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�������պ����ѧѧ�� 2004, Vol. 30 Issue (01) :18-22    DOI:
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ׯ����, ����, ��Ծ��*
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Multiple fading Kalman filter based on hypothesis testing
Zhuang Chaowen, Fu Li, Fan Yuezu*
School of Automation Science and Electrical Engineering, Beijing University of Aeronautics and Astronautics, Beijing 100083, China

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Abstract�� A new multiple fading Kalman filtering algorithm was proposed based on hypothesis testing. The algorithm on-line modifies the noise covariance of the Kalman filter by the fading matrix using chi-square testing method so as to improve the accuracy and convergency of the Kalman filter when there exist errors or when the plant was affected by unmeasurable external disturbances. The proposed algorithm was applied to a vehicle global positioning system/inerial navigation system/integrated navigation system(GPS/INS) and behaved satisfactorily.
Keywords�� adaptive filtering   hypothesis testing   Kalman filters   integrated navigation     
Received 2002-09-11;
About author: ׯ����(1978-),��,�㶫������,˶ʿ��, zcwl24@sina.com.
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ׯ����, ����, ��Ծ��.һ�ֻ��ڼ������Ķ��ؽ����������˲�[J]  �������պ����ѧѧ��, 2004,V30(01): 18-22
Zhuang Chaowen, Fu Li, Fan Yuezu.Multiple fading Kalman filter based on hypothesis testing[J]  JOURNAL OF BEIJING UNIVERSITY OF AERONAUTICS AND A, 2004,V30(01): 18-22
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http://bhxb.buaa.edu.cn//CN/     ��     http://bhxb.buaa.edu.cn//CN/Y2004/V30/I01/18
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