Adaptive Cubature Kalman Filter with Estimating Correlation Between Multiplicative Noise and Additive Measurement Noise
Adaptive Cubature Kalman Filter with Estimating Correlation Between Multiplicative Noise and Additive Measurement Noise
复制标题
估计乘性噪声和加性测量噪声之间相关性的自适应体积卡尔曼滤波器
DOI：
10.1016/j.cja.2021.05.004
复制
发表时间：
--
影响因子：
5.7
通讯作者：
LI Hong
中科院分区：
文献类型：
--
作者：
GE Quanbo;MA Zhongcheng;LI Jinghan;YANG Qinmin;LU Zhenyu;LI Hong
Mobile robots are often subject to multiplicative noise in the target tracking tasks, where the multiplicative measurement noise is correlated with additive measurement noise. In this paper, first, a correlation multiplicative measurement noise model is established. It is able to more accurately represent the measurement error caused by the distance sensor dependence state. Then, the estimated performance mismatch problem of Cubature Kalman Filter (CKF) under multiplicative noise is analyzed. An improved Gaussian filter algorithm is introduced to help obtain the CKF algorithm with correlated multiplicative noise. In practice, the model parameters are unknown or inaccurate, especially the correlation of noise is difficult to obtain, which can lead to a decrease in filtering accuracy or even divergence. To address this, an adaptive CKF algorithm is further provided to achieve reliable state estimation for the unknown noise correlation coefficient and thus the application of the CKF algorithm is extended. Finally, the estimated performance is analyzed theoretically, and the simulation study is conducted to validate the effectiveness of the proposed algorithm.
