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一种新型非线性滤波理论及其应用
引用本文:吴江飞,雷辉,王世忠.一种新型非线性滤波理论及其应用[J].测绘工程,2008,17(6):16-19.
作者姓名:吴江飞  雷辉  王世忠
作者单位:信息工程大学,测绘学院,河南,郑州450052;中国科学院国家授时中心,陕西,西安710600;81804部队,辽宁大连,116031
基金项目:中国科学院知识创新工程重要方向项目 , 国家高技术研究发展计划(863计划)  
摘    要:研究一种新型的非线性滤波理论,即Unscented卡尔曼滤波(UKF),同时为了获得更高的计算效率和确保协方差阵的非负定性,研究了平方根UKF。将UKF和平方根UKF应用到星载GPS卫星定轨中,实际算例表明UKF和平方根UKF的性能要优于常用的推广卡尔曼滤波的性能。

关 键 词:非线性滤波  Unscented卡尔曼滤波  平方根Unscented卡尔曼滤波  定轨

A new nonlinear filter theory and its application
WU Jiang-fei,LEI Hui,WANG Shi-zhong.A new nonlinear filter theory and its application[J].Engineering of Surveying and Mapping,2008,17(6):16-19.
Authors:WU Jiang-fei  LEI Hui  WANG Shi-zhong
Institution:WU Jiang-fei , LEI Hui, WANG Shi-zhong ( 1. Institute of Surveying and Mapping, Information Engineering University, Zhengzhou 450052, China; 2. National Time Service Center, Chinese Academy of Sciences, Xi'an 710600, China; 3. 81804 Troops, Dalian 116031, China)
Abstract:A new nonlinear filter theory(the Unscented Kalman filter,UKF) is studied in this paper.At the same time,in order to obtain higher calculation efficiency and guarantee positive semi-definiteness of the state covariances,the square root Unscented Kalman filter is studied,and its algorithm is presented.Lastly,UKF and SR-UKF are used to determine the orbit of satellites equipped with GPS.And a practical example shows that the performance of the UKF and SR-UKF are superior to that of the EKF.
Keywords:nonlinear filter  Unscented Kalman filter  square root Unscented Kalman filter  orbit determination
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