| 正态噪声非线性离散系统的次优递推滤波 |
| |
| 引用本文： | 林建忠,何关钰.正态噪声非线性离散系统的次优递推滤波[J].上海交通大学学报,1993,27(5):111-116. |
| |
| 作者姓名： | 林建忠 何关钰 |
| |
| 作者单位： | 上海交通大学应用数学系，上海交通大学应用数学系 |
| |
| 摘 要： | 本文讨论非线性随机离散系统的扩展Ｋａｌｍａｎ滤波形式。在系统状态噪声和观测噪声为不相关正态白噪声条件下，利用Ｓｏｒｅｎｓｏｎ－Ａｌｓｐａｃｈ逼近获得了增益矩阵和协方差矩阵的新的递推关系式。
|
| 关 键 词： | 非线性 离散系统 递推滤波 |
Suboptimal Recursive Filter for Nonlinear Discrete-time Systems with Gaussian Noise |
| |
| Lin Jianzhong,He Guanyu.Suboptimal Recursive Filter for Nonlinear Discrete-time Systems with Gaussian Noise[J].Journal of Shanghai Jiaotong University,1993,27(5):111-116. |
| |
| Authors: | Lin Jianzhong He Guanyu |
| |
| Institution: | Lin Jianzhong;He Guanyu |
| |
| Abstract: | In this paper, the extended Kalman filter of a nonlinear discrete-time stochastic systems is discussed and developed, where the observation and the system noise is uncorrelated and both white. By using Sorenson-Alspach approxi- mation, the new recursive form of covariance matrix and gain matrix is derived. |
| |
| Keywords: | nonlinear discrete-time stochastic system recursive filter Sorenson-Alspach approximation |
| 本文献已被 CNKI 维普 等数据库收录！ |
