噪声协方差估计新算法在惯性导航系统中的仿真研究

研究一种在动态系统常值误差未知的情况下对线性时变随机系统误差协方差进行估计的新方法。该方法通过构造一个新的时间序列,其协方差由未知参数的线性组合组成,然后用递推最小二乘法来计算新序列的协方差,该方法不需要任何关于噪声的先验知识。从仿真结果来看达到了较好的效果。

Research of Noise Covariance Estimation for Inertial Navigation System

This paper uses a new approach to noise covariance estimation for a linear, time-invariant, stochastic system with constant but unknown bias state. Based on a new constructed sequence, the covariance of new variable that consists of measurement vectors is expressed as a linear combination of unknown parameters. Noise covariance is then estimated by employing a recursive least-squares algorithm. Simulation results indicate a satisfactory performance of the proposed method.