| MBDLM中卡尔曼滤波算法的改进研究 |
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| 引用本文： | 张孝令,刘晓昀.MBDLM中卡尔曼滤波算法的改进研究[J].山东科技大学学报(自然科学版),1997(2). |
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| 作者姓名： | 张孝令 刘晓昀 |
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| 作者单位： | 山东矿院济南分院 |
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| 摘 要： | 根据多变量Ｂａｙｅｓｉａｎ动态线性模型（简记为ＭＢＤＬＭ）在递推过程中出现的方差阵不正定、精底低以及滤波发散等情况进行分析，对原有卡尔曼滤波算法加以改进，给出了比较适用的递推算法。
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| 关 键 词： | 多变量Bayesian动态线性模型 卡尔曼滤波 指数加权 平方根递推算法 |
Improvement of Kalman Filter Algorithm in MBDLM |
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| Zhang Xiaoling,Liu Xiaoyun.Improvement of Kalman Filter Algorithm in MBDLM[J].Journal of Shandong Univ of Sci and Technol: Nat Sci,1997(2). |
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| Authors: | Zhang Xiaoling Liu Xiaoyun |
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| Institution: | Jinan Braneh of SIMT |
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| Abstract: | This paper mainly studies the updating recurrence algorithms of multivariate Bayesian dynamic linear model (MBDLM).In practice we may fale some ofstacles, such as computation fails to assure symmetry and positive definiteness, low precision and filter divergence. This thesis provides more suitfal updating algorithms according to different proflems on the fasis of original formulas. |
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| Keywords: | Multivariate Bayesian dynamic linear model Kalman filter Exponet weight Square root recurrence algorithm |
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