Kalman滤波中连续系统离散化的计算机实现

Computer Implementation to Discretization of Continuous System for Kalman Filter

提出一种时间连续系统的离散化算法。运用矩阵论的二次型原理,推导了连续系统离散化的一般公式,得到了系统状态方程在时间域中的离散化通用模型,通过设计参数N保证算法具有一定的鲁棒性。该算法有利于针对时间连续系统的卡尔曼滤波过程在计算机上的一体化实现,仿真结果验证了算法的可行性和有效性。

This paper presents an algorithm of discretization for continuous time system.By utilizing quadratic form of matrix theory and deducing general formula,a general model of system state equation in time domain is obtained.A certain robustness of the algorithm is ensured through designing the parameter N.The algorithm profits integration realization of follow-up Kalman filter on computer.Simulation results verify feasibility and validity of algorithm.