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一种基于抗差自校正Kalman滤波的GPS导航算法
引用本文:张双成,杨元喜,张勤.一种基于抗差自校正Kalman滤波的GPS导航算法[J].武汉大学学报(信息科学版),2005,30(10):881-884.
作者姓名:张双成  杨元喜  张勤
作者单位:1. 长安大学地测学院,西安市雁塔路126号,710054
2. 西安测绘研究所,西安市雁塔路中段
基金项目:国家杰出青年基金资助项目(49825107),国家自然科学基金资助项目(40174009,40274002)
摘    要:为减弱异常观测值对自校正Kalman滤波精度的影响,引入抗差M估计的等价权函数,建立了抗差自校正Kalman滤波算法,并用实例进行了验证。计算表明,该自适应滤波算法在完全未知噪声统计的情况下,不仅能够自适应地求解状态参数,而且还能在一定程度上有效地抵制观测异常对导航解的影响。

关 键 词:ARMA(autoreg  ressive  moving  average)新息模型  参数辨识器  抗差M估计  自校正滤波
文章编号:1671-8860(2005)10-0881-04
收稿时间:2005-08-01
修稿时间:2005年8月1日

An Algorithm of GPS Navigation Based on Robust Self-Tuning Kalman Filtering
ZHANG Shuangcheng,YANG Yuanxi,ZHANG Qin.An Algorithm of GPS Navigation Based on Robust Self-Tuning Kalman Filtering[J].Geomatics and Information Science of Wuhan University,2005,30(10):881-884.
Authors:ZHANG Shuangcheng  YANG Yuanxi  ZHANG Qin
Abstract:In order to avoid estimating the noise statistics in navigation, self-tuning Kalman filtering is introduced. When the system contains outliers in navigation, the estimated state vector by self-tuning Kalman filtering is influenced. To get a reliable result, an equivalent weight based on robust M-estimator is applied in the process of self-tuning Kalman filtering; robust self-tuning Kalman filtering is then proposed in this paper. A real kinematic system is tested. It is shown by real calculation that the robust self-tuning Kalman filtering is not only adaptively estimate the state vector, but also guarantee the reliability of the kinematic state estimates.
Keywords:ARMA innovation model  parameters identification  robust M-estimator  self-tuning filtering
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