A NEW FILTER METHOD WITH COLORED NOISE
How to estimate the state of nonlinear systems with colored noise is an issue in many engineering. The accustomed method is adopting the extended Kalman filter (EKF) to linenrize the state or measure equations of the nonlinear system, and then the linear method can be used. However, the linearization error of model will influence the final filter precision of EKF seriously. In order to avoid this kind of error, a new method is proposed in this paper. Firstly, the method transforms the measure equation of the system, so the colored noise of the equation can be changed into white noise. Then, the unscented Kalman filter (UKF) can be used to estimate the state of the system. Although, the method is also need to linearize measure equation, it will not affect the precision of the method, because the linearization is performed during the course of computing the error of the new measure equation. The results of the simulation show that the new method can effectively get the precision state estimation of the nonlinear system with colored noise.
Colored noise Nonlinear Unscented Kalman filter State estimation
MIN ZHU HAIYAN LI HONGYI LU
Naval Aeronautical and Astronautical University
国际会议
The Second International Conference on Information & Systems Sciences(ICISS2008)(第二届信息与系统科学国际会议)
大连
英文
772-776
2008-12-18（万方平台首次上网日期，不代表论文的发表时间）