拟一致无迹卡尔曼滤波算法

蒋衍光,黄一,薛文超,方海涛

系统科学与数学 ›› 2017, Vol. 37 ›› Issue (4) : 965-977.

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系统科学与数学 ›› 2017, Vol. 37 ›› Issue (4) : 965-977. DOI: 10.12341/jssms13133
论文

拟一致无迹卡尔曼滤波算法

    蒋衍光1,黄一2,薛文超2,方海涛2
作者信息 +

On Designing Quasi-Consistent Unscented Kalman Filter

    JIANG Yanguang1 ,HUANG Yi2 ,XUE Wenchao,FANG Haitao2
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文章历史 +

摘要

针对一般的非线性系统,研究了无迹卡尔曼滤波(UKF)算法的一致性问题.通过对传统UKF算法的修正,提出了拟一致UKF (QCUKF)算法,同时给出了修正参数的选取准则, 并且在理论上证明了所提算法的拟一致性.当算法具有拟一致性时,估计精度可被实时评估.最后,通过仿真实例说明了所提算法的可行性以及拟一致性.

Abstract

This paper studies the consistency of the unscented Kalman filter (UKF) for a kind of general nonlinear systems. Based on the UKF algorithm, we propose the quasi-consistent unscented Kalman filter (QCUKF) as well as the tuning law for its parameters. The quasi-consistency of QCUKF is proved. When the algorithm is quasi-consistent, the estimation error can be evaluated in real time. Finally, the feasibility and consistency are illustrated by the numerical simulation.

关键词

无迹卡尔曼滤波(UKF) / 一致性 / 非线性系统 / 精度评估.

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蒋衍光 , 黄一 , 薛文超 , 方海涛. 拟一致无迹卡尔曼滤波算法. 系统科学与数学, 2017, 37(4): 965-977. https://doi.org/10.12341/jssms13133
JIANG Yanguang , HUANG Yi , XUE Wenchao , FANG Haitao. On Designing Quasi-Consistent Unscented Kalman Filter. Journal of Systems Science and Mathematical Sciences, 2017, 37(4): 965-977 https://doi.org/10.12341/jssms13133
中图分类号: 11Y16   
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