一种顾及观测质量信息的自适应抗差Kalman滤波方法

针对观测数据含有异常粗差且无多余观测的应用情形,提出一种顾及观测质量信息的自适应抗差Kalman滤波方法。该方法两步计算得到自适应因子和抗差等价权矩阵,即首先利用顾及观测质量信息的抗差Kalman滤波得到消除观测粗差影响的参数估计值,然后根据该值构造动力学模型误差判别统计量并计算自适应因子。以某边坡GPS变形监测数据序列处理为例,利用RPDOP(Relative Position Dilution of Precision)值作为观测质量信息进行处理分析,结果表明该方法能够有效控制动力学模型误差和观测粗差对滤波估值的影响。

An adaptive robust kalman filtering method with observation quality information

For the applications of observations with gross errors and without redundant observations,an adaptive robust Kalman filtering method with observation quality information is proposed.In this method,the adaptive factor and the equivalent weight matrix are calculated in two steps.Firstly,the parameter estimation value of eliminating the influence of gross error is obtained by the method of robust Kalman filtering with observation quality information.Secondly,the error statistic of the dynamic model is constructed according to the value,and the adaptive factor is calculated.As is exemplified by the GPS slope deformation monitoring data sequence processing,the RPDOP(Relative Position Dilution of Precision)value is used as the observation quality information to verify the validity of this method.The result shows that this method can effectively control the dynamic model error and the observed gross error.