摘要
在Kalman滤波应用过程中,观测值中的野值是影响滤波效果的重要因素。分析了野值对Kalman滤波的影响机理,从滤波算法的原理和工程实践的实际出发,提出了一组野值判别和处理方法。仿真计算和工程实际应用表明,该方法性能可靠,简单易行,可以有效地消除野值对滤波的不理影响,提高滤波的精度。
During Kalman filter applies the outliers included in observation values are important factor which affect filtering performance. This paper analyses the mechanism that outliers affect Kalman filter, and presents a set of methods distinguishing and dealing with outliers according to arithmetic＇ s principle and engineering practices. Simulation calculation and engineering application in practice demonstrate that the set of methods is characterized by high reliability and simpleness. It can eliminate the bad effect which outliers affect filter, and improve the filter accuracy.
出处
《微计算机信息》
北大核心
2006年第05S期140-142,共3页
Control & Automation
基金
"十五"国防重点预研项目-武器装备系统应用仿真研究(413040202)
关键词
野值
卡尔曼滤波
新息
指数加权
支持向量机
outliers
Kalman filter
innovation
exponential weighting
support vector machine
