引用本文:张友民,焦凌云,陈洪亮,戴冠中.基于奇异值分解的固定区间平滑新方法*[J].控制理论与应用,1997,14(4):579~583.[点击复制]
ZHANG Youmin，JIAO Lingyun，CHEN Hongliang and DAI Guanzhong.A New Fixed-Interval Smoothing Algorithm Based on Singular Value Decomposition[J].Control Theory and Technology,1997,14(4):579~583.[点击复制]
基于奇异值分解的固定区间平滑新方法*
A New Fixed-Interval Smoothing Algorithm Based on Singular Value Decomposition
摘要点击 1359  全文点击 471  投稿时间：1995-07-15  修订日期：1996-04-15
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DOI编号  
  1997,14(4):579-583
中文关键词  奇异值分解  卡尔曼滤波  平滑
英文关键词  singular value decomposition  Kalman filter  smoothing algorithm
基金项目  
作者单位
张友民,焦凌云,陈洪亮,戴冠中 西北工业大学自动控制系 
中文摘要
      本文提出一种基于奇异值分解（SVD）的固定区间平滑新方法，该方法基于RanchTung－Striebel固定区间平滑方法，利用奇异值分解作为计算工具，将原算法中协方差阵进行奇异值分解，不仅具有很好的数值稳定性和鲁棒性，而且避免了矩阵的求逆，此外，采用SVD分解，具有明显的物理意义．仿真计算结果证明了本文方法的有效性和优越性．
英文摘要
      In this paper，a new fixed-interval smoothing algorithm based on singular value decomposition(SVD) technique is proposed. Based on Daunch-Tung-Strebel smoothing algorithm，the new smoother makes use of the singular value decomposition as a main computation tool. The presented algorithm not only has anexcellent numerical stability but also does not necessitate the inversion of system transition matrix.The algorithm is formulated in the form of vector-matrix operations，so it is useful for parallel computers.Atypical numerical example is used to demonstrate the performance of the new smoother.