[an error occurred while processing this directive] [an error occurred while processing this directive]
[an error occurred while processing this directive]Application of Improved Rao-Blackwellized Unscented Particle Filter Algorithm to Integrated Navigation
Received date: 2013-09-30
Online published: 2025-05-30
针对UPF(unscentedparticlefilter)在GPS/INS(globalpositioningsystem/inertialnavigationsystem)组合导航的应用中存在的计算量过大的问题,提出了一种基于全局采样的RBUPF(Rao-Blackwellizedunscentedparticlefilter)算法。该算法引入Rao-Blackwellized滤波思想,降低状态空间中非线性状态的维度;采用全局采样策略,对粒子集运用UKF(unscentedKalmanfilter)得到建议分布。仿真实验表明:这两方面的改进有效的降低了算法的计算量,且在保证较高估计精度的基础上,减小了粒子退化发生的可能性。
朱立新 , 孟燕 , 马春来 . 基于全局采样的RBUPF及其在组合导航中的应用[J]. 弹箭与制导学报, 2014 , 34(5) : 77 -81,122 . DOI: 10.15892/j.cnki.djzdxb.2014.05.020
Since UPF carries out large amount of calculation in application of GPS/INS integrated navigation, an improved algorithm based on global sampling was presented Rao-Blackwellized unscented particle filter (RBUPF). The algorithm introduces the Rao-Blackwellized theorem, reduces dimension of nonlinear state in state space, uses global sampling strategy, applies UKF to particle set to get proposal distribution. The simulation shows these two improvements reduce calculation of the algorithm and ensure the estimation accuracy and reduce the possibility of particle degeneracy.
Key words: UPF; global sampling; hybrid model; RBUPF; GPS/INS; integrated navigation
| [1] | 赵琳, 王小旭, 丁继成. 组合导航系统非线性滤波算法综述[J]. 中国惯性技术学报, 2009, 17(1): 46-54. |
| [2] | Yuan G, Zhang T. Unscented Kalman filtering for ultra-tightly coupled GPS/INS integration[C] // Proceedings of the IEEE International Conference on Mechatronics and Au-tomation, 2009: 4556-4560. |
| [3] | Xu Hui-juan, Wu Mei-ping, Luo Bing. Analysis of extend-ed and unscented kalman filtering for INS/GPS integration[J]. Aerospace Control, 2006, 24(6): 7-46. |
| [4] | 程水英, 张剑云. 粒子滤波评述[J]. 宇航学报, 2008, 29(4): 1099-4112. |
| [5] | Georgy J, Noureldin A, Syed Z. Nonlinear filtering for tightly coupled RISS/GPS integration[C] // Position Loca-tion and Navigation Symposium, 2010: 1014-4021. |
| [6] | Giremus A, Doucet A, Calmettes V, et al. A Rao-Black-wellized particle filter for INS/GPS integration[C] // Pro-ceedings of IEEE International Conference on Acoustics, Speech, and Signal, 2004: 964-971. |
| [7] | Julier S J, Uhlmann JK. Unscented filtering and nonlinear estimation[J]. Proceedings of the IEEE, 2004, 92(3): 401-422. |
| [8] | Akca T, Demirekler M. An adaptive unscented kalman fil-ter for tightly coupled INS/GPS integration[C] // PositionLocation and Navigation Symposium, 2012: 389-395. |
| [9] | 王恵南. GPS导航原理与应用[M]. 北京: 科学出版社, 2003. |
| [10] | Lu W, Hinamoto T. Optimal design of frequency response masking filters using semidefinite programming[J]. IEEE Trans on Circuits and Systems Fundamental Theory and Applications, 2003, 50(4): 557-568. |
| [11] | Rao CR, Blackwell H D. Rao-Blackwell theorem[J] Scholarpedia, 2008, 3(8): 7039. |
| [12] | Giremus A, Doucet A, Calmettes V, et al. A Rao-Black-wellized particle filter for INS/GPS integration[C] // Proceedings of IEEE on International Conference onAcous-tics, Speech, and Signal Processing, 2004, 3: 964-971. |
| [13] | Saha S, Gustafsson F. Particle filtering with dependent noise processes[J]. IEEE Transactions on Signal Pro-cessing, 2012, 60(9): 4497-4508. |
/
| 〈 |
|
〉 |