| 广义离散随机线性系统降阶固定区间最优Kalman平滑器 |
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| 引用本文： | 孟华,石莹,孙书利,邓自立. 广义离散随机线性系统降阶固定区间最优Kalman平滑器[J]. 黑龙江大学自然科学学报, 2003, 20(4): 43-46 |
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| 作者姓名： | 孟华 石莹 孙书利 邓自立 |
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| 作者单位： | 黑龙江大学,电子工程学院,黑龙江,哈尔滨,150080;黑龙江大学,电子工程学院,黑龙江,哈尔滨,150080;黑龙江大学,电子工程学院,黑龙江,哈尔滨,150080;黑龙江大学,电子工程学院,黑龙江,哈尔滨,150080 |
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| 基金项目： | 黑龙江省自然科学基金资助项目(F01-15) |
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| 摘 要： | 利用广义系统典范型,将广义系统状态估计问题转化为一个降阶常规系统的状态估计问题。应用Kalman滤波方法和白噪声估计理论,提出了广义离散随机线性系统降阶固定区间最优Kalman平滑器,可减少计算负担,便于实时应用。一个仿真例子说明其有效性。
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| 关 键 词： | 广义随机系统 降阶 固定区间最优Kalman平滑器 Kalman滤波 白噪声估计 |
| 文章编号： | 1001-7011(2003)04-0043-03 |
| 修稿时间： | 2003-04-09 |
Reduced-order fixed-interval optimal Kalman smoother for generalized discrete stochastic linear systems |
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| MENG Hua,SHI Ying,SUN Shu-li,DENG Zi-li. Reduced-order fixed-interval optimal Kalman smoother for generalized discrete stochastic linear systems[J]. Journal of Natural Science of Heilongjiang University, 2003, 20(4): 43-46 |
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| Authors: | MENG Hua SHI Ying SUN Shu-li DENG Zi-li |
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| Abstract: | By a canonical form of descriptor systems, the state estimation problem of generalized systems is transformed into the state estimation problem for reduced - order conventional systems. Reduced-order fixed - interval optimal Kalman smoother for generalized discrete stochastic linear systems is proposed by applying Kalman filtering approach and white noise estimation theory. It can reduce the computational load and is suitable for real time applications. A simulation example shows its effectiveness. |
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| Keywords: | generalized stochastic system reduced order fixed - interval optimal Kalman smoother Kalman filtering white noise estimation |
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