| 引用本文: | 邓自立.稳态Kalman滤波增益的估计[J].控制理论与应用,1985,2(1):122~126.[点击复制] |
| Deng Zili.ESTIMATION OF STEADY -STATE KALMAN FILTER GAIN[J].Control Theory and Technology,1985,2(1):122~126.[点击复制] |
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| 稳态Kalman滤波增益的估计 |
| ESTIMATION OF STEADY -STATE KALMAN FILTER GAIN |
| 摘要点击 1074 全文点击 490 投稿时间：1983-05-26 修订日期：1984-01-16 |
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| DOI编号 |
| 1985,2(1):122-126 |
| 中文关键词 |
| 英文关键词 |
| 基金项目 |
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| 中文摘要 |
| 本文提出了线性离散系统问题Kalman滤波增益的新方法。它由三部分组成：（i）基于矩阵求逆的Fadeeva公式导出了ARMAX新息模型。（ii）用Gevers和Wouters算法辨识ARMAX新息模型中的滑动平均部分的参数阵，可保证新息模型的可逆性。（iii）给出了一种比Tajima算法更简单的估计稳态滤波增益的算法。 |
| 英文摘要 |
| This paper presents a new method for estimating the steady-state Kalman filter gain for linear discrete systems. It consists of three parts:（i）An ARMAX innovation model is derived using Fadeeva’s scheme for computing inverse matrix; （ii）the moving average parameter matrices in ARMAX innovation model are identified vying using Gevers and Wouters algorithm which ensures the invertability of the innovation model; （iii）a new algorithm for estimating the steady-state filter gain is given, which is simpler than Tajima’s. |