摘要
本文提出了“强跟踪滤波器”的新概念,给出了强跟踪滤波器的一般结构,并提出了一个正交性原理用于此类滤波器的设计.在此基础上,提出了一种具有强跟踪滤波器性能的带多重次优渐消因子的扩展卡尔曼滤波器(SMFEKF),改进了文献[1]中提出的一种带单重次优渐消因子的扩展卡尔曼滤波器(SFEKF).数值仿真说明了SMFEKF的有效性.
A new concept of 'strong tracking filters' is proposed, a general structure of a class of strong tracking filters is presented, and an orthogonality principle is also proposed for designing such strong tracking filters. Based on the orthogonality principle, a strong tracking filter-a suboptimal multiple fading extended Kalman filter (SMFEKF) is proposed, which improves the suboptimal fading extended Kalman filter (SFEKF) proposed in [1]. Finally, the effictiveness of the SMFEKF is illustrated by computer simulation.
出处
《自动化学报》
EI
CSCD
北大核心
1991年第6期689-695,共7页
Acta Automatica Sinica
关键词
卡尔曼滤波器
非线性系统
随机系统
Nonlinear system
stochastic system
strong tracking filter
state estimation
extended Kalman filter
