Volume 30 Issue 10
Oct.  2015
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FU Hui-min, XIAO Qiang, LOU Tai-shan, XIAO Meng-li. Nonlinear and non-Guassian rank filter method[J]. Journal of Aerospace Power, 2015, 30(10): 2318-2322. doi: 10.13224/j.cnki.jasp.2015.10.003
Citation: FU Hui-min, XIAO Qiang, LOU Tai-shan, XIAO Meng-li. Nonlinear and non-Guassian rank filter method[J]. Journal of Aerospace Power, 2015, 30(10): 2318-2322. doi: 10.13224/j.cnki.jasp.2015.10.003

Nonlinear and non-Guassian rank filter method

doi: 10.13224/j.cnki.jasp.2015.10.003
  • Received Date: 2015-05-14
  • Publish Date: 2015-10-28
  • A nonlinear and non-Guassian rank filter (RF) method based on the principle of rank filter was presented. Furthermore, its filter recursive process was also given. Unscented Kalman filter(UKF) only for Gaussian distribution and particle filter (PF) for non-Gaussian distribution were the two common nonlinear filter methods, but PF had the problems of particle degeneracy, particle impoverishment caused by resampling and complicated calculation. Compared with the two methods, the proposed RF is suitable for not only Gaussian distribution but also non-Gaussian distributions such as multivariate t distributions and extreme value distributions, and RF is simple to calculate and easy to apply in engineering. Moreover, it has low amount of calculation. From the simulation comparisons of RF, UKF and PF in the example, the filtering accuracy of RF increased at least 500%.

     

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