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基于极大似然准则和最大期望算法的自适应UKF 算法

王璐 李光春 乔相伟 王兆龙 马涛

王璐, 李光春, 乔相伟, 王兆龙, 马涛. 基于极大似然准则和最大期望算法的自适应UKF 算法. 自动化学报, 2012, 38(7): 1200-1210. doi: 10.3724/SP.J.1004.2012.01200
引用本文: 王璐, 李光春, 乔相伟, 王兆龙, 马涛. 基于极大似然准则和最大期望算法的自适应UKF 算法. 自动化学报, 2012, 38(7): 1200-1210. doi: 10.3724/SP.J.1004.2012.01200
WANG Lu, LI Guang-Chun, QIAO Xiang-Wei, WANG Zhao-Long, MA Tao. An Adaptive UKF Algorithm Based on Maximum Likelihood Principle and Expectation Maximization Algorithm. ACTA AUTOMATICA SINICA, 2012, 38(7): 1200-1210. doi: 10.3724/SP.J.1004.2012.01200
Citation: WANG Lu, LI Guang-Chun, QIAO Xiang-Wei, WANG Zhao-Long, MA Tao. An Adaptive UKF Algorithm Based on Maximum Likelihood Principle and Expectation Maximization Algorithm. ACTA AUTOMATICA SINICA, 2012, 38(7): 1200-1210. doi: 10.3724/SP.J.1004.2012.01200

基于极大似然准则和最大期望算法的自适应UKF 算法

doi: 10.3724/SP.J.1004.2012.01200
详细信息
    通讯作者:

    王璐

An Adaptive UKF Algorithm Based on Maximum Likelihood Principle and Expectation Maximization Algorithm

  • 摘要: 针对噪声先验统计特性未知情况下的非线性系统状态估计问题,提出了基于极大似然准则和 最大期望算法的自适应无迹卡尔曼滤波(Unscented Kalman filter, UKF) 算法.利用极大似然准则构造含有噪声统计特性的对数似然函数,通 过最大期望算法将噪声估计问题转化为对数似然函数数学期望极大化问题,最终得到带次优递 推噪声统计估计器的自适应UKF算法.仿真分析表明,与传统UKF算法相比,提出的自适应UKF算法 有效克服了传统UKF算法在系统噪声统计特性未知情况下滤波精度下降的问题,并实现了系统噪 声统计特性的在线估计.
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  • 收稿日期:  2011-09-29
  • 修回日期:  2012-02-27
  • 刊出日期:  2012-07-20

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