| 一类线性系统卡尔曼滤波器自适应算法 |
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| 引用本文： | 焦成柱,刘国庆,章俊.一类线性系统卡尔曼滤波器自适应算法[J].南京工业大学学报(自然科学版),2007,29(4):30-33. |
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| 作者姓名： | 焦成柱 刘国庆 章俊 |
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| 作者单位： | 1. 南京工业大学,信息科学与工程学院,江苏,南京,210009
2. 南京工业大学,理学院,江苏,南京,210009 |
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| 基金项目： | 江苏省高校自然科学基金 |
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| 摘 要： | 为了解决实际线性系统中系统噪声方差和观测噪声方差未知的问题,提出了一种新的卡尔曼滤波自适应算法,利用新息序列的方差, 可以在系统的自身计算过程中逐步估计并校正系统噪声方差和观测噪声方差.系统模拟显示,估计的系统噪声方差和观测噪声方差均收敛于实际的系统噪声方差和观测噪声方差,而且收敛速度比传统卡尔曼滤波要快.
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| 关 键 词： | 卡尔曼滤波 白噪声 自适应 线性系统 卡尔曼滤波器 适应算法 linear system Kalman filter type algorithm 速度比 收敛 模拟显示 校正系统 估计 计算过程 噪声方差 新息序列 利用 问题 观测 |
| 文章编号： | 1671-7627（2007）04-0030-04 |
| 修稿时间： | 2007-03-07 |
Research on the self-adaptive algorithm of the first type Kalman filter in linear system |
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| JIAO Cheng-zhu,LIU Guo-qing,ZHANG Jun.Research on the self-adaptive algorithm of the first type Kalman filter in linear system[J].Journal of Nanjing University of Technology,2007,29(4):30-33. |
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| Authors: | JIAO Cheng-zhu LIU Guo-qing ZHANG Jun |
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| Institution: | 1. College of Information Science and Engineering, Nanjing University of Technology, Nanjing 210009, China; 2. College of Sciences, Nanjing University of Technology, Nanjing 210009, China |
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| Abstract: | In order to solve unknown system noise variance and observation noise variance in practical linear system, a new self-adaptive algorithm for Kalman filter was presented,it made use of the variance of new sequences, which could estimate and correct the system noise variance and the observation noise variance gradually in calculation process. The computer simulation shows that the estimated variance of the system noise and estimated variance of the observation noise converge to the real values more quickly than the traditional one. |
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| Keywords: | Kalman filter white noise self-adaptive |
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