无序量测的状态更新估计算法

Algorithm on Update State Estimate of Out-Of-Sequence-Measurement

实际中,过程噪声和测量噪声都来自同一个噪声源,即二者是相关的。文章采用直接状态更新法,讨论了无序量测的状态估计,给出了过程噪声和测量噪声相关情形下的一步延迟量测的最优状态更新估计算法,并通过计算机仿真验证了算法的有效性和可行性。

In practical, the processor noise and the measurement noise come from the same noise source, namely they are correlative. This paper discusses the out-of-sequence measurement state estimate, and develops the optimal state update estimate algorithms of the 1-step-lag case when the processor noise and the measurement noise correlate. Simulation results verify the validity and feasibility of the algorithm.