YANG Zong-ju, HUANG Guo-yong. Improved CKF algorithm and its application in BDS/INS[J]. 2016, 35(12): 156-160. DOI: 10.13873/J.1000-9787(2016)12-0156-05.
改进的CKF算法及其在BDS/INS中的应用
摘要
针对标准容积卡尔曼滤波(CKF)在组合导航系统模型不确定情况下滤波精度下降甚至发散的问题
将奇异值分解(SVD)与CKF算法相结合
并引入强跟踪滤波(STF)理论
提出一种改进的强跟踪SVD—CKF算法。为提高数值计算的稳定性
采用SVD代替标准CKF中的Cholesky分解;引入STF理论框架
通过渐消因子对预测误差协方差阵进行在线修正
在系统模型不确定或系统发生大的突变时
能够提高系统的强鲁棒性。通过仿真结果验证了改进算法的有效性。
Abstract
To overcome problem of precision decreasing of conventional cubature Kalman filtering( CKF) when BDS/INS integrated navigation system model is not certain
combine CKF with singular value decomposition( SVD)
and introducing strong tracking filtering( STF) theory
an improved strong tracking SVD-CKF algorithm is proposed. To improve stability of numerical calculation
SVD is used instead of the traditional Cholesky decomposition of standard CKF; fading factors are introduced in order to modify covariance of predicted error online based on strong tracking filtering( STF) theory framework
while system model is uncertain or system status is mutating
the proposed strong tracking SVD-CKF can improve robustness of system. Simulation results show the effectiveness of the presented algorithm.