| 引用本文: | 陈建国 ,师自强,王培德.Kalman滤波理论的推广[J].控制理论与应用,1990,7(3):108~112.[点击复制] |
| Chen Jianguo, Shi Ziqiang,Wang Peide.A Generalization of Kalman Filtering Theory[J].Control Theory and Technology,1990,7(3):108~112.[点击复制] |
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| Kalman滤波理论的推广 |
| A Generalization of Kalman Filtering Theory |
| 摘要点击 1008 全文点击 460 投稿时间：1989-02-01 修订日期：1990-02-02 |
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| DOI编号 |
| 1990,7(3):108-112 |
| 中文关键词 Kalman滤波 Hilbert空间 线性最小方差 |
| 英文关键词 Kalman filter Hilbert space linear minimum variance |
| 基金项目 |
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| 中文摘要 |
| 本文利用Hilbert空间几何理论将Kalman滤波理论进行了推广，在线性最小方差准则下，解决了状态噪声一步相关及状态噪声和测量噪声在同时刻和过去相邻时刻都相关情况的滤波，并给出了递推滤波公式。 |
| 英文摘要 |
| In this paper, by means of Hilbert space geometry theory, Kalman theory is generalized to the case that the system noise Correlates itself in one-step and system Correlates with the measuring noise at the present step as well as one past step. The recursive filtering formulas with linear minimum variance are derived. |