卡尔曼滤波计算方法研究进展

The New Development of Kalman Filtering Algorithms

中文关键词  卡尔曼滤波  因式分解滤波  状态与偏差分离滤波  并行与分散滤波

英文关键词  Kalman filter  factorized-based filter  partitioned filter and bias-separated filter  parallel and decentralized filter

中文摘要

      本文简要回顾了卡尔曼滤波研究的发展历程，重点对卡尔曼滤波及其在改善数值稳定性，提高计算效率等数值计算方面的研究与发展进行了综述，对QR分解，U-D分解，奇异值分解（SVD）等在卡尔曼滤波，状态与偏差分离滤波及并行滤波与分散滤波等方面应用的新进展作了介绍。

英文摘要

      Focused on the numerical stability, computational efficiency of Kalman filtering algorithms, the development history of Kalman filtering algorithms are briefly reviewed, and a series of numerical stable and robust, computational efficient Kalman filtering algorithms are summarized in this paper. The new factorized-based filter, partitioned filter and bias-separated filter, parallel and decentralized filter algorithms, which is based on the QR decomposition, U-D decomposition and singular value decomposition（SVD）, are presented. Some problems which are worthy to be further studied in this field are presented.