摘要
模型设置的不合理、可能导致卡尔曼滤波器的发散、完成不了预期的最佳滤波功能,这在系统动态噪声较小时尤为明显。本文提出了一种卡尔曼滤波器自我检测发散的方案,并在假设成立时给出修正的方法。使卡尔曼滤波器能尽可能地保持其最佳性、使为了克服发散而牺性的滤波最佳性降至最小。在这个意义上,这种自检的卡尔曼滤波器具有自适应的功能。
It probably results in the divergency of Kalman filter So that the filters fail to accomplish the expected optimal filtering function due to the unreasonable modeling of the system ,the phenomenon of divergency is especially obvious when there is small process noise of the system .In this paper we propose a scheme that Kalman filler can detect the divergeney phenomenon by itself,and give a revised-method when the assumption of divergeney exists.The scheme can help the Kalman filtcn keep its optimality as good as possible, so that the filtering optimality sacrificed for overcoming the divergency decreases to the Lowest limit.In a sense.this kind of Kalman filter with self-detecting has adaptive funtion.
出处
《河北大学学报（自然科学版）》
CAS
1990年第4期48-56,共9页
Journal of Hebei University(Natural Science Edition)
关键词
卡尔曼滤波器
最佳滤波
发散
自检
Kalman Filter, Optimal Filtering, Self-detecting, Dirergcney.
