拟一致无迹卡尔曼滤波算法

On Designing Quasi-Consistent Unscented Kalman Filter

针对一般的非线性系统,研究了无迹卡尔曼滤波(UKF)算法的一致性问题.通过对传统UKF算法的修正,提出了拟一致UKF(QCUKF)算法,同时给出了修正参数的选取准则,并且在理论上证明了所提算法的拟一致性.当算法具有拟一致性时,估计精度可被实时评估.最后,通过仿真实例说明了所提算法的可行性以及拟一致性.

This paper studies the consistency of the unscented Kalman filter （UKF） for a kind of general nonlinear systems. Based on the UKF algorithm, we propose the quasi-consistent unscented Kalman filter （QCUKF） as well as the tuning law for its parameters. The quasi-consistency of QCUKF is proved. When the algorithm is quasi-consistent, the estimation error can be evaluated in real time. Finally, the feasibility and consistency are illustrated by the numerical simulation.