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浙江大学学报(工学版)
浙江大学学报(工学版)
通信工程、自动化技术     
带测量偏置估计的鲁棒卡尔曼滤波算法
朱光明1,2, 蒋荣欣1,2, 周凡1,2, 田翔1,2, 陈耀武1,2
1. 浙江大学 数字技术及仪器研究所,浙江 杭州 310027;  2. 浙江省网络多媒体技术研究重点实验室,浙江 杭州 310027
Robust Kalman filtering algorithm with estimation of measurement biases
ZHU Guang-ming1,2, JIANG Rong-xin1,2, ZHOU Fan1,2, TIAN Xiang1,2, CHEN Yao-wu1,2
1. Institute of Advanced Digital Technology and Instrumentation, Zhejiang University, Hangzhou 310027, China; 2. Zhejiang Provincial Key Laboratory for Network Multimedia Technologies, Hangzhou 310027, China
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摘要：

针对测量系统中同时存在未知的测量偏置和随机测量噪声的问题,提出带测量偏置估计的鲁棒卡尔曼滤波算法.该算法利用非零均值高斯分布对测量系统中的测量偏置和随机测量噪声进行建模,利用正态-逆威沙特分布拟合该高斯分布的均值和协方差.该算法利用变分贝叶斯方法对该高斯分布和正态-逆威沙特分布的混合模型的时变参数进行逼近推断,在利用容积卡尔曼滤波算法进行系统状态迭代估计的同时对测量偏置进行估计以及对时变随机噪声协方差进行跟踪,在进行测量偏置估计的同时增强了滤波算法对测量野值的鲁棒性.仿真实验证明了该算法在保证系统状态估计精度的同时,能够高精度估计出测量偏置并增强了滤波算法的鲁棒性．
Abstract:

A robust Kalman filtering algorithm with estimation of measurement biases was proposed in order to handle the problem that unknown measurement biases and random measurement noises exist in the measurement system. The nonzero-mean Gaussian distribution model was utilized to model the measurement biases and the random measurement noises of the measurement system. The Normal-Inverse-Wishart distribution was utilized to estimate the mean and covariance parameters of the Gaussian distribution. The time-variant parameters of the mixed model between the Gaussian distribution and the Normal-Inverse-Wishart distribution were inferred by the variational Bayesian approximation. The measurement biases and the time-variant covariances of the random measurement noises were estimated as the system states were recursively inferred by the cubature Kalman filter. The proposed algorithms robustness to the measurement outliers was enhanced with the estimation of the measurement biases. The simulation results demonstrate that the proposed algorithm can also precisely estimate the measurement biases and enhance its robustness with the guarantee of the high state estimation precision．
出版日期: 2015-09-10
:  TB 56  
基金资助:

中央高校基本科研业务费专项资金资助项目；浙江省重点科技创新团队资助项目(2011R09021-06)；浙江大学基本科研业务费专项资金资助项目(2014FZA5020)
通讯作者: 蒋荣欣，男，副研究员     E-mail: rongxinj@zju.edu.cn
作者简介: 朱光明(1987-)，男，博士生，从事无线传感器网络及信息融合的研究.E-mail: zhgm@zju.edu.cn
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引用本文:

朱光明, 蒋荣欣, 周凡, 田翔, 陈耀武. 带测量偏置估计的鲁棒卡尔曼滤波算法[J]. 浙江大学学报(工学版), 10.3785/j.issn.1008-973X.2015.07.020.

ZHU Guang-ming, JIANG Rong-xin, ZHOU Fan, TIAN Xiang, CHEN Yao-wu. Robust Kalman filtering algorithm with estimation of measurement biases. JOURNAL OF ZHEJIANG UNIVERSITY (ENGINEERING SCIENCE), 10.3785/j.issn.1008-973X.2015.07.020.

链接本文:

http://www.zjujournals.com/eng/CN/10.3785/j.issn.1008-973X.2015.07.020    或    http://www.zjujournals.com/eng/CN/Y2015/V49/I7/1343

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