一种联邦滤波的非线性改进算法

为了解决联邦滤波器在处理非线性复杂噪声信号时效果不佳的问题,引入了无迹卡尔曼滤波算法作为子滤波器,为了降低计算量,对子滤波器的状态更新过程进行了改进,同时优化了逆矩阵的求法.最后进行了仿真,结果表明,文章中的方法比传统联邦滤波算法精度更高,同时耗时较短.为工程应用提供了一种参考.

An Improved Nonlinear Algorithm for Federated Filter

To solve the problem of filtering efficient is low when dealing with nonlinear complex noise in federated filter, introduced unscented kalman filter as the local filter, to reduce compute burden, improved the state update course and optimized the inverse matrix solving course at the same time. Simulation was made at last, the result shows, the calculate accuracy of the method proposed in this paper is higher than conventional federated filter, and the compute time consuming is short. It can be served as a reference for engineering application.