Standard cubature Kalman filter (CKF) algorithm has some disadvantages in stochastic system control, such as low control accuracy and poor robustness. This paper proposes a stochastic system control method based on adaptive correction CKF algorithm. Firstly, a nonlinear time-varying discrete stochastic system model with stochastic disturbances is constructed. The control model is established by using the CKF algorithm, the covariance matrix of standard CKF is optimized by square root filter, the adaptive correction of error covariance matrix is realized by adding memory factor to the filter, and the disturbance factors in nonlinear time-varying discrete stochastic systems are eliminated by multistep feedback predictive control strategy, so as to improve the robustness of the algorithm. Simulation results show that the state estimation accuracy of the proposed adaptive cubature Kalman filter algorithm is better than that of the standard cubature Kalman filter algorithm, and the proposed adaptive correction CKF algorithm has good control accuracy and robustness in the UAV control test.
Control Optimization of Stochastic Systems Based on Adaptive Correction CKF Algorithm
