基于Huber的鲁棒广义高阶容积卡尔曼滤波算法
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作者单位:

(空军工程大学航空航天工程学院,西安710038)

作者简介:

秦康(1992-), 男, 博士生, 从事多导航、制导与控制的研究;董新民(1963-), 男, 教授, 博士生导师, 从事飞行器控制理论及运用等研究.

通讯作者:

E-mail: cheny_043@163.com

中图分类号:

TP273

基金项目:

国家自然科学基金项目(61304120,61473307,61603411);航空科学基金项目(20155896026).


Huber-based robust generalized high-degree cubature Kalman filter
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(College of Aeronautics and Astronautics Engineering,Air Force Engineering University,Xián 710038,China)

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    摘要:

    为提高随机变量非高斯分布时广义高阶容积卡尔曼滤波(GHCKF)的鲁棒性,提出一种基于Huber的鲁棒GHCKF算法.从近似贝叶斯估计角度,解释Huber方法作用于卡尔曼滤波的本质是对新息进行截断平均.采用Huber方法处理观测量,进行标准的GHCKF量测更新,从而实现算法的鲁棒化.所提出算法充分利用容积变换的优势,无需通过统计线性回归模型对系统的非线性量测模型进行近似.仿真结果表明,所提出算法具有鲁棒性强和估计精度高的特点.

    Abstract:

    To further improve the filtering accuracy and robustness of generalized high-degree cubature Kalman filter when the random variable is with non-Gaussian distribution, a filtering algorithm named Huber-based robust generalized high-degree cubature Kalman filter algorithm is proposed. It is interpreted that the basic idea of the Huber method acting on the Kalman filter can be described as truncating the average from the perspective of recursive Bayesian approximation estimation. The observation vector is preprocessed by using the Huber method, and the normal measurement update is implemented, so that the robustness of the GHCKF algorithm is realized. The proposed method doesn't need approximating nonlinear measurements model by using the statistical linear regression model. The simulation results show that the proposed method has superior performance in robustness and estimation precision.

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秦康,董新民,陈勇,等.基于Huber的鲁棒广义高阶容积卡尔曼滤波算法[J].控制与决策,2018,33(1):88-94

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  • 在线发布日期: 2017-12-07
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