| 一类非线性广义随机系统的降阶Kalman滤波器 |
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| 引用本文： | 石莹,田英明,田行伟.一类非线性广义随机系统的降阶Kalman滤波器[J].黑龙江水专学报,2011,2(1):83-87. |
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| 作者姓名： | 石莹 田英明 田行伟 |
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| 作者单位： | 黑龙江大学,电子工程学院自动化系,哈尔滨,150080 |
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| 基金项目： | 教育部科学技术研究重点项目，黑龙江省普通高校青年骨干支持计划项目 |
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| 摘 要： | 研究了一类非线性广义系统的状态估计问题.利用Taylor级数展开的方法将其转化为线性广义系统;再利用奇异值分解,对线性化后的系统进行降阶,转化为等价的正常线性系统;最后基于Kalman滤波估值理论,得到非线性广义系统的Kalman滤波器.通过数值仿真例子,验证了所提方法的有效性.
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| 关 键 词： | 非线性广义系统 状态估计 奇异值分解 Taylor级数展开 Kalman滤波 |
Reduced-order Kalman Filters for a Class of Nonlinear Singular Stochastic Systems |
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| SHI Ying,TIAN Ying-ming,TIAN Hang-wei.Reduced-order Kalman Filters for a Class of Nonlinear Singular Stochastic Systems[J].Journal of Heilongjiang Hydraulic Engineering College,2011,2(1):83-87. |
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| Authors: | SHI Ying TIAN Ying-ming TIAN Hang-wei |
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| Affiliation: | (Department of Automation,School of Electronic Engineering,Heilongjiang University,Harbin 150080,China) |
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| Abstract: | The state estimation problem is considered for a class of nonlinear singular systems.The linearized model was obtained by using Taylor＇s series expansion method;based on singular value decomposition,it was changed into a order-reduced equivalent normal system.By classical Kalman filtering theory,the state Kalman estimators for the nonlinear singular system was obtained.A numerical example shows the effectiveness of the proposed algorithm. |
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| Keywords: | nonlinear singular system state estimation singular value decomposition Taylor series expansion Kalman filtering |
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