区间卡尔曼滤波算法在组合导航数据融合中的应用

传统卡尔曼滤波算法在系统参数不确切已知或随时间变化时无法直接应用。本文通过将参数变化的系统建立成区间模型,给出了一种处理系统参数不确定性的区间卡尔曼滤波算法,该算法运用一种较为简单的区间矩阵求逆方案,在统计最优性能及迭代形式方面与标准卡尔曼滤波算法相当,仿真验证了该算法在低成本INS/GPS组合导航数据融合中应用的可行性。

Application of Interval Kalman Filtering Algorithm in Integrated Navigation Data Fusion

The traditional Kalman filter cannot be used directly when some system parameters such as certain elements of the system matrix are not precisely known or gradually change with time.Some uncertain parameters can be described as an interval model,an interval Kalman filtering algorithm isSTudied in this paper,which can be used to process a system with uncertain parameters.A simple inversion algorithm of interval matrix has been applied and itsSTatistic performances and iterative form are similar to those of traditional Kalman filter.Simulation results show that such filtering algorithm can provide the real time accuracy error estimation and can be applied to such kind of low-cost integrated navigation system.