天津大学学报
天津大學學報
천진대학학보
JOURNAL OF TIANJIN UNIVERSITY SCIENCE AND TECHNOLOGY
2013年
5期
458-462
,共5页
张鑫明%叶锋%杨波%门爱东
張鑫明%葉鋒%楊波%門愛東
장흠명%협봉%양파%문애동
Sigma-point卡尔曼滤波%动态状态空间%正交频分复用%载波频偏
Sigma-point卡爾曼濾波%動態狀態空間%正交頻分複用%載波頻偏
Sigma-point잡이만려파%동태상태공간%정교빈분복용%재파빈편
Sigma-point Kalman filter%dynamic state-space model%orthogonal frequency-division multiplexing%carrier frequency offset
对于非线性的动态状态空间模型,扩展卡尔曼滤波(EKF)通过泰勒展开拟合系统的状态和观测方程,以获得对状态值的估计,但其存在估值波动大、收敛慢等缺点;而基于 Sigma-point 点的卡尔曼滤波方法,则是通过确定性采样实现统计特性上的近似,从而获得更为准确的高阶统计特性.为此,建立了正交频分复用(OFDM)载波频偏的动态状态空间模型,并将 Sigma-point 卡尔曼滤波用于其频偏估计.仿真结果表明,该类方法可以捕捉更为准确的高阶特性,其估值准确、收敛速度快、波动小、对观测噪声大小不敏感.
對于非線性的動態狀態空間模型,擴展卡爾曼濾波(EKF)通過泰勒展開擬閤繫統的狀態和觀測方程,以穫得對狀態值的估計,但其存在估值波動大、收斂慢等缺點;而基于 Sigma-point 點的卡爾曼濾波方法,則是通過確定性採樣實現統計特性上的近似,從而穫得更為準確的高階統計特性.為此,建立瞭正交頻分複用(OFDM)載波頻偏的動態狀態空間模型,併將 Sigma-point 卡爾曼濾波用于其頻偏估計.倣真結果錶明,該類方法可以捕捉更為準確的高階特性,其估值準確、收斂速度快、波動小、對觀測譟聲大小不敏感.
대우비선성적동태상태공간모형,확전잡이만려파(EKF)통과태륵전개의합계통적상태화관측방정,이획득대상태치적고계,단기존재고치파동대、수렴만등결점;이기우 Sigma-point 점적잡이만려파방법,칙시통과학정성채양실현통계특성상적근사,종이획득경위준학적고계통계특성.위차,건립료정교빈분복용(OFDM)재파빈편적동태상태공간모형,병장 Sigma-point 잡이만려파용우기빈편고계.방진결과표명,해류방법가이포착경위준학적고계특성,기고치준학、수렴속도쾌、파동소、대관측조성대소불민감.
For the non-linear dynamic state-space model, extended Kalman filter (EKF) fits the system state and ob-servation equations to obtain the estimation of state, but it has deficiencies like apparent fluctuation and slow conver-gence. While the Sigma-point Kalman filters obtain the statistical characteristics based on deterministic samples, and accordingly better approximation can be achieved. In this paper, the orthogonal frequency-division multiplex-ing(OFDM) carrier frequency offset is described as non-linear dynamic state-space model(DSSM), and the Sigma-point Kalman filter is applied to the estimation of the offset value. Simulation results show that the proposed filter perform better at capturing high order moments than EKF, with higher accuracy, faster convergence, smaller fluctua-tions and lower noise sensitivity.