فیلتر کالمن بدون بو قوی با اقتباس از فرایند و اندازه گیری کوواریانس سر و صدا
|کد مقاله||سال انتشار||مقاله انگلیسی||ترجمه فارسی||تعداد کلمات|
|53083||2016||11 صفحه PDF||سفارش دهید||8351 کلمه|
Publisher : Elsevier - Science Direct (الزویر - ساینس دایرکت)
Journal : Digital Signal Processing, Volume 48, January 2016, Pages 93–103
Unscented Kalman filter (UKF) has been extensively used for state estimation of nonlinear stochastic systems, which suffers from performance degradation and even divergence when the noise distribution used in the UKF and the truth in a real system are mismatched. For state estimation of nonlinear stochastic systems with non-Gaussian measurement noise, the Masreliez–Martin extended Kalman filter (EKF) gives better state estimates in relation to the standard EKF. However, the process noise and the measurement noise covariance matrices should be known, which is impractical in applications. This paper presents a robust Masreliez–Martin UKF which can provide reliable state estimates in the presence of both unknown process noise and measurement noise covariance matrices. Two numerical examples involving relative navigation of spacecrafts demonstrate that the proposed filter can provide improved state estimation performance over existing robust filtering approaches. Vision-aided robot arm tracking experiments are also provided to show the effectiveness of the proposed approach.