一种采样型平方根滤波及其应用

基金项目: 中国科学院知识创新工程重要方向资助项目(KJCX2-SW-T1);国家863计划资助项目(2002AA731171)

详细信息

A Sampling-Based Square Root Filter and Its Application

¹ Institute of Surveying and Mapping,Information Engineering University,66 Middle Longhai Road,Zhengzhou 450052,China² Shanghai Astronomical Observatory,Chinese Academy of Sciences,80 Nandan Road,Shanghai 200030,China

Funds: 中国科学院知识创新工程重要方向资助项目(KJCX2-SW-T1);国家863计划资助项目(2002AA731171)

摘要: 探讨了非线性系统的滤波问题,提出了将采样型平方根滤波SR-UKF(square root unscented Kalmanfilter)应用于星载GPS卫星实时定轨。在滤波过程中,以协方差阵的平方根代替协方差阵参加递推运算,有效地提高了滤波算法的计算效率和数值稳定性。实例计算结果表明,SR-UKF的性能要优于推广卡尔曼滤波(extended Kalman filter)和Unscented卡尔曼滤波(unscented Kalman filter)。
- 卡尔曼滤波 /
- 非线性滤波 /
- GPS /
- 定轨
Abstract: The problem of nonlinear system filtering is discassed.And a sampling-based square root filter SR-UKF(square root unscented Kalman filter)is brought forward for real time processing the orbit of GPS-based satellite.In the process of recursive filtering,square root form of the state covariance matrix is used to replace the covariance matrix,which effectively raises the calculation efficiency and numerical stability of the filtering algorithm.An actual example is performed,and the results show that the performance of the SR-UKF is superior to that of the extended Kalman filter and the unscented Kalman filter.
- Kalman filter /
- nonlinear filter /
- GPS /
- orbit determination