带有全局反馈的一步延迟无序量测更新算法

A Step delay disorder measurement update algorithm with the overall feedback

针对一类线性时不变系统,本文提出了带有全局反馈的A1算法。该算法有效利用线性时不变系统(LTI)Kalman滤波各统计参数可离线计算的特性,以及将延迟量测更新后的全局状态估计作为下一时刻的初始状态估计,并依次递推得到最后的滤波结果。与原有的不带全局反馈的A1算法相比,本文建立的算法不仅具有更高的估计精度,并可通过离线计算滤波参数节省大量运行时间,提高运行速度。计算机仿真验证了本文算法的有效性和优越性。

For a class of linear time-invariant systems, An algorithm with global feedback, is presented in this paper. The algorithm uses the feature that the statistical parameters of linear time-invariant system （LTI） Kalman filtering can be calculated off-lines, and the global state estimate of delaying measurement updated as initial state of the next time estimates, and orderly recursive to receive the final filter result. Compared with the original non-global feedback algorithm, this algorithm in this paper has a higher estimation precision, and saves a lot of running time and increase speed through off-line calculating the filter parameters. Computer simulation verifies the validity and superiority of the algorithm.