一种采样型平方根滤波及其应用  

A Sampling-Based Square Root Filter and Its Application

作　　者：吴江飞[1] 黄珹[2] 

机构地区：[1]信息工程大学测绘学院,郑州市陇海中路66号450052 [2]中国科学院上海天文台,上海市南丹路80号200030

出　　处：《武汉大学学报（信息科学版）》2007年第8期696-698,703,共4页Geomatics and Information Science of Wuhan University

基　　金：中国科学院知识创新工程重要方向资助项目(KJCX2-SW-T1);国家863计划资助项目(2002AA731171)

摘　　要：探讨了非线性系统的滤波问题,提出了将采样型平方根滤波SR-UKF(square root unscented Kalmanfilter)应用于星载GPS卫星实时定轨。在滤波过程中,以协方差阵的平方根代替协方差阵参加递推运算,有效地提高了滤波算法的计算效率和数值稳定性。实例计算结果表明,SR-UKF的性能要优于推广卡尔曼滤波(extended Kalman filter)和Unscented卡尔曼滤波(unscented Kalman filter)。The problem of nonlinear system filtering is discassed. And a sampling-based square root filter SR-UKF（square root unscented Kalman filter）is brought forward for real time processing the orbit of GPS-based satellite. In the process of recursive filtering, square root form of the state covariance matrix is used to replace the covariance matrix, which effec- tively raises the calculation efficiency and numerical stability of the filtering algorithm. An actual example is performed, and the results show that the performance of the SR-UKF is superior to that of the extended Kalman filter and the unscented Kalman filter.

关 键 词：卡尔曼滤波 非线性滤波 GPS 定轨 

分 类 号：P228.41[天文地球—大地测量学与测量工程]