| 相关观测误差条件下Kalman滤波器的一种设计方法 |
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| 引用本文： | 冯道旺,李宗华,徐欣,周一宇. 相关观测误差条件下Kalman滤波器的一种设计方法[J]. 信号处理, 2004, 20(3): 281-284 |
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| 作者姓名： | 冯道旺 李宗华 徐欣 周一宇 |
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| 作者单位： | 国防科技大学电子科学与工程学院,长沙,410073 |
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| 摘 要： | 在分析噪声相关性对Kalman滤波器性能影响的基础上,文章推导一种相关观测误差条件下卡尔曼滤波器的设计方法。该方法利用误差的相关矩阵信息,对量测矩阵和观测误差协方差阵做去相关校正,实现准最优的Kalman滤波,并获得正确的状态误差估计。仿真证明了算法的效果。
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| 关 键 词： | 相关观测误差 Kalman滤波器 |
| 修稿时间： | 2002-12-20 |
A New Design Approach for Kalman Filter under Correlated Measurement Noises |
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| Feng Daowang,Li Zhonghua,Xu Xin,Zhou Yiyu School of Electronic Science and Engineering,NUDT,Changsha Hunan. A New Design Approach for Kalman Filter under Correlated Measurement Noises[J]. Signal Processing(China), 2004, 20(3): 281-284 |
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| Authors: | Feng Daowang Li Zhonghua Xu Xin Zhou Yiyu School of Electronic Science Engineering NUDT Changsha Hunan |
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| Affiliation: | Feng Daowang,Li Zhonghua,Xu Xin,Zhou Yiyu School of Electronic Science and Engineering,NUDT,Changsha Hunan 410073 |
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| Abstract: | The effects of correlated measurement noises on Kalman filter(KF) is analysed, based on which a new KFdesign approach is educed. With the information of measurement noises' lag covariance matrixes, the approach improve theperformance of filter by adjusting its measurement matrixes as well as measurement covariance matrixes. The efficiency of thisapproach is supported by computer simulation. |
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| Keywords: | correlated noise kalman filter |
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