GNSS/SINS组合导航系统的非线性最大熵UKF算法

Nonlinear Maximum Correntropy UKF Algorithm for GNSS/SINS Integrated Navigation System

  • 摘要: 无迹卡尔曼滤波器(unscented Kalman filter,UKF)是解决全球导航定位系统/捷联惯性导航系统(global navigation satellite system/strapdown inertial navigation system,GNSS/SINS)组合导航系统非线性滤波的一种有效方法。UKF在高斯噪声中能表现出良好的性能,但在非高斯噪声中,尤其是重尾非高斯噪声环境下,其性能会严重下降。为了提高UKF对重尾非高斯噪声的鲁棒性,提出了一种GNSS/SINS组合导航系统的最大熵UKF(maximum correntropy UKF,MCUKF)算法。首先,建立了GNSS/SINS组合导航系统的非线性系统模型,其特点为状态方程为非线性而测量方程为线性;然后,利用UKF的无迹变换,获得了状态及其协方差矩阵的先验估计;最后,利用最大熵准则和统计线性回归模型获得状态及其协方差矩阵的后验估计,并设计了MCUKF算法的不动点迭代实现步骤。仿真实验结果表明,在高斯噪声中UKF性能略优于MCUKF;而在重尾噪声环境下,相对于UKF,核带宽为5的MCUKF可提高位置精度13.4%、速度精度10.3%;相对于自适应卡尔曼滤波,MCUKF可提高位置精度8.8%、速度精度7.5%。在较小的核带宽时,MCUKF的滤波性能明显优于UKF,可提升复杂环境下组合导航系统的滤波精度。

     

    Abstract:
    Objectives Unscented Kalman filter (UKF) is an effective method to solve the nonlinear filtering of global navigation satellite system/strapdown inertial navigation system (GNSS/SINS) integrated navigation system. UKF shows good performance in Gaussian noise, but its performance will be seriously degraded in non-Gaussian noise, especially when the system is interfered by some heavy tail pulse noise. In order to improve the robustness of UKF against heavy tail pulse noise, we propose a maximum correntropy UKF (MCUKF) algorithm for GNSS/SINS integrated navigation system.
    Methods First, based on the mechanical arrangement equations of SINS and the output information of GNSS, a nonlinear system model for the GNSS/SINS integrated navigation system was established, the key feature of this model is that the state equation is nonlinear while the measurement equation is linear. Then, a prior estimation of the state and its covariance matrix is obtained by using the unscented transform (UT) of UKF. Finally, based on the establishment of the maximum correntropy criterion, a statistical linear regression model was established using the prior estimation model and the measurement equation. Subsequently, the solution equation of the state vector and the posterior estimation of the state and its covariance matrix were solved, and the fixed-point iterative implementation steps of the MCUKF algorithm were designed.
    Results The simulation results show that the performance of UKF is slightly better than MCUKF in Gaussian noise. Compared with UKF, MCUKF with a core bandwidth of 5 can improve position accuracy by 13.4% and velocity accuracy by 10.3%. Compared with adaptive Kaman filter, MCUKF can improve position accuracy by 8.8% and speed accuracy by 7.5%.
    Conclusions The experimental results show that the filtering performance of MCUKF is obviously better than that of UKF at small core bandwidth, which can improve the filtering accuracy of integrated navigation system in complex environment.

     

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