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Robust Adaptive Filtering and State Estimation Method Based on Huber Estimation

A robust self-adaptation and state estimation technology, which is applied in the direction of adaptive control, instrumentation, complex mathematical operations, etc., can solve the problems of ungiven filtering and state estimation methods, inability to converge, and decrease in filtering accuracy of the traceless information filter.

Active Publication Date: 2019-12-27
HARBIN ENG UNIV
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Problems solved by technology

However, for the dual uncertain system where the uncertain motion model of the UAV, the ocean disturbance model and the measurement noise of the uncertain sensor coexist, the filtering accuracy of the conventional unscented information filter will drop significantly or even fail to converge.
Moreover, most of the existing wave filtering and state estimation technologies are researched on a certain uncertainty problem and put forward a better solution. For the above-mentioned dual uncertain system containing two or more uncertain factors, no effective solution has been given. Filtering and State Estimation Methods

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[0096] In order to make the above-mentioned purposes, features and advantages of the present invention more obvious and understandable, the following combination Figure 1 to Figure 5 The present invention is described in further detail by giving examples.

[0097] combine figure 1 , the filtering and state estimation method of the present invention mainly comprises the following steps:

[0098] 1. Initialization, the initial state estimation value is set to 0, and the initial covariance matrix selects a constant matrix according to the situation, and the zero matrix cannot be selected because it needs to satisfy

[0099] 2. Time update, calculated according to the time update process of conventional unscented information filtering and P k|k-1 ;

[0100] 3. Adaptive time update, calculate the estimated value of the upper bound of the covariance After that, replace P with k|k-1 , combined with the measurement update equation of unscented information filtering, the fin...

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Abstract

The present invention provides a robust adaptive filtering and state estimation method based on Huber estimation. Firstly, an estimation value is calculated through estimating an upper bound of a covariance matrix of a one-step prediction dual-uncertainty system in an online way, only a time updating process is modified, at the same time a method of a linear matrix inequality is used to carry out adaptive parameter adjustment, and an adaptive traceless information filter for an uncertainty model is obtained. Then the matrix inversion theorem is applied and a Huber estimation method is used to modify a measurement update process, and a final estimation value is obtained. The precision of filtering and state estimation is high, and the stability is good. According to the robust adaptive filtering and state estimation method, a filtering and state estimation problem of a dual-uncertainty unmanned ship is solved, the advantages of an information filter structure are retained, the precision and stability of filtering and state estimation are improved, and the calculation is simple and the application is convenient.

Description

technical field [0001] The invention relates to a robust adaptive filtering and state estimation method, in particular to a robust adaptive filtering and state estimation method based on Huber estimation. Background technique [0002] The Unscented Information Filter (UIF) is an emerging filtering and state estimation method. It is essentially a Kalman filter updated by the inverse of the covariance matrix. In view of the fact that the unscented information filter has no requirement for the initial value of the covariance matrix , the update equation that is easier to calculate than the ordinary Kalman filter, and the extension of multi-source fusion, etc., have attracted widespread attention. However, for the dual uncertain system where the uncertain motion model of the UAV, the ocean disturbance model and the measurement noise of the uncertain sensor coexist, the filtering accuracy of the conventional unscented information filter will drop significantly or even fail to con...

Claims

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Application Information

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Patent Type & Authority Patents(China)
IPC IPC(8): G05B13/04G06F17/16
CPCG05B13/042G06F17/16
Inventor 付明玉王莎莎王元慧庹玉龙王端松张放魏红艳包澄澄
Owner HARBIN ENG UNIV
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