关键词: 卡尔曼滤波器, 滑动采样区间, 卡方检测, IGGIII

Abstract:

The value of the sliding sampling interval length [N] of the fading Kalman filter is a single value, and it is difficult to achieve a balance between filtering precision and dynamics. Aiming at this problem, an adaptive fading Kalman filter based on IGGIII scheme is proposed. The filter performs the innovation chi-square detection firstly, and then constructs a value function of the three-segment sliding sampling interval length [N] similar to the IGGIII weight function to realize the adaptive optimization of the length [N] of the sliding sampling interval and improve the filtering precision. Matlab simulation results show that the adaptive fading Kalman filter based on IGGIII scheme has more accurate filtering results under stable system conditions, and it has better dynamics when system model parameters change, the filter enables a balance between filtering accuracy and dynamics.

Key words: Kalman filter, sliding sampling interval, Chi square test, IGGIII