| 一类线性系统卡尔曼滤波器自适应算法 |
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| 作者单位： | 南京工业大学信息科学与工程学院 江苏南京210009(焦成柱，章俊)，南京工业大学理学院 江苏南京210009(刘国庆) |
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| 摘 要： | 为了解决实际线性系统中系统噪声方差和观测噪声方差未知的问题,提出了一种新的卡尔曼滤波自适应算法,利用新息序列的方差,可以在系统的自身计算过程中逐步估计并校正系统噪声方差和观测噪声方差.系统模拟显示,估计的系统噪声方差和观测噪声方差均收敛于实际的系统噪声方差和观测噪声方差,而且收敛速度比传统卡尔曼滤波要快.
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| 关 键 词： | 卡尔曼滤波 白噪声 自适应 |
Research on the self-adaptive algorithm of the first type Kalman filter in linear system |
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| JIAO Cheng-zhu,LIU Guo-qing,ZHANG Jun. Research on the self-adaptive algorithm of the first type Kalman filter in linear system[J]. Ceramics Science & Art, 2007, 0(4) |
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| Authors: | JIAO Cheng-zhu LIU Guo-qing ZHANG Jun |
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| Affiliation: | JIAO Cheng-zhu1,LIU Guo-qing2,ZHANG Jun1 |
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| Abstract: | In order to solve unknown system noise variance and observation noise variance in practical linear system,a new self-adaptive algorithm for Kalman filter was presented,it made use of the variance of new sequences,which could estimate and correct the system noise variance and the observation noise variance gradually in calculation process.The computer simulation shows that the estimated variance of the system noise and estimated variance of the observation noise converge to the real values more quickly than the traditional one. |
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| Keywords: | Kalman filter white noise self-adaptive |
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