Title

採用穩態Kalman濾波器簡化Kalman濾波器的計算

Translated Titles

A Simplified Kalman Filter Algorithm Using a Steady-State Kalman Filter

Authors

樊恩(En Fan);聶明新(Ming-Xin Nie)

Key Words

穩態Kalman濾波器 ; Kalman濾波器 ; 漸近穩定 ; steady-state Kalman filter ; Kalman filter ; asymptotic steadiness

PublicationName

武漢理工大學學報(信息與管理工程版)

Volume or Term/Year and Month of Publication

27卷5期(2005 / 10 / 01)

Page #

272 - 274

Content Language

簡體中文

Chinese Abstract

計算Kalman濾波器的方法主要採用迭代計算法,在工程應用中在線進行無窮迭代運算所帶來的較大計算量勢必影響計算速度。提出了穩態Kalman濾波器的概念,並用Kalman濾波器增益陣的穩態值計算Kalman濾波器。採用穩態Kalman濾波器避免了在線計算Kalman濾波增益在各時刻的函數值,因而減小了採用迭代法計算Kalman濾波器的計算負擔。

English Abstract

The Kalman filter algorithm mainly adopts the iterative methods, which affect the calculating speed in engineering application. The concept of steady-state Kalman filter is presented, and the steady-state value of the gain matrix is used to calculate the Kalman filter. Calculating each value of K (t) at each time online are avoided by a steady-state Kalman filter and the calculation compared with the iterative method is simplified.

Topic Category 基礎與應用科學 > 資訊科學
社會科學 > 管理學