一种改进的自适应卡尔曼滤波及在组合导航中的应用

总结了常用的自适应滤波的方法,并提出一种新的自适应卡尔曼滤波技术,它克服了传统滤波器的不稳定问题,因为传统的卡尔曼滤波过程依赖于系统过程和测量过程的数学模型和其统计模型的正确性的滤波技术.自适应过程是利用测量新息序列和状态修正序列在估计移动窗内是分段静态,来直接估计系统噪声协方差Q和测量噪声协方差(R).仿真结果表明此方法可以提高GPS/INS组合导航系统的精度和可靠性.

Improved adaptive Kalman filter for GPS/INS integrated system

A new adaptive Kalman filter algorithm was developed for INS/GPS integrated system.The adaptation of the estimation procedure was carried out through the use of the measurement innovation sequence as piece-wise stationary process inside an estimation window to directly estimate either or both of the system noise covariance matrix(Q) and the measurement noise covariance matrix(R).Simulation results show that the proposed algorithm can improve the performance(accuracy and reliability) of the integrated GPS/INS system filtering process.