基于正交变换的五阶容积卡尔曼滤波导航算法

doi:10.3969/j.issn.1001-506X.2020.03.024

摘要/Abstract

摘要：

针对高阶容积卡尔曼滤波在无人机导航等高维非线性系统中存在较大高阶采样误差的问题,提出了一种基于正交变换的五阶容积卡尔曼滤波(orthogonal transformed fifth-order cubature Kalman filter，OT5-CKF)。利用三角函数的正交性特点,对原有的容积点进行适当的容积变换,将变换后的容积点代入容积卡尔曼滤波(cubature Kalman filter, CKF)模型中。经分析,新的容积点可以极大地避免高维系统的高阶采样误差。最后,以无人机GPS/INS组合导航系统为应用背景,对三阶CKF、五阶CKF和OT5-CKF进行了仿真对比分析。结果表明,同等观测条件下OT5-CKF的滤波估计精度明显高于前两者。

关键词: 非线性滤波, 卡尔曼滤波, 正交变换, 采样误差, 组合导航

Abstract:

In view of the problem that the high-order cubature Kalman filter has large high-order sampling error in high-dimension nonlinear systems, an orthogonal transformed fifth-order cubature Kalman filter (OT5-CKF) is proposed. Based on the orthogonality of the trigonometric function, the original cubature point is subjected to the appropriate volume transformation and brought into the Kalman filter model. The new cubature point can well avoid the high-order sampling error of high-dimension systems. Finally, the unmanned aerial vehicle integrated navigation system is used as the application background. The third-order CKF, fifth-order CKF and OT5-CKF are compared and analyzed. The results show that the filtering estimation accuracy of OT5-CKF is higher than others under the same observation conditions.

Key words: nonlinear filters, Kalman filters, orthogonal transformation, sampling error, integrated navigation

中图分类号:

TP242.6

何康辉, 董朝阳. 基于正交变换的五阶容积卡尔曼滤波导航算法[J]. 系统工程与电子技术, 2020, 42(3): 680-685.

Kanghui HE, Chaoyang DONG. Orthogonal transformed fifth-order cubature Kalman filter for navigation[J]. Systems Engineering and Electronics, 2020, 42(3): 680-685.

图/表 5

参考文献 24

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