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Recursive Implementations of the Schmidt-Kalman 'Consider' Filter

机译:Schmidt-Kalman“考虑”过滤器的递归实现

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摘要

One method to account for parameters errors in the Kalman filter is to 'consider' their effect in the so-called Schmidt-Kalman filter. This paper addresses issues that arise when implementing a consider Kalman filter as a real-time, recursive algorithm. A favorite implementation of the Kalman filter as an onboard navigation subsystem is the UDU formulation. A new way to implement a UDU Schmidt Kalman filter is proposed. The non-optimality of the recursive Schmidt-Kalman filter is also analyzed, and a modified algorithm is proposed to overcome this limitation.
机译:解决卡尔曼滤波器中参数错误的一种方法是“考虑”其在所谓的施密特-卡尔曼滤波器中的作用。本文讨论了将Kalman滤波器实现为实时递归算法时出现的问题。 UDU公式是卡尔曼滤波器作为车载导航子系统的最喜欢的实现方式。提出了一种实现UDU Schmidt Kalman滤波器的新方法。还分析了递归Schmidt-Kalman滤波器的非最优性,并提出了一种改进算法来克服这一局限性。

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