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CN103528587A - Autonomous integrated navigation system - Google Patents

Autonomous integrated navigation system Download PDF

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CN103528587A
CN103528587A CN201310502827.8A CN201310502827A CN103528587A CN 103528587 A CN103528587 A CN 103528587A CN 201310502827 A CN201310502827 A CN 201310502827A CN 103528587 A CN103528587 A CN 103528587A
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CN103528587B (en
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高社生
魏文辉
赵岩
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Northwestern Polytechnical University
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    • GPHYSICS
    • G01MEASURING; TESTING
    • G01CMEASURING DISTANCES, LEVELS OR BEARINGS; SURVEYING; NAVIGATION; GYROSCOPIC INSTRUMENTS; PHOTOGRAMMETRY OR VIDEOGRAMMETRY
    • G01C21/00Navigation; Navigational instruments not provided for in groups G01C1/00 - G01C19/00
    • G01C21/20Instruments for performing navigational calculations
    • GPHYSICS
    • G01MEASURING; TESTING
    • G01CMEASURING DISTANCES, LEVELS OR BEARINGS; SURVEYING; NAVIGATION; GYROSCOPIC INSTRUMENTS; PHOTOGRAMMETRY OR VIDEOGRAMMETRY
    • G01C21/00Navigation; Navigational instruments not provided for in groups G01C1/00 - G01C19/00
    • G01C21/10Navigation; Navigational instruments not provided for in groups G01C1/00 - G01C19/00 by using measurements of speed or acceleration
    • G01C21/12Navigation; Navigational instruments not provided for in groups G01C1/00 - G01C19/00 by using measurements of speed or acceleration executed aboard the object being navigated; Dead reckoning
    • G01C21/16Navigation; Navigational instruments not provided for in groups G01C1/00 - G01C19/00 by using measurements of speed or acceleration executed aboard the object being navigated; Dead reckoning by integrating acceleration or speed, i.e. inertial navigation
    • G01C21/165Navigation; Navigational instruments not provided for in groups G01C1/00 - G01C19/00 by using measurements of speed or acceleration executed aboard the object being navigated; Dead reckoning by integrating acceleration or speed, i.e. inertial navigation combined with non-inertial navigation instruments

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Abstract

The invention relates to an autonomous integrated navigation system which belongs to the technical field of navigation systems. The SINS (Strapdown Inertial Navigation System)/SAR (Synthetic Aperture Radar)/CNS (Celestial Navigation System) integrated navigation system takes SINS as a main navigation system and SAR and CNS as aided navigation systems and is established by the following steps: firstly, designing SINS/SAR and SINS/CNS navigation sub-filters, calculating to obtain two groups of local optimal estimation values and local optimal error covariance matrixes of the integrated navigation system state, then transmitting the two groups of local optimal estimation values into a main filter by a federal filter technology for fusion to obtain an overall optimal estimation value and an overall optimal error covariance matrix, and finally, performing real-time correction on the error according to the overall optimal estimation value so as to obtain an optimal estimation fusion algorithm of the SINS/SAR/CNS integrated navigation system. The autonomous integrated navigation system, disclosed by the invention, is less in calculation amount and high in reliability, is applicable to aircrafts in near space, aircrafts flying back and forth in the aerospace, aircrafts for carrying ballistic missiles, orbit spacecrafts and the like, and has wide application prospect.

Description

autonomous integrated navigation system
Technical Field
The invention relates to an autonomous integrated navigation system, and belongs to the technical field of navigation systems.
Background
The autonomous navigation means that the position and the speed of the aircraft can be autonomously and accurately determined under the condition of not depending on measurement and control of ground personnel. That is, when the aircraft is in an unknown, complex, dynamic, non-structural environment, the desired destination can be reached through environmental perception without human intervention, while minimizing time or energy consumption. The autonomous navigation sensor has 4 characteristics: autonomous, real-time, passive, and independent of ground information.
Autonomous navigation is a new and strongly challenging research topic which is actually proposed for the development of military aircrafts (military satellites, military airplanes, cruise bombs and the like) in China. The development of military aircraft navigation technology towards autonomous integrated navigation is a necessary trend.
Autonomous navigation techniques include inertial navigation, astronomical navigation, radio navigation, satellite navigation, geomagnetic navigation, terrain/image, and various visual information navigation. The inertial navigation system senses the acceleration of the carrier in the motion process by using inertial elements such as an accelerometer and the like, and then obtains navigation parameters such as the position, the speed and the like of the carrier through integral calculation. The inertial navigation system has the advantages of complete autonomy, strong confidentiality, difficult interference from external conditions and human factors, all weather and no weather limitation, but has the biggest defect that errors can be accumulated along with the lapse of time. The astronomical navigation system utilizes an optical telescope or a radio telescope to receive electromagnetic waves transmitted by a star body to track the star body, has high attitude measurement precision, and is an ideal navigation mode for high-altitude and space aircrafts with thin air. The radio navigation system measures navigation parameters by using a radio technology, including Doppler effect speed measurement, radar distance measurement and direction measurement, positioning by a navigation station and the like, and the output information of the radio navigation system is mainly the position of a carrier. The satellite navigation system is a combination of astronomical navigation and radio navigation, and a typical satellite navigation system comprises a GPS system in the United states, a Galileo system in Europe and a Beidou system in China, and has the advantages of high navigation precision, simplicity in use and the like, but the positioning precision depends on the number and geometric distribution of visible stars seriously, the precision is greatly reduced due to the small number of visible stars in an area with poor observation environment, and signals are easy to interfere or shield. The geomagnetic navigation technology is used as a passive autonomous navigation method, has the advantages of strong anti-interference capability, no accumulated error and the like, has the defect of poor precision, and is more suitable for being used as an auxiliary navigation method for cruise missiles, surface ships, underwater vehicles and the like.
Obviously, it is difficult to completely realize high-precision autonomous navigation by any single navigation system in the prior art. The high-precision autonomous navigation is completed by an integrated navigation system consisting of a plurality of airborne sensors, and the key technology for realizing the high-precision autonomous navigation is multi-sensor information fusion. The multisensor information fusion is widely applied to the comprehensive processing process of multisource information as a newly-rising frontier and very wide research field. The method comprehensively utilizes different characteristics of various sensors, can comprehensively acquire different attribute information of the target from multiple directions, improves the coverage range of the autonomous navigation system in time and space, improves the use efficiency of the navigation sensor information and increases the reliability of the information. Particularly, various filtering algorithms appear, and theoretical bases and mathematical tools are provided for the combined navigation system.
At present, the filtering methods adopted by the combined pilot system in engineering are mainly Kalman Filtering (KF) and Extended Kalman Filtering (EKF). The KF requires that a system mathematical model must be linear, and when the integrated navigation system model has nonlinear characteristics, the linear model is still adopted to describe the integrated navigation system and the KF is used for filtering, so that the approximation error of the linear model can be caused.
Although EKF is widely used in the nonlinear filtering of integrated navigation systems, it still has theoretical limitations, which are shown in: (1) when the system nonlinearity is serious, neglecting the high-order term of the Taylor expansion will cause the linearization error to increase, resulting in the filtering error of the EKF increasing and even diverging; (2) the calculation of the Jacobian matrix is complex, the calculation amount is large, the implementation is difficult in practical application, and sometimes even the Jacobian matrix of a nonlinear function is difficult to obtain; (3) the EKF treats the model error in the state equation as process noise, and is assumed to be white Gaussian noise which is not consistent with the actual noise condition of the integrated navigation system; meanwhile, the EKF is derived based on KF and has strict requirements on the statistical characteristics of the initial state of the system. The EKF is therefore poorly robust with respect to system model uncertainty.
The nonlinear filtering methods such as Model Prediction Filtering (MPF), Particle Filtering (PF) and Unscented Kalman Filtering (UKF) and the interactive multi-model algorithm which are presented in the recent period have respective unique advantages in the aspects of processing the nonlinear filtering problem in the integrated navigation system, overcoming model uncertainty and the like. Although they have achieved some theoretical success in applications of integrated navigation systems, there are the following problems of concern: (1) the selection of the importance function directly influences the performance of the PF, and the development of the general rule research of PF importance function selection is of great significance; at present, aiming at a plurality of practical problems, a plurality of improved algorithms for selecting importance functions appear, but the selection methods of the importance functions applied to the integrated navigation system are few, and further theoretical analysis is needed; (2) although the classical resampling method can effectively overcome the particle shortage, the calculated amount increases in a series manner along with the increase of the number of particles, the real-time performance of the system is deteriorated, and the problem that how to solve the realizability of particle filtering in the integrated navigation system becomes a main problem; (3) there is no mathematical theory to answer the problem of how the PF converges under what conditions, and therefore it becomes very difficult to evaluate and analyze the performance of the PF in the integrated navigation system application.
For UT transformation and UKF, although the precision proof of the UT transformation can be obtained at present, the UKF algorithm can not give stability analysis like EKF, which influences the application of the UKF algorithm in the integrated navigation system. The UKF has various sampling strategies, and the sampling strategies have low precision, cannot accurately obtain high-order item information of a nonlinear system, and have poor filtering effect on the nonlinear system. Or the accuracy is high, but the calculation is too complex and the real-time performance is poor, so that the UKF algorithm is difficult to realize in the integrated navigation system.
Therefore, the existing filtering technology can not completely meet the requirement of high-precision autonomous navigation, an autonomous navigation high-precision nonlinear algorithm and a data real-time processing technology need to be deeply researched, a new way is found for solving the basic theory and basic technical problem of autonomous navigation of military aircrafts, and the operational capacity of the military aircrafts is further improved.
Disclosure of Invention
The invention aims to provide an SINS/SAR/CNS autonomous integrated navigation system based on comprehensive optimal correction, which utilizes a high-precision filtering technology and a multi-source information fusion technology to perform information processing and fusion on attitude and position information output by an inertial navigation system, a synthetic aperture radar and an astronomical navigation system, and further performs comprehensive optimal estimation and correction on navigation errors so as to improve the precision of the integrated navigation system.
In order to achieve the purpose, the technical scheme of the invention is as follows:
in the design of an SINS/SAR/CNS integrated navigation system, the SINS can provide three-dimensional attitude, speed and position information all day long, and has good concealment and strong anti-interference capability, so the SINS is used as a main navigation system, and the SAR and the CNS are used as auxiliary navigation systems to form the SINS/SAR/CNS integrated navigation system. The method comprises the following steps:
firstly, designing SINS/SAR and SINS/CNS navigation sub-filters, and obtaining two groups of local optimal estimated values of the state of the integrated navigation system through calculation
Figure BSA0000096629560000031
Covariance matrix of sum local optimum errors
Figure BSA0000096629560000032
Then, by adopting a federal filtering technology, two groups of local optimal estimated values are sent to a main filter for information fusion to obtain a global optimal estimated value of the system state
Figure BSA0000096629560000033
Covariance matrix of global optimum errors
Figure BSA0000096629560000034
(ii) a Finally, the global optimum estimated value of the state is obtainedAnd correcting the error of the strapdown inertial navigation system in real time. Because both the CNS and the SAR can not output the height information of the carrier, the system adopts the height information of the carrier output by the air pressure altimeter to correct the SINS height channel so as to inhibit the dispersion problem of the SINS height channel. The SINS/SAR/CNS integrated navigation system optimal estimation fusion algorithm is
<math> <mrow> <mfenced open='{' close='' separators=' '> <mtable> <mtr> <mtd> <msub> <mi>&Sigma;</mi> <mrow> <mover> <mi>X</mi> <mo>^</mo> </mover> <mrow> <mo>,</mo> <mi>g</mi> </mrow> </mrow> </msub> <mo>=</mo> <msup> <mrow> <mo>(</mo> <msubsup> <mi>&Sigma;</mi> <mrow> <mover> <mi>X</mi> <mo>^</mo> </mover> <mo>,</mo> <mn>1</mn> </mrow> <mrow> <mo>-</mo> <mn>1</mn> </mrow> </msubsup> <mo>+</mo> <msubsup> <mi>&Sigma;</mi> <mrow> <mover> <mi>X</mi> <mo>^</mo> </mover> <mo>,</mo> <mn>2</mn> </mrow> <mrow> <mo>-</mo> <mn>1</mn> </mrow> </msubsup> <mo>)</mo> </mrow> <mrow> <mo>-</mo> <mn>1</mn> </mrow> </msup> </mtd> </mtr> <mtr> <mtd> <msub> <mover> <mi>X</mi> <mo>^</mo> </mover> <mi>g</mi> </msub> <mo>=</mo> <msub> <mi>&Sigma;</mi> <mrow> <mover> <mi>X</mi> <mo>^</mo> </mover> <mo>,</mo> <mi>g</mi> </mrow> </msub> <mrow> <mo>(</mo> <msubsup> <mi>&Sigma;</mi> <mrow> <mover> <mi>X</mi> <mo>^</mo> </mover> <mo>,</mo> <mn>1</mn> </mrow> <mrow> <mo>-</mo> <mn>1</mn> </mrow> </msubsup> <msub> <mover> <mi>X</mi> <mo>^</mo> </mover> <mn>1</mn> </msub> <mo>+</mo> <msubsup> <mi>&Sigma;</mi> <mrow> <mover> <mi>X</mi> <mo>^</mo> </mover> <mo>,</mo> <mn>2</mn> </mrow> <mrow> <mo>-</mo> <mn>1</mn> </mrow> </msubsup> <msub> <mover> <mi>X</mi> <mo>^</mo> </mover> <mn>2</mn> </msub> <mo>)</mo> </mrow> </mtd> </mtr> </mtable> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>1</mn> <mo>-</mo> <mn>1</mn> <mo>)</mo> </mrow> </mfenced> <mo>.</mo> </mrow> </math>
The autonomous integrated navigation system sets a mathematical model of the SINS/SAR/CNS integrated navigation system as follows:
(1) the state equation is as follows: in the SINS/SAR/CNS integrated navigation system, because the positioning accuracy of SAR and CNS is high, the error is far smaller than that of SINS, and the error does not accumulate along with time. Therefore, in order to reduce the system dimension, the navigation error of the SAR and the CNS is considered as white gaussian noise, and is not listed as the state quantity of the integrated navigation system, and only the system error of the SINS is considered as the system state quantity of the SINS/SAR/CNS integrated navigation system.
Selecting a northeast (E-N-U) geographic coordinate system g as a navigation coordinate system N of the integrated navigation system, and selecting the state x (t) of the SINS/SAR/CNS integrated navigation system as
<math> <mrow> <mi>x</mi> <mrow> <mo>(</mo> <mi>t</mi> <mo>)</mo> </mrow> <mo>=</mo> <msup> <mrow> <mo>[</mo> <msup> <mrow> <mo>(</mo> <mi>&delta;q</mi> <mo>)</mo> </mrow> <mi>T</mi> </msup> <mo>,</mo> <msup> <mrow> <mo>(</mo> <mi>&delta;V</mi> <mo>)</mo> </mrow> <mi>T</mi> </msup> <mo>,</mo> <msup> <mrow> <mo>(</mo> <mi>&delta;P</mi> <mo>)</mo> </mrow> <mi>T</mi> </msup> <mo>,</mo> <msup> <mi>&epsiv;</mi> <mi>T</mi> </msup> <mo>,</mo> <msup> <mo>&dtri;</mo> <mi>T</mi> </msup> <mo>]</mo> </mrow> <mi>T</mi> </msup> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>1</mn> <mo>)</mo> </mrow> </mrow> </math>
Wherein δ q = [ δ ]q0、δq1、δq2、δq3]TIs an attitude error quaternion of SINS; δ V = [ δ V =E、δVN、δVU]TThe velocity errors in the east, north and sky directions of the SINS are obtained; δ P = [ δ L, δ λ, δ h]TLatitude, longitude and altitude errors for SINS; ε = [ ε ]x、εy、εx]TRepresenting randomness of a topDrifting;
Figure BSA0000096629560000041
is the constant bias of the accelerometer.
The state equation of the SINS/SAR/CNS integrated navigation system obtained according to the formula (1) is
<math> <mrow> <mover> <mi>x</mi> <mo>&CenterDot;</mo> </mover> <mo>=</mo> <mi>f</mi> <mrow> <mo>(</mo> <mi>x</mi> <mo>,</mo> <mi>t</mi> <mo>)</mo> </mrow> <mo>+</mo> <mi>G</mi> <mrow> <mo>(</mo> <mi>t</mi> <mo>)</mo> </mrow> <mi>w</mi> <mrow> <mo>(</mo> <mi>t</mi> <mo>)</mo> </mrow> <mo>;</mo> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>2</mn> <mo>)</mo> </mrow> </mrow> </math>
Wherein f (x, t) is the state matrix of the system; w (t) = [ wgx,wgy,wgz,wax,way,waz]TRepresents the system noise, [ w ]gx、wgy、wgz]Is white noise of the gyro, [ w ]ax、way、waz]White noise for an accelerometer; g (t) is a noise driving matrix of the system, and the system state matrix and the noise driving matrix are respectively
<math> <mrow> <mi>f</mi> <mrow> <mo>(</mo> <mi>x</mi> <mo>,</mo> <mi>t</mi> <mo>)</mo> </mrow> <mo>=</mo> <mfenced open='[' close=']'> <mtable> <mtr> <mtd> <mi>B</mi> <mrow> <mo>(</mo> <mi>I</mi> <mo>-</mo> <msubsup> <mi>C</mi> <mi>n</mi> <mi>c</mi> </msubsup> <mo>)</mo> </mrow> <msubsup> <mi>&omega;</mi> <mi>in</mi> <mi>n</mi> </msubsup> <mo>-</mo> <msubsup> <mi>BC</mi> <mi>b</mi> <mi>c</mi> </msubsup> <msup> <mi>&epsiv;</mi> <mi>b</mi> </msup> </mtd> </mtr> <mtr> <mtd> <mrow> <mo>(</mo> <mi>I</mi> <mo>-</mo> <msubsup> <mi>C</mi> <mi>c</mi> <mi>n</mi> </msubsup> <mo>)</mo> </mrow> <msubsup> <mi>C</mi> <mi>b</mi> <mi>c</mi> </msubsup> <msup> <mi>f</mi> <mi>b</mi> </msup> <mo>-</mo> <mrow> <mo>(</mo> <mn>2</mn> <msubsup> <mi>&omega;</mi> <mi>ie</mi> <mi>n</mi> </msubsup> <mo>+</mo> <msubsup> <mi>&omega;</mi> <mi>en</mi> <mi>n</mi> </msubsup> <mo>)</mo> </mrow> <mo>&times;</mo> <msup> <mi>&delta;V</mi> <mi>n</mi> </msup> <mo>-</mo> <mrow> <mo>(</mo> <mn>2</mn> <mi>&delta;</mi> <msubsup> <mi>&omega;</mi> <mi>ie</mi> <mi>n</mi> </msubsup> <mo>+</mo> <msubsup> <mi>&delta;&omega;</mi> <mi>en</mi> <mi>n</mi> </msubsup> <mo>)</mo> </mrow> <mo>&times;</mo> <msup> <mi>V</mi> <mi>n</mi> </msup> <mo>+</mo> <msubsup> <mi>C</mi> <mi>b</mi> <mi>c</mi> </msubsup> <msup> <mo>&dtri;</mo> <mi>b</mi> </msup> </mtd> </mtr> <mtr> <mtd> <mi>M&delta;V</mi> <mo>+</mo> <mi>N&delta;L</mi> </mtd> </mtr> <mtr> <mtd> <msub> <mn>0</mn> <mrow> <mn>3</mn> <mo>&times;</mo> <mn>1</mn> </mrow> </msub> </mtd> </mtr> <mtr> <mtd> <msub> <mn>0</mn> <mrow> <mn>3</mn> <mo>&times;</mo> <mn>1</mn> </mrow> </msub> </mtd> </mtr> </mtable> </mfenced> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>3</mn> <mo>)</mo> </mrow> </mrow> </math>
<math> <mrow> <mi>G</mi> <mrow> <mo>(</mo> <mi>t</mi> <mo>)</mo> </mrow> <mo>=</mo> <mfenced open='[' close=']'> <mtable> <mtr> <mtd> <msubsup> <mi>C</mi> <mi>b</mi> <mi>c</mi> </msubsup> </mtd> <mtd> <msub> <mn>0</mn> <mrow> <mn>3</mn> <mo>&times;</mo> <mn>3</mn> </mrow> </msub> </mtd> </mtr> <mtr> <mtd> <msub> <mn>0</mn> <mrow> <mn>3</mn> <mo>&times;</mo> <mn>3</mn> </mrow> </msub> </mtd> <mtd> <msubsup> <mi>C</mi> <mi>b</mi> <mi>c</mi> </msubsup> </mtd> </mtr> <mtr> <mtd> <msub> <mn>0</mn> <mrow> <mn>3</mn> <mo>&times;</mo> <mn>3</mn> </mrow> </msub> </mtd> <mtd> <msub> <mn>0</mn> <mrow> <mn>3</mn> <mo>&times;</mo> <mn>3</mn> </mrow> </msub> </mtd> </mtr> <mtr> <mtd> <msub> <mn>0</mn> <mrow> <mn>3</mn> <mo>&times;</mo> <mn>3</mn> </mrow> </msub> </mtd> <mtd> <msub> <mn>0</mn> <mrow> <mn>3</mn> <mo>&times;</mo> <mn>3</mn> </mrow> </msub> </mtd> </mtr> <mtr> <mtd> <msub> <mn>0</mn> <mrow> <mn>3</mn> <mo>&times;</mo> <mn>3</mn> </mrow> </msub> </mtd> <mtd> <msub> <mn>0</mn> <mrow> <mn>3</mn> <mo>&times;</mo> <mn>3</mn> </mrow> </msub> </mtd> </mtr> </mtable> </mfenced> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>4</mn> <mo>)</mo> </mrow> </mrow> </math>
(2) The measurement equation is as follows:
measuring equation of SINS/SAR subsystem: the synthetic aperture radar can obtain horizontal position information and course angle information of the carrier through image matching, and the strapdown inertial navigation system can obtain attitude, speed and position information of the carrier through resolving angular motion information and linear motion information output by a gyroscope and acceleration. Since the SAR cannot obtain the height information of the carrier, in order to inhibit the dispersion of the SINS height channel, the air pressure altimeter is adopted to measure the height information of the carrier. Therefore, the difference between the course angle information and the position information output by the strapdown inertial navigation and the course angle information and the horizontal position information output by the synthetic aperture radar and the carrier height information output by the air pressure altimeter can be used as a measurement quantity, and the measurement equation of the SINS/SAR combined navigation system is as follows
z1(t)=h1(x,t)+v1(t) (9)
In the formula, h1(x, t) is a nonlinear function of the measurement equation, v (t) = [ delta ψS,δLS,δλS,δhe]TFor white noise measurement, the mean is zero.
Measuring equation of SINS/CNS subsystem: in the SINS/CNS integrated navigation subsystem, the inertial navigation system can obtain the attitude quaternion and the position information of the carrier. The astronomical navigation system can acquire the attitude quaternion of the carrier and the horizontal position information (longitude and latitude) of the carrier by observing the celestial body through the star sensor, but cannot acquire the height information of the carrier, so that an altitude barometer is required to be introduced to observe the height information of the carrier, and the dispersion of an SINS altitude channel is inhibited. Selecting the difference between the carrier attitude quaternion and position information output by the inertial navigation system, the carrier attitude quaternion and horizontal position information output by the astronomical navigation system and the carrier height information output by the height barometer as a measurement equation, wherein the measurement equation of the SINS/CNS integrated navigation subsystem is
z2(t)=h2(t)x(t)+v,2(t) (11)
In the formula, h2(t) is a measurement matrix, v2(t)=[δqC0,δqC1,δqC2,δqC3,δLC,δλC,δhe]TFor white noise measurement, the mean is zero.
(3) The self-guided navigation high-precision nonlinear filtering algorithm comprises the following steps: a set of high-precision and nonlinear filtering algorithms suitable for an SINS/CNS/SAR autonomous integrated navigation system is designed, and the set of algorithms comprises:
firstly, an robust self-adaptive Unscented particle filter algorithm; fading self-adaptive Unscented particle filtering; thirdly, fuzzy robust adaptive particle filtering; fourthly, self-adaptive SVD-UKF filtering algorithm is adopted; adaptive square root Unscented particle filtering. The method comprises the following specific steps:
the robust adaptive Unscented particle filter algorithm comprises the following steps:
the robust adaptive Unscented particle filter fully absorbs the advantages of robust estimation, robust adaptive filtering and particle filtering, combines the robust estimation principle with UPF through equivalent weight factors and adaptive factors, selects proper weight functions and adaptive factors to control state model information and measurement model information, and inhibits the influence of abnormal interference.
The steps of the robust adaptive Unscented particle filter algorithm are as follows:
(a) initializing, extracting N particles according to the initial mean value and the mean square error, and at the moment k =0,
Figure BSA0000096629560000051
i is 1, 2, …, N, and the weight is set to
Figure BSA0000096629560000055
(b) At time k =1, 2, …, N, the following order is calculated:
(b1) calculating equivalence weights
Figure BSA0000096629560000052
And an adaptation factor alpha. And constructing an equivalent weight function by using an IGG scheme, wherein the IGG method belongs to a weight reduction function, namely, the robust limitation is carried out on the measurement value, and if the reciprocal of the robust limitation is taken, the equivalent weight function is defined as a variance expansion factor function.
Let the equivalence weight matrix be <math> <mrow> <mover> <mi>P</mi> <mo>&OverBar;</mo> </mover> <mo>=</mo> <mi>diag</mi> <mrow> <mo>(</mo> <msub> <mover> <mi>P</mi> <mo>&OverBar;</mo> </mover> <mn>1</mn> </msub> <mo>,</mo> <msub> <mover> <mi>P</mi> <mo>&OverBar;</mo> </mover> <mn>2</mn> </msub> <mo>,</mo> <mo>.</mo> <mo>.</mo> <mo>.</mo> <mo>,</mo> <msub> <mover> <mi>P</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> </msub> <mo>)</mo> </mrow> <mo>,</mo> </mrow> </math>
<math> <mrow> <msub> <mover> <mi>P</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> </msub> <mo>=</mo> <mfenced open='(' close=''> <mtable> <mtr> <mtd> <msub> <mi>p</mi> <mi>k</mi> </msub> </mtd> <mtd> <mo>|</mo> <msub> <mi>V</mi> <mi>k</mi> </msub> <mo>|</mo> <mo>&le;</mo> <msub> <mi>k</mi> <mn>0</mn> </msub> </mtd> </mtr> <mtr> <mtd> <msub> <mi>p</mi> <mi>k</mi> </msub> <mfrac> <msub> <mi>k</mi> <mn>0</mn> </msub> <mrow> <mo>|</mo> <msub> <mi>V</mi> <mi>k</mi> </msub> <mo>|</mo> </mrow> </mfrac> </mtd> <mtd> <msub> <mi>k</mi> <mn>0</mn> </msub> <mo>&lt;</mo> <mo>|</mo> <msub> <mi>V</mi> <mi>k</mi> </msub> <mo>|</mo> <mo>&le;</mo> <msub> <mi>k</mi> <mn>1</mn> </msub> </mtd> </mtr> <mtr> <mtd> <mn>0</mn> </mtd> <mtd> <mo>|</mo> <msub> <mi>V</mi> <mi>k</mi> </msub> <mo>|</mo> <mo>></mo> <msub> <mi>k</mi> <mn>1</mn> </msub> </mtd> </mtr> </mtable> </mfenced> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>12</mn> <mo>)</mo> </mrow> </mrow> </math>
Another expression may be used as desired
<math> <mrow> <msub> <mover> <mi>P</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> </msub> <mo>=</mo> <mfenced open='(' close=''> <mtable> <mtr> <mtd> <msub> <mi>p</mi> <mi>i</mi> </msub> </mtd> <mtd> <mo>|</mo> <msub> <mi>V</mi> <mi>k</mi> </msub> <mo>|</mo> <mo>&le;</mo> <msub> <mi>k</mi> <mn>0</mn> </msub> </mtd> </mtr> <mtr> <mtd> <msub> <mi>p</mi> <mi>k</mi> </msub> <mfrac> <msub> <mi>k</mi> <mn>0</mn> </msub> <mrow> <mo>|</mo> <msub> <mi>V</mi> <mi>k</mi> </msub> <mo>|</mo> </mrow> </mfrac> <mfrac> <msup> <mrow> <mo>(</mo> <msub> <mi>k</mi> <mn>1</mn> </msub> <mo>-</mo> <mo>|</mo> <msub> <mi>V</mi> <mi>k</mi> </msub> <mo>|</mo> <mo>)</mo> </mrow> <mn>2</mn> </msup> <msup> <mrow> <mo>(</mo> <msub> <mi>k</mi> <mn>1</mn> </msub> <mo>-</mo> <msub> <mi>k</mi> <mn>0</mn> </msub> <mo>)</mo> </mrow> <mn>2</mn> </msup> </mfrac> </mtd> <mtd> <msub> <mi>k</mi> <mn>0</mn> </msub> <mo>&le;</mo> <mo>|</mo> <msub> <mi>V</mi> <mi>k</mi> </msub> <mo>|</mo> <mo>&lt;</mo> <msub> <mi>k</mi> <mn>1</mn> </msub> </mtd> </mtr> <mtr> <mtd> <mn>0</mn> </mtd> <mtd> <msub> <mi>k</mi> <mn>1</mn> </msub> <mo>&le;</mo> <mo>|</mo> <msub> <mi>V</mi> <mi>k</mi> </msub> <mo>|</mo> </mtd> </mtr> </mtable> </mfenced> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>13</mn> <mo>)</mo> </mrow> </mrow> </math>
Wherein k is0∈(1,1.5),k1∈(3,8),VkIs an observed value lkThe residual vector of (a) is calculated,
Figure BSA0000096629560000062
Figure BSA0000096629560000063
is the estimated value of the state parameter at the current moment. The adaptive factor is selected as follows
<math> <mrow> <msub> <mi>&alpha;</mi> <mi>k</mi> </msub> <mo>=</mo> <mfenced open='(' close=''> <mtable> <mtr> <mtd> <mn>1</mn> </mtd> <mtd> <mo>|</mo> <mi>&Delta;</mi> <msub> <mover> <mi>x</mi> <mo>~</mo> </mover> <mi>k</mi> </msub> <mo>|</mo> <mo>&le;</mo> <msub> <mi>c</mi> <mn>0</mn> </msub> </mtd> </mtr> <mtr> <mtd> <mfrac> <msub> <mi>c</mi> <mn>0</mn> </msub> <mrow> <mo>|</mo> <mi>&Delta;</mi> <msub> <mover> <mi>x</mi> <mo>~</mo> </mover> <mi>k</mi> </msub> <mo>|</mo> </mrow> </mfrac> <mfrac> <msup> <mrow> <mo>(</mo> <msub> <mi>c</mi> <mn>1</mn> </msub> <mo>-</mo> <mo>|</mo> <mi>&Delta;</mi> <msub> <mover> <mi>x</mi> <mo>~</mo> </mover> <mi>k</mi> </msub> <mo>|</mo> <mo>)</mo> </mrow> <mn>2</mn> </msup> <msup> <mrow> <mo>(</mo> <msub> <mi>c</mi> <mn>1</mn> </msub> <mo>-</mo> <msub> <mi>c</mi> <mn>0</mn> </msub> <mo>)</mo> </mrow> <mn>2</mn> </msup> </mfrac> </mtd> <mtd> <msub> <mi>c</mi> <mn>0</mn> </msub> <mo>&le;</mo> <mo>|</mo> <mi>&Delta;</mi> <msub> <mover> <mi>x</mi> <mo>~</mo> </mover> <mi>k</mi> </msub> <mo>|</mo> <mo>&lt;</mo> <msub> <mi>c</mi> <mn>1</mn> </msub> </mtd> </mtr> <mtr> <mtd> <mn>0</mn> </mtd> <mtd> <msub> <mi>c</mi> <mn>1</mn> </msub> <mo>&le;</mo> <mo>|</mo> <mi>&Delta;</mi> <msub> <mover> <mi>x</mi> <mo>~</mo> </mover> <mi>k</mi> </msub> <mo>|</mo> </mtd> </mtr> </mtable> </mfenced> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>14</mn> <mo>)</mo> </mrow> </mrow> </math>
Wherein c is0∈(1,1.5),c1∈(3,8),
Figure BSA0000096629560000065
tr (-) denotes the trace of the matrix,to predict a value, i.e.
