有色噪声干扰的非线性系统强跟踪滤波

推广了现有的强跟踪滤波理论,解决了一类具有色噪声干扰的非线性时变随机系统的强跟踪滤波问题,为使状态估计值更加平滑,引入了弱化因子的新概念,最后通过计算机仿真验证了本方法的有效性。

Strong Tracking Filtering of Nonlinear Systems with colored Noise

The theory now in use for strong tracking filters as beveloped for use with nonlunlinear systems involving white noise, is extended to a class of nonlinear time-varying stochastic systcms with colored noise . A new concept of "softening factor" is introduced to make the state estimators much smoother. Effeveness of the proposed approach is illustrated by computer simulations .