带模型误差系统自适应Kalman滤波的虚拟噪声补偿技术
A FICTITIOUS NOISE COMPENSATING TECHNIQUE OF ADAPTIVE KALMAN FILTERING FOR SYSTEMS WITH MODEL ERRORS
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摘要: 本文讨论了带模型误差系统的自适应Kalman滤波问题．通过引入虚拟噪声，应用带未知时变噪声统计系统的自适应Kalman滤波器，提出了补偿模型误差、改进滤波器性能的虚拟噪声补偿新技术．三个不同类型的数值仿真例子证明了本文结果的有效性．Abstract: In this paper the problem of adaptive Kalman filtering for systems with model errors is discussed.A new technique that the model errors are compensated by introducting fictitious noises is presented by using adaptive Kalman filtering for systems with unknown timevarying noise statistics.Three examples of simulation of different kinds aregiven to show the usefulness of the proposed technique.
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