Figure BSA0000096629560000067
It can be seen that the weight function and the form of the adaptation factor construction are substantially the same, and both are important adjustment factors. The former is selected by judging the residual error, and the latter is selected according to the difference between the state estimation value and the predicted value
Figure BSA0000096629560000068
To select.
(b2) Calculating Sigma point, updating particle by UKF algorithm
Figure BSA0000096629560000069
To obtain
Figure BSA00000966295600000610
And is
Figure BSA00000966295600000611
Satisfy the requirement of
Figure BSA00000966295600000612
Let a new sample be
Figure BSA00000966295600000613
2N +1 Sigma point samples of
<math> <mrow> <msubsup> <mi>&chi;</mi> <mrow> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>=</mo> <mo>[</mo> <msubsup> <mover> <mi>x</mi> <mo>&OverBar;</mo> </mover> <mrow> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>,</mo> <msubsup> <mover> <mi>x</mi> <mo>&OverBar;</mo> </mover> <mrow> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>+</mo> <msqrt> <mrow> <mo>(</mo> <mi>N</mi> <mo>+</mo> <mi>&lambda;</mi> <mo>)</mo> </mrow> <msubsup> <mi>P</mi> <mrow> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> </msqrt> <mo>,</mo> <msubsup> <mover> <mi>x</mi> <mo>&OverBar;</mo> </mover> <mrow> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>-</mo> <msqrt> <mrow> <mo>(</mo> <mi>N</mi> <mo>+</mo> <mi>&lambda;</mi> <mo>)</mo> </mrow> <msubsup> <mi>P</mi> <mrow> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> </msqrt> <mo>]</mo> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>15</mn> <mo>)</mo> </mrow> </mrow> </math>
Wherein λ = α2(n + v) represents a scale factor, v is a second order scale factor,n is the number of sampling particles, alpha determines the dispersion degree of the sampling points to the prediction mean value, and beta is generally taken as a value according to the prior knowledge (the optimal value for Gaussian distribution is (b2), and W is taken asjRepresents the weight of the jth Sigma point and satisfies the Sigma Wj=1,j=0,1,…2N。
(c) Calculating the weight <math> <mrow> <msubsup> <mi>w</mi> <mi>k</mi> <mi>i</mi> </msubsup> <mo>=</mo> <msubsup> <mi>w</mi> <mrow> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mfrac> <mrow> <mi>p</mi> <mrow> <mo>(</mo> <msub> <mi>y</mi> <mi>k</mi> </msub> <mo>|</mo> <msubsup> <mover> <mi>x</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> <msup> <mi>i</mi> <mo>*</mo> </msup> </msubsup> <mo>)</mo> </mrow> <mi>p</mi> <mrow> <mo>(</mo> <msubsup> <mover> <mi>x</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> <msup> <mi>i</mi> <mo>*</mo> </msup> </msubsup> <mo>|</mo> <msubsup> <mover> <mi>x</mi> <mo>&OverBar;</mo> </mover> <mrow> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <msup> <mi>i</mi> <mo>*</mo> </msup> </msubsup> <mo>)</mo> </mrow> </mrow> <mrow> <mi>q</mi> <mrow> <mo>(</mo> <msubsup> <mover> <mi>x</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> <msup> <mi>i</mi> <mo>*</mo> </msup> </msubsup> <mo>|</mo> <msubsup> <mover> <mi>x</mi> <mo>&OverBar;</mo> </mover> <mrow> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <msup> <mi>i</mi> <mo>*</mo> </msup> </msubsup> <mo>,</mo> <msub> <mi>l</mi> <mi>k</mi> </msub> <mo>)</mo> </mrow> </mrow> </mfrac> <mo>,</mo> </mrow> </math> And is normalized to <math> <mrow> <msubsup> <mover> <mi>w</mi> <mo>~</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> <mo>=</mo> <msubsup> <mi>w</mi> <mi>k</mi> <mi>i</mi> </msubsup> <mo>/</mo> <munderover> <mi>&Sigma;</mi> <mrow> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mi>n</mi> </munderover> <msubsup> <mi>w</mi> <mi>k</mi> <mi>i</mi> </msubsup> <mo>.</mo> </mrow> </math>
(d) Calculation of estimated formula <math> <mrow> <msub> <mover> <mi>N</mi> <mo>^</mo> </mover> <mi>eff</mi> </msub> <mo>=</mo> <mn>1</mn> <mo>/</mo> <munderover> <mi>&Sigma;</mi> <mrow> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mi>N</mi> </munderover> <msup> <mrow> <mo>(</mo> <msubsup> <mover> <mi>w</mi> <mo>~</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> <mo>)</mo> </mrow> <mn>2</mn> </msup> <mo>.</mo> </mrow> </math>
Comparing the obtained result with a predetermined threshold value, judging the severity of particle degradation,
Figure BSA00000966295600000618
smaller, indicating more severe degradation. In this case, the a posteriori density obtained above can be resampled to retrieve M new particles, and each particle can be given the same weight 1/M.
(e) And calculating the nonlinear state quantity estimated value.Repeating the above step (b).
In the steps, two important adjusting factors, namely an equivalent weight factor and an adaptive factor, are utilized when the importance density function is selected. Useful information is more reasonably distributed to the particle sampling points obtained after UT conversion through the two methods, and a better sampling distribution function is provided for the importance sampling process.
The self-adaptive Unscented particle filter disappears:
the improved fading self-adaptive Unscented particle filter takes the particle filter as a basic frame, integrates a fading self-adaptive filter principle and an UT conversion process, absorbs the advantages of each single algorithm, establishes an importance density distribution function with parameters capable of being adjusted in a self-adaptive manner, and fully and efficiently utilizes the latest measurement information to enable the latest measurement information to be closer to a real distribution function, so that the filter algorithm has better self-adaptability and robustness.
The Unscented particle filter algorithm mainly utilizes UT transformation to obtain sampling points, and achieves approximation of state vector posterior distribution. Unlike the monte carlo method, the Unscented particle filter does not sample randomly from a given distribution, but takes a few defined Sigma points as sample points. Sigma sampling point of
<math> <mrow> <msubsup> <mi>&chi;</mi> <mrow> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>=</mo> <mo>[</mo> <msubsup> <mover> <mi>x</mi> <mo>&OverBar;</mo> </mover> <mrow> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>,</mo> <msubsup> <mover> <mi>x</mi> <mo>&OverBar;</mo> </mover> <mrow> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>+</mo> <msqrt> <mrow> <mo>(</mo> <mi>N</mi> <mo>+</mo> <mi>&lambda;</mi> <mo>)</mo> </mrow> <msubsup> <mi>P</mi> <mrow> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> </msqrt> <mo>,</mo> <msubsup> <mover> <mi>x</mi> <mo>&OverBar;</mo> </mover> <mrow> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>-</mo> <msqrt> <mrow> <mo>(</mo> <mi>N</mi> <mo>+</mo> <mi>&lambda;</mi> <mo>)</mo> </mrow> <msubsup> <mi>P</mi> <mrow> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> </msqrt> <mo>]</mo> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>20</mn> <mo>)</mo> </mrow> </mrow> </math>
Wherein λ = α2(N + v) represents a scale factor, v is a second-order scale factor, N is the number of sampling particles, and alpha determines the dispersion degree of the sampling points to the prediction mean value. For different system models and noise assumptions, the UT transform algorithm has different forms, and the key for determining the expression of the UT transform algorithm is to determine a Sigma point sampling strategy, namely the number, position and weight of Sigma points.
The fading self-adaptive Unscented particle filter algorithm limits the memory length of a filter by adopting a fading factor, continuously corrects a predicted value by fully utilizing a current observation value, and estimates and corrects unknown or inaccurate system model parameters, noise statistical parameters and the like. The algorithm mainly comprises the following steps:
(a) in the initialization, when k =0,
Figure BSA0000096629560000072
where k represents the time of day. Uniformly set the weight value as
Figure BSA0000096629560000073
Where k represents time and N represents the number of particles.
(b) Calculate the Sigma point and set the new sample as
Figure BSA0000096629560000074
2N +1 Sigma sampling points are calculated, the particles are predicted and updated by using the UKF algorithm,
wherein the meaning of each symbol is the same as above, in the following formula, beta is generally taken as a value according to prior knowledge (the optimal value is 2 for Gaussian distribution), and W isjRepresents the weight of the jth Sigma point and satisfies the Sigma Wj=1, j =0, 1, … 2N, and performs time update and measurement update. Calculating the fading factor by using the fading adaptive extended Kalman filtering thought, and calculating the fading factor by using a formula alphakAnd calculate
Figure BSA0000096629560000075
<math> <mrow> <msubsup> <mover> <mi>x</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> <mo>=</mo> <msubsup> <mover> <mi>x</mi> <mo>&OverBar;</mo> </mover> <mrow> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>+</mo> <msub> <mi>K</mi> <mi>k</mi> </msub> <mrow> <mo>(</mo> <msub> <mi>y</mi> <mi>k</mi> </msub> <mo>-</mo> <msubsup> <mover> <mi>y</mi> <mo>&OverBar;</mo> </mover> <mrow> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>)</mo> </mrow> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>31</mn> <mo>)</mo> </mrow> </mrow> </math>
<math> <mrow> <msubsup> <mi>P</mi> <mi>k</mi> <mi>i</mi> </msubsup> <mo>=</mo> <msubsup> <mi>P</mi> <mrow> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>-</mo> <msub> <mi>&alpha;</mi> <mi>k</mi> </msub> <msub> <mi>K</mi> <mi>k</mi> </msub> <msub> <mi>P</mi> <mrow> <msub> <mi>l</mi> <mi>k</mi> </msub> <msub> <mi>l</mi> <mi>k</mi> </msub> </mrow> </msub> <msubsup> <mi>K</mi> <mi>k</mi> <mi>T</mi> </msubsup> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>32</mn> <mo>)</mo> </mrow> </mrow> </math>
To obtain
Figure BSA0000096629560000082
Importance sampling is performed as a function of the importance density of the particle sampling.
(c) From the density of importance functionAfter sampling, calculating weight of each particle
w k i = w k - 1 i p ( y k | x k i ) p ( x k i | x k - 1 i ) q ( x k i | x k - 1 i , y k ) - - - ( 33 )
And calculating the normalized weight.
<math> <mrow> <msubsup> <mover> <mi>w</mi> <mo>^</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> <mo>=</mo> <msubsup> <mi>w</mi> <mi>k</mi> <mi>i</mi> </msubsup> <mo>/</mo> <munderover> <mi>&Sigma;</mi> <mrow> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mi>n</mi> </munderover> <msubsup> <mi>w</mi> <mi>k</mi> <mi>i</mi> </msubsup> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>34</mn> <mo>)</mo> </mrow> </mrow> </math>
(d) Using an estimation formula
Figure BSA0000096629560000087
Judging whether the particle degradation degree is serious, then resampling from the obtained posterior density to obtain M new particles, and giving the same weight to each particle
Figure BSA0000096629560000088
(e) And calculating the nonlinear state quantity estimated value.
<math> <mrow> <msub> <mover> <mi>x</mi> <mo>~</mo> </mover> <mi>k</mi> </msub> <mo>=</mo> <munderover> <mi>&Sigma;</mi> <mrow> <mi>i</mi> <mo>=</mo> <mn>0</mn> </mrow> <mi>N</mi> </munderover> <msubsup> <mover> <mi>w</mi> <mo>~</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> <msubsup> <mi>x</mi> <mi>k</mi> <mrow> <mi>i</mi> <mo>*</mo> <mo>*</mo> </mrow> </msubsup> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>35</mn> <mo>)</mo> </mrow> </mrow> </math>
And (4) returning to the step (2), and recursively calculating the state estimation value at the next moment according to the new observed quantity.
Third, fuzzy robust adaptive particle filtering:
(I) constructing equivalence weight based on fuzzy theory: to obtain an estimate with both strong robustness and high adaptivity, the weights can be divided according to the data residual: a weight-preserving area (keeping the original observed value unchanged), a weight-reducing area (making robust limitation on the observed value), and a rejecting area (the weight is zero). Designing a one-dimensional fuzzy controller, and constructing a weight factor gamma by the following steps:
(a) and (4) fuzzifying. The fuzzification is used for converting the input precise quantity into fuzzification quantity, i.e. converting the input quantity into fuzzification quantity
Figure BSA00000966295600000810
(exact value) fuzzification becomes a fuzzy variable (whereTo normalize the residuals), the determined inputs are converted into a fuzzy set described by the degree of membership.
The specific process comprises the following steps: will input variableIs divided into { too large, normal }, abbreviated as { B }e,Bc,BnAnd after the input is quantized,
Figure BSA00000966295600000813
x ═ 0, 1, 2, 3, 4 }; the fuzzy subset of the output gamma is { minimal, small, normal }, abbreviated as { S }e,Sc,SnY size is graded into 5 levels to represent different values, i.e., Y ═ 0, 1, 2, 3, 4. Are respectively input to
Figure BSA00000966295600000814
And outputting gamma for fuzzy quantization.
(b) Based on human intuition, thinking, reasoning and practical experienceAnd designing a fuzzy control rule according to the relation of the output quantity weight factor gamma. If it is not
Figure BSA0000096629560000091
If too large, γ is extremely small; if it is not
Figure BSA0000096629560000092
Larger, γ is smaller; if it is not
Figure BSA0000096629560000093
And if the gamma is normal, the gamma is normal.
According to the fuzzy rule, the fuzzy relation can be determined as
R=(Be×Se)+(Bc×Sc)+(Bn×Sn)
Where "x" represents the cartesian product of the blur vector. Is calculated by
R = 0 0 0 0.5 1 0 0.5 0.5 0.5 0.5 0 0.5 1 0.5 0 0.5 0.5 0.5 0.5 0 1 0.5 0 0 0
(c) According to fuzzy control principle, from input variables
Figure BSA0000096629560000095
The fuzzy subset and the fuzzy relation matrix R obtain a fuzzy set with a weight factor gamma through fuzzy reasoning, and a final fuzzy control quantity is obtained.
(d) And deblurring the fuzzy control quantity to obtain an accurate output control quantity, namely a weight factor gamma. The process of converting the fuzzy inference result into an accurate value is called defuzzification. And in the defuzzification processing process, a maximum membership principle is adopted.
(II) fuzzy robust adaptive particle filtering algorithm
The Fuzzy Robust Adaptive Particle Filter (FRAPF) algorithm has the following steps:
(a) and (5) initializing. At the time k =0, N particles are sampled according to the emphasis density, and it is assumed that each sampled particle is used
Figure BSA0000096629560000096
Let k = 1;
(b) and constructing error discrimination statistics and adaptive factors of the state model by taking the prediction residual as a variable. The discrimination statistic of the error of the state model constructed by taking the prediction residual as a variable is
<math> <mrow> <mi>&Delta;</mi> <msubsup> <mover> <mi>V</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> <mo>=</mo> <msup> <mrow> <mo>(</mo> <mfrac> <mrow> <msup> <mrow> <mo>(</mo> <msubsup> <mover> <mi>V</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> <mo>)</mo> </mrow> <mi>T</mi> </msup> <msubsup> <mover> <mi>V</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> </mrow> <mrow> <mi>tr</mi> <mrow> <mo>(</mo> <msub> <mi>&Sigma;</mi> <msubsup> <mover> <mi>V</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> </msub> <mo>)</mo> </mrow> </mrow> </mfrac> <mo>)</mo> </mrow> <mfrac> <mn>1</mn> <mn>2</mn> </mfrac> </msup> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>40</mn> <mo>)</mo> </mrow> </mrow> </math>
Wherein,
Figure BSA0000096629560000098
predict information for the ith state at time k by
Figure BSA0000096629560000099
Calculating;
Figure BSA00000966295600000910
representing prediction residual
Figure BSA00000966295600000911
The covariance matrix of (a); tr (-) is the matrix traceback operator. An adaptive factor function based on a prediction residual discrimination statistic is
<math> <mrow> <msubsup> <mi>&alpha;</mi> <mi>k</mi> <mi>i</mi> </msubsup> <mo>=</mo> <mfenced open='{' close=''> <mtable> <mtr> <mtd> <mn>1</mn> </mtd> <mtd> <mo>|</mo> <mi>&Delta;</mi> <msubsup> <mover> <mi>V</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> <mo>|</mo> <mo>&le;</mo> <mi>c</mi> </mtd> </mtr> <mtr> <mtd> <mfrac> <mi>c</mi> <mrow> <mo>|</mo> <mi>&Delta;</mi> <msubsup> <mover> <mi>V</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> <mo>|</mo> </mrow> </mfrac> </mtd> <mtd> <mo>|</mo> <mi>&Delta;</mi> <msubsup> <mover> <mi>V</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> <mo>|</mo> <mo>></mo> <mi>c</mi> </mtd> </mtr> </mtable> </mfenced> </mrow> </math>
In the formula,
Figure BSA00000966295600000913
denotes the ith adaptive factor at time k, and c is an empirical constant, generally taken to be 1.0<c<2.5。
(c) Updating:
x k i = f ( x k - 1 i , v k - 1 ) - - - ( 42 )
by
Figure BSA0000096629560000102
Updating the particle at time k according to equation (42)
Figure BSA0000096629560000103
<math> <mrow> <mi>p</mi> <mrow> <mo>(</mo> <msub> <mi>x</mi> <mrow> <mn>0</mn> <mo>:</mo> <mi>k</mi> </mrow> </msub> <mo>|</mo> <msub> <mi>y</mi> <mrow> <mn>1</mn> <mo>:</mo> <mi>k</mi> </mrow> </msub> <mo>)</mo> </mrow> <mo>&cong;</mo> <munderover> <mi>&Sigma;</mi> <mrow> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mi>N</mi> </munderover> <msubsup> <mi>w</mi> <mi>k</mi> <mrow> <mo>(</mo> <mi>i</mi> <mo>)</mo> </mrow> </msubsup> <mi>&delta;</mi> <mrow> <mo>(</mo> <msub> <mi>x</mi> <mrow> <mn>0</mn> <mo>:</mo> <mi>k</mi> </mrow> </msub> <mo>-</mo> <msubsup> <mi>x</mi> <mrow> <mn>0</mn> <mo>:</mo> <mi>k</mi> </mrow> <mrow> <mo>(</mo> <mi>i</mi> <mo>)</mo> </mrow> </msubsup> <mo>)</mo> </mrow> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>43</mn> <mo>)</mo> </mrow> </mrow> </math>
w k i = w k - 1 i p ( y k / x k i ) p ( x k i / x k - 1 i ) q ( x k i | x 0 : k - 1 i , y 1 : k ) - - - ( 44 )
Figure BSA0000096629560000106
Updating the weight value and the normalized weight value, i is 1, 2, …, N.
(d) Resampling: sorting the weights of all the particles according to a descending order, and setting the number of threshold sample points as Nth(usually N/2 or N/3 can be selected), the number of effective sample points is NeffWhen N is presenteff<NthThen, to the particle set
Figure BSA00000966295600001012
Resampling to obtain new particle set
Figure BSA00000966295600001013
And reset the weight value to
Figure BSA00000966295600001014
(e) Filtering
<math> <mrow> <mi>p</mi> <mrow> <mo>(</mo> <msubsup> <mi>x</mi> <mi>k</mi> <mn>1</mn> </msubsup> <mo>|</mo> <msub> <mi>y</mi> <mrow> <mn>1</mn> <mo>:</mo> <mi>k</mi> </mrow> </msub> <mo>)</mo> </mrow> <mo>=</mo> <munderover> <mi>&Sigma;</mi> <mrow> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mi>N</mi> </munderover> <msubsup> <mi>w</mi> <mi>k</mi> <mi>i</mi> </msubsup> <mi>&delta;</mi> <mrow> <mo>(</mo> <msubsup> <mi>x</mi> <mi>k</mi> <mn>1</mn> </msubsup> <mo>-</mo> <msubsup> <mi>x</mi> <mi>k</mi> <mi>i</mi> </msubsup> <mo>)</mo> </mrow> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>45</mn> <mo>)</mo> </mrow> </mrow> </math>
And (b) calculating the filtering density at the time k, re-sampling the filtering density, making k equal to k +1, and returning.
Adaptive factor alpha of robust adaptive filteringkModel error covariance matrix is not handled separately
Figure BSA0000096629560000108
Nor does it separately process the covariance matrix of the previous epoch state parameter vector estimate
Figure BSA0000096629560000109
But rather an equivalent covariance matrix of the global state parameter prediction vector
Figure BSA00000966295600001010
As the robust adaptive filtering adopts the robust estimation principle for observation information, when observation is abnormal, the dynamic model information is taken as a whole, and the unified adaptive factor is adopted to adjust the integral contribution of the dynamic model information to the state parameters, thereby obtaining a reliable filtering result.
Fourthly, the self-adaptive SVD-UKF filtering algorithm:
(I) singular value decomposition: singular Value Decomposition (SVD) is a matrix decomposition method with better stability and precision in numerical algebra calculation, and is easy to realize on a computer. The definition is as follows.
Assuming A ∈ Rm×n(m.gtoreq.n), the singular value decomposition of the matrix A can be expressed as
A = UAV T = U S 0 0 0 V T - - - ( 46 )
In the formula (46), U is in the form of Rm×m,Λ∈Rm×n,V∈Rn×n,S=diag(s1,s2,...,sr)。s1≥s2≥…≥srThe singular values of the matrix A are more than or equal to 0, and the column vectors of U and V are respectively called the left singular vector and the right singular vector of the matrix A.
If A isTA is positive, then the formula (46) can be simplified to
A = U S 0 V T - - - ( 47 )
If A is symmetrical and positive, then A is USUTAt this time, the left singular vector and the right singular vector are equal, so that the calculation amount can be reduced.
(II) determination of statistics and adaptive factors: and constructing error discrimination statistics and adaptive factors of the state model by taking the prediction residual as a variable. The prediction residual (innovation) contains the state which is not corrected by the observation information, and can reflect the disturbance of the dynamic system. Prediction residual
Figure BSA0000096629560000112
Is shown as
<math> <mrow> <msub> <mover> <mi>V</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> </msub> <mo>=</mo> <mi>g</mi> <mrow> <mo>(</mo> <msub> <mover> <mi>x</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> </msub> <mo>)</mo> </mrow> <mo>-</mo> <msub> <mi>y</mi> <mi>k</mi> </msub> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>48</mn> <mo>)</mo> </mrow> </mrow> </math>
In the formula (48), the reaction mixture is,
Figure BSA0000096629560000114
information is predicted for the state at time k. Using prediction residuals
Figure BSA0000096629560000115
The state model error discrimination statistic is constructed as follows.
<math> <mrow> <mi>&Delta;</mi> <msub> <mover> <mi>V</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> </msub> <mo>=</mo> <msup> <mrow> <mo>(</mo> <msup> <mrow> <mo>(</mo> <msub> <mover> <mi>V</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> </msub> <mo>)</mo> </mrow> <mi>T</mi> </msup> <msub> <mover> <mi>V</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> </msub> <mo>/</mo> <mi>tr</mi> <mrow> <mo>(</mo> <msub> <mi>&Sigma;</mi> <msub> <mover> <mi>V</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> </msub> </msub> <mo>)</mo> </mrow> <mo>)</mo> </mrow> <mrow> <mn>1</mn> <mo>/</mo> <mn>2</mn> </mrow> </msup> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>49</mn> <mo>)</mo> </mrow> </mrow> </math>
In the formula (49), the reaction mixture is,
Figure BSA0000096629560000117
representing prediction residual
Figure BSA0000096629560000118
Tr (-) is a matrix trace operator.
The adaptive factor function is selected as
<math> <mrow> <msub> <mi>&alpha;</mi> <mi>k</mi> </msub> <mo>=</mo> <mfenced open='{' close=''> <mtable> <mtr> <mtd> <mn>1</mn> </mtd> <mtd> <mo>|</mo> <mi>&Delta;</mi> <msub> <mover> <mi>V</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> </msub> <mo>|</mo> <mo>&le;</mo> <mi>c</mi> </mtd> </mtr> <mtr> <mtd> <mfrac> <mi>c</mi> <mrow> <mo>|</mo> <mi>&Delta;</mi> <msub> <mover> <mi>V</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> </msub> <mo>|</mo> </mrow> </mfrac> </mtd> <mtd> <mo>|</mo> <msub> <mover> <mi>V</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> </msub> <mo>|</mo> <mo>></mo> <mi>c</mi> </mtd> </mtr> </mtable> </mfenced> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>50</mn> <mo>)</mo> </mrow> </mrow> </math>
In the formula (50), αkDenotes the adaptation factor, c is an empirical constant, typically 1<c<2.5。
(III) the self-adaptive SVD-UKF algorithm step:
the self-adaptive SVD-UKF algorithm comprises the following steps:
(a) initialization: initializing parameters in a state equation and calculating weight coefficients w of Sigma point mean and covariance(m)、w(c)
(b) Singular value decomposition, calculating Sigma point vector:
(c) and (3) time updating:
(d) updating the measurement;
adaptive square root Unscented particle filter
Let the system dynamics equation be
Xkk,k-1Xk-1+Wk (67)
In the formula, XkIs an n-dimensional state vector at time k, phik,k-1Is an n × n state transition matrix, WkIs a systematic noise vector whose covariance matrix is
Figure BSA00000966295600001110
The observation equation is
Yk=HkXk+ek (68)
In the formula, YkIs an m-dimensional observation vector at time k, HkDesigning the matrix for m × n dimensions, ekFor observing the noise vector, its covariance matrix is sigmak。Wk,Wj,ek,ej(j ≠ k) are not related to each other.
The initial probability density function for a known state is p (X)0|Y0)=p(X0) According to the Bayes estimation theory, the state prediction equation and the state updating equation of the nonlinear time-varying system are respectively
p(Xk|Y1:k-1)=∫p(Xk|Xk-1)p(Xk-1|Y1:k-1)dXk-1 (69)
p ( X k | Y 1 : k ) = p ( Y k | X k ) p ( X k | Y 1 : k - 1 ) p ( Y k | Y 1 : k - 1 ) - - - ( 70 )
In the formula, p (X)k|Xk-1) Is the state transition density, p (X)k-1|Y1:k-1) Is the posterior density at time k-1; p (X)k|Y1:k-1) For a prior distribution, p (Y)k|Xk) For likelihood density, p (Y)k|Y1:k-1) For normalization, the constant can be obtained by
p(Yk|Y1:k-1)=∫p(Yk|Xk)p(Xk|Y1:k-1)dXk (71)
Equations (69) to (71) constitute the recursive bayesian estimation. Equation (71) can only obtain analytical solutions for certain dynamic systems. The Monte Carlo method based on random sampling can convert integral operation into summation operation of finite sample points, and then an approximate expression form of the posterior probability density function can be obtained. Actual posterior density p (X)k|Y1:k) Possibly a multivariate, non-standard probability distribution, which needs to be sampled by means of an importance sampling algorithm, and thus an importance function needs to be constructed. The particle degradation problem of the particle filter can be effectively solved by selecting the proper importance function.
The UKF algorithm is adopted to generate the importance density function of the particle filter, and the algorithm fully utilizes the latest observation data to correct errors caused by the dynamic model and the noise statistical parameters in real time. The procedure for adapting the square root UPF is as follows.
(a) Initialization (k = 0): randomly extracting N initial particles
Figure BSA0000096629560000122
(i ═ 1, 2, …, N). Suppose that X ^ 0 i = E [ X 0 i ] , S 0 i = chol { E [ ( X 0 i - X ^ 0 i ) ( X 0 i - X ^ 0 i ) T ] } , w 0 i = p ( Y 0 | X 0 i ) . Wherein,
Figure BSA0000096629560000124
and
Figure BSA0000096629560000125
respectively representing the ith particle at the initial time and the estimated value thereof,
Figure BSA0000096629560000126
represents the ith Cholesky factorization at the initial time,
Figure BSA0000096629560000127
denotes the initialization weight of the ith particle, chol {. cndot.) denotes the Cholesky decomposition operator of the matrix.
(b) Updating each particle by adopting adaptive square root UKF filtering algorithmTo obtain
Figure BSA0000096629560000129
Figure BSA00000966295600001210
Representing the covariance of the ith particle at time k.
(b1) Calculating a Sigma point and a weight value;
(b2) and constructing error discrimination statistics and adaptive factors of the state model by taking the prediction residual as a variable.
The prediction residual (or innovation) contains the state which is not corrected by the observed information, and can reflect the disturbance of a dynamic system better. Ith prediction residual vector at time k
Figure BSA0000096629560000131
Is shown as
<math> <mrow> <msubsup> <mover> <mi>V</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> <mo>=</mo> <msub> <mi>H</mi> <mi>k</mi> </msub> <msubsup> <mover> <mi>X</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> <mo>-</mo> <msub> <mi>Y</mi> <mi>k</mi> </msub> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>74</mn> <mo>)</mo> </mrow> </mrow> </math>
The discrimination statistic of the error of the state model constructed by taking the prediction residual as a variable is
<math> <mrow> <mi>&Delta;</mi> <msubsup> <mover> <mi>V</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> <mo>=</mo> <msup> <mrow> <mo>(</mo> <mfrac> <mrow> <msup> <mrow> <mo>(</mo> <msubsup> <mover> <mi>V</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> <mo>)</mo> </mrow> <mi>T</mi> </msup> <msubsup> <mover> <mi>V</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> </mrow> <mrow> <mi>tr</mi> <mrow> <mo>(</mo> <msub> <mi>&Sigma;</mi> <msubsup> <mover> <mi>V</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> </msub> <mo>)</mo> </mrow> </mrow> </mfrac> <mo>)</mo> </mrow> <mfrac> <mn>1</mn> <mn>2</mn> </mfrac> </msup> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>75</mn> <mo>)</mo> </mrow> </mrow> </math>
Wherein,
Figure BSA0000096629560000134
predict information for the ith state at time k byThe determination is carried out by the following steps,representing prediction residual
Figure BSA0000096629560000137
Tr (-) is a matrix trace operator.
An adaptive factor function based on a prediction residual discrimination statistic is
<math> <mrow> <msubsup> <mi>&alpha;</mi> <mi>k</mi> <mi>i</mi> </msubsup> <mo>=</mo> <mfenced open='{' close=''> <mtable> <mtr> <mtd> <mn>1</mn> </mtd> <mtd> <mo>|</mo> <mi>&Delta;</mi> <msubsup> <mover> <mi>V</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> <mo>|</mo> <mo>&le;</mo> <mi>c</mi> </mtd> </mtr> <mtr> <mtd> <mfrac> <mi>c</mi> <mrow> <mo>|</mo> <mi>&Delta;</mi> <msubsup> <mover> <mi>V</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> <mo>|</mo> </mrow> </mfrac> </mtd> <mtd> <mo>|</mo> <mi>&Delta;</mi> <msubsup> <mover> <mi>V</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> <mo>|</mo> <mo>></mo> <mi>c</mi> </mtd> </mtr> </mtable> </mfenced> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>76</mn> <mo>)</mo> </mrow> </mrow> </math>
In the formula,
Figure BSA0000096629560000139
denotes the ith adaptive factor at time k, and c is an empirical constant, generally taken to be 1.0<c<2.5。
(b3) Time update (state prediction);
(b4) measurement update (state estimation);
QR decomposition and Cholesky decomposition in linear algebra are used in the step, and the state covariance matrix is directly propagated and updated in the form of Cholesky decomposition factors, so that the numerical stability in the updating process of the state covariance matrix is enhanced, and the positive nature of the covariance matrix is ensured. Wherein QR {. cndot } represents QR decomposition of the matrix.
