基于观测分解的一类非线性滤波方法

文章针对一类观测方程为非线性,状态方程为线性的非线性系统开展滤波方法研究。首先,采用观测分解方法把原系统拆分为线性系统部分和非线性系统部分;然后,分别利用卡尔曼滤波和扩展卡尔曼滤波对新系统进行处理,最后采用分布式融合方法进行估计融合。通过数值仿真将其与直接使用扩展卡尔曼滤波的处理结果进行对比,使用观测分解的新方法有更好的估计精度。

In this paper, the filtering method for a class of nonlinear systems with nonlinear observation equations and linear state equations is studied. Firstly, the original system is divided into linear system and nonlinear system by the method of observa-tional decomposition. Then, Kalman filtering and extended Kalman filtering are used to process the new system, and the distributed fusion method is used to estimate the fusion. Compared with the results of direct use of extended Kalman filtering, the new method of observation decomposition has better estimation accuracy.