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中文摘要：
针对应用于非线性系统模型的容积卡尔曼滤波工作性能会受观测噪声参数变化的影响而降低的问题,提出一种自适应的变分贝叶斯容积卡尔曼滤波算法。在每一次更新步骤中,将系统状态与变化的观测噪声统计信息一起作为随机变量,并用变分贝叶斯方法进行估计,在迭代逼近得到噪声方差后,再利用容积卡尔曼滤波对系统状态进行更新。仿真实验证明变分贝叶斯容积卡尔曼滤波算法在非线性系统的滤波问题中能够较好跟踪变化的观测噪声方差,相比容积卡尔曼滤波拥有较好的估计性能。
英文摘要：
Focusing on the performance of Cubature Kalman filtering may be degraded due to the fact that in practical situations the statistics of measurement noise might change. An adaptive variational Bayesian cubature Kalman filtering algorithm was proposed which can be used in non-linear system models. In each update step of proposed method, both system state and time-variant measurement noise were recog-nized as random variables to estimate. Measurements noise variances were approximated by variational Bayes, thereafter, system states were updated by cubature Kalman filtering. Simulation results demon-strate the proposed filter can well track measurement noise for a non-linear system and outperforms cuba-ture Kalman filter.
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