展卡爾曼濾波的穩(wěn)定性和狀態(tài)估計(jì)的精度。通過一個(gè)無源定位與跟蹤的計(jì)算機(jī)仿真試驗(yàn)驗(yàn)證了這種方法的優(yōu)點(diǎn)。
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關(guān)鍵詞:
- 擴(kuò)展卡爾曼濾波; 狀態(tài)空間; 單站無源定位與跟蹤
Abstract: Based on the analysis of the effect on the linearization about the measurement equation and state equation, aimed to some system with linear state equation, a new algorithm named as Transforming State Space Extended Kalman Filter (TSS-EKF) is proposed to improve the robust of EKF. Simulation in single observer passive location and tracking validates that this algorithm is robust. -
Simon Haykin. Adaptive Filter Theory. Forth Edition, New Jersey:Prentice Hall, 2002, Section 10.10.[2]劉福聲,羅鵬飛.統(tǒng)計(jì)信號處理,長沙:國防科技大學(xué)出版社,1998:6.3節(jié).[3]孫仲康,周一宇.單多基地有源無源定位技術(shù),北京:國防工業(yè)出版社,1996:9.2節(jié).[4]Mahalanabis A, Farooq M. A second-order method for state estimation of non-linear dynamical systems, Int[J].J. of Control.1971, 14(4):631-[5]Kwanghee Nam, Min-Jea Tahk. A second-order stochastic filter involving coordinate transformation[J].IEEE Trans. on Automatic Control.1999, 44(3):603-[6]Einicke G A, White L B. Robust extend Kalman filtering[J].IEEE Trans. on Signal Processing.1999, 47(9):2596- -
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