有色量测噪声下的HCKF及其应用  

High-degree cubature Kalman filter with colored measurement niose and its application

作　　者：郑晓飞[1] 郭创[1] 秦康[1] 姚斌[1] ZHENG Xiaofei;GUO Chuang;QIN Kang;YAO Bin(College of Aeronautics and Astronautics Engineering, Air Force Engineering University, Xi-an 710038, China)

机构地区：[1]空军工程大学航空航天工程学院,西安710038

出　　处：《计算机工程与应用》2017年第14期263-270,共8页Computer Engineering and Applications

基　　金：国家自然科学基金(No.61304120;No.61473307;No.61603411);民口973项目(No.2015CB755802);航空科学基金(No.20155896026)

摘　　要：针对高阶容积卡尔曼滤波(HCKF)算法在有色量测噪声条件下滤波精度下降的问题,提出了有色量测噪声下的HCKF算法。通过一阶马尔科夫模型将有色量测噪声进行白化,将带有色量测噪声的非线性离散随机系统转化为白噪声下的非线性时滞系统,并给出高斯域内针对非线性时滞系统的贝叶斯滤波框架。利用高阶容积准则对该滤波框架进行近似计算,进而得到有色量测噪声下的HCKF算法。将所提算法应用到机动目标跟踪系统中,仿真实验结果表明,量测噪声为白噪声时,所提算法与标准HCKF算法具有相同的估计性能;在量测噪声为有色噪声时,所提算法相比于标准HCKF具有更优的估计精度和鲁棒性。In order to overcome the problem that high-degree cubature Kalman filter decreases in accuracy with coloredmeasurement noise,an improved high-degree cubature Kalman filter is presented in the paper.The first-order Markovmodel is used to whiten the colored measurement noise,then the nonlinear discrete stochastic system with colored measurementnoise is transformed into a nonlinear time-delay system with normal white noise.The frame of Bayesian filter isderived in allusion to the whitened nonlinear time-delay system in Gaussian domain.High-degree cubature rule is appliedin calculating the above frame to deduce the improved high-degree cubature Kalman filter with colored measurementnoise.A maneuvering target tracking problem is used to test the performance of presented filter.The simulation resultsindicate that the improved high-degree cubature Kalman filter has the same accuracy as standard ones in the system withnormal white Gaussian noise,has better accuracy and robustness when the measurement noise is colored.

关 键 词：非线性滤波 有色噪声 高阶容积准则 

分 类 号：TP13[自动化与计算机技术—控制理论与控制工程]