(c) Calculating importance sampling weight: let importance distribute function
Figure BSA00000966295600001310
Sampling particles
Figure BSA00000966295600001311
N (-) represents a normal distribution. Respectively pass through <math> <mrow> <msubsup> <mi>w</mi> <mi>k</mi> <mi>i</mi> </msubsup> <mo>=</mo> <msubsup> <mi>w</mi> <mrow> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mfrac> <mrow> <mi>p</mi> <mrow> <mo>(</mo> <msub> <mi>Y</mi> <mi>k</mi> </msub> <mo>/</mo> <msubsup> <mi>X</mi> <mi>k</mi> <mi>i</mi> </msubsup> <mo>)</mo> </mrow> <mi>p</mi> <mrow> <mo>(</mo> <msubsup> <mi>X</mi> <mi>k</mi> <mi>i</mi> </msubsup> <mo>/</mo> <msubsup> <mi>X</mi> <mrow> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>)</mo> </mrow> </mrow> <mrow> <mi>q</mi> <mrow> <mo>(</mo> <msubsup> <mover> <mi>X</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> <mo>|</mo> <msubsup> <mover> <mi>X</mi> <mo>&OverBar;</mo> </mover> <mrow> <mn>0</mn> <mo>:</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>,</mo> <msub> <mi>Y</mi> <mrow> <mn>1</mn> <mo>:</mo> <mi>k</mi> </mrow> </msub> <mo>)</mo> </mrow> </mrow> </mfrac> <mo>,</mo> </mrow> </math>
Figure BSA00000966295600001313
Updating the weight value and the normalized weight value, i is 1, …, N.
(d) Resampling: setting the number of threshold sample points to Nth(usually N/2 or N/3 can be selected), the number of effective sample points is NeffWhen N is presenteff<NthThen, to the particle set
Figure BSA00000966295600001314
Resampling to obtain new particle set
Figure BSA00000966295600001315
And reset the weight value to
Figure BSA00000966295600001316
(e) And (3) updating the state:
<math> <mrow> <msub> <mover> <mi>X</mi> <mo>^</mo> </mover> <mi>k</mi> </msub> <mo>=</mo> <munderover> <mi>&Sigma;</mi> <mrow> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mi>N</mi> </munderover> <msubsup> <mover> <mi>X</mi> <mo>~</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> <msubsup> <mover> <mi>w</mi> <mo>~</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>93</mn> <mo>)</mo> </mrow> </mrow> </math>
<math> <mrow> <msub> <mover> <mi>&Sigma;</mi> <mo>^</mo> </mover> <mi>k</mi> </msub> <mo>=</mo> <munderover> <mi>&Sigma;</mi> <mrow> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mi>N</mi> </munderover> <msubsup> <mover> <mi>w</mi> <mo>~</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> <mrow> <mo>(</mo> <msub> <mover> <mi>X</mi> <mo>^</mo> </mover> <mi>k</mi> </msub> <mo>-</mo> <msubsup> <mover> <mi>X</mi> <mo>~</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> <mo>)</mo> </mrow> <msup> <mrow> <mo>(</mo> <msub> <mover> <mi>X</mi> <mo>^</mo> </mover> <mi>k</mi> </msub> <mo>-</mo> <msubsup> <mover> <mi>X</mi> <mo>~</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> <mo>)</mo> </mrow> <mi>T</mi> </msup> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>94</mn> <mo>)</mo> </mrow> </mrow> </math>
in the SINS/SAR navigation subsystem, a strapdown inertial navigation system measures linear motion and angular motion of a carrier by using a gyroscope and an accelerometer to obtain angular increment and specific force increment of the carrier, and then performs navigation calculation by using a three-dimensional attitude updating algorithm, a velocity updating algorithm and a position updating algorithm to obtain real-time three-dimensional attitude information, velocity information and position information of the carrier. The synthetic aperture radar can obtain a high-resolution SAR image of a target area in real time by a distance-Doppler imaging principle, and then image matching is carried out by adopting an image matching algorithm based on characteristics and a reference image in an airborne digital map library, so that course angle and horizontal position information of a carrier can be obtained. Because the synthetic aperture radar cannot obtain the height information of the carrier, and the height channel of the strapdown inertial navigation system is divergent, the real-time height of the carrier is measured by adopting the air pressure altimeter, so that the problem that the strapdown inertial navigation height channel is not considerable is solved. And measuring the difference value of the course angle and the position information output by the strapdown inertial navigation system, the course angle and the horizontal position information output by the synthetic aperture radar and the height information output by the air pressure altimeter by adopting an indirect filtering method, then sending the difference value into a filter for nonlinear filtering to obtain the optimal estimated value of the state of the integrated navigation system, and correcting the error of the strapdown inertial navigation system by using the estimated value. Meanwhile, the corrected SINS navigation information is used for carrying out motion compensation on the synthetic aperture radar so as to improve the imaging quality of the SAR.
In the design of the SINS/CNS integrated navigation system, the inertial device can output angular motion information and linear motion information of the carrier, the information is calculated by using a navigation calculation algorithm of strapdown inertial navigation, and real-time three-dimensional attitude information, speed information and position information of the carrier can be obtained. The star sensor in the astronomical navigation system can output the right ascension, declination and rotation angle of the observed star, and the horizontal position information and the attitude information of the carrier can be obtained by resolving the information. Because the astronomical navigation system can not obtain the height information of the carrier, and the height channel of the strapdown inertial navigation system is divergent, the height of the carrier is measured by adopting the air pressure altimeter, and the height channel of the strapdown inertial navigation system is corrected.
As the star sensor of the astronomical navigation system is fixedly connected on the carrier, the coordinate system of the star sensor is coincided with the coordinate of the carrier by neglecting the installation error. The star unit direction vector of the celestial body can be obtained by calculation of the celestial body altitude angle and the azimuth angle observed by the star sensor, and the attitude matrix of the carrier system relative to the inertial system can be calculated by utilizing an attitude calculation algorithm
Figure BSA0000096629560000143
Then according to
Figure BSA0000096629560000144
The attitude transformation matrix from the carrier system to the navigation system can be obtained, thereby obtaining astronomyAnd the navigation system calculates the attitude quaternion from the carrier system b to the navigation system n. The unit direction vector obtained by the star sensor is based on the mathematical platform provided by the SINS
Figure BSA0000096629560000145
Coordinate transformation is carried out, and then the longitude lambda of the carrier can be calculated by using the altitude difference method of the astronomical navigation systemcnsAnd latitude LcnsAnd (4) information. Navigation information q output by inertial navigation systemsins,Lsins,λsins,hsinsAnd q output of astronomical navigation systemcns,Lcns,λcnsInformation and carrier height information h measured by air pressure altimetereAnd (4) performing difference calculation, and sending the difference to an SINS/CNS filter for filtering calculation to obtain an optimal estimated value of the state. And finally, correcting the navigation parameter error of the strapdown inertial navigation system by using the optimal estimation value of the state, so that the strapdown inertial navigation system provides a more accurate mathematical platform reference for the astronomical navigation system.
The invention has the beneficial effects that: the invention provides an SINS/SAR/CNS autonomous integrated navigation system based on comprehensive optimal correction, which can be applied to high-altitude long-endurance unmanned aerial vehicles which do not meet the track dynamics characteristics, and realizes analytic astronomical positioning based on starlight refraction; the attitude and position information output by an inertial navigation system, a synthetic aperture radar and an astronomical navigation system is processed and fused by using a high-precision filtering algorithm and an information fusion technology, so that navigation errors are comprehensively and optimally estimated and corrected, and the precision of the integrated navigation system is improved; the method has the advantages of small calculated amount, high reliability and the like, can be applied to aircrafts such as near space aircrafts, aerospace shuttle aircrafts, ballistic missiles, orbital transfer spacecrafts and the like, and has wide application prospect.
Drawings
FIG. 1 is a schematic diagram of the SINS/SAR integrated navigation system of the present invention.
FIG. 2 shows the principle of the SINS/CNS integrated navigation subsystem in the present invention.
FIG. 3 is a schematic diagram of the SINS/SAR/CNS integrated navigation in the present invention.
Detailed Description
The following further describes the specific embodiments of the present invention with reference to the drawings.
Examples
The SINS/SAR combined navigation schematic diagram is shown in figure 1. FIG. 2 shows the principle of the SINS/CNS integrated navigation subsystem in the present invention. FIG. 3 is a schematic diagram of the SINS/SAR/CNS integrated navigation in the present invention.
The SINS/SAR/CNS integrated navigation system mathematical model is as follows:
(1) the state equation is as follows: in the SINS/SAR/CNS integrated navigation system, because the positioning accuracy of SAR and CNS is high, the error is far smaller than that of SINS, and the error does not accumulate along with time. Therefore, in order to reduce the system dimension, the navigation error of the SAR and the CNS is considered as white gaussian noise, and is not listed as the state quantity of the integrated navigation system, and only the system error of the SINS is considered as the system state quantity of the SINS/SAR/CNS integrated navigation system.
Selecting a northeast (E-N-U) geographic coordinate system g as a navigation coordinate system N of the integrated navigation system, and selecting the state x (t) of the SINS/SAR/CNS integrated navigation system as
<math> <mrow> <mi>x</mi> <mrow> <mo>(</mo> <mi>t</mi> <mo>)</mo> </mrow> <mo>=</mo> <msup> <mrow> <mo>[</mo> <msup> <mrow> <mo>(</mo> <mi>&delta;q</mi> <mo>)</mo> </mrow> <mi>T</mi> </msup> <mo>,</mo> <msup> <mrow> <mo>(</mo> <mi>&delta;V</mi> <mo>)</mo> </mrow> <mi>T</mi> </msup> <mo>,</mo> <msup> <mrow> <mo>(</mo> <mi>&delta;P</mi> <mo>)</mo> </mrow> <mi>T</mi> </msup> <mo>,</mo> <msup> <mi>&epsiv;</mi> <mi>T</mi> </msup> <mo>,</mo> <msup> <mo>&dtri;</mo> <mi>T</mi> </msup> <mo>]</mo> </mrow> <mi>T</mi> </msup> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>1</mn> <mo>)</mo> </mrow> </mrow> </math>
Wherein δ q = [ δ q ]0、δq1、δq2、δq3]TIs an attitude error quaternion of SINS; δ V = [ δ V =E、δVN、δVU]TThe velocity errors in the east, north and sky directions of the SINS are obtained; δ P = [ δ L, δ λ, δ h]TLatitude, longitude and altitude errors for SINS; ε = [ ε ]x、εy、εx]TRepresenting the random drift of the gyro;
Figure BSA0000096629560000161
is the constant bias of the accelerometer.
The state equation of the SINS/SAR/CNS integrated navigation system obtained according to the formula (1) is
<math> <mrow> <mrow> <mover> <mi>x</mi> <mo>&CenterDot;</mo> </mover> <mo>=</mo> <mi>f</mi> <mrow> <mo>(</mo> <mi>x</mi> <mo>,</mo> <mi>t</mi> <mo>)</mo> </mrow> </mrow> <mo>+</mo> <mi>G</mi> <mrow> <mo>(</mo> <mi>t</mi> <mo>)</mo> </mrow> <mi>w</mi> <mrow> <mo>(</mo> <mi>t</mi> <mo>)</mo> </mrow> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>2</mn> <mo>)</mo> </mrow> </mrow> </math>
Wherein f (x, t) is the state matrix of the system; w (t) ═ wgx,wgy,wgz,wax,way,waz]TRepresents the system noise, [ w ]gx、wgy、wgz]Is white noise of the gyro, [ w ]ax、way、waz]White noise for an accelerometer; g (t) is a noise driving matrix of the system, and the system state matrix and the noise driving matrix are respectively
<math> <mrow> <mi>f</mi> <mrow> <mo>(</mo> <mi>x</mi> <mo>,</mo> <mi>t</mi> <mo>)</mo> </mrow> <mo>=</mo> <mfenced open='[' close=']'> <mtable> <mtr> <mtd> <mi>B</mi> <mrow> <mo>(</mo> <mi>I</mi> <mo>-</mo> <msubsup> <mi>C</mi> <mi>n</mi> <mi>c</mi> </msubsup> <mo>)</mo> </mrow> <msubsup> <mi>&omega;</mi> <mi>in</mi> <mi>n</mi> </msubsup> <mo>-</mo> <msubsup> <mi>BC</mi> <mi>b</mi> <mi>c</mi> </msubsup> <msup> <mi>&epsiv;</mi> <mi>b</mi> </msup> </mtd> </mtr> <mtr> <mtd> <mrow> <mo>(</mo> <mi>I</mi> <mo>-</mo> <msubsup> <mi>C</mi> <mi>c</mi> <mi>n</mi> </msubsup> <mo>)</mo> </mrow> <msubsup> <mi>C</mi> <mi>b</mi> <mi>c</mi> </msubsup> <msup> <mi>f</mi> <mi>b</mi> </msup> <mo>-</mo> <mrow> <mo>(</mo> <mn>2</mn> <msubsup> <mi>&omega;</mi> <mi>ie</mi> <mi>n</mi> </msubsup> <mo>+</mo> <msubsup> <mi>&omega;</mi> <mi>en</mi> <mi>n</mi> </msubsup> <mo>)</mo> </mrow> <mo>&times;</mo> <msup> <mi>&delta;V</mi> <mi>n</mi> </msup> <mo>-</mo> <mrow> <mo>(</mo> <mn>2</mn> <mi>&delta;</mi> <msubsup> <mi>&omega;</mi> <mi>ie</mi> <mi>n</mi> </msubsup> <mo>+</mo> <msubsup> <mi>&delta;&omega;</mi> <mi>en</mi> <mi>n</mi> </msubsup> <mo>)</mo> </mrow> <mo>&times;</mo> <msup> <mi>V</mi> <mi>n</mi> </msup> <mo>+</mo> <msubsup> <mi>C</mi> <mi>b</mi> <mi>c</mi> </msubsup> <msup> <mo>&dtri;</mo> <mi>b</mi> </msup> </mtd> </mtr> <mtr> <mtd> <mi>M&delta;V</mi> <mo>+</mo> <mi>N&delta;L</mi> </mtd> </mtr> <mtr> <mtd> <msub> <mn>0</mn> <mrow> <mn>3</mn> <mo>&times;</mo> <mn>1</mn> </mrow> </msub> </mtd> </mtr> <mtr> <mtd> <msub> <mn>0</mn> <mrow> <mn>3</mn> <mo>&times;</mo> <mn>1</mn> </mrow> </msub> </mtd> </mtr> </mtable> </mfenced> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>3</mn> <mo>)</mo> </mrow> </mrow> </math>
<math> <mrow> <mi>G</mi> <mrow> <mo>(</mo> <mi>t</mi> <mo>)</mo> </mrow> <mo>=</mo> <mfenced open='[' close=']'> <mtable> <mtr> <mtd> <msubsup> <mi>C</mi> <mi>b</mi> <mi>c</mi> </msubsup> </mtd> <mtd> <msub> <mn>0</mn> <mrow> <mn>3</mn> <mo>&times;</mo> <mn>3</mn> </mrow> </msub> </mtd> </mtr> <mtr> <mtd> <msub> <mn>0</mn> <mrow> <mn>3</mn> <mo>&times;</mo> <mn>3</mn> </mrow> </msub> </mtd> <mtd> <msubsup> <mi>C</mi> <mi>b</mi> <mi>c</mi> </msubsup> </mtd> </mtr> <mtr> <mtd> <msub> <mn>0</mn> <mrow> <mn>3</mn> <mo>&times;</mo> <mn>3</mn> </mrow> </msub> </mtd> <mtd> <msub> <mn>0</mn> <mrow> <mn>3</mn> <mo>&times;</mo> <mn>3</mn> </mrow> </msub> </mtd> </mtr> <mtr> <mtd> <msub> <mn>0</mn> <mrow> <mn>3</mn> <mo>&times;</mo> <mn>3</mn> </mrow> </msub> </mtd> <mtd> <msub> <mn>0</mn> <mrow> <mn>3</mn> <mo>&times;</mo> <mn>3</mn> </mrow> </msub> </mtd> </mtr> <mtr> <mtd> <msub> <mn>0</mn> <mrow> <mn>3</mn> <mo>&times;</mo> <mn>3</mn> </mrow> </msub> </mtd> <mtd> <msub> <mn>0</mn> <mrow> <mn>3</mn> <mo>&times;</mo> <mn>3</mn> </mrow> </msub> </mtd> </mtr> </mtable> </mfenced> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>4</mn> <mo>)</mo> </mrow> </mrow> </math>
(2) The measurement equation is as follows:
measuring equation of SINS/SAR subsystem: the synthetic aperture radar can obtain horizontal position information and course angle information of the carrier through image matching, and the strapdown inertial navigation system can obtain attitude, speed and position information of the carrier through resolving angular motion information and linear motion information output by a gyroscope and acceleration. Since the SAR cannot obtain the height information of the carrier, in order to inhibit the dispersion of the SINS height channel, the air pressure altimeter is adopted to measure the height information of the carrier. Therefore, the difference between the course angle information and the position information output by the strapdown inertial navigation and the course angle information and the horizontal position information output by the synthetic aperture radar and the carrier height information output by the air pressure altimeter can be taken as a measurement quantity, and the measurement quantity can be expressed as
<math> <mrow> <msub> <mi>z</mi> <mn>1</mn> </msub> <mrow> <mo>(</mo> <mi>t</mi> <mo>)</mo> </mrow> <mo>=</mo> <mfenced open='[' close=']'> <mtable> <mtr> <mtd> <msub> <mi>&psi;</mi> <mi>I</mi> </msub> <mo>-</mo> <msub> <mi>&psi;</mi> <mi>S</mi> </msub> </mtd> </mtr> <mtr> <mtd> <msub> <mi>L</mi> <mi>I</mi> </msub> <mo>-</mo> <msub> <mi>L</mi> <mi>S</mi> </msub> </mtd> </mtr> <mtr> <mtd> <msub> <mi>&lambda;</mi> <mi>I</mi> </msub> <mo>-</mo> <msub> <mi>&lambda;</mi> <mi>S</mi> </msub> </mtd> </mtr> <mtr> <mtd> <msub> <mi>h</mi> <mi>I</mi> </msub> <mo>-</mo> <msub> <mi>h</mi> <mi>e</mi> </msub> </mtd> </mtr> </mtable> </mfenced> <mo>=</mo> <mfenced open='[' close=']'> <mtable> <mtr> <mtd> <mrow> <mo>(</mo> <mi>&psi;</mi> <mo>+</mo> <msub> <mi>&delta;&psi;</mi> <mi>I</mi> </msub> <mo>)</mo> </mrow> <mo>-</mo> <mrow> <mo>(</mo> <mi>&psi;</mi> <mo>+</mo> <msub> <mi>&delta;&psi;</mi> <mi>S</mi> </msub> <mo>)</mo> </mrow> </mtd> </mtr> <mtr> <mtd> <mrow> <mo>(</mo> <mi>L</mi> <mo>+</mo> <msub> <mi>&delta;L</mi> <mi>I</mi> </msub> <mo>)</mo> </mrow> <mo>-</mo> <mrow> <mo>(</mo> <mi>L</mi> <mo>+</mo> <msub> <mi>&delta;L</mi> <mi>S</mi> </msub> <mo>)</mo> </mrow> </mtd> </mtr> <mtr> <mtd> <mrow> <mo>(</mo> <mi>&lambda;</mi> <mo>+</mo> <msub> <mi>&delta;&lambda;</mi> <mi>I</mi> </msub> <mo>)</mo> </mrow> <mo>-</mo> <mrow> <mo>(</mo> <mi>&lambda;</mi> <mo>+</mo> <msub> <mi>&delta;&lambda;</mi> <mi>S</mi> </msub> <mo>)</mo> </mrow> </mtd> </mtr> <mtr> <mtd> <mrow> <mo>(</mo> <mi>h</mi> <mo>+</mo> <msub> <mi>&delta;h</mi> <mi>I</mi> </msub> <mo>)</mo> </mrow> <mo>-</mo> <mrow> <mo>(</mo> <mi>h</mi> <mo>+</mo> <msub> <mi>&delta;h</mi> <mi>e</mi> </msub> <mo>)</mo> </mrow> </mtd> </mtr> </mtable> </mfenced> <mo>=</mo> <mfenced open='[' close=']'> <mtable> <mtr> <mtd> <msub> <mi>&delta;&psi;</mi> <mi>I</mi> </msub> </mtd> </mtr> <mtr> <mtd> <msub> <mi>&delta;L</mi> <mi>I</mi> </msub> </mtd> </mtr> <mtr> <mtd> <msub> <mi>&delta;&lambda;</mi> <mi>I</mi> </msub> </mtd> </mtr> <mtr> <mtd> <msub> <mi>&delta;h</mi> <mi>I</mi> </msub> </mtd> </mtr> </mtable> </mfenced> <mo>-</mo> <mfenced open='[' close=']'> <mtable> <mtr> <mtd> <msub> <mi>&delta;&psi;</mi> <mi>S</mi> </msub> </mtd> </mtr> <mtr> <mtd> <msub> <mi>&delta;L</mi> <mi>S</mi> </msub> </mtd> </mtr> <mtr> <mtd> <msub> <mi>&delta;&lambda;</mi> <mi>S</mi> </msub> </mtd> </mtr> <mtr> <mtd> <msub> <mi>&delta;h</mi> <mi>e</mi> </msub> </mtd> </mtr> </mtable> </mfenced> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>5</mn> <mo>)</mo> </mrow> </mrow> </math>
In the formula, #I、LI、λIAnd hIHeading angle, latitude, longitude and altitude information, psi, respectively, output from the SINSS、LSAnd λSHeading angle, latitude and longitude information, h, respectively output by SAReδ · represents an error corresponding to each item, which is height information output by the barometric altimeter.
Attitude error angle (course error angle) in the form of Euler angleδψIPitch error angle δ θIAnd roll error angle δ γI) Described is the error between the ideal navigation system n (i.e. the ideal platform system T) to the navigation system c (i.e. the actual platform system P) solved by the strapdown inertial navigation system navigation computer. The navigation system c calculated by the navigation computer is rotated to obtain a conversion matrix from the c system to the n systemIs composed of
<math> <mfenced open='' close=' ' separators=''> <mtable> <mtr> <mtd> <msubsup> <mi>C</mi> <mrow> <mi>c</mi> <mn>1</mn> </mrow> <mi>n</mi> </msubsup> <mo>=</mo> <mfenced open='[' close=''> <mtable> <mtr> <mtd> <mi>cos</mi> <mi></mi> <mi>&delta;&lambda;</mi> <mi>cos</mi> <mi>&delta;&psi;</mi> <mo>+</mo> <mi>sin</mi> <mi></mi> <mi>&delta;&lambda;</mi> <mi>sin</mi> <mi></mi> <mi>&delta;&psi;</mi> <mi>sin</mi> <mi>&delta;&theta;</mi> </mtd> <mtd> <mi>sin</mi> <mi></mi> <mi>&delta;&psi;</mi> <mi>cos</mi> <mi>&delta;&theta;</mi> </mtd> </mtr> <mtr> <mtd> <mo>-</mo> <mi>cos</mi> <mi></mi> <mi>&delta;&gamma;</mi> <mi>sin</mi> <mi>&delta;&psi;</mi> <mo>+</mo> <mi>sin</mi> <mi>&delta;&gamma;</mi> <mi>cos</mi> <mi></mi> <mi>&delta;&psi;</mi> <mi>sin</mi> <mi>&delta;&theta;</mi> <mo></mo> <mo></mo> <mo></mo> <mo></mo> <mo></mo> <mo></mo> <mo></mo> <mo></mo> <mo></mo> <mo></mo> <mo></mo> <mo></mo> <mo></mo> <mo></mo> <mo></mo> <mo></mo> <mo></mo> <mo></mo> <mo></mo> <mo></mo> <mo></mo> <mo></mo> <mo></mo> <mi></mi> <mo></mo> <mo></mo> <mo></mo> <mo></mo> <mo></mo> <mo></mo> <mo></mo> <mo></mo> <mo></mo> <mo></mo> <mo></mo> <mo></mo> <mo></mo> <mo></mo> <mo></mo> <mo></mo> <mo></mo> <mo></mo> <mo></mo> </mtd> <mtd> <mi>cos</mi> <mi></mi> <mi>&delta;&psi;</mi> <mi>cos</mi> <mi>&delta;&theta;</mi> </mtd> </mtr> <mtr> <mtd> <mo>-</mo> <mi>sin</mi> <mi></mi> <mi>&delta;&gamma;</mi> <mi>cos</mi> <mi>&delta;&theta;</mi> </mtd> <mtd> <mi>sin</mi> <mi>&delta;&theta;</mi> </mtd> </mtr> </mtable> </mfenced> </mtd> </mtr> <mtr> <mtd> <mfenced open='' close=' '> <mtable> <mtr> <mtd> <mi>sin</mi> <mi></mi> <mi>&delta;&gamma;</mi> <mi>cos</mi> <mi>&delta;&psi;</mi> <mo>-</mo> <mi>cos</mi> <mi></mi> <mi>&delta;&gamma;</mi> <mi>sin</mi> <mi></mi> <mi>&delta;&psi;</mi> <mi>sin</mi> <mi>&delta;&theta;</mi> </mtd> </mtr> <mtr> <mtd> <mo>-</mo> <mi>sin</mi> <mi></mi> <mi>&delta;&gamma;</mi> <mi>sin</mi> <mi>&delta;&psi;</mi> <mo>-</mo> <mi>cos</mi> <mi>&delta;&gamma;</mi> <mi>cos</mi> <mi>&delta;&psi;</mi> <mi>sin</mi> <mi>&delta;&theta;</mi> </mtd> </mtr> <mtr> <mtd> <mi>cos</mi> <mi></mi> <mi>&delta;&psi;</mi> <mi>cos</mi> <mi>&delta;&theta;</mi> </mtd> </mtr> </mtable> </mfenced> <mi></mi> </mtd> </mtr> </mtable> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>6</mn> <mo>)</mo> </mrow> </mfenced> </math>
When the error angle of the attitude quaternion is adopted to represent the error angle between the ideal navigation system n and the calculated navigation system c, the attitude error quaternion is set as delta q = [ delta q =0,δq1,δq2,δq3]TThen, the transformation matrix of c system to n system expressed by the quaternion of attitude error
Figure BSA0000096629560000173
Is composed of
<math> <mrow> <msubsup> <mi>C</mi> <mrow> <mi>c</mi> <mn>2</mn> </mrow> <mi>n</mi> </msubsup> <mo>=</mo> <mfenced open='[' close=']'> <mtable> <mtr> <mtd> <msubsup> <mi>&delta;q</mi> <mn>0</mn> <mn>2</mn> </msubsup> <mo>+</mo> <msubsup> <mi>&delta;q</mi> <mn>1</mn> <mn>2</mn> </msubsup> <mo>-</mo> <msubsup> <mi>&delta;q</mi> <mn>2</mn> <mn>2</mn> </msubsup> <mo>-</mo> <msubsup> <mi>&delta;q</mi> <mn>3</mn> <mn>2</mn> </msubsup> </mtd> <mtd> <mn>2</mn> <mrow> <mo>(</mo> <msub> <mi>&delta;q</mi> <mn>1</mn> </msub> <msub> <mi>&delta;q</mi> <mn>2</mn> </msub> <mo>-</mo> <msub> <mi>&delta;q</mi> <mn>0</mn> </msub> <msub> <mi>&delta;q</mi> <mn>3</mn> </msub> <mo>)</mo> </mrow> </mtd> <mtd> <mn>2</mn> <mrow> <mo>(</mo> <msub> <mi>&delta;q</mi> <mn>1</mn> </msub> <msub> <mi>&delta;q</mi> <mn>3</mn> </msub> <mo>+</mo> <msub> <mi>&delta;q</mi> <mn>0</mn> </msub> <msub> <mi>&delta;q</mi> <mn>2</mn> </msub> <mo>)</mo> </mrow> </mtd> </mtr> <mtr> <mtd> <mn>2</mn> <mrow> <mo>(</mo> <msub> <mi>&delta;q</mi> <mn>1</mn> </msub> <msub> <mi>&delta;q</mi> <mn>2</mn> </msub> <mo>+</mo> <msub> <mi>&delta;q</mi> <mn>0</mn> </msub> <msub> <mi>&delta;q</mi> <mn>3</mn> </msub> <mo>)</mo> </mrow> </mtd> <mtd> <msubsup> <mi>&delta;q</mi> <mn>0</mn> <mn>2</mn> </msubsup> <mo>-</mo> <msubsup> <mi>&delta;q</mi> <mn>1</mn> <mn>2</mn> </msubsup> <mo>+</mo> <msubsup> <mi>&delta;q</mi> <mn>2</mn> <mn>2</mn> </msubsup> <mo>-</mo> <msubsup> <mi>&delta;q</mi> <mn>3</mn> <mn>2</mn> </msubsup> </mtd> <mtd> <mn>2</mn> <mrow> <mo>(</mo> <msub> <mi>&delta;q</mi> <mn>2</mn> </msub> <msub> <mi>&delta;q</mi> <mn>3</mn> </msub> <mo>-</mo> <msub> <mi>&delta;q</mi> <mn>0</mn> </msub> <msub> <mi>&delta;q</mi> <mn>1</mn> </msub> <mo>)</mo> </mrow> </mtd> </mtr> <mtr> <mtd> <mn>2</mn> <mrow> <mo>(</mo> <msub> <mi>&delta;q</mi> <mn>1</mn> </msub> <msub> <mi>&delta;q</mi> <mn>3</mn> </msub> <mo>-</mo> <msub> <mi>&delta;q</mi> <mn>0</mn> </msub> <msub> <mi>&delta;q</mi> <mn>2</mn> </msub> <mo>)</mo> </mrow> </mtd> <mtd> <mn>2</mn> <mrow> <mo>(</mo> <msub> <mi>&delta;q</mi> <mn>2</mn> </msub> <msub> <mi>&delta;q</mi> <mn>3</mn> </msub> <mo>+</mo> <msub> <mi>&delta;q</mi> <mn>0</mn> </msub> <msub> <mi>&delta;q</mi> <mn>1</mn> </msub> <mo>)</mo> </mrow> </mtd> <mtd> <msubsup> <mi>&delta;q</mi> <mn>0</mn> <mn>2</mn> </msubsup> <mo>-</mo> <msubsup> <mi>&delta;q</mi> <mn>1</mn> <mn>2</mn> </msubsup> <mo>-</mo> <msubsup> <mi>&delta;q</mi> <mn>2</mn> <mn>2</mn> </msubsup> <mo>+</mo> <msubsup> <mi>&delta;q</mi> <mn>3</mn> <mn>2</mn> </msubsup> </mtd> </mtr> </mtable> </mfenced> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>7</mn> <mo>)</mo> </mrow> </mrow> </math>
Due to the matrix
Figure BSA0000096629560000175
And matrix
Figure BSA0000096629560000176
All describes the transformation matrix between the navigation system c and the ideal navigation system n calculated by the navigation computer, therefore, the formula (6) is equal to the formula (7), and the transformation relation between the attitude error angle in Euler angle form and the attitude error angle in quaternion form calculated by the formula is
<math> <mrow> <mfenced open='{' close=''> <mtable> <mtr> <mtd> <mi>&delta;&psi;</mi> <mo>=</mo> <mi>arctan</mi> <mrow> <mo>(</mo> <mfrac> <mrow> <mn>2</mn> <mrow> <mo>(</mo> <msub> <mi>&delta;q</mi> <mn>1</mn> </msub> <msub> <mi>&delta;q</mi> <mn>2</mn> </msub> <mo>-</mo> <msub> <mi>&delta;q</mi> <mn>0</mn> </msub> <msub> <mi>&delta;q</mi> <mn>3</mn> </msub> <mo>)</mo> </mrow> </mrow> <mrow> <msubsup> <mi>&delta;q</mi> <mn>0</mn> <mn>2</mn> </msubsup> <mo>-</mo> <msubsup> <mi>&delta;q</mi> <mn>1</mn> <mn>2</mn> </msubsup> <mo>+</mo> <msubsup> <mi>&delta;q</mi> <mn>2</mn> <mn>2</mn> </msubsup> <mo>-</mo> <msubsup> <mi>&delta;q</mi> <mn>3</mn> <mn>2</mn> </msubsup> </mrow> </mfrac> <mo>)</mo> </mrow> </mtd> </mtr> <mtr> <mtd> <mi>&delta;&theta;</mi> <mo>=</mo> <mi>arcsin</mi> <mrow> <mo>(</mo> <mn>2</mn> <mrow> <mo>(</mo> <msub> <mi>&delta;q</mi> <mn>2</mn> </msub> <msub> <mi>&delta;q</mi> <mn>3</mn> </msub> <mo>+</mo> <msub> <mi>&delta;q</mi> <mn>0</mn> </msub> <msub> <mi>&delta;q</mi> <mn>1</mn> </msub> <mo>)</mo> </mrow> <mo>)</mo> </mrow> </mtd> </mtr> <mtr> <mtd> <mi>&delta;&gamma;</mi> <mo>=</mo> <mi>arctan</mi> <mrow> <mo>(</mo> <mfrac> <mrow> <mn>2</mn> <mrow> <mo>(</mo> <msub> <mi>&delta;q</mi> <mn>0</mn> </msub> <msub> <mi>&delta;q</mi> <mn>2</mn> </msub> <mo>-</mo> <msub> <mi>&delta;q</mi> <mn>1</mn> </msub> <msub> <mi>&delta;q</mi> <mn>3</mn> </msub> <mo>)</mo> </mrow> </mrow> <mrow> <msubsup> <mi>&delta;q</mi> <mn>0</mn> <mn>2</mn> </msubsup> <mo>-</mo> <msubsup> <mi>&delta;q</mi> <mn>1</mn> <mn>2</mn> </msubsup> <mo>-</mo> <msubsup> <mi>&delta;q</mi> <mn>2</mn> <mn>2</mn> </msubsup> <mo>+</mo> <msubsup> <mi>&delta;q</mi> <mn>3</mn> <mn>2</mn> </msubsup> </mrow> </mfrac> <mo>)</mo> </mrow> </mtd> </mtr> </mtable> </mfenced> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>8</mn> <mo>)</mo> </mrow> </mrow> </math>
According to the formula (5) and the formula (8), the measurement equation of the SINS/SAR integrated navigation system can be obtained as
z1(t)=h1(x,t)+v1(t) (9)
In the formula, h1(x, t) is a nonlinear function of the measurement equation, v (t) = [ delta ψS,δLS,δλS,δhe]TFor white noise measurement, the mean is zero.
