| 一种采样型平方根滤波及其应用 |
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| 引用本文： | 吴江飞,黄珹.一种采样型平方根滤波及其应用[J].武汉大学学报(信息科学版),2007,32(8):696-698,703. |
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| 作者姓名： | 吴江飞 黄珹 |
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| 作者单位： | 1. 信息工程大学测绘学院,郑州市陇海中路66号,450052
2. 中国科学院上海天文台,上海市南丹路80号,200030 |
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| 基金项目： | 中国科学院知识创新工程项目;国家高技术研究发展计划(863计划) |
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| 摘 要： | 探讨了非线性系统的滤波问题，提出了将采样型平方根滤波SR-UKF（square root unscented Kalmanfilter）用于星载GPS卫星实时定轨。在滤波过程中，以协方差阵的平方根代替协方差阵参加递推运算，有效地提高了滤波算法的计算效率和数值稳定性。实例计算结果表明，SR-UKF的性能要优于推广卡尔曼滤波（extended Kalmanfilter）和Unscented卡尔曼滤波（unscented Kalmanfilter）。
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| 关 键 词： | 卡尔曼滤波 非线性滤波 定轨 |
| 文章编号： | 1671-8860（2007）08-0696-03 |
| 修稿时间： | 2007-05-18 |
A Sampling-Based Square Root Filter and Its Application |
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| WU Jiangfei,HUANG Cheng.A Sampling-Based Square Root Filter and Its Application[J].Geomatics and Information Science of Wuhan University,2007,32(8):696-698,703. |
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| Authors: | WU Jiangfei HUANG Cheng |
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| Institution: | 1. Institute of Surveying and Mapping, Information Engineering University, 66 Middle Longhai Road, Zhengzhou 450052, China;2. Shanghai Astronomical Observatory, Chinese Academy of Sciences, 80 Nandan Road, Shanghai 200030, China |
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| Abstract: | The problem of nonlinear system filtering is discassed.And a sampling-based square root filter SR-UKF(square root unscented Kalman filter)is brought forward for real time processing the orbit of GPS-based satellite.In the process of recursive filtering,square root form of the state covariance matrix is used to replace the covariance matrix,which effectively raises the calculation efficiency and numerical stability of the filtering algorithm.An actual example is performed,and the results show that the performance of the SR-UKF is superior to that of the extended Kalman filter and the unscented Kalman filter. |
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| Keywords: | GPS |
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