| 非线性动态滤波的迭代算法 |
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| 引用本文： | 赵长胜.非线性动态滤波的迭代算法[J].数据采集与处理,2007,22(4):431-434. |
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| 作者姓名： | 赵长胜 |
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| 作者单位： | 徐州师范大学测绘学院,徐州,221116 |
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| 基金项目： | 江苏省高校自然科学基金 |
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| 摘 要： | 阐述了标称状态的线性化方法和扩展的卡尔曼滤波公式及迭代卡尔曼滤波，探讨了非线性动态滤波的近似处理方法，围绕标称状态将非线性模型进行线性化，将标准的卡尔曼滤波扩展到非线性模型，得到扩展的卡尔曼滤波公式，研究了迭代滤波计算方法。扩展的卡尔曼滤波方法已经有效地用于非线性模型。
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| 关 键 词： | 卡尔曼滤波 非线性模型 动态滤波 迭代法 |
| 文章编号： | 1004-9037（2007）04-0431-04 |
| 收稿时间： | 2006-08-04 |
| 修稿时间： | 2006-12-24 |
Iterative Algorithm for Nonlinear Dynamic Filters |
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| Zhao Changsheng.Iterative Algorithm for Nonlinear Dynamic Filters[J].Journal of Data Acquisition & Processing,2007,22(4):431-434. |
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| Authors: | Zhao Changsheng |
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| Abstract: | The algorithm of iterative Kalman filter is presented based on the general Kalman filter and the extended Kalman filter. The approximate processing methods for nonlinear dynamic filters are discussed. The nonlinear model is linearized for the nominal state system and the general Kalman filters is extended to the nonlinear model. Finally the extended Kalman filter formula is derived and the iterative algorithm is established. The extended Kalman filtering method has been effectively used in the nonlinear model. |
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| Keywords: | Kalman filter nonlinear model dynamic filter iterative algorithm |
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