极点配置固定滞后稳态Kalman平滑器

Pole assignment fixed-lag steady-state Kalman smoothers

基于稳态Kakman预报器和白噪声估计理论 ,应用控制理论中的极点配置原理 ,提出了极点配置固定滞后稳态Kalman平滑器 .它们不仅是全局渐近稳定的 ,而且通过配置平滑器的极点可使初始平滑估值的影响按指数衰减迅速消失 .它们避免了计算最优初始平滑估值 ,可减小计算负担 .

Based on steady-state Kalman predictor and white noise estimation theory, using the pole assignment principle in control theory, the pole assignment fixed-lag steady-state Kalman smoothers were presented. Not only they were globally asymptotically stable, but also the effect of the initial smoothing estimate could fast be forgotten as exponentially decaying by assigning poles of smoothers. They avoided to compute the optimal initial smoothing estimates, so that the computational burden might be reduced. A simulation example for a radar tracking system shows their effectiveness.