Application of Sigma-Point Filtering to GPS/INS Integrated Navigation System with Simulation
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摘要: 为了弥补现有组合导航算法的不足,提出了一种新的GPS量测数据和惯性导航系统(INS)数据的融合算法。近几十年,组合导航系统中最广泛使用的算法扩展卡尔曼滤波(EKF)是次优滤波器,因为它把非线性模型简化为1阶线性模型,且假设该系统由高斯白噪声驱动,这种简化会导致误差的扩大。而Sigma点卡尔曼滤波器可以克服这些缺点。Sigma点卡尔曼滤波器无需将系统动力学模型线性化,且在Sigma点卡尔曼滤波器中状态的分布采用选择的样本点集合来表示。通过这些样本点可以完全获得高斯随机变量真实的均值和方差,并且高斯随机变量在非线性系统传播时,其均值和方差可以至少精确到2阶。仿真结果表明,Sigma点卡尔曼滤波器在GPS/INS导航系统中表现性能良好。
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关键词:
- 惯性导航系统 /
- GPS/INS组合导航 /
- Sigma点卡尔曼滤波 /
- 非线性系统 /
- 仿真
Abstract: A new fusion algorithm of the measurements from global positioning system(GPS) and inertial navigation system(INS)is presented to compensate the weaknesses of current integrated navigation system. The extended Kalman filtering (EKF), an algorithm commonly used in integrated navigation system is a suboptimal one in a sense because it simplifies the nonlinear dynamic system model to a first order linear model and assumes that the linearized one is driven by Gaussian white noise. This simplification leads to questionable results in certain scenarios. One of the improved versions of EKF is sigma-point Kalman filtering (SPKF). SPKF needn′t assume a linearized dynamic model, and uses samples set to represent the state distribution, leading itself an adequate candidate for navigation applications. One of the good features of SPKF is that the states′ mean and covariance can be easily obtained. For Gaussian random variables, the mean and covariance can accurately approximate to at least second-order in any nonlinear system. Simulation results show that SPKF works well in GPS/INS integrated navigation system. -
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