近似二阶扩展卡尔曼滤波方法研究

 在综合考虑计算量和估计精度的情况下，提出一种新的非线性滤波方法——近似二阶扩展卡尔曼滤波（AS-EKF）方法。该方法基于线性最小方差递推滤波框架，对均值的非线性变换采用二阶近似，其精度高于扩展卡尔曼滤波（EKF）采用的一阶近似。通过计算机仿真表明该滤波方法对非线性系统的滤波精度高于EKF，且计算量明显低于无迹滤波（UKF），该方法适用于对估计精度和计算量都有所要求的非线性系统滤波器设计。

A Method of Approximate Second-Order Extended Kalman Filter

A new approach for nonlinear filtering systems is presented in this paper to meet the requirements both on accuracy and computing time.This method,called as the approximate second-order extended Kalman filter(AS-EKF),is based on the frame of recursive linear minimum variance estimation.Other than the extended Kalman filter(EKF) linearizing all nonlinear models,the new approach estimates the expectation value to the second-order of accuracy.We show that this technique is more accurate than EKF,and it also co...