Polynomial Method of Unscented Kalman Filter Based on Higher Order Moment Matching

A technology of unscented Kalman and high-order moments, which is applied in impedance networks, digital technology networks, electrical components, etc., can solve problems such as black box packaging, large system errors, and limited precision.

CN104038180BInactive Publication Date: 2016-11-30CHONGQING INST OF GREEN & INTELLIGENT TECH CHINESE ACADEMY OF SCI
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Patent Information

Authority / Receiving Office
CN · China
Patent Type
Patents(China)
Current Assignee / Owner
Publication Date
2016-11-30
Estimated Expiration
Not applicable · inactive patent

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Abstract

The invention discloses a polynomial method of an unscented Kalman filter based on high-order moment matching, and belongs to the technical field of nonlinear filtering. It includes the following steps: establish the state equation and measurement equation of the nonlinear system; determine the random distribution characteristics of the initial state, including its mean, covariance and higher-order moments, the distribution characteristics of noise, and the initial measurement value; based on the state of the previous moment Estimation and state equations, using multi-layer unscented transformation to calculate the distribution characteristics of random variables for one-step state prediction; based on the state prediction and measurement equations of step 3, using MUT to calculate the distribution characteristics of state prediction measurements; using Kalman gain to fuse states Predict and measure the data to calculate the distribution characteristics of the optimal state, and complete the one-step estimation task of the nonlinear system. This method is used to solve the accuracy and calculation stability problems of nonlinear filters in the actual application process. Combining with the existing sampling strategy, high-order moments and multiple symmetric sampling are used to improve the accuracy.
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Description

technical field

[0001] The invention belongs to the technical fields of information fusion such as nonlinear filtering, digital signal processing, and target positioning and tracking, and relates to a polynomial method of an unscented Kalman filter based on high-order moment matching. Background technique

[0002] At present, in the fields of aircraft navigation, target tracking and industrial control. Almost all real-world systems are nonlinear. For example: in the process of target positioning and tracking, when the radar is used to observe the air target, the radar can obtain the azimuth angle of the air target relative to itself, but this observation contains noise, and the azimuth observation of the radar in the observation equation is the target position parameter to be estimated Nonlinear functions cannot directly use the linear filtering method to obtain the motion state of the target. It is essentially a nonlinear filtering problem, which is a common problem in the...

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Embodiment Construction

[0064] The preferred embodiments of the present invention will be described in detail below with reference to the accompanying drawings.

[0065] figure 1 It is a schematic flow chart of the method of the present invention, figure 2 It is a schematic diagram of the concrete steps of the method of the present invention, as shown in the figure, the concrete steps of the method are as follows:

[0066] Step 1: According to the problem of azimuth-only target tracking, the state equation and observation equation describing the target tracking system are established as follows:

[0067] x k 0.9 0 0 1 x k - 1 + w k - ...