Kalman滤波的抗野值修正
Fault-Tolerant Improvement on Kalman Filter
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摘要: 分析了动态测量系统中异常数据对Kalman滤波的不利影响.提出了一组具有良好 容错能力的修正型滤波算法.该滤波算法既可以充分利用正常新息确保滤波的精度,又可以 有效拟制异常新息的不利影响提高滤波估计可靠性,达到对故障数据的容错能力.最后,通过 仿真计算验证了该算法的有效性.Abstract: The influence of outliers on the Kalman filter is analysed, and a new set of modified algorithms, which are fault-tolerant to outliers is built. These new algorithms can not only sufficiently absorb good innovations to increase filtering precision but also efficiently restrain bad influence coming from outliers. These new filters have high security and fault-tolerant capability when abrupt faults take place. Simulation results show that the modified filtering algorithms are practical and efficiently resistant to outliers in sampling data.
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Key words:
- Kalman filter /
- dynamic-measurement system /
- outlier /
- fault-tolerant filter
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