| 非线性随机离散系统推广卡尔曼滤波方法收敛性分析 |
| |
| 引用本文： | 宋志勇. 非线性随机离散系统推广卡尔曼滤波方法收敛性分析[J]. 控制理论与应用, 2000, 17(2): 264-266 |
| |
| 作者姓名： | 宋志勇 |
| |
| 作者单位： | 中国科学院武汉物理与数学研究所,武汉,430071 |
| |
| 摘 要： | 讨论了非线性随机离散系统的推广卡尔曼滤波算法的收敛性 .基于BoutayebM的一阶线性化技巧 ,得到了确保局部渐近收敛的充分条件
|
| 关 键 词： | 收敛性分析 卡尔曼滤波 非线性随机离散系统 |
| 收稿时间： | 1998-05-25 |
| 修稿时间： | 1999-06-16 |
Convergence Analysis of the Extended Kalman Filter for Nonlinear Random Discrete Time Systems |
| |
| SONG Zhi-yong. Convergence Analysis of the Extended Kalman Filter for Nonlinear Random Discrete Time Systems[J]. Control Theory & Applications, 2000, 17(2): 264-266 |
| |
| Authors: | SONG Zhi-yong |
| |
| Affiliation: | Wuhan Institute of Physics and Mathematics, the Chinese Academy of Sciences, Wuhan, 430071, P.R.China |
| |
| Abstract: | In this paper, convergence analysis of the extended Kalman filter (EKF), when used as an observer for nonlinear random discrete time systems, is presented. Based on M. Boutayeb's formulation of the first order linearizaton technique, sufficient conditions to ensure local asymptotic convergence are established. |
| |
| Keywords: | convergence analysis random nonlinear discrete time systems extended Kalman filter |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
| 点击此处可从《控制理论与应用》浏览原始摘要信息 |
|
点击此处可从《控制理论与应用》下载全文 |
