CAJ | 학술논문

针对非线性不等式状态约束滤波问题，提出一种基于序列二次规划的迭代不敏卡尔曼滤波算法。在迭代不敏卡尔曼滤波的基础上，采用序列二次规划优化法求解非线性不等式约束条件下的最优解。通过对每一次迭代求解二次规划子问题来确定下降方向，重复该步骤直到求得原问题的解，利用效益函数对目标函数最小化和不等式约束条件进行权衡，以保证算法的收敛性，利用正定矩阵近似海森矩阵降低时间复杂度。对具有约束的航路跟踪系统进行实验仿真，结果表明，该算法在处理非线性不等式状态约束滤波问题时，能够有效地提高状态估计精度，获得较高的滤波精度，且时间复杂度较低。
침대비선성불등식상태약속려파문제，제출일충기우서렬이차규화적질대불민잡이만려파산법。재질대불민잡이만려파적기출상，채용서렬이차규화우화법구해비선성불등식약속조건하적최우해。통과대매일차질대구해이차규화자문제래학정하강방향，중복해보취직도구득원문제적해，이용효익함수대목표함수최소화화불등식약속조건진행권형，이보증산법적수렴성，이용정정구진근사해삼구진강저시간복잡도。대구유약속적항로근종계통진행실험방진，결과표명，해산법재처리비선성불등식상태약속려파문제시，능구유효지제고상태고계정도，획득교고적려파정도，차시간복잡도교저。
Aiming at the problem of nonlinear inequality filtering with state constraints,this paper presents an unscented iterated Kalman filtering algorithm based on sequential quadratic programming optimization method. The method uses sequential quadratic programming method to solve the optimum nonlinear inequality constrained problem. In iterations, quadratic programming sub-problems are employed to determine a descent direction,and these steps are repeated until the solution of original problem is obtained. In order to guarantee the convergence of the algorithm,it balances between the objective function and the inequality constraints. Furthermore, a positive definite matrix is used to approximate the Hessian matrix to reduce the complexity. A constrained tracking simulation is performed and the results show that the new algorithm can effectively enhance the accuracy with a low time complexity.