摘要
针对带乘性噪声的一类非线性系统,给出了1种带单重渐消因子的强跟踪状态滤波算法。该算法将非线性系统线性化后,采用了线性最小方差估计方法来进行状态估计,通过运用正交原理和引入渐消因子,使得滤波效果具有强跟踪的优良性能。该算法扩展了卡尔曼滤波在带乘性噪声非线性系统状态估计中的应用范围。仿真结果表明了该算法的有效性。
A strong tracking state filtering algorithm with a singular fading factor is proposed for a class of nonlinear systems with muhiplicative noise. Firstly, the original nonlinear system is linearized. Secondly, the linear minimum-variance estimation method is adopted for the estimation of the linearized system. Finally, in order to make the filtering outcome possess the excellent performance of strong tracking, the orthogonality principle is used, and a fading factor is introduced. The algorithm enlarges the application range of Kalman illtering in the state estimation of nonlinear systems with muhiplicative noise. The effectiveness of the algorithm is illustrated by computer simulation.
出处
《中国海洋大学学报（自然科学版）》
CAS
CSCD
北大核心
2006年第4期569-572,共4页
Periodical of Ocean University of China
基金
国家自然科学基金数学天元基金(0324676)资助
关键词
乘性噪声
非线性系统
强跟踪
状态滤波
muhiplicative noise
nonlinear system
strong tracking
state filtering
