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卡尔曼滤波系统噪声估计方法研究

发表时间:2012-11-30  浏览量:2357  下载量:796
全部作者: 付新川,邝育军
作者单位: 电子科技大学通信与信息工程学院
摘 要: 对现有的卡尔曼滤波器系统噪声估计方法进行改进,利用一种指数型的改变因子调整系统噪声的估计值。该方法避免了估计式中出现减号,因而保证系统噪声矩阵的半正定性,避免了滤波发散;同时证明了采用该方法可以使估计值稳定在真实值上。仿真结果表明:该方法具有很好的效果。
关 键 词: 信息处理技术;卡尔曼滤波;Sage-Husa自适应滤波算法;比例法;指数法
Title: Approach for system noise estimation of Kalman filtering
Author: FU Xinchuan, KUANG Yujun
Organization: School of Communication & Information Engineering, University of Electronic Science and Technology of China
Abstract: This paper improves the present method of system noise estimation of Kalman filtering, uses an exponential changing factor to adjust the estimation of system noise. This method avoids the appearance of minus sign in the formulas, so it can guarantee the positive semidefinition of system noise matrix and avoid filtering divergence; and also demonstrates that this method can keep the estimation value around the true value. The simulation results show that the method performs well.
Key words: information processing technique; Kalman filtering; Sage-Husa adaptive filtering; proportion method; exponent method
发表期数: 2012年11月第22期
引用格式: 付新川,邝育军. 卡尔曼滤波系统噪声估计方法研究[J]. 中国科技论文在线精品论文,2012,5(22):2151-2157.
 
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