摘要
本文提出了一种有效的状态和参数的联合估计方法。针对参数估计结果有偏或发散的问题,本文给出了一种参数向量可控性模型,并由此模型得到了噪声相关的一种状态和参数的估计方法。运用状态和参数联合估计的新方法进行飞行状态和测量仪器的误差估计,仿真和实际飞行数据处理的结果表明;本文提出的方法可以给出飞行状态和仪器误差估计的满意结果,比普通推广Kalman滤波方法更有效。
An efficient method for the estimation of both the state and unknown parameters is presented in this paper. To avoid the results of augmented Kalman filter for both the state and parameters to be divergent, the state and parameter vectors are reconstructured to make them controllable. Based on the controllable models, a U-D covariance factorization filter is developed in which the process noises and observed noises are correlated. This approach has been applied to the estimation of the flight state and instrumental erroros, The resuks of system simulation and actual application to the aircrafts made in China show that more accurate results can be given by this approach than that given bv the augmentted Kalman filter.
出处
《自动化学报》
EI
CSCD
北大核心
1993年第2期218-222,共5页
Acta Automatica Sinica
关键词
状态估计
参数估计
飞行试验
Kalman filter
state estimation
parameter estimation
flight test
numerical stability.