摘要
在对 H∞ 估计问题进行数学描述的基础上 ,建立了一种 H∞ 次优滤波算法的迭代方程。定性讨论了H∞滤波算法与传统 Kalman滤波器的关系 ,通过在 GPS/SINS组合系统中的实际应用进一步从精度、鲁棒性等性能指标方面对 H∞ 滤波和 Kalman滤波算法进行了比较。仿真结果表明 ,在理想条件下 ,Kalman滤波方法具有较高的精度 ;但是 ,当系统模型和外部干扰统计特性发生变化时 ,H∞ 滤波算法明显具有良好的鲁棒性能 ,同时 ,估计精度也较高 ,有效地克服了
On the basis of mathematical description for H ∞ estimation problems, an iterative equation to H ∞ sub\|optimal filtering algorithm is an alyzed. The relationship between H ∞ filtering algorithm and traditional Kalman filter is discussed, and at the same time, some performance indexes of these two methods, e.g. accuracy, robustness, are compared by using a GPS/SINS integrated system. The simulation results indicate that Kalman filter has better accuracy in the ideal condition. But H ∞ filtering algorithm has better robustness and accuracy to model uncertainties and statistics characteristics of disturbance variations, which overcomes some limitations of Kalman filter, e.g., stability, robustness, and so on.
出处
《航空学报》
EI
CAS
CSCD
北大核心
2001年第4期366-368,共3页
Acta Aeronautica et Astronautica Sinica
基金
国家自然科学基金 (696740 17)
"2 11"重点建设资助项目
