| UKF滤波器性能分析及其在轨道计算中的仿真试验 |
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| 引用本文： | 蔡志武,赵东明.UKF滤波器性能分析及其在轨道计算中的仿真试验[J].武汉大学学报(信息科学版),2006,31(2):180-183. |
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| 作者姓名： | 蔡志武 赵东明 |
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| 作者单位： | 信息工程大学测绘学院,郑州市陇海中路66号,450052 |
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| 摘 要： | 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。
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| 关 键 词： | 卡尔曼滤波 扩展变换 扩展卡尔曼滤波 |
| 文章编号： | 1671-8860(2006)02-0180-04 |
| 修稿时间： | 2005年12月8日 |
Unscented Kalman Filter for Non-linear Estimation |
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| CAI Zhiwu,ZHAO Dongming.Unscented Kalman Filter for Non-linear Estimation[J].Geomatics and Information Science of Wuhan University,2006,31(2):180-183. |
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| Authors: | CAI Zhiwu ZHAO Dongming |
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| Abstract: | The extended Kalman filter is one of the most widely used methods for tracking and estimation of non-linear systems through linearizing non-linear models.In recent several decades people have realized that there are a lot of constraints in application of the EKF for its hard implementation and intractability.In this paper a new estimation method is proposed,which takes advantage of the Unscented Transformation method thus approximating the true mean and variance more accurately.The new method can be applied to non-linear systems without the linearization process necessary for the EKF,and it does not demand a Gaussian distribution of noise and what's more,its ease of implementation and more accurate estimation features enables it to demonstrate its good performance in numerical experiments of satellite orbit simulation. |
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| Keywords: | Kalman filter unscented transformation unscented Kalman filter |
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