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数值鲁棒的非线性滤波新方法
New nonlinear filtering algorithm of numerical robustness
【摘要】 应用多维情形的二阶插值公式构造新型非线性滤波器。该滤波器不需非线性函数的偏导计算 ,便能代替常规的扩展卡尔曼滤波器 ,并有滤波精度高、数值计算稳定和适用范围宽等优点。仿真实例表明新滤波器具有较高的性能。
【Abstract】 A new nonlinear filter to use second-order interpolation formula is constructed. The filter contains no partial derivatives of nonlinear functions and can substitute for the common extended Kalman filter (EKF). It has high filtering accuracy, numerical stability and wider range of applications . A simulation example demonstrates the high performance of the new filter.
【关键词】 非线性滤波;
Cholesky因式分解;
扩展卡尔曼滤波;
二阶内插法;
【Key words】 Nonlinear filtering; Cholesky factorization; Extended Kalman filtering; Second-order interpolation;
【Key words】 Nonlinear filtering; Cholesky factorization; Extended Kalman filtering; Second-order interpolation;
- 【文献出处】 控制与决策 ,Control and Decision , 编辑部邮箱 ,2003年02期
- 【分类号】TN713
- 【被引频次】7
- 【下载频次】164