计算机工程与应用2016，Vol.52Issue(12)：37-41,5.DOI:10.3778/j.issn.1002-8331.1407-0247
平方根体积积分卡尔曼滤波
Square-root cubature quadrature Kalman filter
摘要
Abstract
Cubature quadrature rule is a kind of higher algebra precision integration method to improve nonlinear state estimate problems. To enhance the stability of nonlinear filter, based on a square root decomposition of covariance matrix, a new Square Root Cubature Quadrature Kalman Filter(SRCQKF)is proposed. The spherical radial cubature rule and Gauss-Laguerre quadrature rule are applied to compute the integral points. The square root of covariance matrix is obtained and propagated by matrix QR decomposition. Two typical nonlinear examples show that the SRCQKF improves the accuracy of nonlinear estimation and has more stability.关键词
平方根滤波/体积卡尔曼滤波/非线性状态估计/体积规则Key words
square root filter/cubature Kalman filter/nonlinear state estimation/cubature rule分类
信息技术与安全科学引用本文复制引用
郭文艳,姬春艳,周吉瑞..平方根体积积分卡尔曼滤波[J].计算机工程与应用,2016,52(12):37-41,5.基金项目
国家自然科学基金重大研究计划培育项目（No.91120014）；陕西省教育厅自然科学项目（No.12JK0534）；校博士启动金（No.108-211001）。 （）
