无迹卡尔曼滤波_UKF_的应用比较分析.pdf

第 14卷第 2期 西安文理学院学报: 自然科学版 o.l 14 No. 2 2011年 4月 JournalofX i anUniversity ofArts Science(Nat SciEd), Apr. 2011 : 2011) (UKF) 许迅雷 (西安文理学院 数学系, 陕西 西安 710065) :, ( EKF) ,(UKF). UKF , EKF, UKF, . :(UKF);; ( EKF) : TN953 : A A Com parative Analysis of Unscen ted K alm an F ilter( UKF) XU Xunlei (Department ofM athematics, X i anUniversity ofA rts and Seience, Xi an 710065, China) A bstract: Under theGaussian noise environm ent, the Extended Kalman Filter(EKF) is of low precision and can result in filtering divergence in target tracking. In this study, theUnscented Kalman Filter(UKF) is applied in target tracking of nonlinear system. Smi ulation results show that, compared w ith EKF, UKF is superior in convergence velocity and is of stronger adaptive ability in noisy environment. TheAlgorithm Implementation proves to be smi pler. K ey words: Unscented Kalman Filter(UKF); target tracking; ExtendedKalman Filter(EKF) ,, . ,, , . : xk =f k (xk - 1, vk - 1) ( 1) z = h (x , n ) ( 2) k k k k Z = {z , z , , z } , X = {x , x , , x } k . k 1 2 k k 1 2 k , p (xk |Zk ). , . , , ., , , (Kalm an Filter, KF). : : ( 1978 ), ,, ,. : . 58 西安文理学院学报: 自然科学版 第 14卷 , ,, ( Extension ofKalm an Filter, EKF) ., . EKF: , , ; ( Jacobian) ; EKF,, . ,(Unscented transform, UT), (UnscentedKalm an Filter, UKF). EKF, ., ( Jacobian)(H essian), EKF.