基于奇异值分解的鲁棒容积卡尔曼滤波及在组合导航中的应用.pdfVIP

第29 卷 第2 期 控 制 与 决 策 2014 年 2 月 Vol. 29 No. 2 Control and Decision Feb. 2014 文章编号: 1001-0920 (2014) 02-0341-06 DOI: 10.13195/j.kzyjc.2012.1462 基于奇异值分解的鲁棒容积卡尔曼滤波 及其在组合导航中的应用 a,b a,b a b 张秋昭 , 张书毕 , 刘志平 , 卞和方 (中国矿业大学a. 国土环境与灾害监测国家测绘地理信息局重点实验室，b. 环境与测绘学院，江苏徐州221116) 摘 要: 为了提高GPS/INS 组合导航系统对异常观测值的鲁棒性, 引入∞ 滤波思想提出一种新的非线性鲁棒滤波. 分析∞ 鲁棒容积卡尔曼滤波中不同约束水平对滤波结果的影响, 指出在一定范围内当约束水平越小时, 系统的鲁 棒性越强, 但容易造成Riccati 不等式无解, 导致滤波发散. 采用奇异值分解代替容积卡尔曼滤波中的Cholesky 分解, 改善了滤波的稳定性, 放宽了∞ 鲁棒容积卡尔曼滤波器对约束水平的要求. GPS/INS 组合导航实验验证了该滤波 方法的正确性和优越性. 关键词: 奇异值分解；容积卡尔曼滤波；鲁棒滤波；组合导航；非线性滤波 中图分类号: TP273 文献标志码: A Robust cubature Kalman filter based on SVD and its application to integrated navigation a,b a,b a b ZHANG Qiu-zhao , ZHANG Shu-bi , LIU Zhi-ping , BIAN He-fang (a. Key Laboratory for Land Environment and Disaster Monitoring of the State Bureau of Surveying and Mapping, b. School of Environment and Spational Informatics ，China University of Mining and Technology，Xuzhou 221116, China ．Correspondent ：ZHANG Shu-bi ，E-mail ：zhangsbi@) Abstract: A new nonlinear robust filter is proposed to deal with the outlier of GPS/INS integrated navigation system. The influence of different design parameters for the ∞ cubature Kalman filter is analyzed. The design parameter is smaller, and the robustness of the filter is stronger. But the design parameter is easily out of step with the Riccati inequation and the filter is easy to diverge. In this respect