| 一种对IMM真实误差协方差的估计方法 |
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| 引用本文： | 曲彦文,杨静宇. 一种对IMM真实误差协方差的估计方法[J]. 系统仿真学报, 2007, 19(23): 5597-5600 |
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| 作者姓名： | 曲彦文 杨静宇 |
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| 作者单位： | 南京理工大学,计算机科学与技术学院,江苏,南京,210094 |
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| 摘 要： | 交互式多模型IMM被认为是对混合系统估计的一种性价比最好的算法之一。由于真实模式序列未知，由IMM得到的误差协方差矩阵通常与真实值不相等。在假设条件下，分析了一种新的对真实误差协方差的估计方法，并且通过Monte-Carlo仿真用真实误差协方差矩阵的平均值来评估IMM的性能．
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| 关 键 词： | 混合系统 交互式多模型 卡尔曼滤波器 真实误差协方差 |
| 文章编号： | 1004-731X-2007-23-5597-04 |
| 收稿时间： | 2006-09-28 |
| 修稿时间： | 2007-01-23 |
Approach to Estimate True Error Covariance of IMM |
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| QU Yan-wen,YANG Jing-yu. Approach to Estimate True Error Covariance of IMM[J]. Journal of System Simulation, 2007, 19(23): 5597-5600 |
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| Authors: | QU Yan-wen YANG Jing-yu |
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| Abstract: | Interacting multiple model method IMM has been shown to be one of the most cost-effective algorithms for the estimation of hybrid system. The true mode sequence was not known, so the error covariance matrices which were calculated via IMM were not accurate. The effectiveness of a new approach to estimate the true error covariance was investigated under some assumptions, and the mean of true error covariance was utilized to estimate the performance of lMM via Monte-Carlo simulations. |
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| Keywords: | hybrid system IMM kalman filter true error covariance |
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