Measuring equation of SINS/CNS subsystem: in the SINS/CNS integrated navigation subsystem, the inertial navigation system can obtain the attitude quaternion and the position information of the carrier. The astronomical navigation system can acquire the attitude quaternion of the carrier and the horizontal position information (longitude and latitude) of the carrier by observing the celestial body through the star sensor, but cannot acquire the height information of the carrier, so that an altitude barometer is required to be introduced to observe the height information of the carrier, and the dispersion of an SINS altitude channel is inhibited. Selecting the difference between the carrier attitude quaternion and position information output by the inertial navigation system, the carrier attitude quaternion and horizontal position information output by the astronomical navigation system and the carrier height information output by the height barometer as a measurement quantity, wherein the measurement quantity can be expressed as
<math> <mrow> <msub> <mi>z</mi> <mn>2</mn> </msub> <mrow> <mo>(</mo> <mi>t</mi> <mo>)</mo> </mrow> <mo>=</mo> <mfenced open='[' close=']'> <mtable> <mtr> <mtd> <msub> <mi>q</mi> <mrow> <mi>I</mi> <mn>0</mn> </mrow> </msub> </mtd> <mtd> <msub> <mi>q</mi> <mrow> <mi>C</mi> <mn>0</mn> </mrow> </msub> </mtd> </mtr> <mtr> <mtd> <msub> <mi>q</mi> <mrow> <mi>I</mi> <mn>1</mn> </mrow> </msub> </mtd> <mtd> <msub> <mi>q</mi> <mrow> <mi>C</mi> <mn>1</mn> </mrow> </msub> </mtd> </mtr> <mtr> <mtd> <msub> <mi>q</mi> <mrow> <mi>I</mi> <mn>2</mn> </mrow> </msub> </mtd> <mtd> <msub> <mi>q</mi> <mrow> <mi>C</mi> <mn>2</mn> </mrow> </msub> </mtd> </mtr> <mtr> <mtd> <msub> <mi>q</mi> <mrow> <mi>I</mi> <mn>3</mn> </mrow> </msub> </mtd> <mtd> <mo>-</mo> <msub> <mi>q</mi> <mrow> <mi>C</mi> <mn>3</mn> </mrow> </msub> </mtd> </mtr> <mtr> <mtd> <msub> <mi>L</mi> <mi>I</mi> </msub> </mtd> <mtd> <msub> <mi>L</mi> <mi>C</mi> </msub> </mtd> </mtr> <mtr> <mtd> <msub> <mi>&lambda;</mi> <mi>I</mi> </msub> </mtd> <mtd> <msub> <mi>&lambda;</mi> <mi>C</mi> </msub> </mtd> </mtr> <mtr> <mtd> <msub> <mi>h</mi> <mi>I</mi> </msub> </mtd> <mtd> <msub> <mi>h</mi> <mi>e</mi> </msub> </mtd> </mtr> </mtable> </mfenced> <mo>=</mo> <mfenced open='[' close=']'> <mtable> <mtr> <mtd> <mrow> <mo>(</mo> <msub> <mi>q</mi> <mn>0</mn> </msub> <mo>+</mo> <msub> <mi>&delta;q</mi> <mrow> <mi>I</mi> <mn>0</mn> </mrow> </msub> <mo>)</mo> </mrow> <mo>-</mo> <mrow> <mo>(</mo> <msub> <mi>q</mi> <mn>0</mn> </msub> <mo>+</mo> <msub> <mi>&delta;q</mi> <mrow> <mi>C</mi> <mn>0</mn> </mrow> </msub> <mo>)</mo> </mrow> </mtd> </mtr> <mtr> <mtd> <mrow> <mo>(</mo> <msub> <mi>q</mi> <mn>1</mn> </msub> <mo>+</mo> <msub> <mi>&delta;q</mi> <mrow> <mi>I</mi> <mn>1</mn> </mrow> </msub> <mo>)</mo> </mrow> <mo>-</mo> <mrow> <mo>(</mo> <msub> <mi>q</mi> <mn>1</mn> </msub> <mo>+</mo> <msub> <mi>&delta;q</mi> <mrow> <mi>C</mi> <mn>1</mn> </mrow> </msub> <mo>)</mo> </mrow> </mtd> </mtr> <mtr> <mtd> <mrow> <mo>(</mo> <msub> <mi>q</mi> <mn>2</mn> </msub> <mo>+</mo> <msub> <mi>&delta;q</mi> <mrow> <mi>I</mi> <mn>2</mn> </mrow> </msub> <mo>)</mo> </mrow> <mo>-</mo> <mrow> <mo>(</mo> <msub> <mi>q</mi> <mn>2</mn> </msub> <mo>+</mo> <msub> <mi>&delta;q</mi> <mrow> <mi>C</mi> <mn>2</mn> </mrow> </msub> <mo>)</mo> </mrow> </mtd> </mtr> <mtr> <mtd> <mrow> <mo>(</mo> <msub> <mi>q</mi> <mn>3</mn> </msub> <mo>+</mo> <msub> <mi>&delta;q</mi> <mrow> <mi>I</mi> <mn>3</mn> </mrow> </msub> <mo>)</mo> </mrow> <mo>-</mo> <mrow> <mo>(</mo> <msub> <mi>q</mi> <mn>3</mn> </msub> <mo>+</mo> <msub> <mi>&delta;q</mi> <mrow> <mi>C</mi> <mn>3</mn> </mrow> </msub> <mo>)</mo> </mrow> </mtd> </mtr> <mtr> <mtd> <mrow> <mo>(</mo> <mi>L</mi> <mo>+</mo> <msub> <mi>&delta;L</mi> <mn>1</mn> </msub> <mo>)</mo> </mrow> <mo>-</mo> <mrow> <mo>(</mo> <mi>L</mi> <mo>+</mo> <msub> <mi>&delta;L</mi> <mi>C</mi> </msub> <mo>)</mo> </mrow> </mtd> </mtr> <mtr> <mtd> <mrow> <mo>(</mo> <mi>&lambda;</mi> <mo>+</mo> <msub> <mi>&delta;&lambda;</mi> <mi>I</mi> </msub> <mo>)</mo> </mrow> <mo>-</mo> <mrow> <mo>(</mo> <mi>&lambda;</mi> <mo>+</mo> <msub> <mi>&delta;&lambda;</mi> <mi>C</mi> </msub> <mo>)</mo> </mrow> </mtd> </mtr> <mtr> <mtd> <mrow> <mo>(</mo> <mi>h</mi> <mo>+</mo> <msub> <mi>&delta;h</mi> <mi>I</mi> </msub> <mo>)</mo> </mrow> <mo>-</mo> <mrow> <mo>(</mo> <mi>h</mi> <mo>+</mo> <msub> <mi>&delta;h</mi> <mi>e</mi> </msub> <mo>)</mo> </mrow> </mtd> </mtr> </mtable> </mfenced> <mo>=</mo> <mfenced open='[' close=']'> <mtable> <mtr> <mtd> <msub> <mi>&delta;q</mi> <mrow> <mi>I</mi> <mn>0</mn> </mrow> </msub> </mtd> </mtr> <mtr> <mtd> <msub> <mi>&delta;q</mi> <mrow> <mi>I</mi> <mn>1</mn> </mrow> </msub> </mtd> </mtr> <mtr> <mtd> <msub> <mi>&delta;q</mi> <mrow> <mi>I</mi> <mn>2</mn> </mrow> </msub> </mtd> </mtr> <mtr> <mtd> <msub> <mi>&delta;q</mi> <mrow> <mi>I</mi> <mn>3</mn> </mrow> </msub> </mtd> </mtr> <mtr> <mtd> <msub> <mi>&delta;L</mi> <mi>I</mi> </msub> </mtd> </mtr> <mtr> <mtd> <mi>&delta;</mi> <msub> <mi>&lambda;</mi> <mi>I</mi> </msub> </mtd> </mtr> <mtr> <mtd> <msub> <mi>&delta;h</mi> <mi>I</mi> </msub> </mtd> </mtr> </mtable> </mfenced> <mo>-</mo> <mfenced open='[' close=']'> <mtable> <mtr> <mtd> <msub> <mi>&delta;q</mi> <mrow> <mi>C</mi> <mn>0</mn> </mrow> </msub> </mtd> </mtr> <mtr> <mtd> <msub> <mi>&delta;q</mi> <mrow> <mi>C</mi> <mn>1</mn> </mrow> </msub> </mtd> </mtr> <mtr> <mtd> <msub> <mi>&delta;q</mi> <mrow> <mi>C</mi> <mn>2</mn> </mrow> </msub> </mtd> </mtr> <mtr> <mtd> <msub> <mi>&delta;q</mi> <mrow> <mi>C</mi> <mn>3</mn> </mrow> </msub> </mtd> </mtr> <mtr> <mtd> <msub> <mi>&delta;L</mi> <mi>C</mi> </msub> </mtd> </mtr> <mtr> <mtd> <msub> <mi>&delta;&lambda;</mi> <mi>C</mi> </msub> </mtd> </mtr> <mtr> <mtd> <msub> <mi>&delta;h</mi> <mi>e</mi> </msub> </mtd> </mtr> </mtable> </mfenced> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>10</mn> <mo>)</mo> </mrow> </mrow> </math>
In the formula, qI0、qI1、qI2、qI3Attitude quaternion, L, output for inertial navigation systemI、λI、hIRespectively outputting latitude, longitude and altitude information of the inertial navigation system; q. q.sC0、qC1、qC2、qC3Attitude quaternion, L, output for an astronomical navigation systemC、λCLatitude and longitude information respectively output for astronomical navigation; h iseAltitude information output for the air pressure altimeter; δ · represents an error corresponding to each term.
The measurement equation of the SINS/CNS integrated navigation subsystem obtained according to the formula (1) and the formula (10) is
z2(t)=h2(t)x(t)+v2(t) (11)
In the formula, h2(t) is a measurement matrix, v2(t)=[δqC0,δqC1,δqC2,δqC3,δLC,δλC,δhe]TFor white noise measurement, the mean is zero.
(3) The self-guided navigation high-precision nonlinear filtering algorithm comprises the following steps: a set of high-precision and nonlinear filtering algorithms suitable for an SINS/CNS/SAR autonomous integrated navigation system is designed, and the set of algorithms comprises:
firstly, an robust self-adaptive Unscented particle filter algorithm; fading self-adaptive Unscented particle filtering; thirdly, fuzzy robust adaptive particle filtering; fourthly, self-adaptive SVD-UKF filtering algorithm is adopted; adaptive square root Unscented particle filtering. The method comprises the following specific steps:
the robust adaptive Unscented particle filter algorithm comprises the following steps:
the robust adaptive Unscented particle filter fully absorbs the advantages of robust estimation, robust adaptive filtering and particle filtering, combines the robust estimation principle with UPF through equivalent weight factors and adaptive factors, selects proper weight functions and adaptive factors to control state model information and measurement model information, and inhibits the influence of abnormal interference.
The steps of the robust adaptive Unscented particle filter algorithm are as follows:
(a) initializing, extracting N particles according to the initial mean value and the mean square error, and at the moment k =0,
Figure BSA0000096629560000191
i is 1, 2, …, N, and the weight is set to
Figure BSA00000966295600001918
(b) At time k =1, 2, …, N, the following order is calculated:
1) calculating equivalence weightsAnd an adaptation factor alpha. And constructing an equivalent weight function by using an IGG scheme, wherein the IGG method belongs to a weight reduction function, namely, the robust limitation is carried out on the measurement value, and if the reciprocal of the robust limitation is taken, the equivalent weight function is defined as a variance expansion factor function.
Let the equivalence weight matrix be <math> <mrow> <mover> <mi>P</mi> <mo>&OverBar;</mo> </mover> <mo>=</mo> <mi>diag</mi> <mrow> <mo>(</mo> <msub> <mover> <mi>P</mi> <mo>&OverBar;</mo> </mover> <mn>1</mn> </msub> <mo>,</mo> <msub> <mover> <mi>P</mi> <mo>&OverBar;</mo> </mover> <mn>2</mn> </msub> <mo>,</mo> <mo>.</mo> <mo>.</mo> <mo>.</mo> <mo>,</mo> <msub> <mover> <mi>P</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> </msub> <mo>)</mo> </mrow> <mo>,</mo> </mrow> </math>
<math> <mrow> <mover> <msub> <mi>P</mi> <mi>k</mi> </msub> <mo>&OverBar;</mo> </mover> <mo>=</mo> <mfenced open='(' close=''> <mtable> <mtr> <mtd> <msub> <mi>p</mi> <mi>k</mi> </msub> </mtd> <mtd> <mo>|</mo> <msub> <mi>V</mi> <mi>k</mi> </msub> <mo>|</mo> <mo>&le;</mo> <msub> <mi>k</mi> <mn>0</mn> </msub> </mtd> </mtr> <mtr> <mtd> <msub> <mi>p</mi> <mi>k</mi> </msub> <mfrac> <msub> <mi>k</mi> <mn>0</mn> </msub> <mrow> <mo>|</mo> <msub> <mi>V</mi> <mi>k</mi> </msub> <mo>|</mo> </mrow> </mfrac> </mtd> <mtd> <msub> <mi>k</mi> <mn>0</mn> </msub> <mo>&lt;</mo> <mo>|</mo> <msub> <mi>V</mi> <mi>k</mi> </msub> <mo>|</mo> <mo>&le;</mo> <msub> <mi>k</mi> <mn>1</mn> </msub> </mtd> </mtr> <mtr> <mtd> <mn>0</mn> </mtd> <mtd> <mo>|</mo> <msub> <mi>V</mi> <mi>k</mi> </msub> <mo>|</mo> <mo>></mo> <msub> <mi>k</mi> <mn>1</mn> </msub> </mtd> </mtr> </mtable> </mfenced> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>12</mn> <mo>)</mo> </mrow> </mrow> </math>
Another expression may be used as desired
<math> <mrow> <mover> <msub> <mi>P</mi> <mi>k</mi> </msub> <mo>&OverBar;</mo> </mover> <mo>=</mo> <mfenced open='(' close=''> <mtable> <mtr> <mtd> <msub> <mi>p</mi> <mi>i</mi> </msub> </mtd> <mtd> <mo>|</mo> <msub> <mi>V</mi> <mi>k</mi> </msub> <mo>|</mo> <mo>&le;</mo> <msub> <mi>k</mi> <mn>0</mn> </msub> </mtd> </mtr> <mtr> <mtd> <msub> <mi>p</mi> <mi>k</mi> </msub> <mfrac> <mrow> <msub> <mi>k</mi> <mn>0</mn> </msub> <msup> <mrow> <mo>(</mo> <msub> <mi>k</mi> <mn>1</mn> </msub> <mo>-</mo> <mo>|</mo> <msub> <mi>V</mi> <mi>k</mi> </msub> <mo>|</mo> <mo>)</mo> </mrow> <mn>2</mn> </msup> </mrow> <mrow> <mrow> <mo>|</mo> <msub> <mi>V</mi> <mi>k</mi> </msub> <mo>|</mo> </mrow> <msup> <mrow> <mo>(</mo> <msub> <mi>k</mi> <mn>1</mn> </msub> <mo>-</mo> <msub> <mi>k</mi> <mn>0</mn> </msub> <mo>)</mo> </mrow> <mn>2</mn> </msup> </mrow> </mfrac> </mtd> <mtd> <msub> <mi>k</mi> <mn>0</mn> </msub> <mo>&le;</mo> <mo>|</mo> <msub> <mi>V</mi> <mi>k</mi> </msub> <mo>|</mo> <mo>&lt;</mo> <mo></mo> <msub> <mi>k</mi> <mn>1</mn> </msub> </mtd> </mtr> <mtr> <mtd> <mn>0</mn> </mtd> <mtd> <msub> <mi>k</mi> <mn>1</mn> </msub> <mo>&le;</mo> <mo>|</mo> <msub> <mi>V</mi> <mi>k</mi> </msub> <mo>|</mo> </mtd> </mtr> </mtable> </mfenced> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>13</mn> <mo>)</mo> </mrow> </mrow> </math>
Wherein k is0∈(1,1.5),k1∈(3,8),VkIs an observed value lkThe residual vector of (a) is calculated,
Figure BSA0000096629560000195
is the estimated value of the state parameter at the current moment. The adaptive factor is selected as follows
<math> <mrow> <msub> <mi>&alpha;</mi> <mi>k</mi> </msub> <mo>=</mo> <mfenced open='(' close=''> <mtable> <mtr> <mtd> <mn>1</mn> </mtd> <mtd> <mo>|</mo> <mi>&Delta;</mi> <msub> <mover> <mi>x</mi> <mo>~</mo> </mover> <mi>k</mi> </msub> <mo>|</mo> <mo>&le;</mo> <msub> <mi>c</mi> <mn>0</mn> </msub> </mtd> </mtr> <mtr> <mtd> <mfrac> <msub> <mi>c</mi> <mn>0</mn> </msub> <mrow> <mo>|</mo> <mi>&Delta;</mi> <msub> <mover> <mi>x</mi> <mo>~</mo> </mover> <mi>k</mi> </msub> <mo>|</mo> </mrow> </mfrac> <mfrac> <msup> <mrow> <mo>(</mo> <msub> <mi>c</mi> <mn>1</mn> </msub> <mo>-</mo> <mo>|</mo> <mi>&Delta;</mi> <msub> <mover> <mi>x</mi> <mo>~</mo> </mover> <mi>k</mi> </msub> <mo>|</mo> <mo>)</mo> </mrow> <mn>2</mn> </msup> <msup> <mrow> <mo>(</mo> <msub> <mi>c</mi> <mn>1</mn> </msub> <mo>-</mo> <msub> <mi>c</mi> <mn>0</mn> </msub> <mo>)</mo> </mrow> <mn>2</mn> </msup> </mfrac> </mtd> <mtd> <msub> <mi>c</mi> <mn>0</mn> </msub> <mo>&le;</mo> <mo>|</mo> <mi>&Delta;</mi> <msub> <mover> <mi>x</mi> <mo>~</mo> </mover> <mi>k</mi> </msub> <mo>|</mo> <mo>&lt;</mo> <msub> <mi>c</mi> <mn>1</mn> </msub> </mtd> </mtr> <mtr> <mtd> <mn>0</mn> </mtd> <mtd> <msub> <mi>c</mi> <mn>1</mn> </msub> <mo>&le;</mo> <mo>|</mo> <mi>&Delta;</mi> <msub> <mover> <mi>x</mi> <mo>~</mo> </mover> <mi>k</mi> </msub> <mo>|</mo> </mtd> </mtr> </mtable> </mfenced> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>14</mn> <mo>)</mo> </mrow> </mrow> </math>
Wherein c is0∈(1,1.5),c1∈(3,8),
Figure BSA0000096629560000198
tr (-) denotes the trace of the matrix,
Figure BSA0000096629560000199
to predict a value, i.e.
Figure BSA00000966295600001910
It can be seen that the weight function and the form of the adaptation factor construction are substantially the same, and both are important adjustment factors. The former is selected by judging the residual error, and the latter is selected according to the difference between the state estimation value and the predicted value
Figure BSA00000966295600001911
To select.
2) Calculating Sigma point, updating particle by UKF algorithm
Figure BSA00000966295600001912
To obtain
Figure BSA00000966295600001913
And is
Figure BSA00000966295600001914
Satisfy the requirement of
Figure BSA00000966295600001915
Let a new sample be
Figure BSA00000966295600001916
2N +1 Sigma point samples of
<math> <mrow> <msubsup> <mi>&chi;</mi> <mrow> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>=</mo> <mo>[</mo> <msubsup> <mover> <mi>x</mi> <mo>&OverBar;</mo> </mover> <mrow> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>,</mo> <msubsup> <mover> <mi>x</mi> <mo>&OverBar;</mo> </mover> <mrow> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>+</mo> <msqrt> <mrow> <mo>(</mo> <mi>N</mi> <mo>+</mo> <mi>&lambda;</mi> <mo>)</mo> </mrow> <msubsup> <mi>P</mi> <mrow> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> </msqrt> <mo>,</mo> <msubsup> <mover> <mi>x</mi> <mo>&OverBar;</mo> </mover> <mrow> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>-</mo> <msqrt> <mrow> <mo>(</mo> <mi>N</mi> <mo>+</mo> <mi>&lambda;</mi> <mo>)</mo> </mrow> <msubsup> <mi>P</mi> <mrow> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> </msqrt> <mo>]</mo> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>15</mn> <mo>)</mo> </mrow> </mrow> </math>
Wherein λ = α2(N + v) represents a scale factor, v is a second-order scale factor, N is the number of sampling particles, alpha determines the dispersion degree of the sampling points to the prediction mean value, beta is generally valued according to prior knowledge (the optimal value is 2 for Gaussian distribution), and W isjRepresents the weight of the jth Sigma point and satisfies the Sigma Wj=1,j=0,1,…2N。
And (3) predicting and updating the particles by using a UKF algorithm:
<math> <mrow> <msubsup> <mi>W</mi> <mn>0</mn> <mi>m</mi> </msubsup> <mo>=</mo> <mfrac> <mi>&lambda;</mi> <mrow> <mo>(</mo> <mi>N</mi> <mo>+</mo> <mi>&lambda;</mi> <mo>)</mo> </mrow> </mfrac> <mo>,</mo> <msubsup> <mi>W</mi> <mn>0</mn> <mi>c</mi> </msubsup> <mo>=</mo> <mfrac> <mi>&lambda;</mi> <mrow> <mo>(</mo> <mi>N</mi> <mo>+</mo> <mi>&lambda;</mi> <mo>)</mo> </mrow> </mfrac> <mo>+</mo> <mrow> <mo>(</mo> <mn>1</mn> <mo>-</mo> <msup> <mi>&alpha;</mi> <mn>2</mn> </msup> <mo>+</mo> <mi>&beta;</mi> <mo>)</mo> </mrow> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>16</mn> <mo>)</mo> </mrow> </mrow> </math>
<math> <mrow> <msubsup> <mi>W</mi> <mi>j</mi> <mi>c</mi> </msubsup> <mo>=</mo> <msubsup> <mi>W</mi> <mi>j</mi> <mi>m</mi> </msubsup> <mo>=</mo> <msub> <mi>W</mi> <mi>j</mi> </msub> <mo>=</mo> <mrow> <mo>(</mo> <mi>N</mi> <mo>+</mo> <mi>&lambda;</mi> <mo>)</mo> </mrow> <mo>,</mo> <mi>j</mi> <mo>=</mo> <mn>1,2</mn> <mo>,</mo> <mo>.</mo> <mo>.</mo> <mo>.</mo> <mo>,</mo> <mn>2</mn> <mi>N</mi> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>17</mn> <mo>)</mo> </mrow> </mrow> </math>
<math> <mrow> <msubsup> <mi>&chi;</mi> <mrow> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>=</mo> <mi>f</mi> <mrow> <mo>(</mo> <msubsup> <mi>&chi;</mi> <mrow> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>)</mo> </mrow> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>18</mn> <mo>)</mo> </mrow> </mrow> </math>
<math> <mrow> <msubsup> <mover> <mi>x</mi> <mo>&OverBar;</mo> </mover> <mrow> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>=</mo> <munderover> <mi>&Sigma;</mi> <mrow> <mi>j</mi> <mo>=</mo> <mn>0</mn> </mrow> <mrow> <mn>2</mn> <mi>N</mi> </mrow> </munderover> <msubsup> <mi>W</mi> <mi>j</mi> <mi>m</mi> </msubsup> <msubsup> <mi>&chi;</mi> <mrow> <mi>j</mi> <mo>,</mo> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>19</mn> <mo>)</mo> </mrow> </mrow> </math>
<math> <mrow> <msubsup> <mi>L</mi> <mrow> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>=</mo> <mi>h</mi> <mrow> <mo>(</mo> <msubsup> <mi>&chi;</mi> <mrow> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>)</mo> </mrow> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>20</mn> <mo>)</mo> </mrow> </mrow> </math>
<math> <mrow> <msubsup> <mover> <mi>l</mi> <mo>&OverBar;</mo> </mover> <mrow> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>=</mo> <munderover> <mi>&Sigma;</mi> <mrow> <mi>j</mi> <mo>=</mo> <mn>0</mn> </mrow> <mrow> <mn>2</mn> <mi>N</mi> </mrow> </munderover> <msubsup> <mi>W</mi> <mi>j</mi> <mi>m</mi> </msubsup> <msubsup> <mi>L</mi> <mrow> <mi>j</mi> <mo>,</mo> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>21</mn> <mo>)</mo> </mrow> </mrow> </math>
<math> <mrow> <msub> <mi>P</mi> <mrow> <msub> <mi>l</mi> <mi>k</mi> </msub> <msub> <mi>l</mi> <mi>k</mi> </msub> </mrow> </msub> <mo>=</mo> <munderover> <mi>&Sigma;</mi> <mrow> <mi>j</mi> <mo>=</mo> <mn>0</mn> </mrow> <mrow> <mn>2</mn> <mi>N</mi> </mrow> </munderover> <msubsup> <mi>W</mi> <mi>j</mi> <mi>c</mi> </msubsup> <mo>[</mo> <msubsup> <mrow> <mo></mo> <mrow> <mo>(</mo> <mi>L</mi> </mrow> </mrow> <mrow> <mi>j</mi> <mo>,</mo> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>-</mo> <msubsup> <mover> <mi>l</mi> <mo>&OverBar;</mo> </mover> <mrow> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>]</mo> <mo>&CenterDot;</mo> <msup> <mrow> <mo>[</mo> <msubsup> <mi>L</mi> <mrow> <mi>j</mi> <mo>,</mo> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>-</mo> <msubsup> <mover> <mi>l</mi> <mo>&OverBar;</mo> </mover> <mrow> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>]</mo> </mrow> <mi>T</mi> </msup> <mo>+</mo> <msub> <mi>Q</mi> <mi>k</mi> </msub> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>22</mn> <mo>)</mo> </mrow> </mrow> </math>
<math> <mrow> <msub> <mi>P</mi> <mrow> <msub> <mi>x</mi> <mi>k</mi> </msub> <msub> <mi>l</mi> <mi>k</mi> </msub> </mrow> </msub> <mo>=</mo> <munderover> <mi>&Sigma;</mi> <mrow> <mi>j</mi> <mo>=</mo> <mn>0</mn> </mrow> <mrow> <mn>2</mn> <mi>N</mi> </mrow> </munderover> <msubsup> <mi>W</mi> <mi>j</mi> <mi>c</mi> </msubsup> <mo>[</mo> <mrow> <mo>(</mo> <msubsup> <mi>&chi;</mi> <mrow> <mi>j</mi> <mo>,</mo> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>-</mo> <msubsup> <mover> <mi>x</mi> <mo>&OverBar;</mo> </mover> <mrow> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> </mrow> <mo>]</mo> <mo>&CenterDot;</mo> <msup> <mrow> <mo>[</mo> <msubsup> <mi>L</mi> <mrow> <mi>j</mi> <mo>,</mo> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>-</mo> <msubsup> <mover> <mi>l</mi> <mo>&OverBar;</mo> </mover> <mrow> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>]</mo> </mrow> <mi>T</mi> </msup> <mo>+</mo> <msub> <mi>R</mi> <mi>k</mi> </msub> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>23</mn> <mo>)</mo> </mrow> </mrow> </math>
<math> <mrow> <msub> <mi>P</mi> <mrow> <msub> <mi>x</mi> <mi>k</mi> </msub> <msub> <mi>x</mi> <mi>k</mi> </msub> </mrow> </msub> <mo>=</mo> <munderover> <mi>&Sigma;</mi> <mrow> <mi>j</mi> <mo>=</mo> <mn>0</mn> </mrow> <mrow> <mn>2</mn> <mi>N</mi> </mrow> </munderover> <msubsup> <mi>W</mi> <mi>j</mi> <mi>m</mi> </msubsup> <mo>[</mo> <mrow> <mo>(</mo> <msubsup> <mi>&chi;</mi> <mrow> <mi>j</mi> <mo>,</mo> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>-</mo> <msubsup> <mover> <mi>x</mi> <mo>&OverBar;</mo> </mover> <mrow> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> </mrow> <mo>]</mo> <mo>&CenterDot;</mo> <msup> <mrow> <mo>[</mo> <msubsup> <mi>&chi;</mi> <mrow> <mi>j</mi> <mo>,</mo> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>,</mo> <mo>-</mo> <msubsup> <mi>x</mi> <mrow> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>]</mo> </mrow> <mi>T</mi> </msup> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>24</mn> <mo>)</mo> </mrow> </mrow> </math>
K k = P x k l k P l k l k - 1 - - - ( 25 )
<math> <mrow> <msubsup> <mover> <mi>x</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> <mo>=</mo> <msubsup> <mover> <mi>x</mi> <mo>&OverBar;</mo> </mover> <mrow> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>+</mo> <msub> <mi>K</mi> <mi>k</mi> </msub> <mrow> <mo>(</mo> <msub> <mi>l</mi> <mi>k</mi> </msub> <mo>-</mo> <msubsup> <mover> <mi>L</mi> <mo>&OverBar;</mo> </mover> <mrow> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>)</mo> </mrow> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>26</mn> <mo>)</mo> </mrow> </mrow> </math>
P k i = P x k x k i - K k P l k l k K k T - - - ( 27 )
from the formulae (26) to (27)
Computing sample particle estimates and variances using equivalence weights and adaptive factors
Figure BSA00000966295600002014
<math> <mrow> <msubsup> <mover> <mi>x</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> <msup> <mi>i</mi> <mo>*</mo> </msup> </msubsup> <mo>=</mo> <msubsup> <mover> <mi>x</mi> <mo>&OverBar;</mo> </mover> <mrow> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>,</mo> <mo>+</mo> <msubsup> <mi>K</mi> <mi>k</mi> <mo>*</mo> </msubsup> <mrow> <mo>(</mo> <msub> <mi>l</mi> <mi>k</mi> </msub> <mo>-</mo> <msubsup> <mover> <mi>L</mi> <mo>&OverBar;</mo> </mover> <mrow> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>)</mo> </mrow> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>28</mn> <mo>)</mo> </mrow> </mrow> </math>
<math> <mrow> <msubsup> <mi>P</mi> <mi>k</mi> <msup> <mi>i</mi> <mo>*</mo> </msup> </msubsup> <mo>=</mo> <msub> <mi>&alpha;</mi> <mi>k</mi> </msub> <msubsup> <mi>P</mi> <mrow> <msub> <mi>x</mi> <mi>k</mi> </msub> <msub> <mi>x</mi> <mi>k</mi> </msub> </mrow> <mi>i</mi> </msubsup> <mo>-</mo> <msubsup> <mi>K</mi> <mi>k</mi> <mo>*</mo> </msubsup> <msub> <mover> <mi>P</mi> <mo>&OverBar;</mo> </mover> <mrow> <msub> <mi>l</mi> <mi>k</mi> </msub> <msub> <mi>l</mi> <mi>k</mi> </msub> </mrow> </msub> <msubsup> <mi>K</mi> <mi>k</mi> <mrow> <mo>*</mo> <mi>T</mi> </mrow> </msubsup> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>29</mn> <mo>)</mo> </mrow> </mrow> </math>
<math> <mrow> <msubsup> <mi>K</mi> <mi>k</mi> <mo>*</mo> </msubsup> <mo>=</mo> <msub> <mi>P</mi> <mrow> <msub> <mi>x</mi> <mi>k</mi> </msub> <msub> <mi>l</mi> <mi>k</mi> </msub> </mrow> </msub> <msubsup> <mover> <mi>P</mi> <mo>&OverBar;</mo> </mover> <mrow> <msub> <mi>l</mi> <mi>k</mi> </msub> <msub> <mi>l</mi> <mi>k</mi> </msub> </mrow> <mrow> <mo>-</mo> <mn>1</mn> </mrow> </msubsup> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>30</mn> <mo>)</mo> </mrow> </mrow> </math>
The above formula shows that the adaptive factor alpha is passedkAnd
Figure BSA00000966295600002018
can influence and regulate
Figure BSA00000966295600002019
The importance density function is brought closer to the actual distribution. Obtained according to formulae (16) to (19)
Figure BSA0000096629560000211
And performing importance sampling as a function of the importance density of the particle sampling. As can be seen from equation (18), when there is an anomaly in the equivalence weight matrix
Figure BSA0000096629560000212
The elements are reduced, the information rate of the measurement is reduced when the parameters are estimated, and the influence of abnormal information on the estimation is weakened. Otherwise, the parameter estimation increases the utilization rate of useful measurement information; similarly, when the state model has abnormality, the adaptive factor alphakAnd reducing, namely reducing the information rate by utilizing state prediction during parameter estimation, weakening the abnormal interference of the model, and vice versa. If the right of equivalence
Figure BSA0000096629560000213
And a =0, and the ratio of the total of the amounts of the components,
Figure BSA0000096629560000214
and
Figure BSA0000096629560000215
namely the mean and variance of the samples obtained by the UKF algorithm.
