含有色噪声的联邦滤波算法

Federated Filtering Arithmetic with Colored Noise

基于联邦滤波算法,通过对状态方程有色噪声的拟合和预报,给出了含有有色噪声的联邦滤波融合算法,并利用模拟数据进行了试算与比较。结果表明,基于含有有色噪声的联邦滤波算法在一定程度上能够提高导航解的精度和可靠性。

The accuracy and reliability of the kinematic positioning are affected by not only the random noise and systematic errors, but also the colored noised related to time. Any theory or technique based on the hypothesis of Gaussian white noise ignoring the colored noise cannot guarantee the actual reliability of the parameter estimates. On the basis of federated filtering, a federated filtering with colored noise is put forward. The calculation results show that the new arithmetic will give the more actual and reliable parameter estimation of the integrated navigation system.