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广义容积卡尔曼滤波

A more general class of cubature Kalman filters
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摘要 传统CKF采用三阶球面径向容积定律来计算非线性积分,该定律将球面数值积分与径向积分相结合,难以构造高阶CKF算法。此外,CKF在许多非线性问题上表现出估计精度低等问题。为了解决以上问题,提出了一种广义CKF族,所提算法彻底抛弃了球面径向积分定律。进一步指出,传统CKF是这种滤波算法的特殊形式。实验结果表明,高阶CKF比传统的非线性滤波器准确性更高。 The conventional CKF uses third-degree spherical-radial cubature rule to compute nonlinear integrals, which combines the spherical cubature rule and radial rule, making it difficult to construct higher-degree CKF. Moreover, the3rd-degree cubature Kalman filter yields low level estimations in many nonlinear problems. In order to solve these problems, the paper presents a more general class of the CKFs which completely abandons the spherical-radial cubature rule.The paper further points out that the conventional CKF is a special case of the proposed algorithm. The experimental result demonstrates that the higher-degree CKF outperforms the conventional nonlinear filters in terms of accuracy.
作者 刘洋 黄盼
出处 《计算机工程与应用》 CSCD 北大核心 2015年第14期207-210,270,共5页 Computer Engineering and Applications
关键词 非线性滤波 容积卡尔曼滤波 状态估计 目标跟踪 nonlinear filtering cubature Kalman filters state estimation target tracking
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