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自适应平方根无迹粒子滤波算法在动态导航中的应用

Adaptive Square-Root Unscented Particle Filtering Algorithm for Dynamic Navigation.

机构信息

School of Geological Engineering and Surveying and Mapping, Chang'An University, Xi'an 710064, China.

School of Automatics, Northwestern Polytechnical University, Xi'an 710072, China.

出版信息

Sensors (Basel). 2018 Jul 18;18(7):2337. doi: 10.3390/s18072337.

Abstract

This paper presents a new adaptive square-root unscented particle filtering algorithm by combining the adaptive filtering and square-root filtering into the unscented particle filter to inhibit the disturbance of kinematic model noise and the instability of filtering data in the process of nonlinear filtering. To prevent particles from degeneracy, the proposed algorithm adaptively adjusts the adaptive factor, which is constructed from predicted residuals, to refrain from the disturbance of abnormal observation and the kinematic model noise. Cholesky factorization is also applied to suppress the negative definiteness of the covariance matrices of the predicted state vector and observation vector. Experiments and comparison analysis were conducted to comprehensively evaluate the performance of the proposed algorithm. The results demonstrate that the proposed algorithm exhibits a strong overall performance for integrated navigation systems.

摘要

本文提出了一种新的自适应平方根无迹粒子滤波算法,通过将自适应滤波和平方根滤波结合到无迹粒子滤波器中,抑制了非线性滤波过程中运动学模型噪声的干扰和滤波数据的不稳定性。为了防止粒子退化,所提出的算法自适应地调整自适应因子,该因子由预测残差构造,以避免异常观测和运动学模型噪声的干扰。Cholesky 分解也被应用于抑制预测状态向量和观测向量的协方差矩阵的负定性。进行了实验和对比分析,以全面评估所提出算法的性能。结果表明,所提出的算法在组合导航系统中具有很强的整体性能。

https://cdn.ncbi.nlm.nih.gov/pmc/blobs/856e/6069138/40746fc0634b/sensors-18-02337-g001.jpg

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