几种非线性滤波算法的比较研究

针对组合导航等非线性系统，扩展卡尔曼滤波算法（EKF）在初值不准确时存在滤波发散的现象，故提出U卡尔曼滤波（UKF）；粒子滤波算法（PF）适合于强非线性、非高斯噪声系统，但同时存在退化现象，故提出2种改进算法。前人的工作多集中在单一算法的研究，而在此是将上述各种算法应用到同一典型非线性系统，通过应用Matlab进行仿真实验得出具体滤波效果数据。综合对比分析了各算法的优缺点，得出一些有用的结论，为组合导航系统中非线性滤波算法的选择提供了参考。

Comparative Study on Some Nonlinear Filtering Algorithms

For the nonlinear systems such as integrated navigation systems,since the extended Kalman filtering(EKF) has a dispersing phenomenon when the initial state value is inaccurate,the unscented Kalman filtering(UKF) is proposed,and although particle filtering(PF) is suitable for any nonlinear non-Gaussian systems,it has a degeneracy phenomenon,then two kinds of improved filtering algorithms are put forward.Scientific researchers focused on single filtering before.The filtering algorithms mentioned above are ado...