一种基于抗差自校正Kalman滤波的GPS导航算法
An Algorithm of GPS Navigation Based on Robust Self-Tuning Kalman Filtering
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摘要: 为减弱异常观测值对自校正Kalman滤波精度的影响,引入抗差M估计的等价权函数,建立了抗差自校正Kalman滤波算法,并用实例进行了验证。计算表明,该自适应滤波算法在完全未知噪声统计的情况下,不仅能够自适应地求解状态参数,而且还能在一定程度上有效地抵制观测异常对导航解的影响。Abstract: In order to avoid estimating the noise statistics in navigation, self-tuning Kalman filtering is introduced. When the system contains outliers in navigation, the estimated state vector by self-tuning Kalman filtering is influenced. To get a reliable result, an equivalent weight based on robust M-estimator is applied in the process of self-tuning Kalman filtering; robust self-tuning Kalman filtering is then proposed in this paper. A real kinematic system is tested. It is shown by real calculation that the robust self-tuning Kalman filtering is not only adaptively estimate the state vector, but also guarantee the reliability of the kinematic state estimates.