H_2/H_∞混合滤波在GPS/DR组合导航中的应用研究Ⅰ  

Research on GPS/DR Integrated Navigation Using Mixed H_2/H_∞Filter

作　　者：易大江[1] 王浩[1] 贾坤[1] 丁文霞[1] 郭桂蓉[1] 

机构地区：[1]国防科技大学电子科学与工程学院ATR-5室,湖南长沙410073

出　　处：《信号处理》2009年第1期104-108,共5页Journal of Signal Processing

基　　金：国防预研项目(0308XG0900)资助

摘　　要：纯卡尔曼滤波在系统或观测噪声不符合假设前提下,滤波将出现发散,而纯H_∞滤波虽然稳健,但是精度不高,所以,比较常用的方式是两种滤波形式相结合的H_2/H_∞混合滤波。本文提出了一种不需对噪声作过多建模,对两种滤波的增益矩阵进行加权求和的混合滤波形式,基于该形式,推导了加权系数的求法,并基于该算法,应用在GPS/DR组合导航中,进一步,为了简化计算,提高运算效率,提出了更符合工程应用的稳态H_2/H_∞滤波方法,仿真结果表明,H_2/H_∞混合滤波即具有卡尔曼滤波的同等精度,又具有H_∞滤波的滤波稳健性,综合时间耗费、滤波精度、滤波稳健性三个指标,稳态H_2/H_∞滤波更符合工程应用。Divergence of Pure Kalman filtering will happen while observation or system noise don＇ t accorded with hypothesis , and pure H∞ filtering, hasn＇t enough precision although robustness, so, the popular style is the mixed H2/H∞ filtering, this paper aims at the problem, put forward a kind of filtering way which needn＇ t create model, bring out a kind of mixed filtering mode using a weighted combination of the H2 and H∞ gains, deduce the weighted coefficient based on this idea, apply the algorithm to the GPS/DR integrated navigation system, more,in order to predigest computation and improve efficiency, deduce the steddy pure H∞filtering, the simulation indicate that H2/H∞ filtering not only has the same precision as kalman filtering ,bus also has the same robustness as pure H∞ filtering, the results prove that steady H2/H∞ filtering is more practical in timeconsumption, precision and robustness.

关 键 词：H∞滤波 混合滤波 GPS 航位推算 线性矩阵不等式 

分 类 号：TN96[电子电信—信号与信息处理]