| 相关噪声系统的卡尔曼滤波 |
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| 引用本文： | 盛梅,邹云.相关噪声系统的卡尔曼滤波[J].宇航计测技术,2003,23(4):38-42. |
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| 作者姓名： | 盛梅 邹云 |
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| 作者单位： | 南京理工大学自动化系,南京,210094 |
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| 基金项目： | 国家自然科学基金(60074007) |
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| 摘 要： | 利用Hilbert 空间的几何理论求出了噪声相关系统的卡尔曼滤波公式.在线性最小方差准则下,解决了状态噪声一步相关,相同时刻的测量噪声和状态噪声相关,以及测量噪声和状态噪声在相邻时刻(无论测量噪声时刻在前还是状态噪声时刻在前)均相关的情况下的滤波问题,并给出了递推滤波公式.
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| 关 键 词： | 卡尔曼滤波 Hilbert空间 线性最小方差 射影理论 |
| 文章编号： | 1000-7202(2003)04-0038-05 |
| 修稿时间： | 2003年2月24日 |
The Kalman Filtering of System with Related Noise |
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| SHENG Mei,ZOU Yun.The Kalman Filtering of System with Related Noise[J].Journal of Astronautic Metrology and Measurement,2003,23(4):38-42. |
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| Authors: | SHENG Mei ZOU Yun |
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| Abstract: | In this literature, the formulae of Kalman filtering of system with re lated noise are find out. Under the criterion of linear minimum variance, the fi ltering problem of system with one step related state noise ,the related measure noise and state noise both at the same time and the neighboring time (no matter whose time is earlier) are solved. At the same time , the recursive filtering f ormulae are given out. |
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| Keywords: | Kalman filtering Hilbert space Linear min imun variance Projection theory |
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