| 一种带多重次优渐消因子的扩展卡尔曼滤波器 |
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| 引用本文： | 周东华,席裕庚,张钟俊.一种带多重次优渐消因子的扩展卡尔曼滤波器[J].自动化学报,1991,17(6):689-695. |
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| 作者姓名： | 周东华 席裕庚 张钟俊 |
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| 作者单位： | 1.上海交通大学自动控制系 |
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| 摘 要： | 本文提出了"强跟踪滤波器"的新概念,给出了强跟踪滤波器的一般结构,并提出了一个正
交性原理用于此类滤波器的设计.在此基础上,提出了一种具有强跟踪滤波器性能的带多重
次优渐消因子的扩展卡尔曼滤波器(SMFEKF),改进了文献1]中提出的一种带单重次优渐消
因子的扩展卡尔曼滤波器(SFEKF).数值仿真说明了SMFEKF的有效性.
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| 关 键 词： | 非线性系统 随机系统 强跟踪滤波器 扩展卡尔曼滤波器 状态估计 |
| 收稿时间： | 1990-6-22 |
A Suboptimal Multiple Fading Extended Kalman Filter |
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| Zhou Donghua,Xi Yugeng,Zhang Zhongjun.A Suboptimal Multiple Fading Extended Kalman Filter[J].Acta Automatica Sinica,1991,17(6):689-695. |
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| Authors: | Zhou Donghua Xi Yugeng Zhang Zhongjun |
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| Affiliation: | 1.Dept.of Atomoatic Control,Shanghai Jiao Tong University,Shanghai |
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| Abstract: | A new concept of "strong tracking filters" is proposed, a general structure of a class of strong tracking filters is presented, and an orthogonality principle is also proposed for designing such strong tracking filters. Based on the orthogonality principle, a strong tracking filter-a suboptimal multiple fading extended Kalman filter (SMFEKF) is proposed, which improves the suboptimal fading extended Kalman filter (SFEKF) proposed in 1]. Finally, the effictiveness of the SMFEKF is illustrated by computer simulation. |
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| Keywords: | Nonlinear system stochastic system strong tracking filter state estimation extended Kalman filter |
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