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摘要: 基于稳态Kalman滤波器和白噪声估值器,根据控制理论中的极点配置原理,提出了极 点配置固定区间稳态Kalman平滑器和Wiener平滑器.它们避免了计算最优平滑初值,且通过配 置平滑器的极点,可快速消除初始平滑估值的影响,因而它们具有在有限固定区间上的实用稳定 性,仿真例子说明了它们的有效性.
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关键词:
- 固定区间Kalman平滑器 /
- 固定区间Wiener平滑器 /
- 极点配置 /
- Kalman滤波方法
Abstract: Based on steady-state Kalman filter and white noise estimators, and according to the pole assignment principle of the control theory, the pole-assignment fixed-interval steady state Kalman smoother and Wiener smoother are presented. They avoid computation of the initial optimal smoother estimates and can rapidly elimimate the effects of the mitial smoothing estimates by assigning the poles of the smoothers, so that they have a practical stability in the finite fixed interval. A simulation example shows their effectiveness. -
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