| 基于Burg算法与卡尔曼滤波的有色噪声状态估计 |
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| 引用本文： | 雷伟伟,张著洪.基于Burg算法与卡尔曼滤波的有色噪声状态估计[J].贵州大学学报(自然科学版),2009,26(6):96-100. |
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| 作者姓名： | 雷伟伟 张著洪 |
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| 作者单位： | 贵州大学理学院系统科学及信息技术研究所,贵州,贵阳,550025 |
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| 基金项目： | 贵州省教育厅自然科学研究重点项目 |
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| 摘 要： | 探讨一种有色噪声卡尔曼滤波算法。基于静态环境下多传感器的噪声信号，借助Burg算法和自回归模型，获得可在线估计噪声信号的噪声模型，进而结合经典卡尔曼滤波算法，获得可估计系统状态的有色噪声卡尔曼滤波模型。数值实验结果比较显示该模型对系统的状态估计精度高、噪声抑制能力强。
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| 关 键 词： | kalman滤波 AR模型 有色噪声 Burg算法 状态估计 |
State Estimation with Colored Noise Based on Burg Algorithm and Kalman Filter |
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| LEI Wei-wei,ZHANG Zhu-hong.State Estimation with Colored Noise Based on Burg Algorithm and Kalman Filter[J].Journal of Guizhou University(Natural Science),2009,26(6):96-100. |
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| Authors: | LEI Wei-wei ZHANG Zhu-hong |
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| Institution: | (Institute of System Science and Information Technology, College of Science, Guizhou University, Guiyang 550025 ,China) |
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| Abstract: | A colored noise based Kalman filter model was investigated. First, as associated to the Burg algorithm and an autoregressive model, an on-line noise model was developed replying upon the noise signals of the multiple sensors. Second, this model was the states with colored noise signals. merged into the classical Kalman filter model to obtain a model estimating Experimental results show that the model proposed has the merits of high estimation precision and strong noise suppression. |
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| Keywords: | Kalman filtering AR model colored noise Burg algorithm state estimation |
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