摘要
针对线性随机系统提出了一种改进强跟踪卡尔曼滤波器 (MSTKF) .通过改变强跟踪滤波器的多重时变渐消因子 ,MSTKF在卡尔曼滤波和强跟踪滤波两种工作状态之间切换 .当卡尔曼滤波不能有效跟踪突变状态时 ,MSTKF切换为可变弱化因子的强跟踪滤波 .数值仿真实例显示了本方法的有效性 .
A modified strong tracking Kalman filter (MSTKF) for linear stochastic systems is proposed.By changing the multiple time-varying fading factors of the strong tracking filter,MSTKF switches between Kalman filtering and strong tracking filtering.When Kalman filtering cannot track efficiently the state with abrupt changes,MSTKF switches to strong tracking filtering with varying softening factor.A numerical simulation example is given to show the effectiveness of the method.
出处
《电子学报》
EI
CAS
CSCD
北大核心
2002年第6期925-927,共3页
Acta Electronica Sinica