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提出无迹增量滤波(UIF)的概念,建立一般无迹增量滤波模型及其分析方法,并对具有加性噪声的无迹增量滤波进行了详细讨论,给出其递推算法.在工程实际中,由于环境因素的影响、测量设备的不稳定性、模型和参数的选取不当等原因往往带来未知的系统误差.在这种情况下,传统的无迹Kalman滤波方法(UKF)在递推过程中会产生较大误差,甚至导致发散.提出的无迹增量滤波方法能够成功消除这种未知的系统误差,提高滤波的精度.该方法计算简单,便于工程应用.
The concept of non-trace incremental filter (UIF) is proposed, a general unscented incremental filter model and its analysis method are established, and the non-trace incremental filter with additive noise is discussed in detail. The recursive algorithm is given. In engineering practice, unknown systematic errors often result from the influence of environmental factors, instability of measurement equipment, improper selection of models and parameters, etc. In this case, the traditional unscented Kalman filtering method (UKF) The recursion process will produce large errors and even divergence, and the proposed non-tracking incremental filtering method can successfully eliminate this unknown system error and improve the filtering accuracy.The method is simple and easy to be applied in engineering.