常增益递推滤波器的输出误差

一个常增益递推滤波器的误差源为初始估值误差、输入随机误差和滤波器预测截断误差。这些误差在滤波器中传播就构成输出误差。本文导出了输出随机误差协方差矩阵和输出截断误差矢量的表示式,并在讨论矩阵幂级数范数表示式的基础上,给出了输出误差范数的表示式。

THE ERRORS OF THE OUTPUT QUANTITY FROM THE CONSTANT GAIN RECURSIVE FILTER

The error sources of a constant gain recursire filter consist of the errors of the initial estimate value, the input random errors and the filter's prediction truncation errors. The propagation of these errors in the filter results in the output errors. In this paper,the covariance matrix of the output random errors and the vector expression of the output truncated errors have been derived, and their norm expressions have been given on the basis of that the norm expression of a matrix power series has been diseussed.