中国惯性技术学报
中國慣性技術學報
중국관성기술학보
JOURNAL OF CHINESE INERTIAL TECHNOLOGY
2013年
4期
506-511
,共6页
张秋昭%张书毕%王坚%郑南山
張鞦昭%張書畢%王堅%鄭南山
장추소%장서필%왕견%정남산
Cubature卡尔曼滤波%多重渐消滤波%鲁棒滤波%奇异值分解%组合导航
Cubature卡爾曼濾波%多重漸消濾波%魯棒濾波%奇異值分解%組閤導航
Cubature잡이만려파%다중점소려파%로봉려파%기이치분해%조합도항
cubature kalman filter%multiple fading filter%H∞ filter%singular value decomposition%integrated navigation
为了提高标准Cubature卡尔曼滤波(CKF)的稳定性和鲁棒性,提出一种改进的多重渐消H∞滤波Cubature卡尔曼滤波算法。首先基于系统状态的可观测性给出多重渐消因子矩阵求解过程,提高滤波算法的稳定性,抑制滤波发散;其次,引入H∞鲁棒思想,构造多重渐消H∞滤波Cubature卡尔曼滤波器;最后,提出采用一种奇异值分解的矩阵分解策略代替标准Cubature卡尔曼滤波中的Cholesky分解,进一步提高算法的数值稳定性。实际GPS/INS组合导航实验表明,改进的多重渐消H∞滤波Cubature卡尔曼滤波算法不仅能有效抑制滤波发散提高算法的稳定性,而且对观测野值具有更高的鲁棒性;提出的新算法与标准CKF算法相比,XYZ三个方向的位置精度分别提高了55.8%,46.6%和39.7%。
為瞭提高標準Cubature卡爾曼濾波(CKF)的穩定性和魯棒性,提齣一種改進的多重漸消H∞濾波Cubature卡爾曼濾波算法。首先基于繫統狀態的可觀測性給齣多重漸消因子矩陣求解過程,提高濾波算法的穩定性,抑製濾波髮散;其次,引入H∞魯棒思想,構造多重漸消H∞濾波Cubature卡爾曼濾波器;最後,提齣採用一種奇異值分解的矩陣分解策略代替標準Cubature卡爾曼濾波中的Cholesky分解,進一步提高算法的數值穩定性。實際GPS/INS組閤導航實驗錶明,改進的多重漸消H∞濾波Cubature卡爾曼濾波算法不僅能有效抑製濾波髮散提高算法的穩定性,而且對觀測野值具有更高的魯棒性;提齣的新算法與標準CKF算法相比,XYZ三箇方嚮的位置精度分彆提高瞭55.8%,46.6%和39.7%。
위료제고표준Cubature잡이만려파(CKF)적은정성화로봉성,제출일충개진적다중점소H∞려파Cubature잡이만려파산법。수선기우계통상태적가관측성급출다중점소인자구진구해과정,제고려파산법적은정성,억제려파발산;기차,인입H∞로봉사상,구조다중점소H∞려파Cubature잡이만려파기;최후,제출채용일충기이치분해적구진분해책략대체표준Cubature잡이만려파중적Cholesky분해,진일보제고산법적수치은정성。실제GPS/INS조합도항실험표명,개진적다중점소H∞려파Cubature잡이만려파산법불부능유효억제려파발산제고산법적은정성,이차대관측야치구유경고적로봉성;제출적신산법여표준CKF산법상비,XYZ삼개방향적위치정도분별제고료55.8%,46.6%화39.7%。
In order to improve the stability and robustness of standard cubature kalman filter for INS/GPS integrated navigation nonlinear error model, an improved multiple fading H∞ robust cubature kalman filter algorithm is proposed. First, a multiple fading filtering algorithm is demonstrated based on the observability of the system state. And then a multiple fading H∞ robust cubature kalman filter is improved effectively. In order to get high numerical stability, the singular value decomposition algorithm is used to take the place of Cholesky decomposition in the multiple fading H∞cubature kalman filter. The actual GPS/INS integrated navigation test indicates that the proposed filter algorithm not can only improve the stability of the algorithm, but also have better robustness to outlier. Compared with standard cubature kalman filter, the navigation precisions of new algorithm are increased by 55.8%, 46.6%and 39.7%in X, Y and Z direction, respectively.