基于自适应ukf微型航姿系统噪声的在线估计.docVIP

基于自适应UKF微型航姿系统噪声在线估计 刘宇 刘琼 （重庆邮电大学 光电信息感测与传输技术重庆市重点实验室，重庆 400065） 摘 要提出了一种应用于非线性时变状态和参数联合估计自适应UKF（AUKF新的协方差矩阵与相应估计之间的误差，成本函数。为了最小化成本函数，采用梯度下降法进行在线预估噪声的协方差更新的协方差反馈给标准的UKF自适应UKF标准UKF在实际测试系统中，对于时变噪声协方差不确定，。 关键词： ；AUKF；联合估计成本函数；梯度下降算法； 中图分类号：TN 文献标识码：A Noise On-line Estimation of Mini-AHRS Based On Adaptive UKF Algorithm Yu LIU, Qiong LIUChongqing Municipal Level Key Laboratory of Photoelectronic Information Sensing Transmitting Technology, Chongqing University of Posts and Telecommunications, Chongqing, 400065, China） Abstract: Considering that the prior noise of a normal unscented Kalman filter does not agree with its real behavior，an adaptive unscented Kalman filter algorithm applied to nonlinear joint estimation of both time-varying states and parameters is proposed. Firstly, a cost function is built based on the error between the covariance matrices of innovation and their corresponding estimations. Then in order to minimize the cost function, the gradient descent method for on-line forecast is used. Finally, the noise covariance is online updated, the updated covariance feedback to the standard UKF, which makes the updated theoretical covariance closer to the true noise. Through experimental simulation analysis, compared adaptive UKF with standard UKF, static precision is improved by 40%, dynamic precision is improved by 30%, the accuracy and feasibility of online adaptive UKF noise estimation model is verified. In the actual test system, for time-varying noise covariance is uncertain, adaptive UKF online noise estimation robustness are improved significantly. Key words: UKF;AUKF; Joint estimation;Cost function; Gradient descent;Robustness 引言 由于微型航姿系统的复杂性和时变性，为了让该系统得到精确的姿态角，准确的估计状态和参数是很关键的。但传统的估计方法具有明显的缺陷，如仅适用于线性时不变系统、对目标模型的强依赖性、对突变状态跟踪的滞后性等，这些都大大限制其工程应用。所以对航姿系统的噪声进行实时的估计。将成为提高微型姿态仪精度的关键技术。近些年来，人们在在线建模领域取得了骄人的成绩，参考模型控制领域正在成为一个重要的研究方向[1]。对于非线性系统来说，的估计器就是扩展卡尔曼滤波(EKF)[2]。尽管它被广泛应用，但它在估计过程中仍然有一些缺陷动态状态的可导性，对偏差和散度敏感。无迹卡尔曼滤波器(UKF)，使用非线性动态方程直接代替了线性方程。UKF