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ZHAO Dongming CAI Zhiwu 《地球空间信息科学学报》2006,9(4):269-272
IntroductionAs is well known,the Kal manfilter(KF) is al-ways usedto deal withthe system whose dynam-ics and observation models are linear , and theextended Kal manfilter(EKF) is the most widelyused esti mator for nonlinear systems . In theEKFthe kal man … 相似文献
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UKF滤波器性能分析及其在轨道计算中的仿真试验 总被引：5，自引：0，他引：5
讨论了UT（unscented transform）变换的性质，给出了一种新的扩展型卡尔曼滤波器UKF（unscented Kalman filter），它不仅具有较高的精度，而且不必计算偏导数阵。仿真分析的结果表明，UKF有良好的状态估计性能，使用简便，适合于非线性系统状态估计。 相似文献
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在全自主运动控制的移动机器人系统中,自身位姿的估计和校正对于移动机器人的运动至关重要。卡尔曼滤波是解决移动机器人同步定位与地图构建(SLAM)常用方法。相较于卡尔曼滤波,无迹卡尔曼滤波(UKF)无须对复杂的非线性函数进行雅可比矩阵运算。本文基于无迹卡尔曼滤波,根据先验协方差的平方根选择sigma点,计算协方差以及加权均值。用四元数表示姿态,将四元数矢量转换为旋转空间进行矩阵运算,在此基础上设计了一种位姿估计算法——基于四元数平方根的无迹卡尔曼滤波(QSR-UKF)算法。试验将EKF、QSR-UKF、SR-UKFEKF 3种算法的位姿估计结果进行仿真分析,并通过相关定量指标进行了描述,验证了本文算法的有效性。 相似文献
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为满足深空探测器的精确定姿需求,提出了一种惯性测量单元(IMU)辅助的X射线脉冲星定姿方法。该方法用IMU的速率陀螺来估计航天器短时姿态,观测两颗或多颗脉冲星的X射线辐射信号,将拟合得到的观测矢量作为滤波器信息输入,利用这两种测姿手段在时间和空间上的互补特性,提供一种全天候、抗干扰性强的定姿方法。仿真结果表明,相比于EKF,基于UKF的俯仰、横滚和偏航三姿态角的测量精度可提高21.9%、21.1%和31.7%;与仅使用脉冲星或IMU的定姿方法相比,组合定姿方法的俯仰角估计精度分别提高了32.5%和77.6%。 相似文献
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This paper preliminarily investigates the application of unscented Kalman filter (UKF) approach with nonlinear dynamic process
modeling for Global positioning system (GPS) navigation processing. Many estimation problems, including the GPS navigation,
are actually nonlinear. Although it has been common that additional fictitious process noise can be added to the system model,
however, the more suitable cure for non convergence caused by unmodeled states is to correct the model. For the nonlinear
estimation problem, alternatives for the classical model-based extended Kalman filter (EKF) can be employed. The UKF is a
nonlinear distribution approximation method, which uses a finite number of sigma points to propagate the probability of state
distribution through the nonlinear dynamics of system. The UKF exhibits superior performance when compared with EKF since
the series approximations in the EKF algorithm can lead to poor representations of the nonlinear functions and probability
distributions of interest. GPS navigation processing using the proposed approach will be conducted to validate the effectiveness
of the proposed strategy. The performance of the UKF with nonlinear dynamic process model will be assessed and compared to
those of conventional EKF. 相似文献
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分析了GPS卫星预报星历,在比较分析EKF和UKF优缺点的基础上,将UKF引入GPS卫星轨道预报研究中.数值模拟和结果分析表明,UKF方法预报更稳定,能有效地提高轨道预报精度和稳定性. 相似文献
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Divided difference filter (DDF) with quaternion-based dynamic process modeling is applied to global positioning system (GPS)
navigation. Using techniques similar to those of the unscented Kalman filter (UKF), the DDF uses divided difference approximations
of derivatives based on Stirling’s interpolation formula which results in a similar mean but different posterior covariance
compared to the extended Kalman filter (EKF) solutions. The second-order divided difference is obtained from the mean and
covariance in second-order polynomial approximation. The quaternion-based dynamic model is adopted for avoiding the singularity
problems encountered in the Euler angle method and enhancing the computational efficiency. The proposed method is applied
to GPS navigation to increase the navigation estimation accuracy at high-dynamic regions while preserving (without sacrificing)
the precision at low-dynamic regions. For the illustrated example, the second-order DDF can deliver about 41–82% accuracy
improvement as compared to the EKF. Some properties and performance are assessed and compared to those of the EKF and UKF
approaches. 相似文献
