控制Kalman滤波器发散的方法研究

Research on Schemes for Restraining Kalman Filter Divergence

针对 Kalman 滤波发散这一工程现象,分析了造成 Kalman 滤波发散的原因和控制 Kalman 滤波发散的机理;重点研究了 SK 强跟踪滤波方法和 Sage-Husa 自适应滤波算法,提出了 SK 强跟踪滤波不发散的自适应遗忘因子的新算法;分析了强跟踪条件下量测噪声阵遗忘因子权重变化的物理意义;推导并指出了 Sage-Husa 自适应滤波算法的局限性。仿真结果证明了所述方法的有效性。

In this paper,the causes affecting Kalman filter divergence and the principles of divergence restraining schemes are analyzed.Especially SK strong tracking filter and Sage-Husa adaptive filter are investigated in derail.A new algorithm is proposed,which can be adaptively adjusted the forgetting factor for strong tracking filter without di- vergence.On condition that SK strong tracking filter,the physical meaning of observation noise covariance matrix with time-varying forgetting factor are analyzed.The limi...