| 一种基于假设检验的多重渐消卡尔曼滤波 |
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| 引用本文： | 庄朝文,富立,范跃祖.一种基于假设检验的多重渐消卡尔曼滤波[J].北京航空航天大学学报,2004,30(1):18-22. |
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| 作者姓名： | 庄朝文 富立 范跃祖 |
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| 作者单位： | 北京航空航天大学 自动化科学与电气工程学院, 北京 100083 |
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| 摘 要： | 提出了一种基于假设检验的带多重渐消因子卡尔曼滤波的新算法.该算法采用χ2检验法,通过渐消因子矩阵对卡尔曼滤波器的噪声方差进行在线修正,从而使滤波器在对象模型存在误差或对象受到外扰时仍然收敛,同时能够提高系统的精度.该算法应用于车载GPS (Global Positioning System)/INS(Inerial Navigation System)组合导航系统中,取得了良好的效果.
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| 关 键 词： | 自适应滤波 假设检验 卡尔曼滤波 组合导航 |
| 文章编号： | 1001-5965(2004)01-0018-05 |
| 收稿时间： | 2002-09-11 |
| 修稿时间： | 2002年9月11日 |
Multiple fading Kalman filter based on hypothesis testing |
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| Zhuang Chaowen,Fu Li,Fan Yuezu.Multiple fading Kalman filter based on hypothesis testing[J].Journal of Beijing University of Aeronautics and Astronautics,2004,30(1):18-22. |
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| Authors: | Zhuang Chaowen Fu Li Fan Yuezu |
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| Institution: | School of Automation Science and Electrical Engineering, Beijing University of Aeronautics and Astronautics, Beijing 100083, China |
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| Abstract: | A new multiple fading Kalman filtering algorithm was proposed based on hypothesis testing. The algorithm on-line modifies the noise covariance of the Kalman filter by the fading matrix using chi-square testing method so as to imp rove the accuracy and convergency of the Kalman filter when there exist errors o r when the plant was affected by unmeasurable external disturbances. The proposed algorithm was applied to a vehicle global positioning system/inerial navigation system/integrated navigation system(GPS/INS) and behaved satisfactorily. |
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| Keywords: | adaptive filtering hypothesis testing Kalman filters integrated navigation |
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