多渐消因子Kalman滤波器在SINS初始对准中的应用_英文_高伟熙.pdf

Chinese Journal of Aeronautics 24 (2011) 476-483 Contents lists available at ScienceDirect Chinese Journal of Aeronautics journal homepage: /locate/cja Multiple Fading Factors Kalman Filter for SINS Static Alignment Application a a,* b GAO Weixi , MIAO Lingjuan , NI Maolin aSchool of Automation, Beijing Institute of Technology, Beijing 100081, China bNational Key Laboratory of Science and Technology on Space Intelligent Control, Beijing Institute of Control Engineering, Beijing 100190, China Received 30 August 2010; revised 13 October 2010; accepted 17 November 2010 Abstract To solve the problem that the standard Kalman filter cannot give the optimal solution when the system model and stochastic information are unknown accurately, single fading factor Kalman filter is suitable for simple systems. But for complex systems with multi-variable, it may not be sufficient to use single fading factor as a multiplier for the covariance matrices. In this paper, a new multiple fading factors Kalman filtering algorithm is presented. By calculating the unbiased estimate of the innovation sequence covariance using fenestration, the fading factor matrix is obtained. Adjusting the covariance matrix of prediction error Pk|k−1 using fading factor matrix, the algorithm provides different rates of fading for different filter channels. The proposed algorithm is applied to strapdown iner