基于SVD的改进抗差UKF算法及在组合导航中的应用.pdfVIP

第29 卷 第10 期 控 制 与 决 策 2014 年 10 月 Vol. 29 No. 10 Control and Decision Oct. 2014 文章编号: 1001-0920 (2014) 10-1744-07 DOI: 10.13195/j.kzyjc.2013.1151 基于SVD 的改进抗差UKF 算法及在组合导航中的应用 a,b a,b b 谭兴龙 , 王 坚 , 李增科 (中国矿业大学a. 国土环境与灾害监测国家测绘局重点实验室，b. 环境与测绘学院，江苏徐州221116) 摘 要: 针对GPS/INS 组合导航中因观测异常导致系统状态先验信息矩阵失去对称正定性, 及传统等价权函数抗差 算法易遇到病态矩阵, 引起滤波性能下降的问题, 提出一种基于奇异值分解的改进抗差UKF 算法. 该算法克服了先 验协方差矩阵负定性变化, 通过判断矩阵病态性实现智能选取抗差策略. 最后利用车载实测数据进行验证, 所得结果 表明, SVD-UKF 导航解精度稍优于EKF 算法, 改进的抗差策略能够极大减弱单独、连续以及混合的观测异常对导航 解的影响, 提高了导航解精度和可靠性. 关键词: GPS/INS 组合导航；无迹卡尔曼滤波；改进抗差策略；奇异值分解 中图分类号: TP273 文献标志码: A SVD aided improved robust UKF algorithm and its application for integration navigation TAN Xing-longa,b , WANG Jiana,b , LI Zeng-keb (a. Key Laboratory for Land Environment and Disaster Monitoring of SBSM，b. School of Environment and Spatial Informatics ，China University of Mining and Technology，Xuzhou 221116 ，China. Correspondent ：WANG Jian, E-mail ：wjian@cumt.edu.cn) Abstract: Aiming at the priori estimated covariance of states turns into a non-positive definite matrix resulted from anomalies of observation, and the equivalent weight function in robust estimation can suffer from the ill-conditioned matrix in unscented Kalman filter(UKF), which leads to the accuracy decrease of the filter performance. A singular value decomposition(SVD) aided improved robust UKF algorithm for integration navigation is proposed, which solves the non-positive definite matrix for unscented transformation. The improved robust algorithm takes different strategy by