改进的Sage-Husa自适应滤波及其应用

为防止滤波发散和提高系统的实时性,提出了一种基于协方差匹配技术的自适应滤波方法。该方法将协方差匹配技术和一种简化的Sage-Husa自适应滤波算法相结合,通过滤波的状态确定量测噪声协方差阵的值,在线估计噪声的统计特性实现自适应滤波。将该算法应用到惯导/双星（INS/DS）组合导航系统中,并和简化的Sage-Husa自适应滤波算法进行仿真比较。仿真结果表明,在滤波精度相当的情况下,新算法简化了运算,提高了实时性。

Improved Sage-Husa Adaptive Filtering and Its Application

In order to avoid the divergence and improve the real-time property of the filter, an adaptive filtering based on the covariance matching technique was proposed, which synthesized the covariance matching technique and simplified Sage-Husa filtering. The adaptive filtering was realized by changing and computing the measurement noise covariance, according to the state of the filtering. This algorithm was used to the INS/DS(Double Star) integrated navigation system and it was compared with the simplified Sage-Husa filtering. The simulation results show that the new algorithm simplifies the computation and improves the real-time property with the same accuracy.