基于SRCKF的带有乘性相关噪声的滤波方法研究

Research on Filtering Method with Multiplicative Correlated Noise Based on SRCKF

针对带有乘性噪声的非线性滤波问题,首先对比较经典的非线性滤波方法进行简单的介绍,并给出其优缺点;其次在带有乘性相关噪声的离散非线性系统模型的基础上,基于SRCKF滤波框架,推导了其滤波实现;最后在乘性噪声条件下对各种非线性滤波器精度进行了对比分析,结果表明,相较于传统非线性滤波器,论文推导的带有乘性噪声的非线性滤波方法具有更高的滤波精度。

For the problem of nonlinear filtering with multiplicative noise,firstly,a simple introduction to the more classic nonlinear filtering methods and their advantages and disadvantages are given.Secondly,based on the discrete nonlinear system mod⁃el with multiplicative noise Based on the SRCKF filtering framework,the filtering implementation is derived.Finally,the accuracy of various nonlinear filters is compared and analyzed under multiplicative noise conditions.The results show that,compared with tra⁃ditional nonlinear filters,the non-linear filtering method of natural noise has higher filtering accuracy.