| 引用本文: | 王思思,齐国清.有色量测噪声下的改进求容积卡尔曼滤波器[J].控制理论与应用,2015,32(1):1~10.[点击复制] |
| WANG Si-si,QI Guo-qing.Improved cubature Kalman filters with colored measurement noise[J].Control Theory and Technology,2015,32(1):1~10.[点击复制] |
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| 有色量测噪声下的改进求容积卡尔曼滤波器 |
| Improved cubature Kalman filters with colored measurement noise |
| 摘要点击 4199 全文点击 2258 投稿时间：2014-02-19 修订日期：2014-09-27 |
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| DOI编号 10.7641/CTA.2014.40114 |
| 2015,32(1):1-10 |
| 中文关键词 卡尔曼滤波 有色噪声 容积准则 目标跟踪 非线性滤波 |
| 英文关键词 Kalman filters colored noise cubature rule target tracking nonlinear filtering |
| 基金项目 国家高技术研究发展计划(“863”计划)项目(2011AA110201)资助. |
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| 中文摘要 |
| 为解决标准求容积卡尔曼滤波器在有色量测噪声条件下滤波精度退化的问题, 提出改进求容积卡尔曼滤波器及其平方根形式. 首先利用一阶马尔科夫模型白化非线性离散随机系统中有色量测噪声, 将有色量测噪声下非线性离散随机系统转化为白噪声下非线性时滞系统. 然后根据所得非线性时滞系统推导 其高斯域的贝叶斯滤波框架, 最后基于3度Spherical-Radial规则将该滤波框架近似为改进的求容积卡尔曼滤波器和其平方根形式. 机动目标跟踪仿真试验结果表明两种改进求容积卡尔曼滤波算法在标准白噪声条件下与标准求容积卡尔曼滤波算法的估计精度相同, 而在有色量测噪声背景下滤波 精度和鲁棒性更优. |
| 英文摘要 |
| To solve the estimation accuracy degradation of standard cubature Kalman filter with colored measurement noise, an improved cubature Kalman filter and its square root form are presented in the paper. Firstly, the first-order Markov model is used to whiten colored measurement noise in nonlinear discrete stochastic system, and then the nonlinear discrete stochastic system with colored measurement noise is transformed into a nonlinear time-delay system with normal white noise. Secondly, the frame of recursive Bayesian filter in Gaussian domain is derived based on the whitened nonlinear time-delay system. Finally, third-degree Spherical-Radial cubature rule is applied in above frame to deduce the improved Cubature Kalman filter and its square root form. The maneuvering target tracking simulation results demonstrate the improved cubature Kalman filters have the same accuracy as standard ones in the system with normal white Gaussian noise, and can achieve better accuracy and robustness when the measurement noise is colored. |