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研究伪距定位中衰减记忆无迹卡尔曼滤波(MAUKF)方法,针对衰减记忆UKF滤波器可能因衰减因子引入造成滤波精度降低、滤波收敛速度并没有得到改善的问题,本文依据预测残差的统计量,对衰减记忆UKF滤波算法进行了改进。仿真结果表明,该算法相比衰减记忆UKF算法提高了定位精度和收敛速度。 相似文献
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针对一般的加性高斯白噪声系统,结合平方根无迹卡尔曼滤波和加性噪声无迹卡尔曼滤波的优点,提出了无须增广变量的加性高斯白噪声系统的平方根无迹卡尔曼滤波方法,并给出了其详细算法.该算法较传统方法具有较小的运算负担,较高的精度,并能有效克服滤波的发散.该方法应用于卫星导航系统动态多径估计问题,能够高效准确地得到直射信号与多径信号的各个参数的估计,从而抑制多径的影响.仿真试验表明,该方法在诸多方面改进了已有方法,是一种高效准确的非线性滤波方法. 相似文献
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从统计线性回归的角度对无味变换(unscented transformation,UT)进行分析,推导了迭代无味卡尔曼滤波(iterated unscented Kalman filter,IUKF)。针对IUKF计算量大的问题,结合弦线迭代法和IUKF,得到了一种新的混合迭代无味卡尔曼滤波器。数值仿真的结果表明,新滤波算法的精度优于扩展卡尔曼滤波、迭代扩展卡尔曼滤波和无味卡尔曼滤波,并可以有效降低IUKF的计算量。 相似文献
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针对利用惯性测量单元进行行人航位推算（PDR）时,其定位误差会随时间累积的问题,提出了一种基于多传感器融合的室内行人航位推算方法;对于智能移动设备的低成本多传感器,设计了基于无迹卡尔曼滤波（UKF）的初始对准,设定4种阈值条件进行步伐状态检测;在行走过程中,针对步长和航向角误差累积的问题,利用基于UKF的零速度更新（ZUPT）对速度误差进行修正,零角速率更新（ZARU）和磁力计融合对航向角误差进行修正,从而有效提高了行人最终的位置精度。试验结果表明：使用该方法可以有效提高PDR位置精度,平均位置偏差占总路程的1.5%左右。 相似文献
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扩展Kalman(EKF)滤波算法可有效地进行多卫星系统数据融合处理,但该方法对观测数据的质量要求较高,当观测出现异常时,传统的扩展Kalman方法容易导致滤波失真。为此,利用实测数据,通过虚拟掩模遮挡卫星模拟复杂的GNSS观测环境,研究了基于IGGIII的抗差EKF算法,确定了分位参数的合理经验值,并对其在GPS/GLONASS/BDS组合精密动态定位中的应用进行了分析。结果表明,在遮挡严重的复杂观测环境中,抗差EKF算法可有效地提高组合定位系统的模糊度的固定成功率和定位精度。 相似文献
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A GPS-aided Inertial Navigation System (GAINS) is used to determine the orientation? position and velocity of ground and aerial vehicles. The data measured by Inertial Navigation System (INS) and GPS are commonly integrated through an Extended Kalman Filter (EKF). Since the EKF requires linearized models and complete knowledge of predefined stochastic noises? the estimation performance of this filter is attenuated by unmodeled nonlinearity and bias uncertainties of MEMS inertial sensors. The Attitude Heading Reference System (AHRS) is applied based on the quaternion and Euler angles methods. A moving horizon-based estimator such as Model Predictive Observer (MPO) enables us to approximate and estimate linear systems affected by unknown uncertainties. The main objective of this research is to present a new MPO method based on the duality principle between controller and observer of dynamic systems and its implementation in AHRS mode of a low-cost INS aided by a GPS. Asymptotic stability of the proposed MPO is proven by applying Lyapunov’s direct method. The field test of a GAINS is performed by a ground vehicle to assess the long-time performance of the MPO method compared with the EKF. Both the EKF and MPO estimators are applied in AHRS mode of the MEMS GAINS for the purpose of real-time performance comparison. Furthermore? we use flight test data of the GAINS for evaluation of the estimation filters. The proposed MPO based on both the Euler angles and quaternion methods yields better estimation performances compared to the classic EKF. 相似文献
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顾及线性化模型误差补偿的卡尔曼滤波算法 总被引：1，自引：0，他引：1
针对扩展卡尔曼滤波（EKF）线性化所产生的线性化模型误差问题,使用非线性预测滤波对线性化所引起的模型误差进行预测,并在标准EKF的解算过程中考虑到预测所得误差的统计特性,使模型更趋于真实情况。通过算例对改进算法的性能进行了验证。 相似文献
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GPS/INS组合导航非线性系统最优估计算法中,基于统计信息和假设检验理论的多渐消因子自适应滤波算法的应用前提条件是残差向量为高斯白噪声。本文针对观测异常会影响残差向量的数字特性分布,提出了一种神经网络辅助的多重渐消因子自适应SVD-UKF算法。该算法采用神经网络算法削弱观测异常对残差序列高斯白噪声分布特性的影响,利用奇异值分解抑制UKF中先验协方差矩阵负定性变化,同时构造多重渐消因子对预测状态协方差阵进行调整,使得不同的滤波通道具有不同的调节能力,高效地应用于多变量复杂系统。最后利用车载实测数据进行了验证。结果表明,神经网络算法极大削弱了观测粗差对残差序列高斯白噪声分布特性的影响,拓展了多重渐消因子的应用范围,使其能在观测值含有粗差的条件下自适应调节不同滤波通道,消除滤波状态中的异常,提高组合导航解的精度和可靠性。 相似文献
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首先给出扩展卡尔曼滤波(Extended Kalman Filter,EKF)的原理,通过分析粗差在EKF模型中传递特性,给出新的抗差EKF模型。模型根据多余观测分量及预测残差统计,构造抗差等价增益矩阵,通过迭带给出GNSS抗差导航解。为提高模型在动态导航应用中的效率,文章结合统计模型,仅对存在粗差的观测历元进行抗差估计,进一步提高模型实时运行效率。并模拟GPS/Galileo多卫星导航星座及接收机平台的动态轨迹。采用加速度导航方程验证本文模型,并对不同模型运行的时间进行比较。结果表明在粗差存在的情况下,本文模型仍能正确导航,并且改进后的模型能明显提高实时导航的效率。 相似文献