观测迭代的插值滤波算法  

Improved Divided Difference Filter

作　　者：张卫华[1] 陈茂树[2] 刘邹[1] 王国栋 

机构地区：[1]山东理工职业学院机电工程系,山东272100 [2]中国矿业大学信息与电气工程学院,江苏221000 [3]山东兖矿集团,山东273500

出　　处：《网络安全技术与应用》2011年第7期15-18,共4页Network Security Technology & Application

摘　　要：针对非线性跟踪系统中由于弱观测性,大的初始化误差使的系统出现不稳定、跟踪收敛速度慢,鲁棒性能差的问题,本文在内插公式滤波器的基础上提出了基于观测迭代插值滤波器。该算法在插值滤波器基础上,利用观测迭代过程来取代单纯的近似条件估计进行预测,减小观测函数线性化所带来的误差影响具有更精确的状态和协方差估计性能。仿真结果表明该算法在大噪声和大初始化误差条件下拥有比传统算法更高的跟踪精度,和更快的收敛速度。It is of great importance to develop a robust and fast tracking algorithm in tracking system because of its inherent disadvantages such as weak observability and large initial errors.An improved algorithm referred to as the iterated divided difference filter is proposed based on the analysis and comparison of conventional nonlinear tracking algorithms.The algorithm predicts states by an interated observation instead of an simple opproximation,which reduces the error effects brought by observation linearization.The experimental results show that the improved algorithm can obtain better tracking accuracy and faster convergence rate than traditional algorithms in the system of strong noise and large initial error.

关 键 词：非线性滤波 插值滤波器 迭代插值滤波器 

分 类 号：TN713[电子电信—电路与系统]