(c) Calculating the weight <math> <mrow> <msubsup> <mi>w</mi> <mi>k</mi> <mi>i</mi> </msubsup> <mo>=</mo> <msubsup> <mi>w</mi> <mrow> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mfrac> <mrow> <mi>p</mi> <mrow> <mo>(</mo> <msub> <mi>y</mi> <mi>k</mi> </msub> <mo>|</mo> <msubsup> <mover> <mi>x</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> <msup> <mi>i</mi> <mo>*</mo> </msup> </msubsup> <mo>)</mo> </mrow> <mi>p</mi> <mrow> <mo>(</mo> <msubsup> <mover> <mi>x</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> <msup> <mi>i</mi> <mo>*</mo> </msup> </msubsup> <mo>|</mo> <msubsup> <mover> <mi>x</mi> <mo>&OverBar;</mo> </mover> <mrow> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <msup> <mi>i</mi> <mo>*</mo> </msup> </msubsup> <mo>)</mo> </mrow> </mrow> <mrow> <mi>q</mi> <mrow> <mo>(</mo> <msubsup> <mover> <mi>x</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> <msup> <mi>i</mi> <mo>*</mo> </msup> </msubsup> <mo>|</mo> <msubsup> <mover> <mi>x</mi> <mo>&OverBar;</mo> </mover> <mrow> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <msup> <mi>i</mi> <mo>*</mo> </msup> </msubsup> <mo>,</mo> <msub> <mi>l</mi> <mi>k</mi> </msub> <mo>)</mo> </mrow> </mrow> </mfrac> <mo>,</mo> </mrow> </math> And is normalized to <math> <mrow> <msubsup> <mover> <mi>w</mi> <mo>~</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> <mo>=</mo> <msubsup> <mi>w</mi> <mi>k</mi> <mi>i</mi> </msubsup> <mo>/</mo> <munderover> <mi>&Sigma;</mi> <mrow> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mi>n</mi> </munderover> <msubsup> <mi>w</mi> <mi>k</mi> <mi>i</mi> </msubsup> <mo>.</mo> </mrow> </math>
(d) Calculation of estimated formula <math> <mrow> <msub> <mover> <mi>N</mi> <mo>^</mo> </mover> <mi>eff</mi> </msub> <mo>=</mo> <mn>1</mn> <mo>/</mo> <munderover> <mi>&Sigma;</mi> <mrow> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mi>N</mi> </munderover> <msup> <mrow> <mo>(</mo> <msubsup> <mover> <mi>w</mi> <mo>~</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> <mo>)</mo> </mrow> <mn>2</mn> </msup> <mo>.</mo> </mrow> </math>
Comparing the obtained result with a predetermined threshold value, judging the severity of particle degradation,
Figure BSA0000096629560000219
smaller, indicating more severe degradation. In this case, the above obtainedAnd (4) resampling the posterior density to obtain M new particles again, and endowing each particle with the same weight of 1/M.
(e) And calculating the nonlinear state quantity estimated value.
Figure BSA00000966295600002110
Repeating the above step (b).
In the steps, two important adjusting factors, namely an equivalent weight factor and an adaptive factor, are utilized when the importance density function is selected. Useful information is more reasonably distributed to the particle sampling points obtained after UT conversion through the two methods, and a better sampling distribution function is provided for the importance sampling process.
The self-adaptive Unscented particle filter disappears: the improved fading self-adaptive Unscented particle filter takes the particle filter as a basic frame, integrates a fading self-adaptive filter principle and an UT conversion process, absorbs the advantages of each single algorithm, establishes an importance density distribution function with parameters capable of being adjusted in a self-adaptive manner, and fully and efficiently utilizes the latest measurement information to enable the latest measurement information to be closer to a real distribution function, so that the filter algorithm has better self-adaptability and robustness.
The Unscented particle filter algorithm mainly utilizes UT transformation to obtain sampling points, and achieves approximation of state vector posterior distribution. Unlike the monte carlo method, the Unscented particle filter does not sample randomly from a given distribution, but takes a few defined Sigma points as sample points. Sigma sampling point of
<math> <mrow> <msubsup> <mi>&chi;</mi> <mrow> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>=</mo> <mo>[</mo> <msubsup> <mover> <mi>x</mi> <mo>&OverBar;</mo> </mover> <mrow> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>,</mo> <msubsup> <mover> <mi>x</mi> <mo>&OverBar;</mo> </mover> <mrow> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>+</mo> <msqrt> <mrow> <mo>(</mo> <mi>N</mi> <mo>+</mo> <mi>&lambda;</mi> <mo>)</mo> </mrow> <msubsup> <mi>P</mi> <mrow> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> </msqrt> <mo>,</mo> <msubsup> <mover> <mi>x</mi> <mo>&OverBar;</mo> </mover> <mrow> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>-</mo> <msqrt> <mrow> <mo>(</mo> <mi>N</mi> <mo>+</mo> <mi>&lambda;</mi> <mo>)</mo> </mrow> <msubsup> <mi>P</mi> <mrow> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> </msqrt> <mo>]</mo> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>20</mn> <mo>)</mo> </mrow> </mrow> </math>
Wherein λ = α2(N + v) represents a scale factor, v is a second-order scale factor, N is the number of sampling particles, and alpha determines the dispersion degree of the sampling points to the prediction mean value. For different system models and noise assumptions, the UT transform algorithm has different forms, and the key for determining the expression of the UT transform algorithm is to determine a Sigma point sampling strategy, namely the number, position and weight of Sigma points.
The fading self-adaptive Unscented particle filter algorithm limits the memory length of a filter by adopting a fading factor, continuously corrects a predicted value by fully utilizing a current observation value, and estimates and corrects unknown or inaccurate system model parameters, noise statistical parameters and the like. The algorithm mainly comprises the following steps:
(a) initializationAnd when k =0, the signal is transmitted,
Figure BSA0000096629560000221
where k represents the time of day. Uniformly set the weight value as
Figure BSA0000096629560000222
Where k represents time and N represents the number of particles.
(b) Calculate the Sigma point and set the new sample as
Figure BSA0000096629560000223
2N +1 Sigma sampling points are calculated, the particles are predicted and updated by using the UKF algorithm,
wherein the meaning of each symbol is the same as above, in the following formula, beta is generally taken as a value according to prior knowledge (the optimal value is 2 for Gaussian distribution), and W isjRepresents the weight of the jth Sigma point and satisfies the Sigma Wj=1,j=0,1,…2N.
Time updating
<math> <mrow> <msubsup> <mi>W</mi> <mn>0</mn> <mi>m</mi> </msubsup> <mo>=</mo> <mfrac> <mi>&lambda;</mi> <mrow> <mo>(</mo> <mi>N</mi> <mo>+</mo> <mi>&lambda;</mi> <mo>)</mo> </mrow> </mfrac> <mo>,</mo> <msubsup> <mi>W</mi> <mn>0</mn> <mi>c</mi> </msubsup> <mo>=</mo> <mfrac> <mi>&lambda;</mi> <mrow> <mo>(</mo> <mi>N</mi> <mo>+</mo> <mi>&lambda;</mi> <mo>)</mo> </mrow> </mfrac> <mo>+</mo> <mrow> <mo>(</mo> <mn>1</mn> <mo>-</mo> <msup> <mi>&alpha;</mi> <mn>2</mn> </msup> <mo>+</mo> <mi>&beta;</mi> <mo>)</mo> </mrow> <mo>,</mo> <mi>j</mi> <mo>=</mo> <mn>0</mn> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>21</mn> <mo>)</mo> </mrow> </mrow> </math>
<math> <mrow> <msubsup> <mi>W</mi> <mi>j</mi> <mi>c</mi> </msubsup> <mo>=</mo> <msubsup> <mi>W</mi> <mi>j</mi> <mi>m</mi> </msubsup> <mo>=</mo> <msub> <mi>W</mi> <mi>j</mi> </msub> <mo>=</mo> <mn>1</mn> <mo>/</mo> <mn>2</mn> <mrow> <mo>(</mo> <mi>N</mi> <mo>+</mo> <mi>&lambda;</mi> <mo>)</mo> </mrow> <mo>,</mo> <mi>j</mi> <mo>=</mo> <mn>1,2</mn> <mo>,</mo> <mo>.</mo> <mo>.</mo> <mo>.</mo> <mo>,</mo> <mn>2</mn> <mi>N</mi> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>22</mn> <mo>)</mo> </mrow> </mrow> </math>
<math> <mrow> <msubsup> <mi>&chi;</mi> <mrow> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>=</mo> <mi>f</mi> <mrow> <mo>(</mo> <msubsup> <mi>&chi;</mi> <mrow> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>)</mo> </mrow> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>23</mn> <mo>)</mo> </mrow> </mrow> </math>
<math> <mrow> <msubsup> <mover> <mi>x</mi> <mo>&OverBar;</mo> </mover> <mrow> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>=</mo> <munderover> <mi>&Sigma;</mi> <mrow> <mi>j</mi> <mo>=</mo> <mn>0</mn> </mrow> <mrow> <mn>2</mn> <mi>N</mi> </mrow> </munderover> <msubsup> <mi>W</mi> <mi>j</mi> <mi>m</mi> </msubsup> <msubsup> <mi>&chi;</mi> <mrow> <mi>j</mi> <mo>,</mo> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>24</mn> <mo>)</mo> </mrow> </mrow> </math>
<math> <mrow> <msubsup> <mi>Y</mi> <mrow> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>=</mo> <mi>h</mi> <mrow> <mo>(</mo> <msubsup> <mi>&chi;</mi> <mrow> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>)</mo> </mrow> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>25</mn> <mo>)</mo> </mrow> </mrow> </math>
<math> <mrow> <msubsup> <mover> <mi>y</mi> <mo>&OverBar;</mo> </mover> <mrow> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>=</mo> <munderover> <mi>&Sigma;</mi> <mrow> <mi>j</mi> <mo>=</mo> <mn>0</mn> </mrow> <mrow> <mn>2</mn> <mi>N</mi> </mrow> </munderover> <msubsup> <mi>W</mi> <mi>j</mi> <mi>m</mi> </msubsup> <msubsup> <mi>Y</mi> <mrow> <mi>j</mi> <mo>,</mo> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>26</mn> <mo>)</mo> </mrow> </mrow> </math>
<math> <mrow> <msubsup> <mi>P</mi> <mrow> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>=</mo> <munderover> <mi>&Sigma;</mi> <mrow> <mi>j</mi> <mo>=</mo> <mn>0</mn> </mrow> <mrow> <mn>2</mn> <mi>N</mi> </mrow> </munderover> <msubsup> <mi>W</mi> <mi>j</mi> <mi>m</mi> </msubsup> <mo>[</mo> <mrow> <mo>(</mo> <msubsup> <mi>&chi;</mi> <mrow> <mi>j</mi> <mo>,</mo> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>-</mo> <msubsup> <mi>x</mi> <mrow> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> </mrow> <mo>]</mo> <mo>&CenterDot;</mo> <msup> <mrow> <mo>[</mo> <msubsup> <mi>&chi;</mi> <mrow> <mi>j</mi> <mo>,</mo> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>,</mo> <mo>-</mo> <msubsup> <mi>x</mi> <mrow> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>]</mo> </mrow> <mi>T</mi> </msup> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>27</mn> <mo>)</mo> </mrow> </mrow> </math>
Measurement update
<math> <mrow> <msub> <mi>P</mi> <mrow> <msub> <mi>x</mi> <mi>k</mi> </msub> <msub> <mi>l</mi> <mi>k</mi> </msub> </mrow> </msub> <mo>=</mo> <munderover> <mi>&Sigma;</mi> <mrow> <mi>j</mi> <mo>=</mo> <mn>0</mn> </mrow> <mrow> <mn>2</mn> <mi>N</mi> </mrow> </munderover> <msubsup> <mi>W</mi> <mi>j</mi> <mi>c</mi> </msubsup> <mo>[</mo> <mrow> <mo>(</mo> <msubsup> <mi>&chi;</mi> <mrow> <mi>j</mi> <mo>,</mo> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>-</mo> <msubsup> <mover> <mi>x</mi> <mo>&OverBar;</mo> </mover> <mrow> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> </mrow> <mo>]</mo> <mo>&CenterDot;</mo> <msup> <mrow> <mo>[</mo> <msubsup> <mi>Y</mi> <mrow> <mi>j</mi> <mo>,</mo> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>-</mo> <msubsup> <mover> <mi>y</mi> <mo>&OverBar;</mo> </mover> <mrow> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>]</mo> </mrow> <mi>T</mi> </msup> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>28</mn> <mo>)</mo> </mrow> </mrow> </math>
<math> <mrow> <msub> <mi>P</mi> <mrow> <msub> <mi>l</mi> <mi>k</mi> </msub> <msub> <mi>l</mi> <mi>k</mi> </msub> </mrow> </msub> <mo>=</mo> <munderover> <mi>&Sigma;</mi> <mrow> <mi>j</mi> <mo>=</mo> <mn>0</mn> </mrow> <mrow> <mn>2</mn> <mi>N</mi> </mrow> </munderover> <msubsup> <mi>W</mi> <mi>j</mi> <mi>c</mi> </msubsup> <mo>[</mo> <msubsup> <mrow> <mo></mo> <mo>(</mo> <mi>Y</mi> </mrow> <mrow> <mi>j</mi> <mo>,</mo> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>-</mo> <msubsup> <mover> <mi>y</mi> <mo>&OverBar;</mo> </mover> <mrow> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>]</mo> <mo>&CenterDot;</mo> <msup> <mrow> <mo>[</mo> <msubsup> <mi>Y</mi> <mrow> <mi>j</mi> <mo>,</mo> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>-</mo> <msubsup> <mover> <mi>y</mi> <mo>&OverBar;</mo> </mover> <mrow> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>]</mo> </mrow> <mi>T</mi> </msup> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>29</mn> <mo>)</mo> </mrow> </mrow> </math>
K k = P x k l k P l k l k - 1 - - - ( 30 )
At the moment, the fading factor is calculated by using the thought of fading self-adaptive extended Kalman filtering, and the formula alpha is usedkAnd calculate
Figure BSA0000096629560000231
<math> <mrow> <msubsup> <mover> <mi>x</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> <mo>=</mo> <msubsup> <mover> <mi>x</mi> <mo>&OverBar;</mo> </mover> <mrow> <mi>k</mi> <mo>/</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>+</mo> <msub> <mi>K</mi> <mi>k</mi> </msub> <mrow> <mo>(</mo> <msub> <mi>y</mi> <mi>k</mi> </msub> <mo>-</mo> <msubsup> <mover> <mi>y</mi> <mo>&OverBar;</mo> </mover> <mrow> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>)</mo> </mrow> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>31</mn> <mo>)</mo> </mrow> </mrow> </math>
<math> <mrow> <msubsup> <mi>P</mi> <mi>k</mi> <mi>i</mi> </msubsup> <mo>=</mo> <msubsup> <mi>P</mi> <mrow> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>-</mo> <msub> <mi>&alpha;</mi> <mi>k</mi> </msub> <msub> <mi>K</mi> <mi>k</mi> </msub> <msub> <mi>P</mi> <mrow> <msub> <mi>l</mi> <mi>k</mi> </msub> <msub> <mi>l</mi> <mi>k</mi> </msub> </mrow> </msub> <msubsup> <mi>K</mi> <mi>k</mi> <mi>T</mi> </msubsup> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>32</mn> <mo>)</mo> </mrow> </mrow> </math>
To obtain
Figure BSA0000096629560000234
Figure BSA0000096629560000235
Importance sampling is performed as a function of the importance density of the particle sampling.
(c) From the density of importance function
Figure BSA0000096629560000236
After sampling, calculating weight of each particle
w k i = w k - 1 i p ( y k | x k i ) p ( x k i | x k - 1 i ) q ( x k i | x k - 1 i , y k ) - - - ( 33 )
And calculating the normalized weight.
<math> <mrow> <msubsup> <mover> <mi>w</mi> <mo>~</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> <mo>=</mo> <msubsup> <mi>w</mi> <mi>k</mi> <mi>i</mi> </msubsup> <mo>/</mo> <munderover> <mi>&Sigma;</mi> <mrow> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mi>n</mi> </munderover> <msubsup> <mi>w</mi> <mi>k</mi> <mi>i</mi> </msubsup> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>34</mn> <mo>)</mo> </mrow> </mrow> </math>
(d) Using an estimation formula
Figure BSA0000096629560000239
Judging whether the particle degradation degree is serious, then resampling from the obtained posterior density to obtain M new particles, and giving the same weight to each particle
Figure BSA00000966295600002310
(e) And calculating the nonlinear state quantity estimated value.
<math> <mrow> <msub> <mover> <mi>x</mi> <mo>^</mo> </mover> <mi>k</mi> </msub> <mo>=</mo> <munderover> <mi>&Sigma;</mi> <mrow> <mi>i</mi> <mo>=</mo> <mn>0</mn> </mrow> <mi>N</mi> </munderover> <msubsup> <mover> <mi>w</mi> <mo>~</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> <msubsup> <mi>x</mi> <mi>k</mi> <mrow> <mi>i</mi> <mo>*</mo> <mo>*</mo> </mrow> </msubsup> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>35</mn> <mo>)</mo> </mrow> </mrow> </math>
And (4) returning to the step (2), and recursively calculating the state estimation value at the next moment according to the new observed quantity.
Third, fuzzy robust adaptive particle filtering:
(I) constructing equivalence weight based on fuzzy theory:
to obtain an estimate with both strong robustness and high adaptivity, the weights can be divided according to the data residual: a weight-preserving area (keeping the original observed value unchanged), a weight-reducing area (making robust limitation on the observed value), and a rejecting area (the weight is zero). Designing a one-dimensional fuzzy controller, and constructing a weight factor gamma by the following steps:
(a) and (4) fuzzifying. The fuzzification is used for converting the input precise quantity into fuzzification quantity, i.e. converting the input quantity into fuzzification quantity
Figure BSA00000966295600002312
(exact value) fuzzification becomes a fuzzy variable (where
Figure BSA00000966295600002313
To normalize residual), the determined input is transformedIs a fuzzy set described by degrees of membership.
The specific process comprises the following steps: will input variableIs divided into { too large, normal }, abbreviated as { B }e,Bc,BnAnd after the input is quantized,
Figure BSA00000966295600002315
x ═ 0, 1, 2, 3, 4 }; the fuzzy subset of the output gamma is { minimal, small, normal }, abbreviated as { S }e,Sc,SnY size is graded into 5 levels to represent different values, i.e., Y ═ 0, 1, 2, 3, 4. Are respectively input toAnd outputting gamma for fuzzy quantization.
(b) Based on human intuition, thinking, reasoning and practical experience
Figure BSA0000096629560000242
And designing a fuzzy control rule according to the relation of the output quantity weight factor gamma. If it is not
Figure BSA0000096629560000243
If too large, γ is extremely small; if it is not
Figure BSA0000096629560000244
Larger, γ is smaller; if it is not
Figure BSA0000096629560000245
And if the gamma is normal, the gamma is normal.
According to the fuzzy rule, the fuzzy relation can be determined as
R=(Be×Se)+(Bc×Sc)+(Bn×Sn)
Where "x" represents the cartesian product of the blur vector. Is calculated by
R = 0 0 0 0.5 1 0 0.5 0.5 0.5 0.5 0 0.5 1 0.5 0 0.5 0.5 0.5 0.5 0 1 0.5 0 0 0
(c) According to fuzzy control principle, from input variables
Figure BSA0000096629560000247
The fuzzy subset and the fuzzy relation matrix R obtain a fuzzy set with a weight factor gamma through fuzzy reasoning, and a final fuzzy control quantity is obtained.
(d) And deblurring the fuzzy control quantity to obtain an accurate output control quantity, namely a weight factor gamma. The process of converting the fuzzy inference result into an accurate value is called defuzzification. And in the defuzzification processing process, a maximum membership principle is adopted.
(II) fuzzy robust adaptive particle filtering algorithm
The Fuzzy Robust Adaptive Particle Filter (FRAPF) algorithm has the following steps: (a) and (5) initializing. At the time when k is 0, N particles are sampled according to the emphasis density, and each sampled particle is assumed to be used
Figure BSA0000096629560000248
Let k = 1; (b) and constructing error discrimination statistics and adaptive factors of the state model by taking the prediction residual as a variable.
The error equation is:
V k = A k X ^ k - Z k - - - ( 36 )
in the formula, AkIs a coefficient matrix; zkFor the observation vector, its weight matrix is Pk;VkIs a residual vector;
Figure BSA00000966295600002410
is a state parameter vector. Taking the risk function as
<math> <mrow> <msup> <msub> <mi>V</mi> <mi>k</mi> </msub> <mi>T</mi> </msup> <msub> <mover> <mi>P</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> </msub> <msub> <mi>V</mi> <mi>k</mi> </msub> <mo>+</mo> <msup> <mrow> <mo>(</mo> <msub> <mover> <mi>X</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> </msub> <mo>-</mo> <msub> <mover> <mi>X</mi> <mo>^</mo> </mover> <mi>k</mi> </msub> <mo>)</mo> </mrow> <mi>T</mi> </msup> <msubsup> <mi>&Sigma;</mi> <msub> <mover> <mi>X</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> </msub> <mrow> <mo>-</mo> <mn>1</mn> </mrow> </msubsup> <mrow> <mo>(</mo> <msub> <mover> <mi>X</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> </msub> <mo>-</mo> <msub> <mover> <mi>X</mi> <mo>^</mo> </mover> <mi>k</mi> </msub> <mo>)</mo> </mrow> <mo>=</mo> <mi>min</mi> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>37</mn> <mo>)</mo> </mrow> </mrow> </math>
Wherein,
Figure BSA0000096629560000251
is ZkOf equivalent weight matrices, i.e.Gamma is a weight factor. After the extreme value is obtained, the method,
Figure BSA0000096629560000253
let the equivalence weight matrix be <math> <mrow> <mover> <mi>P</mi> <mo>&OverBar;</mo> </mover> <mo>=</mo> <mi>diang</mi> <mrow> <mo>(</mo> <msub> <mover> <mi>P</mi> <mo>&OverBar;</mo> </mover> <mn>1</mn> </msub> <mo>,</mo> <msub> <mover> <mi>P</mi> <mo>&OverBar;</mo> </mover> <mrow> <mn>2</mn> <mo>,</mo> </mrow> </msub> <mo>.</mo> <mo>.</mo> <mo>.</mo> <mo>,</mo> <msub> <mover> <mi>P</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> </msub> <mo>)</mo> </mrow> <mo>,</mo> </mrow> </math>
<math> <mrow> <msub> <mover> <mi>P</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> </msub> <mo>=</mo> <mfenced open='(' close=''> <mtable> <mtr> <mtd> <msub> <mi>p</mi> <mi>i</mi> </msub> </mtd> <mtd> <mo>|</mo> <msub> <mi>V</mi> <mi>k</mi> </msub> <mo>|</mo> <mo>&le;</mo> <msub> <mi>k</mi> <mn>0</mn> </msub> </mtd> </mtr> <mtr> <mtd> <msub> <mi>p</mi> <mi>k</mi> </msub> <mfrac> <msub> <mi>k</mi> <mn>0</mn> </msub> <mrow> <mo>|</mo> <msub> <mi>V</mi> <mi>k</mi> </msub> <mo>|</mo> </mrow> </mfrac> <mfrac> <msup> <mrow> <mo>(</mo> <msub> <mi>k</mi> <mn>1</mn> </msub> <mo>-</mo> <mo>|</mo> <msub> <mi>V</mi> <mi>k</mi> </msub> <mo>|</mo> <mo>)</mo> </mrow> <mn>2</mn> </msup> <msup> <mrow> <mo>(</mo> <msub> <mi>k</mi> <mn>1</mn> </msub> <mo>-</mo> <msub> <mi>k</mi> <mn>0</mn> </msub> <mo>)</mo> </mrow> <mn>2</mn> </msup> </mfrac> </mtd> <mtd> <msub> <mi>k</mi> <mn>0</mn> </msub> <mo>&le;</mo> <mo>|</mo> <msub> <mi>V</mi> <mi>k</mi> </msub> <mo>|</mo> <mo>&lt;</mo> <msub> <mi>k</mi> <mn>1</mn> </msub> </mtd> </mtr> <mtr> <mtd> <mn>0</mn> </mtd> <mtd> <msub> <mi>k</mi> <mn>1</mn> </msub> <mo>&le;</mo> <mo>|</mo> <msub> <mi>V</mi> <mi>k</mi> </msub> <mo>|</mo> </mtd> </mtr> </mtable> </mfenced> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>38</mn> <mo>)</mo> </mrow> </mrow> </math>
The prediction residual contains the state which is not corrected by the observation information, and can reflect the disturbance of a dynamic system. Ith prediction residual vector at time k
Figure BSA0000096629560000256
Is shown as
<math> <mrow> <msubsup> <mover> <mi>V</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> <mo>=</mo> <msub> <mi>H</mi> <mi>k</mi> </msub> <msubsup> <mover> <mi>X</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> <mo>-</mo> <msub> <mi>Y</mi> <mi>k</mi> </msub> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>39</mn> <mo>)</mo> </mrow> </mrow> </math>
The discrimination statistic of the error of the state model constructed by taking the prediction residual as a variable is
<math> <mrow> <mi>&Delta;</mi> <msubsup> <mover> <mi>V</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> <mo>=</mo> <msup> <mrow> <mo>(</mo> <mfrac> <mrow> <msup> <mrow> <mo>(</mo> <msubsup> <mover> <mi>V</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> <mo>)</mo> </mrow> <mi>T</mi> </msup> <msubsup> <mover> <mi>V</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> </mrow> <mrow> <mi>tr</mi> <mrow> <mo>(</mo> <msub> <mi>&Sigma;</mi> <msubsup> <mover> <mi>V</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> </msub> <mo>)</mo> </mrow> </mrow> </mfrac> <mo>)</mo> </mrow> <mfrac> <mn>1</mn> <mn>2</mn> </mfrac> </msup> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>40</mn> <mo>)</mo> </mrow> </mrow> </math>
Wherein,
Figure BSA0000096629560000259
predict information for the ith state at time k by
Figure BSA00000966295600002510
Calculating;representing prediction residualThe covariance matrix of (a); tr (-) is the matrix traceback operator. An adaptive factor function based on a prediction residual discrimination statistic is
<math> <mrow> <msubsup> <mi>&alpha;</mi> <mi>k</mi> <mi>i</mi> </msubsup> <mo>=</mo> <mfenced open='{' close=''> <mtable> <mtr> <mtd> <mn>1</mn> </mtd> <mtd> <mo>|</mo> <mi>&Delta;</mi> <msubsup> <mover> <mi>V</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> <mo>|</mo> <mo>&le;</mo> <mi>c</mi> </mtd> </mtr> <mtr> <mtd> <mfrac> <mi>c</mi> <mrow> <mo>|</mo> <mi>&Delta;</mi> <msubsup> <mover> <mi>V</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> <mo>|</mo> </mrow> </mfrac> </mtd> <mtd> <mo>|</mo> <mi>&Delta;</mi> <msubsup> <mover> <mi>V</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> <mo>|</mo> <mo>></mo> <mi>c</mi> </mtd> </mtr> </mtable> </mfenced> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>41</mn> <mo>)</mo> </mrow> </mrow> </math>
In the formula,
Figure BSA00000966295600002514
denotes the ith adaptive factor at time k, and c is an empirical constant, generally taken to be 1.0<c<2.5。
(c) Updating:
x k i = f ( x k - 1 i , v k - 1 ) - - - ( 42 )
by
Figure BSA00000966295600002516
Updating the particle at time k according to equation (42)
Figure BSA00000966295600002517
<math> <mrow> <mi>p</mi> <mrow> <mo>(</mo> <msub> <mi>x</mi> <mrow> <mn>0</mn> <mo>:</mo> <mi>k</mi> </mrow> </msub> <mo>|</mo> <msub> <mi>y</mi> <mrow> <mn>1</mn> <mo>:</mo> <mi>k</mi> </mrow> </msub> <mo>)</mo> </mrow> <mo>&cong;</mo> <munderover> <mi>&Sigma;</mi> <mrow> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mi>N</mi> </munderover> <msubsup> <mi>w</mi> <mi>k</mi> <mrow> <mo>(</mo> <mi>i</mi> <mo>)</mo> </mrow> </msubsup> <mi>&delta;</mi> <mrow> <mo>(</mo> <msub> <mi>x</mi> <mrow> <mn>0</mn> <mo>:</mo> <mi>k</mi> </mrow> </msub> <mo>-</mo> <msubsup> <mi>x</mi> <mrow> <mn>0</mn> <mo>:</mo> <mi>k</mi> </mrow> <mrow> <mo>(</mo> <mi>i</mi> <mo>)</mo> </mrow> </msubsup> <mo>)</mo> </mrow> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>43</mn> <mo>)</mo> </mrow> </mrow> </math>
w k i = w k - 1 i p ( y k / x k i ) p ( x k i / x k - 1 i ) q ( x k i | x 0 : k - 1 i , y 1 : k ) - - - ( 44 )
Figure BSA00000966295600002520
Updating the weight value and the normalized weight value, i is 1, 2, …, N.
