ckf推導(dǎo)過程2003

1、假設(shè)離散非線性系統(tǒng)狀態(tài)空間形式為：????11kkkkkkxfxwzhxv???????????對于使用卡爾曼濾波器結(jié)構(gòu)的高斯濾波器處理狀態(tài)估計任務(wù)，其一般形式如下:??|1||1||1|11|1|1()kkkkkkkkTkkkkkzzkkkkxzkkzzkkxxWzzPPWPWWPP?????????????????????具體的表達式為：?|11[()]kkkxEfx???111|11()()nkkkkkRfxNxPdx??????

2、????|1|1|1[()()]TkkkkkkkkExxxxP????????|1|11111|111()()()nTTkkkkkkkkkkkRxxQfxfxNxPdx???????????????|1[()]kkkzEhx???|1()()nkRkkkkhxNxPdx????|1|1|1[()()]TkkkkzzkkkkPEzzzz????????|1|1|1()()()nTTkkkkkkkRkkkkzzhxhxRNxPdx?????

3、???????|1|1|1[()()]TkkkkxzkkkkPExxzz????????|1|1|1()()nTTkkRkkkkkkkkxhxxzNxPdx????????然后利用SphericalRadialCubature準則計算積分，對于標準高斯分布：1()()(0)()nNiRmiiffxNxIdxfI???????[1]211...2iiimimmnm?????????????估計互相關(guān)協(xié)方差陣?|1|1|1|1|111TTx