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基于衰减因子的时变增益KALMAN滤波

Hao Zhou,Keqiang Hu

Wuhan Ligong Daxue Xuebao (Jiaotong Kexue Yu Gongcheng Ban)/Journal of Wuhan University of Technology (Transportation Science and Engineering)（2011）

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Abstract
常用的卡尔曼滤波器(KF,EKF)一般只适用于平稳的状态过程,当目标处于变化不大的过程时,目标状态突然变化时,KF和EKF将产生较大的估计偏差,甚至丢失目标.文中根据正交性原理,采用时变衰减因子,使得残差达到正交或近似正交,从而使滤波器在不确定模型下保持较好的鲁棒性.通过实时调节增益,促使测量残差近似正交,从而提高对机动目标的跟踪性能.仿真实验表明,应用该方法可以快速、稳定地完成目标运动要素的估计.
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Key words
Attenuation factor,Real-time adjust gain,Status estimate
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