scholarly journals Ensemble unscented Kalman filter for state inference in continuous–discrete systems

2014 ◽  
Vol 2014 (5) ◽  
pp. 234-237
Author(s):  
Bin Liu
Author(s):  
Оксана Сергеевна Черникова ◽  
Александр Сергеевич Толстиков ◽  
Юлия Сергеевна Четвертакова

Представлены две адаптивные модификации сигма-точечного фильтра Калмана с рекуррентным оцениванием ковариационных матриц шумов системы и измерений, на основе которых выполняется процедура параметрической идентификации нелинейных непрерывно-дискретных систем. Применение процедуры адаптивной параметрической идентификации позволило вычислить с достаточной точностью оценки параметров нескольких моделей радиационного давления солнечного излучения. Полученные результаты повысили качество прогнозирования траектории движения навигационного спутника Purpose. The paper considers the problem of estimation of unknown parameters for various models of solar radiation based on adaptive modifications of the unscented Kalman filter. The estimations of the obtained parameters are used both in solar radiation models and in construction of trajectory of a navigation satellite. Methodology. To solve the problem of parametric identification of stochastic nonlinear continuous-discrete systems, several adaptive modifications of the unscented Kalman filter are considered. The algorithms assume recurrent estimation of covariance matrices of system noise and measurements. The maximum likelihood method is used for parametric identification of stochastic nonlinear continuous-discrete systems. Adaptive modifications of the unscented Kalman filter are used in the construction of the identification criterion. Estimates of unknown parameters of various solar radiation models are found for the movement for the navigation satellite model as an example. The satellite orbital movement forecast is made. Finding and value. The application of the adaptive parametric identification procedure allows calculating the estimates for the parameters of several models of the solar radiation with sufficient accuracy. The obtained results lead to significant improvement of quality of the prediction for satellite trajectory


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