一种快速Kalman滤波算法实现及效果评估

A Fast Kalman Filtering Algorithm and Its Evaluation

该文介绍了一种新的快速Kalman滤波算法实现方法。对于某些不能够采取离线计算的滤波过程来说,它可以在保证一定精度的同时极大地提高计算速度和减少计算占用资源。文中以仿真实验的跟踪数据做出了对比仿真。

A new fast Kalman filtering algorithm is illustrated in detail. For some filtering courses whose coefficients can not be caculated offline, this way offers high work speed and has certain accuracy, at the same time, it takes less resource. The idea is tested with simulated tracking data.