A Sampling-Based Square Root Filter and Its Application

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.