(d) Resampling: sorting the weights of all the particles according to a descending order, and setting the number of threshold sample points as Nth(usually N/2 or N/3 can be selected), the number of effective sample points is NeffWhen N is presenteff<NthThen, to the particle set
Figure BSA0000096629560000261
Resampling to obtain new particle set
Figure BSA0000096629560000262
And reset the weight value to
Figure BSA0000096629560000263
(e) Filtering: <math> <mrow> <mi>p</mi> <mrow> <mo>(</mo> <msubsup> <mi>x</mi> <mi>k</mi> <mn>1</mn> </msubsup> <mo>|</mo> <msub> <mi>y</mi> <mrow> <mn>1</mn> <mo>:</mo> <mi>k</mi> </mrow> </msub> <mo>)</mo> </mrow> <mo>=</mo> <munderover> <mi>&Sigma;</mi> <mrow> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mi>N</mi> </munderover> <msubsup> <mi>w</mi> <mi>k</mi> <mi>i</mi> </msubsup> <mi>&delta;</mi> <mrow> <mo>(</mo> <msubsup> <mi>x</mi> <mi>k</mi> <mn>1</mn> </msubsup> <mo>-</mo> <msubsup> <mi>x</mi> <mi>k</mi> <mi>i</mi> </msubsup> <mo>)</mo> </mrow> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>45</mn> <mo>)</mo> </mrow> </mrow> </math>
the filter density at time k is calculated and re-sampled, let k = k +1, and return to (b).
Adaptive factor alpha of robust adaptive filteringkModel error covariance matrix is not handled separately
Figure BSA0000096629560000265
Nor does it separately process the covariance matrix of the previous epoch state parameter vector estimate
Figure BSA0000096629560000266
But rather an equivalent covariance matrix of the global state parameter prediction vector
Figure BSA0000096629560000267
As the robust adaptive filtering adopts the robust estimation principle for observation information, when observation is abnormal, the dynamic model information is taken as a whole, and the unified adaptive factor is adopted to adjust the integral contribution of the dynamic model information to the state parameters, thereby obtaining a reliable filtering result.
Fourthly, the self-adaptive SVD-UKF filtering algorithm:
(I) singular value decomposition: singular Value Decomposition (SVD) is a matrix decomposition method with better stability and precision in numerical algebra calculation, and is easy to realize on a computer. The definition is as follows.
Assuming A ∈ Rm×n(m is larger than or equal to n), then momentThe singular value decomposition of the array A can be expressed as
<math> <mrow> <mi>A</mi> <mo>=</mo> <msup> <mi>U&Lambda;V</mi> <mi>T</mi> </msup> <mo>=</mo> <mi>U</mi> <mfenced open='[' close=']'> <mtable> <mtr> <mtd> <mi>S</mi> </mtd> <mtd> <mn>0</mn> </mtd> </mtr> <mtr> <mtd> <mn>0</mn> </mtd> <mtd> <mn>0</mn> </mtd> </mtr> </mtable> </mfenced> <msup> <mi>V</mi> <mi>T</mi> </msup> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>46</mn> <mo>)</mo> </mrow> </mrow> </math>
In the formula (46), U is in the form of Rm×m,Λ∈Rm×n,V∈Rn×n,S=diag(s1,s2,...,sr)。s1≥s2≥…≥srThe singular values of the matrix A are more than or equal to 0, and the column vectors of U and V are respectively called the left singular vector and the right singular vector of the matrix A.
If A isTA is positive, then the formula (46) can be simplified to
A = U S 0 V T - - - ( 47 )
If ASymmetric positive, then A ═ USUTAt this time, the left singular vector and the right singular vector are equal, so that the calculation amount can be reduced.
(II) determination of statistics and adaptive factors: and constructing error discrimination statistics and adaptive factors of the state model by taking the prediction residual as a variable. The prediction residual (innovation) contains the state which is not corrected by the observation information, and can reflect the disturbance of the dynamic system. Prediction residual
Figure BSA00000966295600002610
Is shown as
<math> <mrow> <msub> <mover> <mi>V</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> </msub> <mo>=</mo> <mi>g</mi> <mrow> <mo>(</mo> <msub> <mover> <mi>x</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> </msub> <mo>)</mo> </mrow> <mo>-</mo> <msub> <mi>y</mi> <mi>k</mi> </msub> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>48</mn> <mo>)</mo> </mrow> </mrow> </math>
In the formula (48), the reaction mixture is,
Figure BSA00000966295600002612
information is predicted for the state at time k. Using prediction residuals
Figure BSA00000966295600002613
The state model error discrimination statistic is constructed as follows.
<math> <mrow> <mi>&Delta;</mi> <msub> <mover> <mi>V</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> </msub> <mo>=</mo> <msup> <mrow> <mo>(</mo> <msup> <mrow> <mo>(</mo> <msub> <mover> <mi>V</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> </msub> <mo>)</mo> </mrow> <mi>T</mi> </msup> <msub> <mover> <mi>V</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> </msub> <mo>/</mo> <mi>tr</mi> <mrow> <mo>(</mo> <msub> <mi>&Sigma;</mi> <msub> <mover> <mi>V</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> </msub> </msub> <mo>)</mo> </mrow> <mo>)</mo> </mrow> <mrow> <mn>1</mn> <mo>/</mo> <mn>2</mn> </mrow> </msup> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>49</mn> <mo>)</mo> </mrow> </mrow> </math>
In the formula (49), the reaction mixture is,
Figure BSA00000966295600002615
representing prediction residual
Figure BSA00000966295600002616
Tr (-) is a matrix trace operator.
The adaptive factor function is selected as
<math> <mrow> <msub> <mi>&alpha;</mi> <mi>k</mi> </msub> <mo>=</mo> <mfenced open='{' close=''> <mtable> <mtr> <mtd> <mn>1</mn> </mtd> <mtd> <mo>|</mo> <mi>&Delta;</mi> <msub> <mover> <mi>V</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> </msub> <mo>|</mo> <mo>&le;</mo> <mi>c</mi> </mtd> </mtr> <mtr> <mtd> <mfrac> <mi>c</mi> <mrow> <mo>|</mo> <mi>&Delta;</mi> <msub> <mover> <mi>V</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> </msub> <mo>|</mo> </mrow> </mfrac> </mtd> <mtd> <mo>|</mo> <mi>&Delta;</mi> <msub> <mover> <mi>V</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> </msub> <mo>|</mo> <mo>></mo> <mi>c</mi> </mtd> </mtr> </mtable> </mfenced> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>50</mn> <mo>)</mo> </mrow> </mrow> </math>
In the formula (50), αkDenotes the adaptation factor, c is an empirical constant, typically 1<c<2.5。
(III) the self-adaptive SVD-UKF algorithm step: the self-adaptive SVD-UKF algorithm comprises the following steps:
(a) initialization: initializing parameters in a state equation and calculating weight coefficients w of Sigma point mean and covariance(m)、w(c)
X ^ 0 = E ( X 0 ) , P 0 = E [ ( X 0 - X ^ 0 ) ( X 0 - X ^ 0 ) T ] ,
<math> <mrow> <msubsup> <mi>w</mi> <mn>0</mn> <mrow> <mo>(</mo> <mi>m</mi> <mo>)</mo> </mrow> </msubsup> <mo>=</mo> <mfrac> <mn>1</mn> <mrow> <mi>l</mi> <mo>+</mo> <mi>&lambda;</mi> </mrow> </mfrac> <mo>,</mo> <msubsup> <mi>w</mi> <mn>0</mn> <mrow> <mo>(</mo> <mi>c</mi> <mo>)</mo> </mrow> </msubsup> <mo>=</mo> <mfrac> <mn>1</mn> <mrow> <mi>l</mi> <mo>+</mo> <mi>&lambda;</mi> </mrow> </mfrac> <mo>+</mo> <mrow> <mo>(</mo> <mn>1</mn> <mo>+</mo> <msup> <mi>&alpha;</mi> <mn>2</mn> </msup> <mo>+</mo> <mi>&beta;</mi> <mo>)</mo> </mrow> <mo>,</mo> </mrow> </math>
<math> <mrow> <msubsup> <mi>w</mi> <mi>i</mi> <mrow> <mo>(</mo> <mi>m</mi> <mo>)</mo> </mrow> </msubsup> <mo>=</mo> <msubsup> <mi>w</mi> <mi>i</mi> <mrow> <mo>(</mo> <mi>c</mi> <mo>)</mo> </mrow> </msubsup> <mo>=</mo> <mfrac> <mn>1</mn> <mrow> <mn>2</mn> <mrow> <mo>(</mo> <mi>l</mi> <mo>+</mo> <mi>&lambda;</mi> <mo>)</mo> </mrow> </mrow> </mfrac> <mo>,</mo> <mi>i</mi> <mo>=</mo> <mn>1,2</mn> <mo>,</mo> <mo>.</mo> <mo>.</mo> <mo>.</mo> <mo>,</mo> <mn>2</mn> <mi>l</mi> </mrow> </math>
Where α represents the degree of diffusion of the Sigma points from the mean (typically 1 e-4. ltoreq. α. ltoreq.1) and β is a parameter for a priori information about the system. For gaussian distribution, β =2 is optimal, P0Is the initial state covariance matrix, l is the system state dimension.
(b) Singular value decomposition, calculating Sigma point vector:
computing feature point covariance matrix and 2l +1 Sigma point vectors χi,kHereinafter k ∈ 1, 2., ∞.
P k - 1 = U k - 1 S k - 1 V k - 1 T - - - ( 51 )
<math> <mrow> <msub> <mi>&chi;</mi> <mrow> <mi>i</mi> <mo>,</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> </msub> <mo>=</mo> <mfenced open='[' close=']'> <mtable> <mtr> <mtd> <msub> <mover> <mi>X</mi> <mo>^</mo> </mover> <mrow> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> </msub> </mtd> <mtd> <msub> <mover> <mi>X</mi> <mo>^</mo> </mover> <mrow> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> </msub> <mo>+</mo> <mi>&rho;</mi> <msub> <mi>U</mi> <mrow> <mi>i</mi> <mo>,</mo> <mi>k</mi> </mrow> </msub> <msqrt> <msub> <mi>S</mi> <mrow> <mi>i</mi> <mo>,</mo> <mi>k</mi> </mrow> </msub> </msqrt> </mtd> <mtd> <msub> <mover> <mi>X</mi> <mo>^</mo> </mover> <mrow> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> </msub> </mtd> </mtr> </mtable> <mrow> <mo>-</mo> <mi>&rho;</mi> <msub> <mi>U</mi> <mrow> <mi>i</mi> <mo>,</mo> <mi>k</mi> </mrow> </msub> <msqrt> <msub> <mi>S</mi> <mrow> <mi>i</mi> <mo>,</mo> <mi>k</mi> </mrow> </msub> </msqrt> </mrow> </mfenced> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>52</mn> <mo>)</mo> </mrow> </mrow> </math>
In the formula (52), ρ is a scaling factor, and a preferable value is
Figure BSA00000966295600002711
Si,kAre singular value decomposition factors.
(c) And (3) time updating:
χi,k|k-1=f(χi,k-1)+Wk i=0,1,...,2l (53)
<math> <mrow> <msub> <mover> <mi>X</mi> <mo>^</mo> </mover> <mrow> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> </msub> <mo>=</mo> <msub> <mi>&chi;</mi> <mrow> <mn>0</mn> <mo>,</mo> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> </msub> <mo>+</mo> <munderover> <mi>&Sigma;</mi> <mrow> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow> <mn>2</mn> <mi>l</mi> </mrow> </munderover> <msubsup> <mi>w</mi> <mi>i</mi> <mrow> <mo>(</mo> <mi>m</mi> <mo>)</mo> </mrow> </msubsup> <mrow> <mo>(</mo> <msub> <mi>&chi;</mi> <mrow> <mi>i</mi> <mo>,</mo> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> </msub> <mo>-</mo> <msub> <mi>&chi;</mi> <mrow> <mn>0</mn> <mo>,</mo> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> </msub> <mo>)</mo> </mrow> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>54</mn> <mo>)</mo> </mrow> </mrow> </math>
<math> <mrow> <msub> <mi>S</mi> <mrow> <mi>i</mi> <mo>,</mo> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> </msub> <mo>=</mo> <mi>svd</mi> <mo>{</mo> <mo>[</mo> <msqrt> <msubsup> <mi>w</mi> <mi>i</mi> <mrow> <mo>(</mo> <mi>c</mi> <mo>)</mo> </mrow> </msubsup> </msqrt> <mrow> <mo>(</mo> <msub> <mi>&chi;</mi> <mrow> <mi>i</mi> <mo>,</mo> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> </msub> <mo>-</mo> <msub> <mover> <mi>X</mi> <mo>^</mo> </mover> <mrow> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> </msub> <mo>)</mo> </mrow> <mo>]</mo> <mo>}</mo> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>55</mn> <mo>)</mo> </mrow> </mrow> </math>
<math> <mrow> <msub> <mover> <mi>S</mi> <mo>&OverBar;</mo> </mover> <mrow> <mi>i</mi> <mo>,</mo> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> </msub> <mo>=</mo> <msub> <mi>S</mi> <mrow> <mi>i</mi> <mo>,</mo> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> </msub> <mo>/</mo> <msqrt> <msub> <mrow> <mtext></mtext> <mi>&alpha;</mi> </mrow> <mi>k</mi> </msub> </msqrt> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>56</mn> <mo>)</mo> </mrow> </mrow> </math>
in the formula (55), SVD {. is an SVD decomposition operator, and the adaptive factor α in the formula (56)kDetermined by the formula (50) usingkCorrection of Si,k|k-1
<math> <mrow> <msub> <mi>&chi;</mi> <mrow> <mi>i</mi> <mo>,</mo> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> </msub> <mo>=</mo> <mfenced open='[' close=']'> <mtable> <mtr> <mtd> <msub> <mi>&chi;</mi> <mrow> <mi>i</mi> <mo>,</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> </msub> </mtd> <mtd> <msub> <mi>&chi;</mi> <mrow> <mi>i</mi> <mo>,</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> </msub> <mo>+</mo> <mi>&rho;</mi> <msub> <mi>U</mi> <mrow> <mi>i</mi> <mo>,</mo> <mi>k</mi> </mrow> </msub> <msub> <mover> <mi>S</mi> <mo>&OverBar;</mo> </mover> <mrow> <mi>i</mi> <mo>,</mo> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> </msub> </mtd> <mtd> <msub> <mi>&chi;</mi> <mrow> <mi>i</mi> <mo>,</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> </msub> <mo>-</mo> <mi>&rho;</mi> <msub> <mi>U</mi> <mrow> <mi>i</mi> <mo>,</mo> <mi>k</mi> </mrow> </msub> <msub> <mover> <mi>S</mi> <mo>&OverBar;</mo> </mover> <mrow> <mi>i</mi> <mo>,</mo> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> </msub> </mtd> </mtr> </mtable> </mfenced> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>57</mn> <mo>)</mo> </mrow> </mrow> </math>
<math> <mrow> <msub> <mi>P</mi> <mrow> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> </msub> <mo>=</mo> <munderover> <mi>&Sigma;</mi> <mrow> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow> <mn>2</mn> <mi>l</mi> </mrow> </munderover> <msubsup> <mi>w</mi> <mi>i</mi> <mrow> <mo>(</mo> <mi>c</mi> <mo>)</mo> </mrow> </msubsup> <mrow> <mo>(</mo> <msub> <mi>&chi;</mi> <mrow> <mi>i</mi> <mo>,</mo> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> </msub> <mo>-</mo> <msub> <mover> <mi>X</mi> <mo>^</mo> </mover> <mrow> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> </msub> <mo>)</mo> </mrow> <msup> <mrow> <mo>(</mo> <msub> <mi>&chi;</mi> <mrow> <mi>i</mi> <mo>,</mo> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> </msub> <mo>-</mo> <msub> <mover> <mi>X</mi> <mo>^</mo> </mover> <mrow> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> </msub> <mo>)</mo> </mrow> <mi>T</mi> </msup> <mo>+</mo> <mi>Q</mi> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>58</mn> <mo>)</mo> </mrow> </mrow> </math>
yi,k|k-1=h(xi,k|k-1)+Ek i=0,1,...,2l (59)
<math> <mrow> <msub> <mover> <mi>y</mi> <mo>^</mo> </mover> <mrow> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> </msub> <mo>=</mo> <msub> <mi>y</mi> <mrow> <mn>0</mn> <mo>,</mo> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> </msub> <mo>+</mo> <munderover> <mi>&Sigma;</mi> <mrow> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow> <mn>2</mn> <mi>l</mi> </mrow> </munderover> <msubsup> <mi>w</mi> <mi>i</mi> <mrow> <mo>(</mo> <mi>m</mi> <mo>)</mo> </mrow> </msubsup> <mrow> <mo>(</mo> <msub> <mi>y</mi> <mrow> <mi>i</mi> <mo>,</mo> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> </msub> <mo>-</mo> <msub> <mover> <mi>y</mi> <mo>^</mo> </mover> <mrow> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> </msub> <mo>)</mo> </mrow> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>60</mn> <mo>)</mo> </mrow> </mrow> </math>
(d) Measurement update
S y ^ k = svd { [ w i ( c ) ( y i , k | k - 1 - y ^ k | k - 1 ) ] } - - - ( 61 )
<math> <mrow> <msub> <mi>P</mi> <mrow> <msub> <mover> <mi>y</mi> <mo>^</mo> </mover> <mi>k</mi> </msub> <msub> <mover> <mi>y</mi> <mo>^</mo> </mover> <mi>k</mi> </msub> </mrow> </msub> <mo>=</mo> <munderover> <mi>&Sigma;</mi> <mrow> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow> <mn>2</mn> <mi>l</mi> </mrow> </munderover> <msubsup> <mi>w</mi> <mi>i</mi> <mrow> <mo>(</mo> <mi>c</mi> <mo>)</mo> </mrow> </msubsup> <mrow> <mo>(</mo> <msub> <mi>y</mi> <mrow> <mi>i</mi> <mo>,</mo> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> </msub> <mo>-</mo> <msub> <mover> <mi>y</mi> <mo>^</mo> </mover> <mrow> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> </msub> <mo>)</mo> </mrow> <msup> <mrow> <mo>(</mo> <msub> <mi>y</mi> <mrow> <mi>i</mi> <mo>,</mo> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> </msub> <mo>-</mo> <msub> <mover> <mi>y</mi> <mo>^</mo> </mover> <mrow> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> </msub> <mo>)</mo> </mrow> <mi>T</mi> </msup> <mo>+</mo> <mi>R</mi> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>62</mn> <mo>)</mo> </mrow> </mrow> </math>
<math> <mrow> <msub> <mi>P</mi> <mrow> <msub> <mover> <mi>X</mi> <mo>^</mo> </mover> <mi>k</mi> </msub> <msub> <mover> <mi>y</mi> <mo>^</mo> </mover> <mi>k</mi> </msub> </mrow> </msub> <mo>=</mo> <munderover> <mi>&Sigma;</mi> <mrow> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow> <mn>2</mn> <mi>l</mi> </mrow> </munderover> <msubsup> <mi>w</mi> <mi>i</mi> <mrow> <mo>(</mo> <mi>c</mi> <mo>)</mo> </mrow> </msubsup> <mrow> <mo>(</mo> <msub> <mi>&chi;</mi> <mrow> <mi>i</mi> <mo>,</mo> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> </msub> <mo>-</mo> <msub> <mover> <mi>X</mi> <mo>^</mo> </mover> <mrow> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> </msub> <mo>)</mo> </mrow> <msup> <mrow> <mo>(</mo> <msub> <mi>y</mi> <mrow> <mi>i</mi> <mo>,</mo> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> </msub> <mo>-</mo> <msub> <mover> <mi>y</mi> <mo>^</mo> </mover> <mrow> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> </msub> <mo>)</mo> </mrow> <mi>T</mi> </msup> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>63</mn> <mo>)</mo> </mrow> </mrow> </math>
K k = P X ^ k y ^ k P y ^ k y ^ k - 1 / ( S y ^ k T S y ^ k ) - - - ( 64 )
X ^ k = X ^ k | k - 1 + K k ( y k - y ^ k | k - 1 ) - - - ( 65 )
P k = P k | k - 1 - K k P y ^ k y ^ k K k T - - - ( 66 )
Q in equation (58) and R in equation (62) are the system noise variance and the measured noise variance, respectively.
Adaptive square root Unscented particle filtering: let the system dynamics equation be
Xkk,k-1Xk-1+Wk (67)
In the formula, XkIs an n-dimensional state vector at time k, phik,k-1Is an n × n state transition matrix, WkIs a systematic noise vector whose covariance matrix is
Figure BSA00000966295600002810
The observation equation is
Yk=HkXk+ek (68)
In the formula, YkIs an m-dimensional observation vector at time k, HkDesigning the matrix for m × n dimensions, ekFor observing the noise vector, its covariance matrix is sigmak。Wk,Wj,ek,ej(j ≠ k) are not related to each other.
The initial probability density function for a known state is p (X)0|Y0)=p(X0) According to the Bayes estimation theory, the state prediction equation and the state updating equation of the nonlinear time-varying system are respectively
p(Xk|Y1:K-1)=∫p(Xk|Xk-1)p(Xk-1|Y1:k-1)dXk-1 (69)
p ( X k | Y 1 : k ) = p ( Y k | X k ) p ( X k | Y 1 : k - 1 ) p ( Y k | Y 1 : k - 1 ) - - - ( 70 )
In the formula, p (X)k|Xk-1) Is the state transition density, p (X)k-1|Y1:k-1) is the posterior density at time k-1;
p(Xk|Y1:k-1) is a prior distribution, p (Y)k|Xk) For likelihood density, p (Y)k|Y1:k-1) For normalization, the constant can be obtained by
p(Yk|Y1:k-1)=∫p(Yk|Xk)p(Xk|Y1:k-1)dXk (71)
Equations (69) to (71) constitute the recursive bayesian estimation. Equation (71) can only obtain analytical solutions for certain dynamic systems. The Monte Carlo method based on random sampling can convert integral operation into summation operation of finite sample points, and then an approximate expression form of the posterior probability density function can be obtained. Actual posterior density p (X)k|Y1:k) Possibly a multivariate, non-standard probability distribution, which needs to be sampled by means of an importance sampling algorithm, and thus an importance function needs to be constructed. The particle degradation problem of the particle filter can be effectively solved by selecting the proper importance function.
The UKF algorithm is adopted to generate the importance density function of the particle filter, and the algorithm fully utilizes the latest observation data to correct errors caused by the dynamic model and the noise statistical parameters in real time. The procedure for adapting the square root UPF is as follows.
(a) Initialization (k = 0): randomly extracting N initial particles
Figure BSA0000096629560000291
(i ═ 1, 2, …, N). Suppose that X ^ 0 i = E [ X 0 i ] , S 0 i = chol { E [ ( X 0 i - X ^ 0 i ) ( X 0 i - X ^ 0 i ) T ] } , w 0 i = p ( Y 0 | X 0 i ) . Wherein,
Figure BSA0000096629560000294
and
Figure BSA0000096629560000295
respectively representing the ith particle at the initial time and the estimated value thereof,
Figure BSA0000096629560000296
represents the ith Cholesky factorization at the initial time,
Figure BSA0000096629560000297
denotes the initialization weight of the ith particle, chol {. cndot.) denotes the Cholesky decomposition operator of the matrix.
(b) Using adaptationUpdating each particle by square root UKF filter algorithmTo obtain
Figure BSA0000096629560000299
Representing the covariance of the ith particle at time k.
(b1) Calculate Sigma Point and weight
<math> <mrow> <mfenced open='{' close='' separators=''> <mtable> <mtr> <mtd> <msubsup> <mi>X</mi> <mrow> <mn>0</mn> <mo>,</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>=</mo> <msubsup> <mover> <mi>x</mi> <mo>^</mo> </mover> <mrow> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> </mtd> <mtd> </mtd> </mtr> <mtr> <mtd> <msubsup> <mi>X</mi> <mrow> <mi>j</mi> <mo>,</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>=</mo> <msubsup> <mover> <mi>X</mi> <mo>^</mo> </mover> <mrow> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>+</mo> <msqrt> <mrow> <mo>(</mo> <mi>n</mi> <mo>+</mo> <mi>&lambda;</mi> <mo>)</mo> </mrow> </msqrt> <msubsup> <mi>S</mi> <mrow> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> </mtd> <mtd> <mi>j</mi> <mo>=</mo> <mn>1</mn> <mo>,</mo> <mo>.</mo> <mo>.</mo> <mo>.</mo> <mo>,</mo> <mi>n</mi> </mtd> </mtr> <mtr> <mtd> <msubsup> <mi>X</mi> <mrow> <mi>j</mi> <mo>,</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>=</mo> <msubsup> <mover> <mi>X</mi> <mo>^</mo> </mover> <mrow> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>-</mo> <msqrt> <mrow> <mo>(</mo> <mi>n</mi> <mo>+</mo> <mi>&lambda;</mi> <mo>)</mo> </mrow> </msqrt> <msubsup> <mi>S</mi> <mrow> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> </mtd> <mtd> <mi>j</mi> <mo>=</mo> <mi>n</mi> <mo>+</mo> <mn>1</mn> <mo>,</mo> <mo>.</mo> <mo>.</mo> <mo>.</mo> <mo>,</mo> <mn>2</mn> <mi>n</mi> </mtd> </mtr> </mtable> <mo>-</mo> <mo>-</mo> <mo>-</mo> </mfenced> <mrow> <mo>(</mo> <mn>72</mn> <mo>)</mo> </mrow> </mrow> </math>
<math> <mrow> <mfenced open='{' close=''> <mtable> <mtr> <mtd> <msubsup> <mi>W</mi> <mn>0</mn> <mi>m</mi> </msubsup> <mo>=</mo> <mi>&lambda;</mi> <mo>/</mo> <mrow> <mo>(</mo> <mi>n</mi> <mo>+</mo> <mi>&lambda;</mi> <mo>)</mo> </mrow> </mtd> <mtd> </mtd> </mtr> <mtr> <mtd> <msubsup> <mi>W</mi> <mn>0</mn> <mi>c</mi> </msubsup> <mo>=</mo> <mi>&lambda;</mi> <mo>/</mo> <mrow> <mo>(</mo> <mi>n</mi> <mo>+</mo> <mi>&lambda;</mi> <mo>)</mo> </mrow> <mo>+</mo> <mrow> <mo>(</mo> <mn>1</mn> <mo>-</mo> <msup> <mi>&alpha;</mi> <mn>2</mn> </msup> <mo>+</mo> <mi>&beta;</mi> <mo>)</mo> </mrow> </mtd> <mtd> </mtd> </mtr> <mtr> <mtd> <msubsup> <mi>W</mi> <mi>j</mi> <mi>m</mi> </msubsup> <mo>=</mo> <msubsup> <mi>W</mi> <mi>j</mi> <mi>c</mi> </msubsup> <mo>=</mo> <mn>0.5</mn> <mo>/</mo> <mrow> <mo>(</mo> <mi>n</mi> <mo>+</mo> <mi>&lambda;</mi> <mo>)</mo> </mrow> </mtd> <mtd> <mi>j</mi> <mo>=</mo> <mn>1</mn> <mo>,</mo> <mo>.</mo> <mo>.</mo> <mo>.</mo> <mo>,</mo> <mn>2</mn> <mi>n</mi> </mtd> </mtr> </mtable> </mfenced> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>73</mn> <mo>)</mo> </mrow> </mrow> </math>
Where λ is the scale parameter, n represents the system state dimension, α represents the degree of diffusion of Sigma points around the mean (typically 1e-4 ≦ α ≦ 1), β is a parameter for the system prior information, optimal for gaussian distribution β =2,
Figure BSA00000966295600002913
denotes the jth Sigma point, WjIs its weight.
(b2) And constructing error discrimination statistics and adaptive factors of the state model by taking the prediction residual as a variable.
The prediction residual (or innovation) contains the state which is not corrected by the observed information, and can reflect the disturbance of a dynamic system better. Ith prediction residual vector at time kIs shown as
<math> <mrow> <msubsup> <mover> <mi>V</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> <mo>=</mo> <msub> <mi>H</mi> <mi>k</mi> </msub> <msubsup> <mover> <mi>X</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> <mo>-</mo> <msub> <mi>Y</mi> <mi>k</mi> </msub> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>74</mn> <mo>)</mo> </mrow> </mrow> </math>
The discrimination statistic of the error of the state model constructed by taking the prediction residual as a variable is
<math> <mrow> <mi>&Delta;</mi> <msubsup> <mover> <mi>V</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> <mo>=</mo> <msup> <mrow> <mo>(</mo> <mfrac> <mrow> <msup> <mrow> <mo>(</mo> <msubsup> <mover> <mi>V</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> <mo>)</mo> </mrow> <mi>T</mi> </msup> <msubsup> <mover> <mi>V</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> </mrow> <mrow> <mi>tr</mi> <mrow> <mo>(</mo> <msub> <mi>&Sigma;</mi> <msubsup> <mover> <mi>V</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> </msub> <mo>)</mo> </mrow> </mrow> </mfrac> <mo>)</mo> </mrow> <mfrac> <mn>1</mn> <mn>2</mn> </mfrac> </msup> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>75</mn> <mo>)</mo> </mrow> </mrow> </math>
Wherein,
Figure BSA0000096629560000304
predict information for the ith state at time k byThe determination is carried out by the following steps,
Figure BSA0000096629560000306
representing prediction residual
Figure BSA0000096629560000307
Tr (-) is a matrix trace operator.
