| 迭代容积卡尔曼滤波算法及其应用 |
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| 引用本文： | 穆静,蔡远利. 迭代容积卡尔曼滤波算法及其应用[J]. 系统工程与电子技术, 2011, 33(7): 1454-1457. DOI: 10.3969/j.issn.1001-506X.2011.07.05 |
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| 作者姓名： | 穆静 蔡远利 |
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| 作者单位： | 西安交通大学电子与信息工程学院自动控制工程研究所， 陕西 西安 710049 |
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| 基金项目： | 国家自然科学基金(60972146)资助课题 |
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| 摘 要： | 将Gauss Newton迭代和容积卡尔曼滤波(cubature Kalman filter, CKF)算法相结合，建立了一种迭代CKF(iterated CKF, ICKF)算法。该算法使用容积数值积分原则直接计算非线性随机函数的均值和方差，且在迭代过程中利用最新量测信息并改进迭代过程产生的新息方差和协方差，可获得较高的估计精度。针对弹道系数未知的再入弹道目标状态估计问题，仿真实验结果显示，该方法实现简单，比无迹卡尔曼滤波方法(unscented Kalman filter, UKF)及CKF方法效果要好。
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| 关 键 词： | 容积原则 容积卡尔曼滤波 再入弹道目标状态估计 |
Iterated cubature Kalman filter and its application |
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| MU Jing,CAI Yuan-li. Iterated cubature Kalman filter and its application[J]. System Engineering and Electronics, 2011, 33(7): 1454-1457. DOI: 10.3969/j.issn.1001-506X.2011.07.05 |
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| Authors: | MU Jing CAI Yuan-li |
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| Affiliation: | Institute of Automatic Control Engineering, School of Electronic and Information Engineering, ;Xi’an Jiaotong University, Xi’an 710049, China |
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| Abstract: | An iterated cubature Kalman filter(ICKF) is proposed,which combines the Gauss-Newton iterate method with the cubature Kalman filter(CKF).In the ICKF algorithm,cubature rule based numerical integration method is directly used to calculate the mean and covariance of the nonlinear random function,and the latest measurement,improved innovation covariance and cross-covariance are iteratively used in the measurement update,so the higher accuracy of state estimate is achieved.The ICKF algorithm is applied to state... |
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| Keywords: | cubature rule cubature Kalman filter state estimation for reentry ballistic target |
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