新型粒子滤波算法在传递对准系统中的应用  

New particle filtering algorithm and its application in transfer alignment systems

作　　者：周卫东[1] 丁国强[1,2] 郝燕玲[1] 

机构地区：[1]哈尔滨工程大学自动化学院,黑龙江哈尔滨150001 [2]郑州轻工业学院电气信息工程学院,河南郑州450002

出　　处：《华中科技大学学报（自然科学版）》2010年第11期76-79,共4页Journal of Huazhong University of Science and Technology(Natural Science Edition)

基　　金：国家自然科学基金资助项目(60674087)

摘　　要：为了提高传递对准非线性系统状态估计中粒子滤波算法的估计精度,提出了一类应用中心差分滤波(CDDF)算法产生粒子建议分布的中心差分粒子滤波(CDDPF)算法.该算法应用Stirling插值公式逼近非线性函数,用Cholesky分解确保误差方差阵正定性,获得滤波稳定数值计算;应用CDDPF算法生成粒子建议分布,能够融合最新量测信息;最后应用新算法对传递对准系统模型进行最优滤波,CDDPF算法数值计算稳定性优于UKPF算法,状态变量估计精度得到明显提高.In order to improve the estimated precision of particle filtering algorithm in transfer alignment（TA）nonlinear systems with large initial misalignment angles,the central divided difference particle filtering（CDDPF）algorithm is developed,which makes use of the central divided difference filtering（CDDF）algorithm to generate the particles set of the proposal distribution.It uses Stirling interpolation to approximate nonlinear system equations and/or measurement equations which can be easy to implement,and the Cholesky factorization of prediction error variance matrix to employe to ensure the positive definiteness of the estimation error variance matrix.These particles generated can integrate the latest measurement information into system state transition density.Finally the experiments on TA nonlinear system are conducted with the CDDPF algorithm.The simulation results indicate that,comparing to UKPF（unscented Kalman particle filtering）algorithm,the new algorithm has better numerical stability and its fstimation precision is improved obviously.

关 键 词：传递对准 无迹粒子滤波 中心差分滤波 粒子滤波算法 中心差分粒子滤波 

分 类 号：V249.32[航空宇航科学与技术—飞行器设计] TP271.62[自动化与计算机技术—检测技术与自动化装置]