摘要
本文利用复杂输出相关法解决测量噪声为有色且无任何先念知识的一种自适应滤波方法.该方法对处理有色噪声的滤波不采用扩大状态变量的方法,采用等效观测方程的方法,使得计算没有复杂化,滤波器的维数没有增加,并通过实例模型进行计算,表明该方法可行.
The kalman filter is known to the able to strain the observable noise of
asystem,but it is based on the knowledge of the variance of system noise and
measurement noise.In general,these variances are not easy to derive,so it is
necessary to add an adaptive technique to the kalman filter system.This paper
submits a kind of adaptive filtering method to solve the problem of the unknown
color observable noise,making use of the complicated correlative method of the
system output.This method adopts the equivalent observable equation to avoid
expanding the dimension of the state variate while the color noise is leing filteres.
This can avoid complicated computation and the expansion of the dimension of the
filter.This system gives a good performance through computer simulation of the
actual model.
出处
《上海交通大学学报》
EI
CAS
CSCD
北大核心
1992年第2期50-56,共7页
Journal of Shanghai Jiaotong University
关键词
自适应滤波
卡尔曼滤波
有色噪声
kalman filter
adaptive filter
computer simulation
correlative method