对Sage-Husa算法的改进  

Amelioration of the Sage-Husa algorithm

作　　者：魏伟[1] 秦永元[1] 张晓冬[2] 张亚崇[2] 

机构地区：[1]西北工业大学自动化学院,西安710072 [2]西安飞行自动控制研究所,西安710065

出　　处：《中国惯性技术学报》2012年第6期678-686,共9页Journal of Chinese Inertial Technology

基　　金：国家"973"计划项目(2010CB731806);航空科学基金(20100818018)

摘　　要：在衍生于卡尔曼滤波的INS/GPS组合导航自适应算法中,Sage-Husa算法是针对不确定的系统噪声协方差阵Q阵和量测噪声协方差阵R阵的经典算法。文中推导了自适应Q阵和R阵,在自适应Q阵中补充了Sage-Husa算法遗失的一些量。为了尽可能多保留信息,构造新方法使得Q阵非负定和R阵正定,取消了易导致估计偏差的均值估计,修改了Sage-Husa算法中使初始噪声方差的作用很快趋于零的设计思想,可控制固定噪声方差的比例。在3种数据扰动环境下,利用动态仿真计算分析和比较了相关算法发现,同时对Q阵和R阵做自适应估计的算法,其抵抗数据扰动的效果要优于固定Q阵只对R阵做自适应估计、或固定R阵只对Q阵做自适应估计的算法,这个结论不同于一些文献的观点。新改进的Sage-Husa算法对自适应Q阵和R阵可分别调节,有较好的适应性和稳定性。Among the INS/GPS integrated navigation adaptive algorithms derived from Kalman filter,the Sage-Husa algorithm is the classic method for the uncertain system noise covariance matrix and measurement noise covariance matrix.In this paper,the adaptive matrix and matrix were deduced,some values missed by the Sage-Husa algorithm were made up in the adaptive matrix.In order to save the information as much as possible,a new method was constructed to make matrix non-negative definite and matrix positive definite.The mean estimations which could easily induce the estimation departure were cancelled.The design idea in the Sage-Husa algorithm,i.e.the effect of the initial noise variance is quickly approaching zero,was modified,so the proportion of the fixed noise variance could be controlled.Under the environments with 3 kinds of data disturbance,the dynamic simulation computation was used to compare and analyze related algorithms.It is found that,the effect of resisting data disturbances of the algorithm which simultaneously adaptively estimates matrix and matrix is better than the algorithm adaptively estimating matrix with the fixed matrix,or the algorithm adaptively estimating matrix with the fixed matrix,and this conclusion is different from some papers＇ viewpoint.The modified Sage-Husa algorithm,which can respectively adjust the adaptive matrix and matrix,has better flexibility and stability.

关 键 词：卡尔曼滤波 Sage-Husa算法 自适应 数据扰动环境 

分 类 号：U666.1[交通运输工程—船舶及航道工程]