| Popis: |
Generally, there are two objectives in the optimization of the measurement noise covariance matrix R of Kalman filter. However, most of the traditional optimization methods of Kalman filter only focus on one objective. In this paper, we proposed a new method to optimize the parameter R based on Multi-Objective Memetic Algorithm (MOMA). Compared with traditional methods, it can optimize multiple objectives simultaneously. In this method, the decision vector is the diagonal elements of matrix R, the first objective function f1 is the mean of the residual vectors, and the second objective function f2 is the degree of mismatching between the actual value of the residual covariance with its theoretical value. In the MOMA, the global search based on NSGA-II is utilized to minimize the two objective functions, and the local search based on Simulated Annealing (SA) is just used to minimize the f1. The experimental results demonstrate that the Kalman filter optimized by MOMA, namely MOMA-Kalman, can get much smaller filtering error than regular Kalman filter and other adaptive filter algorithms, such as SageHusa-Kalman and Fuzzy-Kalman. |
