摘要
指出了Kalman滤波可能出现的发散现象,分析了产生的原因,通过实例的讨论,提出了一种克服发散的方法。
The paper pointed out possibilites of divergent phenomenon in Kalman Filtering, andlysed the causes of divergence, discussed an example, proposed a method of overcomingdivergence.Keyworkds: kalman filtering; estimation; variance; divergence; gain; noise