抗差卡尔曼滤波及其在动态水准网平差中的应用

Robust estimate of Kalman filtering and its application in adjustment of dynamic leveling network

介绍了标准卡尔曼滤波方程,总结了稳健M估计的基本方法,并根据等价权原理导出卡尔曼滤波的抗差估计方程,方程的形式与卡尔曼滤波方程相似,给出了卡尔曼滤波稳健估计的计算步骤。最后,以动态水准监测为例进行了模拟计算,证明了该方法的有效性。

First , we review the standard Kalman filtering of discrete linear system and the basic methods of robust M estimate. Then, based on the principle of the equivalent weight, we deduce the robust equation of Kalman filtering. Finally, the applicability of this method is demonstrated by simulated calculation of dynamic leveling.