电子-无迹卡尔曼滤波UKF的应用比较分析.pdf

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第2期 许迅雷,等:无迹卡尔曼滤波(UKF)的应用比较分析 1 2 UKF UT UKF 137 UKF (1)(2) x=E(xo) Po= E((xo -xo)(xo-xo)) x0=E(x0)=[x0;007 Po 0 g P0=E(( 0))=0Q0 (8 00R UKF UKF [1 31 ign a (1)Signa a(X;(kk)},i=0 gn a n+9+m, X +1 n+ q Xin+g+ n+g+m Xi( k+ 1 lh)=flX(klk),u(k), Xi/ (9) (3 X:(h+ 1lh), Wi wi x(h+11k) P(h+lIk x(k+11k)=∑WX2(k+11k) (10) P(k+1k)=∑W(X(k+11k)-(h+11k))(·) (k+1|k)=h/X(k+1k),u(kX(k+ 12 (k+1k)=∑Wmz;(k+1k) P=(h+1hk)=∑W(x;(k+11)-z(k+1k)( (14 (k+1h)=∑W(X(k+1k)-x(k+11k))((h+1k)-(k+1k (15 UKF K(k+1=Px2(h+1kP=(k+11k) 16 (h+1|+1)=x(k+11)+K(k+1)(2(h+1)-z(k+1h) 17 P(k+1k+1)=P(k+1)-k(h+1)P=2(k+1k)K(k+1 (18 UKF ( Jacobian) Hessian) EKF. 0 (k) 0 3-n, x(h xk=05 i-1+25xk-1/(1+x1-1)+80s(12(k-1))+tk 19) o1994-2012ChinaAcademicJournalElectronicPublishingHouseAllrightsreservedhttp://www.cnki.net 西安文理学院学报:自然科学版 第14卷 20+n (20) Q=10R=1 =01 EKF Fk=05+25×(1-xk-1k-1)/(1-xk-1k-1 2 (21) Hk=.k-1/10 (22) UKF (a=09B=2k=2); 100 UKF filteing UKF error stimation errD DfUKF -e UKF fi tered estim 30 interal EKF hitenng result EKF error Real signa 八产 Estimaton error of EKF EKF filtered estim UKF EKF UKF EKF EKE UKF (EKF Jacob ian (UKF) acob ian UKF (PF) [1] ULIER S I UHIMANN JK. A new approach for filter ing non linear sys tem[C]. Poc of he am ercan Con trol Conf W ash ing brr Seatt le 1995 1628-1632 [2] JLIER S UHIM ANN I DURRANT-WHYTE H. A new method for the non linear trans fom ation of m eans and covar+ ances in fi lters and estima tors J]. IEEE Transac tions on A utm atic Contro 2000 A C-45(3): 583-596 13 JULIER S The Sca le U scented Transfom ation M. Proceed ngs of the am er can Conto IC on fe rence a ncho rage AK, 20024555-4559 [4] GORDON N, SA IM OND D J Novel ap proach b non linear and non- gauss an bayes ian state estimatin[ J. EEE DIOcee ings on Radar and Signal Process ing 1993 140(2): 107-113. [5 1991 o1994-2012ChinaAcademicJournalElectronicPublishingHouse.Allrightsreservedhttp://www.cnki.net

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