| 卡尔曼—布西滤波的精细积分 |
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| 引用本文： | 钟万勰.卡尔曼—布西滤波的精细积分[J].大连理工大学学报,1999,39(2):191-200. |
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| 作者姓名： | 钟万勰 |
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| 作者单位： | 大连理工大学工业装备结构分析国家重点实验室!辽宁大连，116024 |
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| 基金项目： | 国家自然科学基金!19732020，国家教委博士点基金!97014119 |
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| 摘 要： | 数值计算是卡尔曼－布西滤波不可缺少的一个方面，通常总是分解为黎卡提微分方程的离线积分以及在线执行的状估计ｘ（ｔ）变系数微分方程组求解。
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| 关 键 词： | 卡尔曼滤波 精细积分 布西滤波 数值计算 |
Precise integration of Kalman-Buoy filtering problems |
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| ZHONG Wan-Xie.Precise integration of Kalman-Buoy filtering problems[J].Journal of Dalian University of Technology,1999,39(2):191-200. |
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| Authors: | ZHONG Wan-Xie |
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| Abstract: | Numerical computation is one of the indispensable aspects of Kalman-Buoy filtering.It is usually to classify the computation into: (1) the off-line solution of the Riccati differentialequation; (2) the on-line integration of the state vector x(t) from a set of time-variantdifferential equations. The good solution methodology wants to be further explored. Thevariational approach with interval mixed energy is developed to derive the whole set of equationsand algorithm of precise integration in this paper. The present algorithms are not onlyappropriate to solve the two point boundary value problem and the corresponding Riccatidifferential equation, but also can be used to solve the estimated state i(t) from the time-variantdifferential equations. Numerical examples demonstrate the high precision and effectiveness of thealgorithm. |
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| Keywords: | Kalman filtering numerical method/precise integration |
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