均方根嵌入式容积卡尔曼滤波-控制理论与应用.pdf

30 9 Vol. 30 No. 9 2013 9 Control Theory Applications Sep. 2013 DOI: 10.7641/CTA.2013.21263 , ( , 611731) : (CKF)–, , –, CKF. , CKF , CKF . , , , —– (SICKF). SICKF, . , SICKF. : ; ; ; ; : V556, TP13 : A Square-root imbedded cubature Kalman filtering ZHANG Xin-chun , GUO Cheng-jun (Research Institute of Electronic Science and Technology, University of Electronic Science and Technology of China, Chengdu Sichuan 611731, China) Abstract: It is well known that the core of the cubature Kalman filter (CKF) is the third-degree spherical-radial cubature rule. This rule not only requires computing the integrals over an n-dimensional spherical region but also needs to combine the third-degree spherical cubature rule with the first-degree Gauss-Laguerre rule; these cause difficulties in obtaining compact forms for higher-degree filters. Moreover, the third-degree cubature rule-based filter has some drawbacks in approximation. To tackle these problems, we use the imbedded family of cubature formulae to derive an accurate but simple third-degree nonlinear filter called square-root imbedded cubature Kalman filter (SICKF). This SICKF has advantages in numerical stability and high filtering accuracy, making it the ideal algorithm for target tracking, nonlinear system control, etc. Experimental results obtained by the proposed methods demonstrate that the performances of the SICKF are superior to the conventional nonlinear filters. Key words: control systems; Kalman filters; imbedded cubature rule; nonlinear filtering