卡尔曼滤波器UD分解滤波算法的改进

Improvement of the UD Covariance Factorization Algorithm of Kalman Filter

简介Kalman滤波的UD协方差分解算法,针对工程应用中出现的由于UD协方差分解算法本身的局限性 而产生UD因子分解失真问题,提出一种简单有效的解决方法。从而有效地克服UD算法本身的局限性而造成的UD因 子分解失真,改善滤波效果。

The UD Covariance factorigation algorithm of Kalman Filter is introduced briefly in this paper.The restriction of the UD Covariance factorigation algorithm of Kalman Filter is researched.The distortion of UD factor may appear in Some circumstance. Aiming at this restriction,an effective solution is proposed. This solution can effectively avoid the restriction of UD Covariance factorigation and give an improvement to the result of the filter.