基于博弈论的鲁棒滤波器应用于GPS/INS组合系统的设计研究

Design of Game-theory Based Robust Filter in Integrated GPS/INS Navigation System

考虑了组合导航系统中的不确定噪声问题;根据博弈理论与最优控制理论,提出一种能够在具有不确定噪声干扰中最小化滤波误差的极小极大值鲁棒滤波器。通过设计一种高动态的飞行轨迹进行仿真研究,发现在不确定噪声干扰下该算法具有比标准卡尔曼滤波器更高的精度。

The problem of integrated navigation with uncertain noises is considered. Based on the game theory and LQG optimal control theory, the mini-max robust filtering is presented, which can minimize the filtering errors under the disturbance of uncertain noises. A high dynamics aircraft trajectory is designed for simulation. The results show that the mini-max robust filter performs better than standard Kalman filter when noise uncertainties exist.