非线性系统中卡尔曼滤波的一种新线性化方法

A New Linearization Method for the Kalman Filter in Nonlinear System

针对测量领域非线性系统卡尔曼滤波的线性化 ,在分析两种传统线性化方式的基础上 ,提出了一种新的基于最优估计值的线性化方式。

For the nonlinear system Kalman filter in surveying field, this paper proposes a new linearization method, after the analysis of two common linearization methods. By this method, the error of linearization is similar to extended Kalman filter. Furthermore, the linear observation equation is the same to the least square method, so the comparison between Kalman filter and least square can be done during the data processing, which is helpful to the precision analysis and quality control of the positioning. Especially for GPS positioning, the linear filter equations are listed.