A Modified Unscented Kalman Non-linear Filter
XI Xiaoping · Journal of Projectiles.Rockets.Missiles and Guidance · 2011
Aimming at limitation of unscented Kalman filter(UKF),a suboptimal multiple fading unscented kalman filter(SMFUKF) that can perform fading on data of Stamultiple channels is proposed.The algorithm is based on the concept of strong tracking filter.By introducing suboptimal multiple fading into UKF filtering,and adaptively perform real-time adjustment on the error covariance of the predicted state,the error covariance of the predicted measurement,the associate covariance of the predicted state and measurement,and its gain matrix,strong tracking of fast changing targets can be realized.Experimental results show that SMFUKF can make better use of prior information and it has stronger tracking ability for highly maneuvering targets.