An adaptive factor function based on a prediction residual discrimination statistic is
<math> <mrow> <msubsup> <mi>&alpha;</mi> <mi>k</mi> <mi>i</mi> </msubsup> <mo>=</mo> <mfenced open='{' close=''> <mtable> <mtr> <mtd> <mn>1</mn> </mtd> <mtd> <mo>|</mo> <mi>&Delta;</mi> <msubsup> <mover> <mi>V</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> <mo>|</mo> <mo>&le;</mo> <mi>c</mi> </mtd> </mtr> <mtr> <mtd> <mfrac> <mi>c</mi> <mrow> <mo>|</mo> <mi>&Delta;</mi> <msubsup> <mover> <mi>V</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> <mo>|</mo> </mrow> </mfrac> </mtd> <mtd> <mo>|</mo> <mi>&Delta;</mi> <msubsup> <mover> <mi>V</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> <mo>|</mo> <mo>></mo> <mi>c</mi> </mtd> </mtr> </mtable> </mfenced> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>76</mn> <mo>)</mo> </mrow> </mrow> </math>
In the formula,
Figure BSA0000096629560000309
denotes the ith adaptive factor at time k, and c is an empirical constant, generally taken to be 1.0<c<2.5。
(b3) Time update (State prediction)
<math> <mrow> <msubsup> <mi>X</mi> <mrow> <mi>k</mi> <mo>\</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>=</mo> <msub> <mi>&Phi;</mi> <mrow> <mi>k</mi> <mo>,</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> </msub> <msubsup> <mi>X</mi> <mrow> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>+</mo> <msub> <mi>W</mi> <mi>k</mi> </msub> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>77</mn> <mo>)</mo> </mrow> </mrow> </math>
<math> <mrow> <msubsup> <mover> <mi>X</mi> <mo>^</mo> </mover> <mrow> <mi>k</mi> <mo>/</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>=</mo> <munderover> <mi>&Sigma;</mi> <mrow> <mi>j</mi> <mo>=</mo> <mn>0</mn> </mrow> <mrow> <mn>2</mn> <mi>n</mi> </mrow> </munderover> <msubsup> <mi>W</mi> <mi>j</mi> <mi>m</mi> </msubsup> <msubsup> <mi>X</mi> <mrow> <mi>j</mi> <mo>,</mo> <mi>k</mi> <mo>/</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>78</mn> <mo>)</mo> </mrow> </mrow> </math>
<math> <mrow> <mrow> <msubsup> <mi>S</mi> <mrow> <mi>k</mi> <mo>/</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>=</mo> </mrow> <mi>qr</mi> <mo>{</mo> <mo>[</mo> <msqrt> <msubsup> <mi>W</mi> <mn>1</mn> <mi>c</mi> </msubsup> </msqrt> <mrow> <mo>(</mo> <msubsup> <mi>X</mi> <mrow> <mn>1</mn> <mo>:</mo> <mn>2</mn> <mi>n</mi> <mo>,</mo> <mi>k</mi> <mo>/</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>-</mo> <msubsup> <mover> <mi>X</mi> <mo>^</mo> </mover> <mrow> <mi>k</mi> <mo>/</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>)</mo> </mrow> <msqrt> <msub> <mi>&Sigma;</mi> <msub> <mi>W</mi> <mi>k</mi> </msub> </msub> </msqrt> <mo>]</mo> <mo>}</mo> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>79</mn> <mo>)</mo> </mrow> </mrow> </math>
S k / k - 1 i = cholupdate { S k / k - 1 i , X 0 , k / k - 1 i - X ^ k / k - 1 i , W 0 c } - - - ( 80 )
<math> <mrow> <msubsup> <mover> <mi>S</mi> <mo>&OverBar;</mo> </mover> <mrow> <mi>k</mi> <mo>/</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>=</mo> <msubsup> <mi>S</mi> <mrow> <mi>k</mi> <mo>/</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>/</mo> <msqrt> <msubsup> <mi>&alpha;</mi> <mi>k</mi> <mi>i</mi> </msubsup> </msqrt> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>81</mn> <mo>)</mo> </mrow> </mrow> </math>
<math> <mrow> <msubsup> <mi>X</mi> <mrow> <mi>k</mi> <mo>/</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>=</mo> <mfenced open='[' close=']'> <mtable> <mtr> <mtd> <msubsup> <mover> <mi>X</mi> <mo>^</mo> </mover> <mrow> <mi>k</mi> <mo>/</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> </mtd> <mtd> <msubsup> <mover> <mi>X</mi> <mo>^</mo> </mover> <mrow> <mi>k</mi> <mo>/</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>+</mo> <msqrt> <mi>n</mi> <mo>+</mo> <mi>&lambda;</mi> </msqrt> <msubsup> <mover> <mi>S</mi> <mo>&OverBar;</mo> </mover> <mrow> <mi>k</mi> <mo>/</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> </mtd> <mtd> <msubsup> <mover> <mi>X</mi> <mo>^</mo> </mover> <mrow> <mi>k</mi> <mo>/</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>-</mo> <msqrt> <mi>n</mi> <mo>+</mo> <mi>&lambda;</mi> </msqrt> <msubsup> <mover> <mi>S</mi> <mo>&OverBar;</mo> </mover> <mrow> <mi>k</mi> <mo>/</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> </mtd> </mtr> </mtable> </mfenced> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>82</mn> <mo>)</mo> </mrow> </mrow> </math>
Y k / k - 1 i = H k X k / k - 1 i + e k - 1 - - - ( 83 )
<math> <mrow> <msubsup> <mover> <mi>Y</mi> <mo>^</mo> </mover> <mrow> <mi>k</mi> <mo>/</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>=</mo> <munderover> <mi>&Sigma;</mi> <mrow> <mi>j</mi> <mo>=</mo> <mn>0</mn> </mrow> <mrow> <mn>2</mn> <mi>n</mi> </mrow> </munderover> <msubsup> <mi>W</mi> <mi>j</mi> <mi>c</mi> </msubsup> <msubsup> <mi>Y</mi> <mrow> <mi>j</mi> <mo>,</mo> <mi>k</mi> <mo>/</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>84</mn> <mo>)</mo> </mrow> </mrow> </math>
Wherein,
Figure BSA00000966295600003019
and
Figure BSA00000966295600003020
respectively representing the state transition and estimation of the ith particle from the time k to the time k-1, wherein choleupdate {. DEG } represents Cholesky decomposition factor update operator, and the formula (81) utilizes the adaptive factor
Figure BSA00000966295600003021
Modified Cholesky factorization
Figure BSA0000096629560000311
(b4) Measurement update (State estimation)
<math> <mrow> <msubsup> <mi>S</mi> <msub> <mover> <mi>y</mi> <mo>^</mo> </mover> <mi>k</mi> </msub> <mi>i</mi> </msubsup> <mo>=</mo> <mi>qr</mi> <mo>{</mo> <mo>[</mo> <msqrt> <msubsup> <mi>W</mi> <mn>1</mn> <mi>c</mi> </msubsup> </msqrt> <mrow> <mo>(</mo> <msubsup> <mi>Y</mi> <mrow> <mn>1</mn> <mo>:</mo> <mn>2</mn> <mi>n</mi> <mo>,</mo> <mi>k</mi> <mo>/</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>-</mo> <msubsup> <mover> <mi>Y</mi> <mo>^</mo> </mover> <mrow> <mi>k</mi> <mo>/</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>)</mo> </mrow> <mn> </mn> <msqrt> <msubsup> <mi>&Sigma;</mi> <mrow> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> </msqrt> <mo>]</mo> <mo>}</mo> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>85</mn> <mo>)</mo> </mrow> </mrow> </math>
S y ^ k i = cholupdate { S y ^ k i , Y 0 , k / k - 1 i - Y ^ k / k - 1 i , W 0 c } - - - ( 86 )
<math> <mrow> <msubsup> <mi>&Sigma;</mi> <mrow> <msub> <mover> <mi>x</mi> <mo>^</mo> </mover> <mi>k</mi> </msub> <msub> <mover> <mi>y</mi> <mo>^</mo> </mover> <mi>k</mi> </msub> </mrow> <mi>i</mi> </msubsup> <mo>=</mo> <munderover> <mi>&Sigma;</mi> <mrow> <mi>j</mi> <mo>=</mo> <mn>0</mn> </mrow> <mrow> <mn>2</mn> <mi>n</mi> </mrow> </munderover> <msubsup> <mi>W</mi> <mi>j</mi> <mi>c</mi> </msubsup> <mo>[</mo> <msubsup> <mi>X</mi> <mrow> <mi>j</mi> <mo>,</mo> <mi>k</mi> <mo>/</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>-</mo> <msubsup> <mover> <mi>X</mi> <mo>^</mo> </mover> <mrow> <mi>k</mi> <mo>/</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>]</mo> <msup> <mrow> <mo>[</mo> <msubsup> <mi>Y</mi> <mrow> <mi>j</mi> <mo>,</mo> <mi>k</mi> <mo>/</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>-</mo> <msubsup> <mover> <mi>Y</mi> <mo>^</mo> </mover> <mrow> <mi>k</mi> <mo>/</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>]</mo> </mrow> <mi>T</mi> </msup> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>87</mn> <mo>)</mo> </mrow> </mrow> </math>
<math> <mrow> <msubsup> <mi>K</mi> <mi>k</mi> <mi>i</mi> </msubsup> <mo>=</mo> <mrow> <mo>(</mo> <msubsup> <mi>&Sigma;</mi> <mrow> <msub> <mover> <mi>x</mi> <mo>^</mo> </mover> <mi>k</mi> </msub> <msub> <mover> <mi>y</mi> <mo>^</mo> </mover> <mi>k</mi> </msub> </mrow> <mi>i</mi> </msubsup> <mo>/</mo> <msup> <mrow> <mo>(</mo> <msubsup> <mi>S</mi> <msub> <mover> <mi>y</mi> <mo>^</mo> </mover> <mi>k</mi> </msub> <mi>i</mi> </msubsup> <mo>)</mo> </mrow> <mi>T</mi> </msup> <mo>)</mo> </mrow> <mo>/</mo> <msubsup> <mi>S</mi> <msub> <mover> <mi>y</mi> <mo>^</mo> </mover> <mi>k</mi> </msub> <mi>i</mi> </msubsup> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>88</mn> <mo>)</mo> </mrow> </mrow> </math>
X ^ k i = X ^ k / k - 1 i + K k i ( Y k i - Y ^ k / k - 1 i ) - - - ( 89 )
U i = K k i S y ^ k i - - - ( 90 )
<math> <mrow> <msubsup> <mi>S</mi> <mi>k</mi> <mi>i</mi> </msubsup> <mo>=</mo> <mi>cholupdate</mi> <mo>{</mo> <msubsup> <mover> <mi>S</mi> <mo>&OverBar;</mo> </mover> <mrow> <mi>k</mi> <mo>/</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>,</mo> <msup> <mi>U</mi> <mi>i</mi> </msup> <mo>,</mo> <mo>-</mo> <mn>1</mn> <mo>}</mo> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>91</mn> <mo>)</mo> </mrow> </mrow> </math>
<math> <mrow> <msubsup> <mi>&Sigma;</mi> <mi>k</mi> <mi>i</mi> </msubsup> <mo>=</mo> <msubsup> <mi>S</mi> <mi>k</mi> <mi>i</mi> </msubsup> <msup> <mrow> <mo>(</mo> <msubsup> <mi>S</mi> <mi>k</mi> <mi>i</mi> </msubsup> <mo>)</mo> </mrow> <mi>T</mi> </msup> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>92</mn> <mo>)</mo> </mrow> </mrow> </math>
QR decomposition and Cholesky decomposition in linear algebra are used in the step, and the state covariance matrix is directly propagated and updated in the form of Cholesky decomposition factors, so that the numerical stability in the updating process of the state covariance matrix is enhanced, and the positive nature of the covariance matrix is ensured. Wherein QR {. cndot } represents QR decomposition of the matrix.
(c) Calculating importance sampling weight: let importance distribute functionSampling particles
Figure BSA00000966295600003111
N (-) represents a normal distribution. Respectively pass through <math> <mrow> <msubsup> <mi>w</mi> <mi>k</mi> <mi>i</mi> </msubsup> <mo>=</mo> <msubsup> <mi>w</mi> <mrow> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mfrac> <mrow> <mi>p</mi> <mrow> <mo>(</mo> <msub> <mi>Y</mi> <mi>k</mi> </msub> <mo>/</mo> <msubsup> <mi>X</mi> <mi>k</mi> <mi>i</mi> </msubsup> <mo>)</mo> </mrow> <mi>p</mi> <mrow> <mo>(</mo> <msubsup> <mi>X</mi> <mi>k</mi> <mi>i</mi> </msubsup> <mo>/</mo> <msubsup> <mi>X</mi> <mrow> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>)</mo> </mrow> </mrow> <mrow> <mi>q</mi> <mrow> <mo>(</mo> <msubsup> <mover> <mi>X</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> <mo>|</mo> <msubsup> <mover> <mi>X</mi> <mo>&OverBar;</mo> </mover> <mrow> <mn>0</mn> <mo>:</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>,</mo> <msub> <mi>Y</mi> <mrow> <mn>1</mn> <mo>:</mo> <mi>k</mi> </mrow> </msub> <mo>)</mo> </mrow> </mrow> </mfrac> <mo>,</mo> </mrow> </math>
Figure BSA00000966295600003113
Updating the weight value and the normalized weight value, i is 1, …, N.
(d) Resampling:
setting the number of threshold sample points to Nth(usually N/2 or N/3 can be selected), the number of effective sample points is NeffWhen N is presenteff<NthThen, to the particle set
Figure BSA00000966295600003114
Resampling to obtain new particle set
Figure BSA00000966295600003115
And reset the weight value to
Figure BSA00000966295600003116
(e) And (3) updating the state:
<math> <mrow> <msub> <mover> <mi>X</mi> <mo>^</mo> </mover> <mi>k</mi> </msub> <mo>=</mo> <munderover> <mi>&Sigma;</mi> <mrow> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mi>N</mi> </munderover> <msubsup> <mover> <mi>X</mi> <mo>~</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> <msubsup> <mover> <mi>w</mi> <mo>~</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>93</mn> <mo>)</mo> </mrow> </mrow> </math>
<math> <mrow> <msub> <mover> <mi>&Sigma;</mi> <mo>^</mo> </mover> <mi>k</mi> </msub> <mo>=</mo> <munderover> <mi>&Sigma;</mi> <mrow> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mi>N</mi> </munderover> <msubsup> <mover> <mi>w</mi> <mo>~</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> <mrow> <mo>(</mo> <msub> <mover> <mi>X</mi> <mo>^</mo> </mover> <mi>k</mi> </msub> <mo>-</mo> <msubsup> <mover> <mi>X</mi> <mo>~</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> <mo>)</mo> </mrow> <msup> <mrow> <mo>(</mo> <msub> <mover> <mi>X</mi> <mo>^</mo> </mover> <mi>k</mi> </msub> <mo>-</mo> <msubsup> <mover> <mi>X</mi> <mo>~</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> <mo>)</mo> </mrow> <mi>T</mi> </msup> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>94</mn> <mo>)</mo> </mrow> </mrow> </math>

Claims (7)

1. An autonomous integrated navigation system, comprising: the SINS/SAR/CNS integrated navigation system is formed by taking the SINS as a main navigation system and the SAR and the CNS as auxiliary navigation systems, and comprises the following specific steps:
firstly, designing SINS/SAR and SINS/CNS navigation sub-filters, and obtaining two groups of local optimal estimated values of the state of the integrated navigation system through calculation
Figure FSA0000096629550000011
Covariance matrix of sum local optimum errors
Figure FSA0000096629550000012
Then, by adopting a federal filtering technology, two groups of local optimal estimated values are sent to a main filter for information fusion to obtain a global optimal estimated value of the system state
Figure FSA0000096629550000013
Covariance matrix of global optimum errors
Figure FSA0000096629550000014
Finally, the global optimum estimated value of the state is obtained
Figure FSA0000096629550000015
Correcting the error of the strapdown inertial navigation system in real time; the SINS/SAR/CNS integrated navigation system optimal estimation fusion algorithm is
<math> <mrow> <mfenced open='{' close=''> <mtable> <mtr> <mtd> <msub> <mi>&Sigma;</mi> <mrow> <mover> <mi>X</mi> <mo>^</mo> </mover> <mrow> <mo>,</mo> <mi>g</mi> </mrow> </mrow> </msub> <mo>=</mo> <msup> <mrow> <mo>(</mo> <msubsup> <mi>&Sigma;</mi> <mrow> <mover> <mi>X</mi> <mo>^</mo> </mover> <mo>,</mo> <mn>1</mn> </mrow> <mrow> <mo>-</mo> <mn>1</mn> </mrow> </msubsup> <mo>+</mo> <msubsup> <mi>&Sigma;</mi> <mrow> <mover> <mi>X</mi> <mo>^</mo> </mover> <mo>,</mo> <mn>2</mn> </mrow> <mrow> <mo>-</mo> <mn>1</mn> </mrow> </msubsup> <mo>)</mo> </mrow> <mrow> <mo>-</mo> <mn>1</mn> </mrow> </msup> </mtd> </mtr> <mtr> <mtd> <msub> <mover> <mi>X</mi> <mo>^</mo> </mover> <mi>g</mi> </msub> <mo>=</mo> <msub> <mi>&Sigma;</mi> <mrow> <mover> <mi>X</mi> <mo>^</mo> </mover> <mo>,</mo> <mi>g</mi> </mrow> </msub> <mrow> <mo>(</mo> <msubsup> <mi>&Sigma;</mi> <mrow> <mover> <mi>X</mi> <mo>^</mo> </mover> <mo>,</mo> <mn>1</mn> </mrow> <mrow> <mo>-</mo> <mn>1</mn> </mrow> </msubsup> <msub> <mover> <mi>X</mi> <mo>^</mo> </mover> <mn>1</mn> </msub> <mo>+</mo> <msubsup> <mi>&Sigma;</mi> <mrow> <mover> <mi>X</mi> <mo>^</mo> </mover> <mo>,</mo> <mn>2</mn> </mrow> <mrow> <mo>-</mo> <mn>1</mn> </mrow> </msubsup> <msub> <mover> <mi>X</mi> <mo>^</mo> </mover> <mn>2</mn> </msub> <mo>)</mo> </mrow> </mtd> </mtr> </mtable> </mfenced> <mo>.</mo> </mrow> </math>
2. The autonomous combined navigation system according to claim 1, characterized in that: the SINS/SAR/CNS integrated navigation system comprises a mathematical model comprising a state equation, a measurement equation and an autonomous navigation high-precision nonlinear filtering algorithm:
(1) the state equation is as follows: considering the navigation error of the SAR and the CNS as white Gaussian noise and not listed as the state quantity of the integrated navigation system, and only considering the system error of the SINS as the system state quantity of the SINS/SAR/CNS integrated navigation system; the state equation of the SINS/SAR/CNS integrated navigation system is as follows:
<math> <mrow> <mover> <mi>x</mi> <mo>&CenterDot;</mo> </mover> <mo>=</mo> <mi>f</mi> <mrow> <mo>(</mo> <mi>x</mi> <mo>,</mo> <mi>t</mi> <mo>)</mo> </mrow> <mo>+</mo> <mi>G</mi> <mrow> <mo>(</mo> <mi>t</mi> <mo>)</mo> </mrow> <mi>w</mi> <mrow> <mo>(</mo> <mi>t</mi> <mo>)</mo> </mrow> <mo>;</mo> </mrow> </math>
wherein f (x, t) is the state matrix of the system; w (t) = [ wgx,wgy,wgz,wax,way,waz]TRepresents the system noise, [ w ]gx、wgy、wgz]Is white noise of the gyro, [ w ]ax、way、waz]White noise for an accelerometer; g (t) is the noise driving matrix of the system, and the system state matrix and noiseThe acoustic driving array is respectively as follows:
<math> <mrow> <mi>f</mi> <mrow> <mo>(</mo> <mi>x</mi> <mo>,</mo> <mi>t</mi> <mo>)</mo> </mrow> <mo>=</mo> <mfenced open='[' close=']'> <mtable> <mtr> <mtd> <mi>B</mi> <mrow> <mo>(</mo> <mi>I</mi> <mo>-</mo> <msubsup> <mi>C</mi> <mi>n</mi> <mi>c</mi> </msubsup> <mo>)</mo> </mrow> <msubsup> <mi>&omega;</mi> <mi>in</mi> <mi>n</mi> </msubsup> <mo>-</mo> <msubsup> <mi>BC</mi> <mi>b</mi> <mi>c</mi> </msubsup> <msup> <mi>&epsiv;</mi> <mi>b</mi> </msup> </mtd> </mtr> <mtr> <mtd> <mrow> <mo>(</mo> <mi>I</mi> <mo>-</mo> <msubsup> <mi>C</mi> <mi>c</mi> <mi>n</mi> </msubsup> <mo>)</mo> </mrow> <msubsup> <mi>C</mi> <mi>b</mi> <mi>c</mi> </msubsup> <msup> <mi>f</mi> <mi>b</mi> </msup> <mo>-</mo> <mrow> <mo>(</mo> <mn>2</mn> <msubsup> <mi>&omega;</mi> <mi>ie</mi> <mi>n</mi> </msubsup> <mo>+</mo> <msubsup> <mi>&omega;</mi> <mi>en</mi> <mi>n</mi> </msubsup> <mo>)</mo> </mrow> <mo>&times;</mo> <msup> <mi>&delta;V</mi> <mi>n</mi> </msup> <mo>-</mo> <mrow> <mo>(</mo> <mn>2</mn> <mi>&delta;</mi> <msubsup> <mi>&omega;</mi> <mi>ie</mi> <mi>n</mi> </msubsup> <mo>+</mo> <msubsup> <mi>&delta;&omega;</mi> <mi>en</mi> <mi>n</mi> </msubsup> <mo>)</mo> </mrow> <mo>&times;</mo> <msup> <mi>V</mi> <mi>n</mi> </msup> <mo>+</mo> <msubsup> <mi>C</mi> <mi>b</mi> <mi>c</mi> </msubsup> <msup> <mo>&dtri;</mo> <mi>b</mi> </msup> </mtd> </mtr> <mtr> <mtd> <mi>M&delta;V</mi> <mo>+</mo> <mi>N&delta;L</mi> </mtd> </mtr> <mtr> <mtd> <msub> <mn>0</mn> <mrow> <mn>3</mn> <mo>&times;</mo> <mn>1</mn> </mrow> </msub> </mtd> </mtr> <mtr> <mtd> <msub> <mn>0</mn> <mrow> <mn>3</mn> <mo>&times;</mo> <mn>1</mn> </mrow> </msub> </mtd> </mtr> </mtable> </mfenced> <mo>;</mo> </mrow> </math>
<math> <mrow> <mi>G</mi> <mrow> <mo>(</mo> <mi>t</mi> <mo>)</mo> </mrow> <mo>=</mo> <mfenced open='[' close=']'> <mtable> <mtr> <mtd> <msubsup> <mi>C</mi> <mi>b</mi> <mi>c</mi> </msubsup> </mtd> <mtd> <msub> <mn>0</mn> <mrow> <mn>3</mn> <mo>&times;</mo> <mn>3</mn> </mrow> </msub> </mtd> </mtr> <mtr> <mtd> <msub> <mn>0</mn> <mrow> <mn>3</mn> <mo>&times;</mo> <mn>3</mn> </mrow> </msub> </mtd> <mtd> <msubsup> <mi>C</mi> <mi>b</mi> <mi>c</mi> </msubsup> </mtd> </mtr> <mtr> <mtd> <msub> <mn>0</mn> <mrow> <mn>3</mn> <mo>&times;</mo> <mn>3</mn> </mrow> </msub> </mtd> <mtd> <msub> <mn>0</mn> <mrow> <mn>3</mn> <mo>&times;</mo> <mn>3</mn> </mrow> </msub> </mtd> </mtr> <mtr> <mtd> <msub> <mn>0</mn> <mrow> <mn>3</mn> <mo>&times;</mo> <mn>3</mn> </mrow> </msub> </mtd> <mtd> <msub> <mn>0</mn> <mrow> <mn>3</mn> <mo>&times;</mo> <mn>3</mn> </mrow> </msub> </mtd> </mtr> <mtr> <mtd> <msub> <mn>0</mn> <mrow> <mn>3</mn> <mo>&times;</mo> <mn>3</mn> </mrow> </msub> </mtd> <mtd> <msub> <mn>0</mn> <mrow> <mn>3</mn> <mo>&times;</mo> <mn>3</mn> </mrow> </msub> </mtd> </mtr> </mtable> </mfenced> <mo>;</mo> </mrow> </math>
(2) a measurement equation comprising the following measurement equation:
measuring equation of SINS/SAR subsystem: the difference between the course angle information and the position information output by the strapdown inertial navigation and the course angle information and the horizontal position information output by the synthetic aperture radar and the carrier height information output by the air pressure altimeter can be used as a measurement quantity, and the measurement equation of the SINS/SAR combined navigation system is as follows:
z1(t)=h1(x,t)+v1(t);
in the formula, h1(x, t) is a nonlinear function of the measurement equation, v (t) = [ delta ψS,δLS,δλS,δhe]TFor white noise measurement, the mean value is zero;
measuring equation of SINS/CNS subsystem: the measurement equation of the SINS/CNS integrated navigation subsystem is as follows:
z2(t)=h2(t)x(t)+v2(t);
in the formula, h2(t) is a measurement matrix, v2(t)=[δqC0,δqC1,δqC2,δqC3,δLC,δλC,δhe]TFor white noise measurement, the mean value is zero;
(3) the self-guided navigation high-precision nonlinear filtering algorithm comprises the following steps: a set of high-precision and nonlinear filtering algorithms suitable for an SINS/CNS/SAR autonomous integrated navigation system is designed, and the set of algorithms comprises: firstly, an robust self-adaptive Unscented particle filter algorithm; fading self-adaptive Unscented particle filtering; thirdly, fuzzy robust adaptive particle filtering; fourthly, self-adaptive SVD-UKF filtering algorithm is adopted; adaptive square root Unscented particle filtering.
3. The autonomous combined navigation system according to claim 2, characterized in that: the robust adaptive Unscented particle filter algorithm comprises the following steps:
(a) initialization: n particles are extracted according to the initial mean and mean square error, and at the time k =0,i is 1, 2, …, N, and the weight is set to
Figure FSA0000096629550000022
(b) At time k =1, 2, …, N, the following order is calculated:
(b1) calculating equivalence weights
Figure FSA0000096629550000025
And an adaptation factor alpha. And (3) constructing an equivalent weight function by selecting an IGG scheme, wherein the IGG method belongs to a weight reduction function, namely, robust limitation is carried out on a measured value, and if the reciprocal of the robust limitation is taken, the equivalent weight function is defined as a variance expansion factor function:
let the equivalence weight matrix be <math> <mrow> <mover> <mi>P</mi> <mo>&OverBar;</mo> </mover> <mo>=</mo> <mi>diag</mi> <mrow> <mo>(</mo> <msub> <mover> <mi>P</mi> <mo>&OverBar;</mo> </mover> <mn>1</mn> </msub> <mo>,</mo> <msub> <mover> <mi>P</mi> <mo>&OverBar;</mo> </mover> <mn>2</mn> </msub> <mo>,</mo> <mo>.</mo> <mo>.</mo> <mo>.</mo> <mo>,</mo> <msub> <mover> <mi>P</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> </msub> <mo>)</mo> </mrow> <mo>,</mo> </mrow> </math>
<math> <mrow> <msub> <mover> <mi>P</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> </msub> <mo>=</mo> <mfenced open='(' close=''> <mtable> <mtr> <mtd> <msub> <mi>p</mi> <mi>k</mi> </msub> </mtd> <mtd> <mo>|</mo> <msub> <mi>V</mi> <mi>k</mi> </msub> <mo>|</mo> <mo>&le;</mo> <msub> <mi>k</mi> <mn>0</mn> </msub> </mtd> </mtr> <mtr> <mtd> <msub> <mi>p</mi> <mi>k</mi> </msub> <mfrac> <msub> <mi>k</mi> <mn>0</mn> </msub> <mrow> <mo>|</mo> <msub> <mi>V</mi> <mi>k</mi> </msub> <mo>|</mo> </mrow> </mfrac> </mtd> <mtd> <msub> <mi>k</mi> <mn>0</mn> </msub> <mo>&lt;</mo> <mo>|</mo> <msub> <mi>V</mi> <mi>k</mi> </msub> <mo>|</mo> <mo>&le;</mo> <msub> <mi>k</mi> <mn>1</mn> </msub> </mtd> </mtr> <mtr> <mtd> <mn>0</mn> </mtd> <mtd> <mo>|</mo> <msub> <mi>V</mi> <mi>k</mi> </msub> <mo>|</mo> <mo>></mo> <msub> <mi>k</mi> <mn>1</mn> </msub> </mtd> </mtr> </mtable> </mfenced> <mo>;</mo> </mrow> </math>
Another expression may be used as desired:
<math> <mrow> <msub> <mover> <mi>P</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> </msub> <mo>=</mo> <mfenced open='(' close=''> <mtable> <mtr> <mtd> <msub> <mi>p</mi> <mi>i</mi> </msub> </mtd> <mtd> <mo>|</mo> <msub> <mi>V</mi> <mi>k</mi> </msub> <mo>|</mo> <mo>&le;</mo> <msub> <mi>k</mi> <mn>0</mn> </msub> </mtd> </mtr> <mtr> <mtd> <msub> <mi>p</mi> <mi>k</mi> </msub> <mfrac> <msub> <mi>k</mi> <mn>0</mn> </msub> <mrow> <mo>|</mo> <msub> <mi>V</mi> <mi>k</mi> </msub> <mo>|</mo> </mrow> </mfrac> <mfrac> <msup> <mrow> <mo>(</mo> <msub> <mi>k</mi> <mn>1</mn> </msub> <mo>-</mo> <mo>|</mo> <msub> <mi>V</mi> <mi>k</mi> </msub> <mo>|</mo> <mo>)</mo> </mrow> <mn>2</mn> </msup> <msup> <mrow> <mo>(</mo> <msub> <mi>k</mi> <mn>1</mn> </msub> <mo>-</mo> <msub> <mi>k</mi> <mn>0</mn> </msub> <mo>)</mo> </mrow> <mn>2</mn> </msup> </mfrac> </mtd> <mtd> <msub> <mi>k</mi> <mn>0</mn> </msub> <mo>&le;</mo> <mo>|</mo> <msub> <mi>V</mi> <mi>k</mi> </msub> <mo>|</mo> <mo>&lt;</mo> <msub> <mi>k</mi> <mn>1</mn> </msub> </mtd> </mtr> <mtr> <mtd> <mn>0</mn> </mtd> <mtd> <msub> <mi>k</mi> <mn>1</mn> </msub> <mo>&le;</mo> <mo>|</mo> <msub> <mi>V</mi> <mi>k</mi> </msub> <mo>|</mo> </mtd> </mtr> </mtable> </mfenced> <mo>;</mo> </mrow> </math>
wherein k is0∈(1,1.5),k1∈(3,8),VkIs an observed value lkThe residual vector of (a) is calculated,
Figure FSA0000096629550000032
Figure FSA0000096629550000033
is the estimated value of the state parameter at the current moment; the adaptive factors are selected as follows:
<math> <mrow> <msub> <mi>&alpha;</mi> <mi>k</mi> </msub> <mo>=</mo> <mfenced open='(' close=''> <mtable> <mtr> <mtd> <mn>1</mn> </mtd> <mtd> <mo>|</mo> <mi>&Delta;</mi> <msub> <mover> <mi>x</mi> <mo>~</mo> </mover> <mi>k</mi> </msub> <mo>|</mo> <mo>&le;</mo> <msub> <mi>c</mi> <mn>0</mn> </msub> </mtd> </mtr> <mtr> <mtd> <mfrac> <msub> <mi>c</mi> <mn>0</mn> </msub> <mrow> <mo>|</mo> <mi>&Delta;</mi> <msub> <mover> <mi>x</mi> <mo>~</mo> </mover> <mi>k</mi> </msub> <mo>|</mo> </mrow> </mfrac> <mfrac> <msup> <mrow> <mo>(</mo> <msub> <mi>c</mi> <mn>1</mn> </msub> <mo>-</mo> <mo>|</mo> <mi>&Delta;</mi> <msub> <mover> <mi>x</mi> <mo>~</mo> </mover> <mi>k</mi> </msub> <mo>|</mo> <mo>)</mo> </mrow> <mn>2</mn> </msup> <msup> <mrow> <mo>(</mo> <msub> <mi>c</mi> <mn>1</mn> </msub> <mo>-</mo> <msub> <mi>c</mi> <mn>0</mn> </msub> <mo>)</mo> </mrow> <mn>2</mn> </msup> </mfrac> </mtd> <mtd> <msub> <mi>c</mi> <mn>0</mn> </msub> <mo>&le;</mo> <mo>|</mo> <mi>&Delta;</mi> <msub> <mover> <mi>x</mi> <mo>~</mo> </mover> <mi>k</mi> </msub> <mo>|</mo> <mo>&lt;</mo> <msub> <mi>c</mi> <mn>1</mn> </msub> </mtd> </mtr> <mtr> <mtd> <mn>0</mn> </mtd> <mtd> <msub> <mi>c</mi> <mn>1</mn> </msub> <mo>&le;</mo> <mo>|</mo> <mi>&Delta;</mi> <msub> <mover> <mi>x</mi> <mo>~</mo> </mover> <mi>k</mi> </msub> <mo>|</mo> </mtd> </mtr> </mtable> </mfenced> <mo>;</mo> </mrow> </math>
wherein c is0∈(1,1.5),c1∈(3,8),tr (-) denotes the trace of the matrix,
Figure FSA0000096629550000036
to predict a value, i.e.
