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一种强跟踪扩展卡尔曼滤波器的改进算法
引用本文:范文兵,刘春风,张素贞.一种强跟踪扩展卡尔曼滤波器的改进算法[J].控制与决策,2006,21(1):73-0076.
作者姓名:范文兵  刘春风  张素贞
作者单位:1. 郑州大学,信息工程学院,郑州,450052
2. 华东理工大学,自动化研究所,上海,200237
基金项目:国家863高科技计划项目(2002AA412120);江苏省科技攻关项目(BE2005035).
摘    要:针对模型不匹配卡尔曼的状态估计发散和应用范围限于连续系统问题,提出一种基于有限差分强跟踪滤波嚣(STFDEKF).在滤波计算中,引入强跟踪滤波因子修正滤波器的状态预协方差矩阵。滤波精度得以提高,滤波器应用有限差分方法计算滤波过程中非线性函数的偏导数。扩大了适用范围.几种卡尔曼滤波器经过仿真比较。STFDEKF应用于复杂非线性系统状态估计时.具有较高数值稳定性、强跟踪性和较宽应用范围.

关 键 词:有限差分  强跟踪滤波  非线性系统  模型失配  状态估计
文章编号:1001-0920(2006)01-0073-04
收稿时间:2004-12-07
修稿时间:2005-04-11

Improved Method of Strong Tracking Extended Kalman Filter
FAN Wen-bing,LIU Chun-feng,ZHANG Su-zhen.Improved Method of Strong Tracking Extended Kalman Filter[J].Control and Decision,2006,21(1):73-0076.
Authors:FAN Wen-bing  LIU Chun-feng  ZHANG Su-zhen
Affiliation:1. College of Information Engineering, Zhengzhou University, Zhengzhou 450052, China ; 2. Research Institute of Automation, East China University Science and Technology, Shanghai 200237, China.
Abstract:A strong tracking finite-difference Kalman filter(STFDEKF) is presented to handle the divergence problem of state estimation of a nonlinear mismatched model and limited application scope.In filtering calculation,strong tracking factor is introduced to modify priori covariance matrix to improve the accuracy of the filter.The filter uses finite-difference method to calculate partial derivatives of nonlinear functions to enlarge its application scope.The comparison of several Kalman filters shows that the STFDEKF filter has high numerical stability,strong tracking and larger application scope and it can be applied to state estimation of complex nonlinear systems.
Keywords:Finite-difference  Strong tracking filtering  Nonlinear system  Model mismatch  State estimation
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