Adaptive fading Kalman filter with applications in integrated navigation system
-
摘要: 从卡尔曼滤波技术的稳定性出发,分析了卡尔曼滤波算法发散的原因,提出了一组衰减记忆卡尔曼滤波中衰减因子的自适应估计方法,并在GPS/SINS组合导航系统中进行了计算机仿真.在计算衰减因子时,利用滤波残差序列在最优估计时为零均值白噪声的性质,构造了服从χ2分布的变量,并分别检验滤波残差每一个分量得出衰减因子值.仿真结果表明,该组算法能够自适应地估计出衰减因子的大小,有效地抑制滤波发散,且计算量较其它方法小.Abstract: The reasons of the instability of Kalman filter were analyzed from the stability of Kalman filter. A new group of adaptive estimation methods of Kalman filter fading factor were developed and simulated in GPS/SINS(global position system and strapdown inertial navigation system) integrated navigation system. The characteristic that the filter residuals were zero-mean Gaussian white noise vectors was used and a chi-square distribution variable was made while computing the fading factor. The fading factor was computed by testing each element of the filter residual vector. The result shows that the proposed algorithms can estimate the fading factor adaptively, restrain filtering divergence and has the less computation burden than other algorithms.
-
[1] 夏启军,孙优贤,周春晖.渐消卡尔曼滤波器的最佳自适应算法及其应用[J].自动化学报,1990,16(3):210~216 Xia Qijun, Sun Youxian, Zhou Chunhui. An optimal adaptive algorithm for fading Kalman filter and its application[J]. ACTA Automatica Sinica, 1990,16(3):210~216(in Chinese) [2] Xia Qijun, Rao Ming. Adaptive fading Kalman filter with an application[J]. Automatica, 1994, 30(8):1333~1338 [3] 秦永元,张洪钺,汪叔华.卡尔曼滤波与组合导航原理[M].西安:西北工业大学出版社,1998.88~90 Qin Yongyuan, Zhang Hongyue, Wang Shuhua. Kalman filter and integrated navigation theory[M]. Xi'an:Northwestern Polytechnical Univ Press, 1998.88~90(in Chinese) [4] 张金槐.线性模型参数估计及其改进[M]. 长沙:国防科技大学出版社,1999.234~243 Zhang Jinhuai. Linear model parameter estimation and its improvement[M].Changsha:National Univ of Defence Technology Press, 1999.234~243(in Chinese) [5] Da R, Lin C F. Failure detection and isolation structure for global positioning system autonomous integrity monitoring[J]. Journal of Guidance, Control, and Dynamics, 1995,18(2) [6] 耿延睿,崔中兴. 组合导航系统卡尔曼滤波衰减因子自适应估计算法研究 . 中国惯性技术学, 2001, 9(4):8~10 Geng Yanrui, Cui Zhongxing. Adaptive estimation of Kalman filter fading factor in integrated navigation system[J]. Journal of Chinese Inertial Technology, 2001, 9(4):8~10(in Chinese)
点击查看大图
计量
- 文章访问数: 3611
- HTML全文浏览量: 75
- PDF下载量: 1332
- 被引次数: 0