Implicit function measurement model filtering method based on state dimension expansion

The invention relates to an implicit function measurement model filtering method based on state dimension expansion, IAUKF (Improved Adaptive Unscented Kalman Filter). In the method, quantity measurement is extended into a state quantity, and a zero vector is considered as equivalent quantity measur...

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Bibliographic Details
Main Authors FANG JIANCHENG, SUN XIAOHAN, LIU GANG, WU WEIREN, NING XIAOLIN
Format Patent
LanguageChinese
English
Published 01.12.2017
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Summary:The invention relates to an implicit function measurement model filtering method based on state dimension expansion, IAUKF (Improved Adaptive Unscented Kalman Filter). In the method, quantity measurement is extended into a state quantity, and a zero vector is considered as equivalent quantity measurement for performing filtering update. Compared with an IAEKF (Improved Adaptive Extended Kalman Filter) and an IEKF (Implicit Extended Kalman Filter), the IAUKF has excellent estimation performance. Particularly, when the measurement noise is increased, compared with implicit UKF (Unscented Kalman Filter), the performance can be greatly improved. 本发明涉及种基于状态扩维的隐函数量测模型滤波方法,IAUKF。在此方法中,量测量被扩展到状态量中,同时零向量被视为等效的量测量来进行滤波更新。IAUKF相较于IAEKF和IEKF,获得更好的估计性能。特别是当量测噪声增加时,相较于隐式UKF,性能可以得到很大的改善。
Bibliography:Application Number: CN201710478805