| 先验协方差阵误差对动态Kalman滤波解的影响 |
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| 引用本文： | 何正斌,吴富梅,聂建亮.先验协方差阵误差对动态Kalman滤波解的影响[J].武汉大学学报(信息科学版),2011(1). |
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| 作者姓名： | 何正斌 吴富梅 聂建亮 |
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| 作者单位： | 长安大学地测学院;信息工程大学测绘学院;西安测绘研究所;国家测绘局大地测量数据处理中心; |
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| 基金项目： | 国家自然科学基金资助项目(40774001,41020144004,41004013) |
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| 摘 要： | 分别讨论当标准Kalman滤波动力学模型的状态参数协方差阵、状态噪声的协方差阵及观测噪声的协方差阵含有误差时,对滤波结果的影响并导出相应的解式。利用GPS/INS紧组合导航系统的实测数据对上述分析进行了实验,结果表明,动力学模型信息的协方差阵和观测信息的协方差阵在滤波中具有一个理想的平衡点,该平衡点能够合理分配动力学模型信息和观测信息对滤波解的贡献,从而可以得到可靠的滤波解。
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| 关 键 词： | 先验协方差 状态噪声 观测噪声 Kalman滤波 |
Error Influences of Prior Covariance Matrices on Dynamic Kalman Filtering |
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| HE Zhengbin WU Fumei, NIE Jianliang.Error Influences of Prior Covariance Matrices on Dynamic Kalman Filtering[J].Geomatics and Information Science of Wuhan University,2011(1). |
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| Authors: | HE Zhengbin WU Fumei NIE Jianliang |
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| Institution: | HE Zhengbin1 WU Fumei2,3 NIE Jianliang4 (1 School of Geological and Surveying Engineering,Chang'an University,126 South Yanta Road,Xi'an 710064,China) (2 Institute of Surveying and Mapping,Information Engineering University,66 Middle Longhai Road,Zhengzhou 450052,China) (3 Xi'an Research Institute of Surveying and Mapping,1 Middle Yanta Road,Xi'an 710054,China) (4 Geodetic Data Processing Center,State Bureau of Surveying and Mapping,China) |
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| Abstract: | The influence of the prior covariance errors to the standard dynamic Kalman filtering is discussed.The influence expressions of the prior covariance matrix errors including the covariance matrix of state parameters,dynamical model errors and measurement noises are deduced.A GPS/INS tight integration navigation is performed,and it shows that the unreasonable errors of the covariance matrices of the dynamic model information and measurements will result in biases of the dynamic navigation results.The minus er... |
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| Keywords: | prior covariance dynamical model errors observational noises Kalman filter |
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