迭代最小斜度单型sigma采样UPF算法-控制与决策.pdfVIP

第26 卷 第6 期 控 制 与 决 策 2011 年 6 月 Vol. 26 No. 6 Control and Decision Jun. 2011 文章编号: 1001-0920 (2011) 06-0888-05 迭代最小斜度单型sigma 采样UPF 算法 1,2 1 1 田 隽 , 钱建生 , 李世银 (1. 中国矿业大学信息与电气工程学院，江苏徐州221008 ；2. 徐州工程学院信电工程学院，江苏徐州221009) 摘 要: 针对condensation 算法以状态转移作为建议分布从而导致权值蜕化的问题, 提出了以迭代最小斜度单型 sigmaUKF 建立建议分布的UPF 算法. 以最小斜度单型UKF 产生统计线性误差项, 再对IEKF 推导产生不依赖于系 统非线性映射Jacobian 矩阵的迭代式, 以此对状态均值、协方差进行迭代修正, 以近似0 残差使状态收敛到MAP 估 计. 平滑了状态一步预测误差, 从而提高了估计精度. 结果表明, 该算法扩大了预测样本与观测似然峰值区的重叠区 域, 提高了非线性系统的状态估计精度. 关键词: 建议分布；最小斜度单型sigma 采样；迭代无味卡尔曼滤波；粒子滤波 中图分类号: TP391 文献标识码: A Unscented particle filter using iterated minimal skew simplex UKF 1,2 1 1 TIAN Jun , QIAN Jian-sheng , LI Shi-yin (1. School of Information and Electrical Engineering，China University of Mining and Technology，Xuzhou 221008, China ；2. School of Electronic and Information Engineering，Xuzhou Institute of Technology ，Xuzhou 221009, China ．Correspondent ：TIAN Jun ，E-mail ：tian jun2328@) Abstract: To resolve the weight degeneracy in condensation algorithm which uses transition prior as the proposal distribution, a unscented particle filter algorithm(ISUKF-PF) is proposed by using iterated minimal skew simplex UKF(ISUKF) as the proposal distribution. Statistical liner error propagations are obtained by ISUKF; and the IEKF iterated equations are derived by replacing the system model Jacobian matrix with statistical liner error propagation terms. Then the states mean and covariance are iterated and updated by the IEKF iterated equations to be convergent to the state MAP estimation for near ze