刘　炜　杨智勇　丛源材　刘群杰　康宇航

(1.91980部队装备处　烟台　264000)(2.海军航空工程学院　烟台　264001)(3.91515部队67分队　三亚　572016)



确定采样型非线性滤波器的研究现状与发展趋势*

刘炜1杨智勇2丛源材2刘群杰3康宇航2

(1.91980部队装备处烟台264000)(2.海军航空工程学院烟台264001)(3.91515部队67分队三亚572016)

摘要UKF、CDKF和CKF是近年来在国内外得到广泛研究和应用的一类非线性滤波器,它们具有一个共同的特点就是在滤波过程中通过一组确定采样点来计算非线性变换后的一二阶矩,因此将其统称为确定采样型滤波器。论文首先从确定型采样滤波器的理论发展与其在导航系统的应用出发,介绍了国内外在该领域最新的研究情况。结合确定采样型滤波器的特点,对UT变换、插值法则、容积法则三种确定采样型非线性滤波方法进行了介绍。最后,对确定采样型滤波器的未来发展、应用前景作了展望。

关键词非线性滤波; 确定型采样; 协方差; 确定采样

Research Status and Development of Deterministic Sampling Nonlinear Filters

LIU Wei1YANG Zhiyong2CONG Yuancai2LIU Qunjie2KANG Yuhang2

(1. The Office Equipment, No. 91980 Troops of PLA, Yantai264000) (2. Naval Aeronautical and Astronautical University, Yantai264001)(3. Unit 67, No. 91515 Troops of PLA, Sanya572016)

AbstractUKF, CDKF, and CKF belong to the same kind of nonlinear filters which is used widely in recent years. They are called as certainty sample filter because they have one common feature that calculating the first and second moment by a set of certainty sample points in the filtering process. Firstly, this paper introduces the last research status at home and abroad based on the deterministic sampling nonlinear filters’ theory and its application in the navigation. Then three deterministic sampling nonlinear filters’ method which are UT transform, interpolation principle and volume rule are introduced. At last, this paper makes a prospect of deterministic sampling Nonlinear Filters.

Key Wordsnonlinear filtering, deterministic sampling, covariance, deterministic sampling

Class NumberV488.234

1引言

工程实际中遇到的大多数系统,其本质上都是非线性的。但是大部分成熟的理论都是针对线性系统的,因此在建立系统模型时,通常会通过一些假设条件(例如对误差做小量假设)来忽略系统的非线性因素,从而建立线性系统模型。然而,当假设条件不满足时,线性化模型就会带来很大的误差,此时就必须采用能反映自身实际特性的非线性系统模型。

非线性滤波主要解决对非线性随机动态系统状态的估计问题,例如在导航和目标跟踪的应用中,要求根据含噪声的量测量对系统状态进行在线实时估计。……