Adaptively robust filter with multi adaptive factors

作者：Yang Yuanxi^*; Cui Xianqiang

来源：Survey Review, 2008, 40(309): 260-270.

DOI：10.1179/003962608X325330

• adaptive filter
• robust estimation
• multi adaptive factors
• navigation

An adaptively robust filter with multi adaptive factors is proposed, based on the principles of adaptive Kalman filter and bifactor robust estimation for correlated observations. The estimator of the adaptive filter with multi adaptive factors is derived The corresponding adaptive factors for the components of the position vector and velocity vector are set up based on the discrepancy of the predicted state from the kinematic model and the estimated state from the measurements. The adaptively robust filter with multi adaptive factors is more fiexible in controlling the disturbing effects of the state components compared to the adaptively robust filters with unified adaptive factor and classified adaptive factors. The existing problems of the adaptive filter with multi adaptive factors are analyzed An actual GPS dada set of an aircraft is calculated and analyzed with four schemes. It is shown by the actual calculation that the results of the adaptive filter with multi adaptive factors are slightly superior to those of the adaptive filter with unified adaptive factor However, the new adoptively robust filter cannot be applied when the number of measurements at some epochs is smaller than the number of state parameters. It is proposed that the adaptively robust filter with multi adaptive factors and that with unified adaptive factor could be integrated in practical applications.

• 出版日期2008-7
• 单位长安大学; 西安测绘研究所