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| 一种改进的推广卡尔曼滤波收敛特性研究 | |
| 引用本文： | 周露,闻新. 一种改进的推广卡尔曼滤波收敛特性研究[J]. 系统工程与电子技术, 1999, 21(10): 2 |
| 作者姓名： | 周露 闻新 |
| 作者单位： | 1. 北京师范大学数学系,100875 2. 北京空间飞行器总体设计部,100086 |
| 摘 要： | 提出了一种改进的推广卡尔曼滤波算法,这一算法不仅具有良好的数值稳定性,而且计算量较小,并进一步分析研究了这一算法的收敛特性,给出了指数收敛速度,分析结果表明改进的算法得到的滤波器增益和状态估计能很好地跟踪原算法得到的滤波器增益和状态估计。 |
| 关 键 词： | 卡尔曼滤波器 增益 数值分析稳定性 收敛 |
| 修稿时间： | 1999-02-24 |
A Study of Convergence Behavior for an Improved Extended Kalman Filter |
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| Zhou Lu,Wen Xin. A Study of Convergence Behavior for an Improved Extended Kalman Filter[J]. System Engineering and Electronics, 1999, 21(10): 2 | |
| Authors: | Zhou Lu Wen Xin |
| Abstract: | In this paper,an improved extended Kalman filter algorithm is presented.The new algorithm has good numerical stability and the computation is simple.The paper further analyses and investigates convergence behavior of the algorithm,and the exponential convergent rate is given.The analysis results show that the state estimation and filter gain of improved algorithm can quite follow the tracks of former algorithm. |
| Keywords: | Convergence behavior Extended Kalman filter Kalman filter Kalman filter gain Numerical stability |
| 本文献已被 CNKI 万方数据 等数据库收录！ | |