多模型卡尔曼滤波器的研究

Investigation on multi mode KALMAN filter

在深入研究卡尔曼滤波算法的基础上，提出多模型卡尔曼滤波器的工程设计方法．分别针对二阶系统和船舶模型进行了大量的仿真研究．其结果表明，对参数突变的系统，应用该方法进行状态估计或参数辨识，具有很好的跟踪突变参数的效果．仿真结果展示，该方法具有广阔的工程应用前景．

Based on a deep investigation on KALMAN filters, this paper presents a multiple model KALMAN filter method for engineering design. Through a number of simulations for both second order system and ship control system, it is demonstrated that the method is effective for systems with sharp changing parameters. Simulations also show that the method is applicable to a number of engineering problems for state estimate and parameter identification.