关键词: 非线性系统, 双重自适应算法, 无迹卡尔曼滤波, 初始对准

Abstract:

An improved unscented Kalman filter (UKF) algorithm is called dual adaptive UKF. It could not only stabilize model noise by the method of resizing noise, but also inhibit observation interference by monitoring the trace of the adaptive matrix based on innovation characteristics and amending the adaptive matrix in time. Simulation results show that the dual adaptive UKF algorithm is very sensitive to model noise and observation interference. And it has strong robustness which could stabilize the model noise quickly.

Key words: nonlinear system, dual adaptive algorithm, unscented Kalman filter, initial alignment