| Kalman滤波理论的推广 |
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| 引用本文： | 陈建国,师自强,王培德. Kalman滤波理论的推广[J]. 控制理论与应用, 1990, 7(3): 108-112 |
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| 作者姓名： | 陈建国 师自强 王培德 |
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| 作者单位： | 西安飞机强度研究所，西安飞机强度研究所，西北业大学自控系 西安 |
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| 摘 要： | 本文利用Hilbert空间几何理论将Kalman滤波理论进行了推广,在线性最小方差准则下,解决了状态噪声一步相关及状态噪声和测量噪声在同时刻和过去相邻时刻都相关情况的滤波,并给出了递推滤波公式。
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| 关 键 词： | Kalman滤波 Hilbert空间 |
| 收稿时间： | 1989-02-01 |
| 修稿时间： | 1990-02-02 |
A Generalization of Kalman Filtering Theory |
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| Chen Jianguo,Shi Ziqiang,Wang Peide. A Generalization of Kalman Filtering Theory[J]. Control Theory & Applications, 1990, 7(3): 108-112 |
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| Authors: | Chen Jianguo Shi Ziqiang Wang Peide |
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| Affiliation: | Chen Jianguo Shi Ziqiang Xian Aircraft Strength Research Institute Wang Peide Department of Automatic Control,Northwestern Polytechnical University,Xian |
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| Abstract: | In this paper,by means of Hilbcrt space geometry theory,Kalman filter theory is generalized to the case that the system noise Correlates itself in one-step and system Correlates with the measuring noise at the present step as wall as one past step. The recursive filtering formulas with linear minimun variance are derived. |
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| Keywords: | kalman filter Hilbcrt space linear minimun variance |
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