Volume 30 Issue 01
Jan.  2004
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Zhuang Chaowen, Fu Li, Fan Yuezuet al. Multiple fading Kalman filter based on hypothesis testing[J]. Journal of Beijing University of Aeronautics and Astronautics, 2004, 30(01): 18-22. (in Chinese)
Citation: Zhuang Chaowen, Fu Li, Fan Yuezuet al. Multiple fading Kalman filter based on hypothesis testing[J]. Journal of Beijing University of Aeronautics and Astronautics, 2004, 30(01): 18-22. (in Chinese)

Multiple fading Kalman filter based on hypothesis testing

  • Received Date: 11 Sep 2002
  • Publish Date: 31 Jan 2004
  • A new multiple fading Kalman filtering algorithm was proposed based on hypothesis testing. The algorithm on-line modifies the noise covariance of the Kalman filter by the fading matrix using chi-square testing method so as to improve the accuracy and convergency of the Kalman filter when there exist errors or when the plant was affected by unmeasurable external disturbances. The proposed algorithm was applied to a vehicle global positioning system/inerial navigation system/integrated navigation system(GPS/INS) and behaved satisfactorily.

     

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