双滤波器平滑估计的递推更新
A Recursive Update Method of Two-Filter Smoothed Estimates
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摘要: 本文考虑了具有多个测量通道时线性马尔可夫状态固定间隔平滑问题的线性最小二乘 解,给出了一种双滤波器递推算法,它随各通道测量数据的依次投入而更新平滑估计.Abstract: Lineer Least square solution to the problem of fixed interval smoothing of a linear-Markovian state with multiple measurement channels is considered. An algorithm which recursively updates the two-filter smoothed estimates of the state as measured data from each channel are successively pue foreh is presented.
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Key words:
- Fixed Interval Smoothing /
- Kalman Filter /
- Two-Filter Method /
- Forward Estimation /
- Backward Estimation
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