Kalman滤波模型误差的修复
Adaptation of Model Errors in Kalman Filtering
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摘要: 基于预测残差分析和滤波误差估计,提出了一种新的Kalman滤波模型误差的修正方法。该方法在预测残差分析的基础上,利用观测模型误差和动力学模型误差的相互影响,基于滤波误差估计,从修正观测模型入手,有效地消除了以往历元所有观测模型误差和动力学模型误差对当前历元滤波值的影响。GPS动态导航模拟实验表明,该方法不仅有效地消除了整个Kalman滤波模型误差的影响,而且结果比较理想。Abstract: Based on predicted residual analysis and estimation of filtering errors,a new Kalman filter approach to correct model errors is proposed.Considering the expression of predicted residual,there is no need to discuss whether model errors are from measurement model or dynamic model.Based on the estimation of filtering errors,we just need to correct the measurement model to clear up the whole effects of model errors on the filtering value at current time.A GPS kinematic navigation calculative experiment is given to prove the feasibility of this method.It not only eliminates the whole effect of Kalman filtering model errors efficiently,but also has a good result.
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