机动目标的广义卡尔曼滤波信号模型的理论推导

卡尔曼滤波方法是一种应用广泛的估值方法,但其要求系统数学模型已知,而广义卡尔曼滤波与卡尔曼滤波相比并不需要系统数学模型已知,具有更强的现实意义。从泛函分析的角度讨论了连续函数的最佳逼近问题,并以此为基础提出了广义卡尔曼滤波的信号模型和递推公式。最后通过广义卡尔曼滤波与经典卡尔曼滤波仿真曲线的比较,验证了广义卡尔曼滤波的有效性。

Generalized Kalman Filter signal Modeling for Airborne Targets

Unlike classical Kalman filter approaches which require a given system model,the generalized Kalman filter is a method based on unknown system model.This paper presents the optimal approximation to a continuous function,from the view of functional analysis,and proposes a generalized Kalman filter signal model and recurrent formula herefrom.The comparison of the simulation curves for classical and generalized Kalman filters demonstrates the validity of the generalized Kalman filter model for airborne targets.