An iterative volume point unscented Kalman filter method
A technique of unscented Kalman and Kalman filtering, applied in the field of communication and navigation, to avoid non-positive definiteness, improve estimation accuracy and real-time performance
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[0047] The technical solutions provided by the present invention will be described in detail below in conjunction with specific examples. It should be understood that the following specific embodiments are only used to illustrate the present invention and are not intended to limit the scope of the present invention.
[0048] A kind of iterative volume point Kalman filtering method of the present invention, its flow process is as follows figure 2 shown, including the following steps:
[0049] Step 1: Initialize the initial state value and covariance matrix of the nonlinear system, and add the volume points selected in the volumetric Kalman filter algorithm to the sigma points of the unscented Kalman filter algorithm to form a new sigma point set for online calculation of the state The mean and covariance of the quantity, specifically including the following sub-steps:
[0050] In volumetric integration, 2n spherical points of equal weight (n is the number of function variable...
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