计算机工程与科学2011，Vol.33Issue(4)：192-197,6.DOI:10.3969.j.issn.1007-130X.2011.04.037
改进的Unscented Kalman滤波算法
An Improved Unscented Kalman Filter Algorithm
摘要
Abstract
In order to improve the operational efficiency of UKF (Unscented Kalman Filter), this paper analyzes the effect affected by the parameters in UKF, and then proposes an optimization algorithm of UKF while the state transition matrix of the system is linear, and shows the correctness of the algorithm via the proof. Concerning the defect that the outliers affect the accuracy of UKF, this paper proposes a test method by using the innovation to judge whether the outliers exist or not. When there are some outliers, the algorithm in this paper firstly gets rid of them, and then uses the least square method to estimate the current states based on the states obtained. However, this algorithm directly uses UKF when there is not any outlier, and finally it deduces the rationality of using the least square method to fit the estimates when there are some outliers, so this paper proves that the method improves the ability of UKF to resist the outliers greatly. Finally, this paper presents a concrete simulative example to show the validity of the algorithm, which combines the least square method and UKF.关键词
优化算法/野值/新息/最小二乘法Key words
optimization algorithm/ outliers/ innovation/ least square method分类
信息技术与安全科学引用本文复制引用
申文斌,裴海龙..改进的Unscented Kalman滤波算法[J].计算机工程与科学,2011,33(4):192-197,6.基金项目
国家自然科学基金资助项目(60574004) （60574004）
国家自然科学基金资助重点项目(60736024) （60736024）
教育部科技创新工程重大项目培育资金项H(708069) （708069）
