一种扩维无迹卡尔曼滤波  

A Augmented Filter Based on UKF

作　　者：黄铫[1] 张天骐[1] 李越雷[1] 刘燕丽[1] 

机构地区：[1]重庆邮电大学信号处理与片上系统研究所,400065

出　　处：《电子测量与仪器学报》2009年第S1期56-60,共5页Journal of Electronic Measurement and Instrumentation

基　　金：国家自然科学基金-中物院NSAF联合基金项目(10776040);国家自然科学基金项目(60602057);重庆市科委自然科学基金项目(CSTC;2006BB2373);重庆市教委自然科学基金项目(KJ060509;KJ080517);重庆邮电大学自然科学基金项目(A2006-04;A2006-86)

摘　　要：本文讨论了一种基于扩维的无迹卡尔曼滤波(A-UKF)。通过无迹变换(UT),引出了无迹卡尔曼滤波(UKF)的算法描述,进一步深入研究了扩维无迹卡尔曼滤波,它把非线性系统中的过程噪声和测量噪声引入到采样点中,当采样点通过非线性系统传播时,有效的削弱了噪声的影响,并在算法上进行了比较,说明了A-UKF比UKF的精确性要高。最后通过仿真进行了验证。This paper disscusses a augmented filter based on Unscented Kalman filter(UKF).Through the unscented transformaion(UT),the processes of UKF are get and augmented UKF(A-UKF) are deeply studied,when the sigma points including the process noise and the measurement noise of the nonlinearity system are propagated through the nonlinearity system,the influence of the noise can be taken into account more effectively.on this basis,the A-UKF is more accuracy than the UKF.Then an analysis of the experiment results is made and proved this.

关 键 词：无迹卡尔曼滤波(UKF) 无迹变换(UT) 扩维(Augmented) 

分 类 号：TN713[电子电信—电路与系统]