Figure FSA0000096629550000037
The former is selected by judging residual error, and the latter is selected according to state
Figure FSA0000096629550000038
(b2) Calculating Sigma point, updating particle by UKF algorithm
Figure FSA0000096629550000039
To obtain
Figure FSA00000966295500000310
And isSatisfy the requirement ofLet a new sample be
Figure FSA00000966295500000313
The 2N +1 Sigma point samples are:
<math> <mrow> <mrow> <msubsup> <mi>&chi;</mi> <mrow> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>=</mo> <mo>[</mo> <msubsup> <mover> <mi>x</mi> <mo>&OverBar;</mo> </mover> <mrow> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>,</mo> <msubsup> <mover> <mi>x</mi> <mo>&OverBar;</mo> </mover> <mrow> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>+</mo> <msqrt> <mrow> <mo>(</mo> <mi>N</mi> <mo>+</mo> <mi>&lambda;</mi> <mo>)</mo> </mrow> <msubsup> <mi>P</mi> <mrow> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> </msqrt> <mo>,</mo> <msubsup> <mover> <mi>x</mi> <mo>&OverBar;</mo> </mover> <mrow> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>-</mo> <msqrt> <mrow> <mo>(</mo> <mi>N</mi> <mo>+</mo> <mi>&lambda;</mi> <mo>)</mo> </mrow> <msubsup> <mi>P</mi> <mrow> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> </msqrt> <mo>]</mo> </mrow> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>15</mn> <mo>)</mo> </mrow> </mrow> </math>
wherein λ = α2(N + v) represents a scale factor, v is a second-order scale factor, N is the number of sampling particles, alpha determines the dispersion degree of the sampling points to the prediction mean value, and beta is generally valued according to prior knowledge (for Gaussian distribution, the optimal value is (b2), W isjRepresents the weight of the jth Sigma point and satisfies the Sigma Wj=1,j=0,1,…2N;
(c) Calculating the weight <math> <mrow> <msubsup> <mi>w</mi> <mi>k</mi> <mi>i</mi> </msubsup> <mo>=</mo> <msubsup> <mi>w</mi> <mrow> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mfrac> <mrow> <mi>p</mi> <mrow> <mo>(</mo> <msub> <mi>y</mi> <mi>k</mi> </msub> <mo>|</mo> <msubsup> <mover> <mi>x</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> <msup> <mi>i</mi> <mo>*</mo> </msup> </msubsup> <mo>)</mo> </mrow> <mi>p</mi> <mrow> <mo>(</mo> <msubsup> <mover> <mi>x</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> <msup> <mi>i</mi> <mo>*</mo> </msup> </msubsup> <mo>|</mo> <msubsup> <mover> <mi>x</mi> <mo>&OverBar;</mo> </mover> <mrow> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <msup> <mi>i</mi> <mo>*</mo> </msup> </msubsup> <mo>)</mo> </mrow> </mrow> <mrow> <mi>q</mi> <mrow> <mo>(</mo> <msubsup> <mover> <mi>x</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> <msup> <mi>i</mi> <mo>*</mo> </msup> </msubsup> <mo>|</mo> <msubsup> <mover> <mi>x</mi> <mo>&OverBar;</mo> </mover> <mrow> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <msup> <mi>i</mi> <mo>*</mo> </msup> </msubsup> <mo>,</mo> <msub> <mi>l</mi> <mi>k</mi> </msub> <mo>)</mo> </mrow> </mrow> </mfrac> <mo>,</mo> </mrow> </math> And is normalized to <math> <mrow> <msubsup> <mover> <mi>w</mi> <mo>~</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> <mo>=</mo> <msubsup> <mi>w</mi> <mi>k</mi> <mi>i</mi> </msubsup> <mo>/</mo> <munderover> <mi>&Sigma;</mi> <mrow> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mi>n</mi> </munderover> <msubsup> <mi>w</mi> <mi>k</mi> <mi>i</mi> </msubsup> <mo>;</mo> </mrow> </math>
(d) Calculation of estimated formula <math> <mrow> <msub> <mover> <mi>N</mi> <mo>^</mo> </mover> <mi>eff</mi> </msub> <mo>=</mo> <mn>1</mn> <mo>/</mo> <munderover> <mi>&Sigma;</mi> <mrow> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mi>N</mi> </munderover> <msup> <mrow> <mo>(</mo> <msubsup> <mover> <mi>w</mi> <mo>~</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> <mo>)</mo> </mrow> <mn>2</mn> </msup> <mo>;</mo> </mrow> </math>
Comparing the obtained result with a predetermined threshold value, judging the severity of particle degradation,
Figure FSA00000966295500000318
smaller, indicating more severe degradation; in this case, the posterior density obtained above can be resampled to obtain M new particles again, and each particle is given the same weight 1/M;
(e) calculating the nonlinear state quantity estimated value:
Figure FSA00000966295500000319
repeating step (b) above;
in the step, when the importance density function is selected, two important adjusting factors, namely an equivalent weight factor and a self-adaptive factor, are utilized; useful information is more reasonably distributed to the particle sampling points obtained after UT conversion through the two methods, and a better sampling distribution function is provided for the importance sampling process.
4. The autonomous combined navigation system according to claim 2, characterized in that: the fading self-adaptive Unscented particle filter algorithm mainly obtains sampling points by utilizing UT (user-input) transformation, and realizes approximation of posterior distribution of state vectors; unlike the monte carlo method, the Unscented particle filter does not randomly sample from a given distribution, but takes a few determined Sigma points as sampling points; sigma sampling point of
<math> <mrow> <msubsup> <mi>&chi;</mi> <mrow> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>=</mo> <mo>[</mo> <msubsup> <mover> <mi>x</mi> <mo>&OverBar;</mo> </mover> <mrow> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>,</mo> <msubsup> <mover> <mi>x</mi> <mo>&OverBar;</mo> </mover> <mrow> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>+</mo> <msqrt> <mrow> <mo>(</mo> <mi>N</mi> <mo>+</mo> <mi>&lambda;</mi> <mo>)</mo> </mrow> <msubsup> <mi>P</mi> <mrow> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> </msqrt> <mo>,</mo> <msubsup> <mover> <mi>x</mi> <mo>&OverBar;</mo> </mover> <mrow> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>-</mo> <msqrt> <mrow> <mo>(</mo> <mi>N</mi> <mo>+</mo> <mi>&lambda;</mi> <mo>)</mo> </mrow> <msubsup> <mi>P</mi> <mrow> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> </msqrt> <mo>]</mo> <mo>;</mo> </mrow> </math>
Wherein λ = α2(N + v) represents a scale factor, v is a second-order scale factor, N is the number of sampling particles, and alpha determines the dispersion degree of the sampling points to the prediction mean value; for different system models and noise assumptions, the UT transform algorithm has different forms, and the key for determining the expression of the UT transform algorithm is to determine a Sigma point sampling strategy, namely the number, position and weight of Sigma points; the algorithm mainly comprises the following steps:
(a) in the initialization, when k =0,wherein k represents a time of day; uniformly set the weight value as
Figure FSA00000966295500000415
(b) Calculate the Sigma point and set the new sample as
Figure FSA0000096629550000043
Calculating 2N +1 Sigma sampling points, and predicting and updating the particles by using a UKF algorithm; calculating the fading factor by using the fading adaptive extended Kalman filtering thought, and calculating the fading factor by using a formula alphakAnd calculate
Figure FSA0000096629550000044
<math> <mrow> <msubsup> <mover> <mi>x</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> <mo>=</mo> <msubsup> <mover> <mi>x</mi> <mo>&OverBar;</mo> </mover> <mrow> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>+</mo> <msub> <mi>K</mi> <mi>k</mi> </msub> <mrow> <mo>(</mo> <msub> <mi>y</mi> <mi>k</mi> </msub> <mo>-</mo> <msubsup> <mover> <mi>y</mi> <mo>&OverBar;</mo> </mover> <mrow> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>)</mo> </mrow> <mo>;</mo> </mrow> </math>
<math> <mrow> <msubsup> <mi>P</mi> <mi>k</mi> <mi>i</mi> </msubsup> <mo>=</mo> <msubsup> <mi>P</mi> <mrow> <mi>k</mi> <mo>|</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>-</mo> <msub> <mi>&alpha;</mi> <mi>k</mi> </msub> <msub> <mi>K</mi> <mi>k</mi> </msub> <msub> <mi>P</mi> <mrow> <msub> <mi>l</mi> <mi>k</mi> </msub> <msub> <mi>l</mi> <mi>k</mi> </msub> </mrow> </msub> <msubsup> <mi>K</mi> <mi>k</mi> <mi>T</mi> </msubsup> <mo>;</mo> </mrow> </math>
To obtain
Figure FSA0000096629550000047
Figure FSA0000096629550000048
Performing importance sampling as an importance density function of particle sampling;
(c) from the density of importance function
Figure FSA0000096629550000049
After sampling, calculating weight of each particle
w k i = w k - 1 i p ( y k | x k i ) p ( x k i | x k - 1 i ) q ( x k i | x k - 1 i , y k ) ;
And calculating the normalized weight.
<math> <mrow> <msubsup> <mover> <mi>w</mi> <mo>~</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> <mo>=</mo> <msubsup> <mi>w</mi> <mi>k</mi> <mi>i</mi> </msubsup> <mo>/</mo> <munderover> <mi>&Sigma;</mi> <mrow> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mi>n</mi> </munderover> <msubsup> <mi>w</mi> <mi>k</mi> <mi>i</mi> </msubsup> <mo>;</mo> </mrow> </math>
(d) Using an estimation formula
Figure FSA00000966295500000412
Judging whether the particle degradation degree is serious, then resampling from the obtained posterior density to obtain M new particles, and repeatingEndowing each particle with the same weight
(e) Calculating the nonlinear state quantity estimated value:
<math> <mrow> <msub> <mover> <mi>x</mi> <mo>^</mo> </mover> <mi>k</mi> </msub> <mo>=</mo> <munderover> <mi>&Sigma;</mi> <mrow> <mi>i</mi> <mo>=</mo> <mn>0</mn> </mrow> <mi>N</mi> </munderover> <msubsup> <mover> <mi>w</mi> <mo>~</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> <msubsup> <mi>x</mi> <mi>k</mi> <mrow> <mi>i</mi> <mo>*</mo> <mo>*</mo> </mrow> </msubsup> <mo>;</mo> </mrow> </math>
and (4) returning to the step (2), and recursively calculating the state estimation value at the next moment according to the new observed quantity.
5. The autonomous combined navigation system according to claim 2, characterized in that: the fuzzy robust adaptive particle filtering comprises the steps of constructing equivalent weights and a specific algorithm based on a fuzzy theory, wherein:
(I) constructing equivalence weight based on fuzzy theory: dividing the weight according to the data residual error into: a weight-preserving area (keeping the original observed value unchanged), a weight-reducing area (making robust limitation on the observed value) and a rejecting area (the weight is zero); designing a one-dimensional fuzzy controller, and constructing a weight factor gamma by the following steps:
(a) fuzzification: will input quantity
Figure FSA0000096629550000052
(exact value) fuzzification becomes a fuzzy variable (where
Figure FSA0000096629550000053
As normalized residual), the determined inputs are converted into a fuzzy set described by membership; the specific process comprises the following steps: will input variable
Figure FSA0000096629550000054
Is divided into { too large, normal }, abbreviated as { B }e,Bc,BnAnd after the input is quantized,
Figure FSA0000096629550000055
x ═ 0, 1, 2, 3, 4 }; the fuzzy subset of the output gamma is { minimal, small, normal }, abbreviated as { S }e,Sc,SnY size is divided into 5 levels to represent different values, i.e., Y ═ 0, 1, 2, 3, 4; are respectively input to
Figure FSA0000096629550000056
And outputting gamma for fuzzy quantization;
(b) based on human intuition, thinking, reasoning and practical experience
Figure FSA0000096629550000057
Designing a fuzzy control rule according to the relation between the output quantity weight factor gamma; if it is not
Figure FSA0000096629550000058
If too large, γ is extremely small; if it is not
Figure FSA0000096629550000059
Larger, γ is smaller; if it is not
Figure FSA00000966295500000510
Normal, then gamma is normal; according to the fuzzy rule, the fuzzy relation can be determined as
R=(Be×Se)+(Bc×Sc)+(Bn×Sn);
Wherein "×" represents the cartesian product of the blur vectors; is calculated by
R = 0 0 0 0.5 1 0 0.5 0.5 0.5 0.5 0 0.5 1 0.5 0 0.5 0.5 0.5 0.5 0 1 0.5 0 0 0 ;
(c) According to fuzzy control principle, from input variables
Figure FSA00000966295500000512
The fuzzy subset and the fuzzy relation matrix R obtain a fuzzy set with a weight factor gamma through fuzzy reasoning to obtain final fuzzy control quantity;
(d) carrying out deblurring on the fuzzy control quantity to obtain an accurate output control quantity, namely a weight factor gamma; the process of converting the fuzzy reasoning result into an accurate value is called defuzzification; in the defuzzification processing process, a maximum membership principle is adopted;
(II) the fuzzy robust adaptive particle filtering algorithm comprises the following steps:
(a) initialization: at the time k =0, N particles are sampled according to the emphasis density, and it is assumed that each sampled particle is used
Figure FSA0000096629550000061
Let k = 1;
(b) and constructing error discrimination statistics and adaptive factors of the state model by taking the prediction residual as a variable: the discrimination statistic of the error of the state model constructed by taking the prediction residual as a variable is as follows:
<math> <mrow> <mi>&Delta;</mi> <msubsup> <mover> <mi>V</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> <mo>=</mo> <msup> <mrow> <mo>(</mo> <mfrac> <mrow> <msup> <mrow> <mo>(</mo> <msubsup> <mover> <mi>V</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> <mo>)</mo> </mrow> <mi>T</mi> </msup> <msubsup> <mover> <mi>V</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> </mrow> <mrow> <mi>tr</mi> <mrow> <mo>(</mo> <msub> <mi>&Sigma;</mi> <msubsup> <mover> <mi>V</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> </msub> <mo>)</mo> </mrow> </mrow> </mfrac> <mo>)</mo> </mrow> <mfrac> <mn>1</mn> <mn>2</mn> </mfrac> </msup> <mo>;</mo> </mrow> </math>
wherein,
Figure FSA0000096629550000063
predict information for the ith state at time k by
Figure FSA0000096629550000064
Calculating;
Figure FSA0000096629550000065
representing prediction residual
Figure FSA0000096629550000066
The covariance matrix of (a); tr (-) is a matrix trace-solving operator; the adaptive factor function based on the prediction residual discrimination statistic is:
<math> <mrow> <msubsup> <mi>&alpha;</mi> <mi>k</mi> <mi>i</mi> </msubsup> <mo>=</mo> <mfenced open='{' close=''> <mtable> <mtr> <mtd> <mn>1</mn> </mtd> <mtd> <mo>|</mo> <mi>&Delta;</mi> <msubsup> <mover> <mi>V</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> <mo>|</mo> <mo>&le;</mo> <mi>c</mi> </mtd> </mtr> <mtr> <mtd> <mfrac> <mi>c</mi> <mrow> <mo>|</mo> <mi>&Delta;</mi> <msubsup> <mover> <mi>V</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> <mo>|</mo> </mrow> </mfrac> </mtd> <mtd> <mo>|</mo> <mi>&Delta;</mi> <msubsup> <mover> <mi>V</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> <mo>|</mo> <mo>></mo> <mi>c</mi> </mtd> </mtr> </mtable> </mfenced> <mo>;</mo> </mrow> </math>
in the formula,
Figure FSA0000096629550000068
denotes the ith adaptive factor at time k, and c is an empirical constant, generally taken to be 1.0<c<2.5;
(c) Updating:
x k i = f ( x k - 1 i , v k - 1 )
by
Figure FSA00000966295500000610
Updating the particle at time k according to equation (42)
<math> <mrow> <mi>p</mi> <mrow> <mo>(</mo> <msub> <mi>x</mi> <mrow> <mn>0</mn> <mo>:</mo> <mi>k</mi> </mrow> </msub> <mo>|</mo> <msub> <mi>y</mi> <mrow> <mn>1</mn> <mo>:</mo> <mi>k</mi> </mrow> </msub> <mo>)</mo> </mrow> <mo>&cong;</mo> <munderover> <mi>&Sigma;</mi> <mrow> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mi>N</mi> </munderover> <msubsup> <mi>w</mi> <mi>k</mi> <mrow> <mo>(</mo> <mi>i</mi> <mo>)</mo> </mrow> </msubsup> <mi>&delta;</mi> <mrow> <mo>(</mo> <msub> <mi>x</mi> <mrow> <mn>0</mn> <mo>:</mo> <mi>k</mi> </mrow> </msub> <mo>-</mo> <msubsup> <mi>x</mi> <mrow> <mn>0</mn> <mo>:</mo> <mi>k</mi> </mrow> <mrow> <mo>(</mo> <mi>i</mi> <mo>)</mo> </mrow> </msubsup> <mo>)</mo> </mrow> <mo>;</mo> </mrow> </math>
w k i = w k - 1 i p ( y k / x k i ) p ( x k i / x k - 1 i ) q ( x k i | x 0 : k - 1 i , y 1 : k ) ;
Figure FSA00000966295500000614
Updating the weight and the normalized weight, wherein i is 1, 2, and N;
(d) resampling: sorting the weights of all the particles according to a descending order, and setting the number of threshold sample points as Nth(usually N/2 or N/3 can be selected), the number of effective sample points is NeffWhen N is presenteff<NthThen, to the particle setResampling to obtain new particle set
Figure FSA00000966295500000616
And reset the weight value to
Figure FSA00000966295500000617
(e) Filtering:
<math> <mrow> <mi>p</mi> <mrow> <mo>(</mo> <msubsup> <mi>x</mi> <mi>k</mi> <mn>1</mn> </msubsup> <mo>|</mo> <msub> <mi>y</mi> <mrow> <mn>1</mn> <mo>:</mo> <mi>k</mi> </mrow> </msub> <mo>)</mo> </mrow> <mo>=</mo> <munderover> <mi>&Sigma;</mi> <mrow> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mi>N</mi> </munderover> <msubsup> <mi>w</mi> <mi>k</mi> <mi>i</mi> </msubsup> <mi>&delta;</mi> <mrow> <mo>(</mo> <msubsup> <mi>x</mi> <mi>k</mi> <mn>1</mn> </msubsup> <mo>-</mo> <msubsup> <mi>x</mi> <mi>k</mi> <mi>i</mi> </msubsup> <mo>)</mo> </mrow> <mo>;</mo> </mrow> </math>
and (b) calculating the filtering density at the time k, re-sampling the filtering density, making k equal to k +1, and returning.
6. The autonomous combined navigation system according to claim 2, characterized in that: the self-adaptive SVD-UKF filtering algorithm comprises the following steps:
(I) singular value decomposition: singular value decomposition is defined as follows:
assuming A ∈ Rm×n(m.gtoreq.n), the singular value decomposition of the matrix A can be expressed as
A = UAV T = U S 0 0 0 V T ;
In the formula, U is belonged to Rm×m,Λ∈Rm×m,V∈Rn×n,S=diag(s1,s2,...,sr);s1≥s2≥…≥srMore than or equal to 0 is called as singular value of the matrix A, and the column vectors of U and V are respectively called as left and right singular vectors of the matrix A;
(II) determination of statistics and adaptive factors: and constructing error discrimination statistics and adaptive factors of the state model by taking the prediction residual as a variable. Prediction residualExpressed as:
<math> <mrow> <msub> <mover> <mi>V</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> </msub> <mo>=</mo> <mi>g</mi> <mrow> <mo>(</mo> <msub> <mover> <mi>x</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> </msub> <mo>)</mo> </mrow> <mo>-</mo> <msub> <mi>y</mi> <mi>k</mi> </msub> <mo>;</mo> </mrow> </math>
in the formula,
Figure FSA0000096629550000074
predicting information for the state at time k; using prediction residuals
Figure FSA0000096629550000075
The constructed state model error discrimination statistic is as follows:
<math> <mrow> <mi>&Delta;</mi> <msub> <mover> <mi>V</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> </msub> <mo>=</mo> <msup> <mrow> <mo>(</mo> <msup> <mrow> <mo>(</mo> <msub> <mover> <mi>V</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> </msub> <mo>)</mo> </mrow> <mi>T</mi> </msup> <msub> <mover> <mi>V</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> </msub> <mo>/</mo> <mi>tr</mi> <mrow> <mo>(</mo> <msub> <mi>&Sigma;</mi> <msub> <mover> <mi>V</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> </msub> </msub> <mo>)</mo> </mrow> <mo>)</mo> </mrow> <mrow> <mn>1</mn> <mo>/</mo> <mn>2</mn> </mrow> </msup> <mo>;</mo> </mrow> </math>
in the formula,
Figure FSA0000096629550000077
representing prediction residual
Figure FSA0000096629550000078
Tr (-) is a matrix trace-solving operator;
the adaptive factor function is selected as:
<math> <mrow> <msub> <mi>&alpha;</mi> <mi>k</mi> </msub> <mo>=</mo> <mfenced open='{' close=''> <mtable> <mtr> <mtd> <mn>1</mn> </mtd> <mtd> <mo>|</mo> <mi>&Delta;</mi> <msub> <mover> <mi>V</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> </msub> <mo>|</mo> <mo>&le;</mo> <mi>c</mi> </mtd> </mtr> <mtr> <mtd> <mfrac> <mi>c</mi> <mrow> <mo>|</mo> <mi>&Delta;</mi> <msub> <mover> <mi>V</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> </msub> <mo>|</mo> </mrow> </mfrac> </mtd> <mtd> <mo>|</mo> <msub> <mrow> <mi>&Delta;</mi> <mover> <mi>V</mi> <mo>&OverBar;</mo> </mover> </mrow> <mi>k</mi> </msub> <mo>|</mo> <mo>></mo> <mi>c</mi> </mtd> </mtr> </mtable> </mfenced> <mo>;</mo> </mrow> </math>
in the formula, alphakDenotes the adaptation factor, c is an empirical constant, typically 1<c<2.5;
(III) the steps of the self-adaptive SVD-UKF algorithm are as follows:
(a) initialization: initializing parameters in a state equation and calculating weight coefficients w of Sigma point mean and covariance(m)、w(c)(ii) a (b) Singular value decomposition, calculationA Sigma point vector; (c) updating the time; (d) and (6) updating the measurement.
7. The autonomous combined navigation system according to claim 2, characterized in that: the adaptive square root Unscented particle filter comprises the following steps:
(a) initialization (k = 0): randomly extracting N initial particles(i =1, 2, …, N). Suppose that X ^ 0 i = E [ X 0 i ] , S 0 i = chol { E [ ( X 0 i - X ^ 0 i ) ( X 0 i - X ^ 0 i ) T ] } , w 0 i = p ( Y 0 | X 0 i ) . Wherein,
Figure FSA00000966295500000712
and
Figure FSA00000966295500000713
respectively representing the ith particle at the initial time and the estimated value thereof,
Figure FSA00000966295500000714
represents the ith Cholesky factorization at the initial time,
Figure FSA00000966295500000715
the initialization weight of the ith particle is represented, and chol {. cndot } represents a Cholesky decomposition operator of the matrix;
(b) updating each particle by adopting adaptive square root UKF filtering algorithm
Figure FSA0000096629550000081
To obtain
Figure FSA0000096629550000082
Figure FSA0000096629550000083
Representing the covariance of the ith particle at time k, as follows:
(b1) calculating Sigma points and weight:
(b2) constructing error discrimination statistics and adaptive factors of a state model by taking the prediction residual as a variable;
the prediction residual (or innovation) contains the state which is not corrected by the observed information, and can reflect the disturbance of a dynamic system better. Ith prediction residual vector at time k
Figure FSA0000096629550000084
Expressed as:
<math> <mrow> <msubsup> <mover> <mi>V</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> <mo>=</mo> <msub> <mi>H</mi> <mi>k</mi> </msub> <msubsup> <mover> <mi>X</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> <mo>-</mo> <msub> <mi>Y</mi> <mi>k</mi> </msub> <mo>;</mo> </mrow> </math>
the discrimination statistic of the error of the state model constructed by taking the prediction residual as a variable is as follows:
<math> <mrow> <mi>&Delta;</mi> <msubsup> <mover> <mi>V</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> <mo>=</mo> <msup> <mrow> <mo>(</mo> <mfrac> <mrow> <msup> <mrow> <mo>(</mo> <msubsup> <mover> <mi>V</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> <mo>)</mo> </mrow> <mi>T</mi> </msup> <msubsup> <mover> <mi>V</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> </mrow> <mrow> <mi>tr</mi> <mrow> <mo>(</mo> <msub> <mi>&Sigma;</mi> <msubsup> <mover> <mi>V</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> </msub> <mo>)</mo> </mrow> </mrow> </mfrac> <mo>)</mo> </mrow> <mfrac> <mn>1</mn> <mn>2</mn> </mfrac> </msup> <mo>;</mo> </mrow> </math>
wherein,
Figure FSA0000096629550000087
predict information for the ith state at time k byThe determination is carried out by the following steps,
Figure FSA0000096629550000089
representing prediction residual
Figure FSA00000966295500000810
Tr (-) is a matrix trace-solving operator;
the adaptive factor function based on the prediction residual discrimination statistic is:
<math> <mrow> <msubsup> <mi>&alpha;</mi> <mi>k</mi> <mi>i</mi> </msubsup> <mo>=</mo> <mfenced open='{' close=''> <mtable> <mtr> <mtd> <mn>1</mn> </mtd> <mtd> <mo>|</mo> <mi>&Delta;</mi> <msubsup> <mover> <mi>V</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> <mo>|</mo> <mo>&le;</mo> <mi>c</mi> </mtd> </mtr> <mtr> <mtd> <mfrac> <mi>c</mi> <mrow> <mo>|</mo> <mi>&Delta;</mi> <msubsup> <mover> <mi>V</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> <mo>|</mo> </mrow> </mfrac> </mtd> <mtd> <mo>|</mo> <mi>&Delta;</mi> <msubsup> <mover> <mi>V</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> <mo>|</mo> <mo>></mo> <mi>c</mi> </mtd> </mtr> </mtable> </mfenced> <mo>;</mo> </mrow> </math>
in the formula,
Figure FSA00000966295500000812
denotes the ith adaptive factor at time k, and c is an empirical constant, generally taken to be 1.0<c<2.5;
(b3) Time update (state prediction);
(b4) measurement update (state estimation): QR decomposition and Cholesky decomposition in linear algebra are used in the step, and the state covariance matrix is directly propagated and updated in the form of Cholesky decomposition factors, so that the numerical stability in the updating process of the state covariance matrix is enhanced, and the positive nature of the covariance matrix is ensured;
(c) calculating importance sampling weight: let importance distribute function
Figure FSA00000966295500000813
Sampling particles
Figure FSA00000966295500000814
N (-) represents a normal distribution; respectively pass through <math> <mrow> <msubsup> <mi>w</mi> <mi>k</mi> <mi>i</mi> </msubsup> <mo>=</mo> <msubsup> <mi>w</mi> <mrow> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mfrac> <mrow> <mi>p</mi> <mrow> <mo>(</mo> <msub> <mi>Y</mi> <mi>k</mi> </msub> <mo>/</mo> <msubsup> <mi>X</mi> <mi>k</mi> <mi>i</mi> </msubsup> <mo>)</mo> </mrow> <mi>p</mi> <mrow> <mo>(</mo> <msubsup> <mi>X</mi> <mi>k</mi> <mi>i</mi> </msubsup> <mo>/</mo> <msubsup> <mi>X</mi> <mrow> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>)</mo> </mrow> </mrow> <mrow> <mi>q</mi> <mrow> <mo>(</mo> <msubsup> <mover> <mi>X</mi> <mo>&OverBar;</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> <mo>|</mo> <msubsup> <mover> <mi>X</mi> <mo>&OverBar;</mo> </mover> <mrow> <mn>0</mn> <mo>:</mo> <mi>k</mi> <mo>-</mo> <mn>1</mn> </mrow> <mi>i</mi> </msubsup> <mo>,</mo> <msub> <mi>Y</mi> <mrow> <mn>1</mn> <mo>:</mo> <mi>k</mi> </mrow> </msub> <mo>)</mo> </mrow> </mrow> </mfrac> <mo>,</mo> </mrow> </math>
Figure FSA00000966295500000816
Updating the weight value and the normalized weight value, wherein i is 1, … and N;
(d) resampling: setting the number of threshold sample points to Nth(usually N/2 or N/3) as the choice), valid samplesNumber of points is NeffWhen N is presenteff<NthThen, to the particle set
Figure FSA0000096629550000091
Resampling to obtain new particle set
Figure FSA0000096629550000092
And reset the weight value to
Figure FSA0000096629550000093
(e) And (3) updating the state: <math> <mrow> <msub> <mover> <mi>X</mi> <mo>^</mo> </mover> <mi>k</mi> </msub> <mo>=</mo> <munderover> <mi>&Sigma;</mi> <mrow> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mi>N</mi> </munderover> <msubsup> <mover> <mi>X</mi> <mo>~</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> <msubsup> <mover> <mi>w</mi> <mo>~</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> <mo>;</mo> <msub> <mover> <mi>&Sigma;</mi> <mo>^</mo> </mover> <mi>k</mi> </msub> <mo>=</mo> <munderover> <mi>&Sigma;</mi> <mrow> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mi>N</mi> </munderover> <msubsup> <mover> <mi>w</mi> <mo>~</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> <mrow> <mo>(</mo> <msub> <mover> <mi>X</mi> <mo>^</mo> </mover> <mi>k</mi> </msub> <mo>-</mo> <msubsup> <mover> <mi>X</mi> <mo>~</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> <mo>)</mo> </mrow> <msup> <mrow> <mo>(</mo> <msub> <mover> <mi>X</mi> <mo>^</mo> </mover> <mi>k</mi> </msub> <mo>-</mo> <msubsup> <mover> <mi>X</mi> <mo>~</mo> </mover> <mi>k</mi> <mi>i</mi> </msubsup> <mo>)</mo> </mrow> <mi>T</mi> </msup> <mo>.</mo> </mrow> </math>
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