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Research of Application of Nonlinear Filtering in Integrated Navigation System

Author: JieFang
Tutor: SongShenMin
School: Harbin Institute of Technology
Course: Control Science and Engineering
Keywords: Integrated Navigation Nonlinear filtering UKF
CLC: TN713
Type: Master's thesis
Year: 2008
Downloads: 144
Quote: 1
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Abstract


Science many of the problems can be attributed to the state of the system changes over time in a group with the amount of noise measurement estimate . In the ideal case , these optimal recursive solutions do exist , such as Kalman filtering . But not so perfect analytical solutions for general nonlinear problems . Integrated navigation background , the papers on the basis of the non-linear error model to study optimal nonlinear filtering algorithm , pay special attention to the new development Unscented Kalman filter ( UKF ) . Thesis by contrast strapdown inertial navigation system , the advantages and disadvantages of each of the GPS navigation systems and celestial navigation system , select the main navigation system , and then given a nonlinear model of the integrated navigation system . For nonlinear filtering algorithm , the paper gives the first case of the Optimal Recursive Kalman filter formula . Filtering problem for nonlinear systems , can not use the Kalman filter . Extended Kalman filter (EKF) method is applied to the non-linear system , but given the state of the biased estimate , to some extent, affect the performance of the system . Unscented Kalman filter and the extended Kalman filter required amount of computation of the same order of most concern in this paper nonlinear filtering method , but convenience is more accurate , since the since the emergence of widely welcomed by theorists and engineers and technicians . Thesis a complete description of this algorithm is given and its performance analysis . UKF take into account the many advantages , this algorithm were explored further. Exact algorithm author abandoned more sampling points match the high-level information is based on the Unscented Transform , iterative filtering algorithm . At the same time , the paper also consider the numerical stability of the algorithm , ideological promotion to the square root algorithm UKF , the square root of the Unscented transform based filter . Applications for integrated navigation problem , given two basic filter , EKF and UKF . Iterative algorithm , square root UKF improved algorithm in this context . Simulation results show that the algorithm is effective .

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CLC: > Industrial Technology > Radio electronics, telecommunications technology > Basic electronic circuits > Filtering techniques,the filter
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