National Natural Science Foundation of China (No.61300214);China Postdoctoral Science Foundation (No.2014M551999);Science and Technology Innovation Team Support Plan of Colleges and Universities in Henan Province (No.13IRTSTHN021);Henan Research Program of Basic and Frontier Technology (No.132300410148);Postdoctoral Science Foundation of Henan Province (No.2013029);Funding Project for Young Backbone Teachers of Universities in Henan Province (No.2013GGJS-026);Excellent Youth Cultivation Fund of Henan University (No.0000A40366)
HU Zhen-tao, HU Yu-mei, LIU Xian-xing. Kalman Filter Based on Measurement Lifting Strategy[J]. Acta Electronica Sinica, 2016, 44(5): 1149-1155.
DOI:
HU Zhen-tao, HU Yu-mei, LIU Xian-xing. Kalman Filter Based on Measurement Lifting Strategy[J]. Acta Electronica Sinica, 2016, 44(5): 1149-1155. DOI: 10.3969/j.issn.0372-2112.2016.05.019.
Kalman Filter Based on Measurement Lifting Strategy
Filter design is the signification foundation for system identification and state estimation.Based on the realization construction of state prediction and measurement update
Kalman filter can obtain the optimal estimation of state estimated under the linear minimum variance criterion
but the filtering precision is vulnerable to the random characteristics in single sensor condition.A novel realization structure of Kalman filter based on measurement lifting strategy is proposed in the paper.At first
virtual measurement is constructed on the basis of latest measurement and the prior statistical information of measurement noise modeling.Then
virtual measurements are reasonably sampled and fusion to modify the measurement reliability
and the estimation precision is improved.In addition
aiming to the algorithm requirements including real-time
precise and robustness in engineering application
the distributed weight fusion structure and the centralized consistency fusion are designed respectively.Finally
the theoretical analysis and experimental results show the feasibility and efficiency of algorithm proposed.