非等间隔采样条件下卡尔曼滤波器设计与实现

Design and Implementation of a Kalman Filter for Unequal Interval Sampling Scenarios

针对非等间隔采样场景,提出了一种非等间隔采样条件下卡尔曼滤波器设计与实现方法。该方法在非等间隔采样条件下,首先完成初始状态估计和初始协方差估计,然后完成滤波器参数迭代。仿真结果表明,非等间隔采样场景下,该方法滤波精度更优,其有效性、可靠性高,具有一定的工程应用价值。

In this paper,a Kalman filter is designed and implemented for unequal interval sampling scenarios.Under the condition of unequal interval sampling,the initial state and covariance estimation is performed at first.Then,the filter parameter iteration is carried out.The simulation results show that the proposed method has higher filtering accuracy in unequal interval sampling scenarios.It has some engineering application value because of its high effectiveness and reliability.