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一种高阶无迹卡尔曼滤波方法

DOI: 10.3724/SP.J.1004.2014.00838, PP. 838-848

Keywords: 高阶无迹变换,五阶容积变换,五阶无迹变换,高阶无迹卡尔曼滤波器

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Abstract:

?现有的研究中,高阶无迹变换(Unscentedtransform,UT)还不存在具体的解析解,因此,无法利用高阶无迹变换获得具备更高精度的高阶无迹卡尔曼滤波器(UnscentedKalmanfilter,UKF).为了解决这一问题,本文在五阶容积变换(Cubaturetransform,CT)的基础上,通过引入一个自由参数κ,得到高阶无迹变换的解析解,从而获得了高阶无迹卡尔曼滤波器(UnscentedKalmanfilter,UKF).同时验证了现有的五阶容积变换和五阶无迹变换分别是本文所提出的高阶无迹变换在κ=2和κ=6-n时的两个特例.进而分析和讨论了高阶无迹卡尔曼滤波器在系统不同维数条件下κ值的最优选取,并讨论了其稳定性.纯方位跟踪模型和弹道目标再入模型仿真验证了本文方法的正确性,且与现有方法相比具有更高的精度.

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