一种改进的基于联邦卡尔曼滤波器的状态无关融合算法

Xuan Xiao, Jiaxin Liu, Chao Xu, Chen Wang
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摘要

本文提出了一种改进的基于状态独立融合的联邦滤波器最优融合算法,该算法主要解决了估计精度差的状态在融合过程中污染其他状态,导致联邦滤波器系统估计精度降低、收敛速度减慢的问题。这提高了联邦过滤器的稳定性,从而提高了联邦过滤器的鲁棒性。同时,针对Carlson提出的融合算法存在的融合加权矩阵复杂、计算量大、稳定性差的问题,提出了改进的融合算法,改进的融合算法可以降低融合的复杂性,减少过滤系统的运行时间,提高过滤系统的稳定性。
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An Improved State-Independent Fusion Algorithm Based on the Federated Kalman Filters
In this paper, an improved optimal fusion algorithm based on independent fusion of states is proposed for federal filter, which can mainly solve the problem that the state with poor estimation accuracy pollutes other states during fusion, which causes the estimation accuracy of the federated filter system to decrease and the convergence rate to slow down. This improves the stability of the federated filter, thereby improving the robustness of the federal filter. Meanwhile, for the problem of complex fusion weighting matrix, large amount of calculation and poor stability in the fusion algorithm proposed by Carlson, the improved fusion algorithm, the improved fusion algorithm can reduce the complexity of fusion, reduce the operation time of the filtering system, and improve the stability of the filtering system.
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