| 极点配置固定区间Kalman平滑器和Wiener平滑器 |
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| 引用本文： | 孙书利,邓自立.极点配置固定区间Kalman平滑器和Wiener平滑器[J].自动化学报,2004,30(2):239-243. |
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| 作者姓名： | 孙书利 邓自立 |
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| 作者单位： | 1.黑龙江大学自动化系,哈尔滨; |
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| 基金项目： | National Natural Science Foundation of P.R.China(69774019)，by Natural Science Foundation of Heilongjiang Province(F01-15) |
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| 摘 要： | 基于稳态Kalman滤波器和白噪声估值器,根据控制理论中的极点配置原理,提出了极
点配置固定区间稳态Kalman平滑器和Wiener平滑器.它们避免了计算最优平滑初值,且通过配
置平滑器的极点,可快速消除初始平滑估值的影响,因而它们具有在有限固定区间上的实用稳定
性,仿真例子说明了它们的有效性.
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| 关 键 词： | 固定区间Kalman平滑器 固定区间Wiener平滑器 极点配置 Kalman滤波方法 |
| 收稿时间： | 2002-6-18 |
Pole-Assignment Fixed-Interval Kalman Smoother and Wiener Smoother |
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| SUN Shu-Li,DENG Zi-Li.Pole-Assignment Fixed-Interval Kalman Smoother and Wiener Smoother[J].Acta Automatica Sinica,2004,30(2):239-243. |
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| Authors: | SUN Shu-Li DENG Zi-Li |
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| Affiliation: | 1.Department of Automation,Heilongjiang University,Harbin;Institute of Applied Mathematics,Heilongjiang University,Harbin |
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| Abstract: | Based on steady-state Kalman filter and white noise estimators, and according to the pole-assignment principle of the control theory, the pole-assignment fixed-interval steady-state Kalman smoother and Wiener smoother are presented. They avoid computation of the initial optimal smoothing estimates and can rapidly eliminate the effects of the initial smoothing estimates by assigning the poles of the smoothers, so that they have a practical stability in the finite fixed interval. A simulation example shows their effectiveness. |
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| Keywords: | Fixed-interval Kalman smoother fixed-interval Wiener smoother pole-assignment Kalman filtering method |
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