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观测值中野值的判别与处理方法仿真研究
引用本文:李景熹,王宇,王树宗,李庆民.观测值中野值的判别与处理方法仿真研究[J].微计算机信息,2006,22(13):140-142.
作者姓名:李景熹  王宇  王树宗  李庆民
作者单位:1. 430033,湖北,武汉海军工程大学兵器工程系
2. 100083,北京总参陆航部军代局财务审价处
摘    要:在Kalman滤波应用过程中,观测值中的野值是影响滤波效果的重要因素。分析了野值对Kalman滤波的影响机理,从滤波算法的原理和工程实践的实际出发,提出了一组野值判别和处理方法。仿真计算和工程实际应用表明,该方法性能可靠,简单易行,可以有效地消除野值对滤波的不理影响,提高滤波的精度。

关 键 词:野值  卡尔曼滤波  新息  指数加权  支持向量机
文章编号:1008-0570(2006)05-1-0140-03
修稿时间:2005年8月10日

Simulation and study of the methods distinguishing and dealing with outliers in observation values
Li Jingxi,Wang Yu,Wang Shuzong,Li Qingmin.Simulation and study of the methods distinguishing and dealing with outliers in observation values[J].Control & Automation,2006,22(13):140-142.
Authors:Li Jingxi  Wang Yu  Wang Shuzong  Li Qingmin
Abstract:During Kalman filter applies the outliers included in observation values are important factor which affect filtering perfor- mance. This paper analyses the mechanism that outliers affect Kalman filter, and presents a set of methods distinguishing and dealing with outliers according to arithmetic' s principle and engineering practices. Simulation calculation and engineering application in practice demonstrate that the set of methods is characterized by high reliability and simpleness. It can eliminate the bad effect which outliers affect filter, and improve the filter accuracy.
Keywords:outliers  Kalman filter  innovation  exponential weighting  support vector machine
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