一种带多重次优渐消因子的扩展卡尔曼滤波器
A Suboptimal Multiple Fading Extended Kalman Filter
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摘要: 本文提出了"强跟踪滤波器"的新概念,给出了强跟踪滤波器的一般结构,并提出了一个正 交性原理用于此类滤波器的设计.在此基础上,提出了一种具有强跟踪滤波器性能的带多重 次优渐消因子的扩展卡尔曼滤波器(SMFEKF),改进了文献[1]中提出的一种带单重次优渐消 因子的扩展卡尔曼滤波器(SFEKF).数值仿真说明了SMFEKF的有效性.Abstract: A new concept of "strong tracking filters" is proposed, a general structure of a class of strong tracking filters is presented, and an orthogonality principle is also proposed for designing such strong tracking filters. Based on the orthogonality principle, a strong tracking filter--a suboptimal multiple fading extended Kalman filter (SMFEKF) is proposed, which improves the suboptimal fading extended Kalman filter (SFEKF) proposed in [1]. Finally, the effictiveness of the SMFEKF is illustrated by computer simulation.
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