带厚尾噪声的鲁棒Studentst容积滤波器.PDFVIP

第36 卷第7 期 控制 理 论 与 应 用 Vol. 36 No. 7 2019 年7 月 Control Theory Applications Jul. 2019 带带带厚厚厚尾尾尾噪噪噪声声声的的的鲁鲁鲁棒棒棒Student’s t容容容积积积滤滤滤波波波器器器 程 然 , 缪礼锋, 王婷婷 ( 中国航空工业集团公司雷华电子技术研究所, 江苏无锡214063) 摘要: 为了解决带厚尾过程和量测噪声的非线性状态估计问题, 本文提出了一种新的鲁棒非线性滤波器. 首先, 对带厚尾过程和量测噪声的非线性系统进行了数学建模, 并推导了基于Student’s t近似的鲁棒非线性滤波器 (RSTNF)的一般结构. 其次, 针对RSTNF 中涉及到的含有关于Student’s t分布的多维非线性函数积分的求解问题, 提 出了基于Student’s t分布的球径容积准则(STSRCR), 并在此基础上设计了一种新的鲁棒Student’s t容积滤波器 (RSTCF). 最后, 利用目标跟踪仿真验证了本文提出的带厚尾噪声的RSTCF 的有效性以及与现有方法相比的优越性. 关键词: 非线性状态估计; 厚尾噪声; Student’s t分布; 三次幂球径容积准则; 鲁棒Student’s t容积滤波器 引用格式: 程然, 缪礼锋, 王婷婷. 带厚尾噪声的鲁棒Student’s t容积滤波器. 控制理论与应用, 2019, 36(7): 1174 – 1181 DOI: 10.7641/CTA.2019.70830 Robust Student’s t based cubature filter with heavy tailed noise CHENG Ran , MIAO Li-feng, WANG Ting-ting (AVIC LEIHUA Electronic Technology Institute, Wuxi Jiangsu 214063, China) Abstract: In this paper, a new robust nonlinear filter is proposed to solve the problem of nonlinear state estimation with heavy tailed process and measurement noises. Firstly, the nonlinear state space model with heavy tailed process and measurement noises is constructed. On this basis, a robust Student’s t based nonlinear filter (RSTNF) can be derived. Secondly, a new third-degree Student’s t spherical radial cubature rule (STSRCR) is proposed to calculate the Student’s t weighted integral in RSTNF, from which a new robust Student’s t based cubature filter (RSTCF) can be obtained. Finally, the efficiency and superiority of the propo