卡尔曼滤波的基本原理及应用

Basic Principle and Application of Kalman Filter

卡尔曼滤波在信号处理与系统控制领域应用广泛,目前,正越来越广泛地应用于计算机应用的各个领域。为了更好地理解卡尔曼滤波的原理与进行滤波算法的设计工作,主要从两方面对卡尔曼滤波进行阐述:基本卡尔曼滤波系统模型、滤波模型的建立以及非线性卡尔曼滤波的线性化。最后,对卡尔曼滤波的应用做了简单介绍。

Kalman Filtering has been widely used in the field of signal processing and system control since many years ago. And now,it is adopted widely in the field of computer science. In order to understand the basic principal of Kalman Filtering well and give a good support on the algorithm design work of it,this paper mainly introduces it from two aspects：how to build system models and filtering models of Kalman Falter, and how to deal with the linearization of the nonlinear kalman filtering. Finally,a brief introduction on the applications of Kalman Filtering is depicted.