阻止自适应Kalman滤波发散的补救方法

Rescue Methods for Preventing the Divergence of Adaptive Kalman Filtering

本文讨论一种自适应Kalman滤波的数值不稳定性,指出在滤波发散时噪声协方差估计的异常现象,并给出了两种阻止自适应Kalman滤波发散的补救方法。仿真结果证明了所述方法的有效性。

The numerically unistability of a adaptive Kalman filtering has been discussod in this paper. The abnormal behavior of the estimates of noise covariance during the divergence of adaptive Kalman filtering has been pointed out. Two rescue mathods have been proposed for preventing the divergence of adaptive Kalman filtering. Simulation results show the effectiveness of the proposed methods.