Adaptive Kalman Filter Based on Improved Second Order Mutual Difference Estimation

摘要：

　　In this paper,a method to compute noise variance and adapt measurement noise covariance matrix R in Kalman filter is proposed.We construct a virtual redundant measurement using α-β-丫 filter to apply the second order mutual difference estimation method,which estimate noise variance effectively,in single measurement to calculate noise variance.And statistical data selection algorithm is proposed to avoid inaccuracy caused by lag in the α-β-γ filter.Simulations indicate this method is effective in R adaption with relatively low computation.

关键词： adaptive Kalman filter second order mutual difference estimation virtual redundant measurement candidate data selection α-β-γ filter

作者: Zhang Yixin Zhang Hai

作者单位: Science and Technology on Aircraft Control Laboratory Beihang University Beijing, China

会议类型: 国际会议

会议名称: 2015 IEEE Advanced Information Technology, Electronic and Automation Control Conference(IAEAC 2015)(2015 IEEE先进信息技术,电子与自动化控制国际会议)

会议地点: 重庆

会议语种:英文

页码: 542-546

在线出版日期: 2015-12-19（万方平台首次上网日期，不代表论文的发表时间）