| 一种带阻尼因子的迭代扩展型Kalman滤波器 |
| |
| 引用本文： | 黄浴,袁保宗. 一种带阻尼因子的迭代扩展型Kalman滤波器[J]. 信号处理, 1995, 0(2) |
| |
| 作者姓名： | 黄浴 袁保宗 |
| |
| 作者单位： | 北方交通大学信息所 |
| |
| 摘 要： | 基于迭代扩展型Kalman滤波器（IEKF）与非线性最小二乘问题的Gauss－Newton方法之关系，本文通过引进阻尼因子得到一个修正的迭代扩展型Kalman滤波器（MIEKF），其迭代序列等价于非线性最小二乘问题的Levenberg-Marquardt方法．MIEKF改善了原IEKF的收敛性和估计精度，一个非线性系统的计算机模拟证实了这一点，而IEKF是MIEKF的一个特例。
|
| 关 键 词： | 非线性最小二乘问题 迭代扩展型Kalman滤波器 阻尼因子 |
An Iterative Extended Kalman Filter with Damped Factors |
| |
| Huang Yu ,Yuan Baozong. An Iterative Extended Kalman Filter with Damped Factors[J]. Signal Processing(China), 1995, 0(2) |
| |
| Authors: | Huang Yu Yuan Baozong |
| |
| Affiliation: | Huang Yu ;Yuan Baozong |
| |
| Abstract: | Based on the relationship between the iterative extended Kalman filter (IEKF)and the Gauss-Newton method for the nonlinear least-squares problem, a modified iterative extended Kalman fiter (MIEKF) is obtained in this paper by introducing damped factors.which iterative sequence is identical to that of the levenberg-Marquardt method for the nonlinear least-squares problem.MIEKF improves the convergence and estimation accuracy of the estimation accuracy of the initial IEKF,computer simulation of a nonlinear system shows the improvement.IEKF is a special case of MIEKF. |
| |
| Keywords: | Nonlinear least-squares problem.Iterative extended Kalman filter Damped factors |
| 本文献已被 CNKI 等数据库收录！ |
