带有色观测噪声和输入估计的自校正Kalman滤波器及其应用
A SELF-TUNING KALMAN FILTER WITH THE COLOURED OBSERVATION NOISE AND INPUT ESTIMATION AND ITS APPLICATION
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摘要: 对于带来知有色观测噪声和未知常的输入的离散线性系统，本文用现代时间序列分析方法1，基于ARMA新息模型，提出了一种新的带输入估计的自校正Kalmn滤波器，作为一个应用例子，提出了新颖的带有色观测噪声和输入估计的自校正α—β跟踪滤波器，仿真结果说明了其有效性．Abstract: For discrete linear systems with unknown coloured observation noise and unknown constant input, using the modern time series analysis method1,based on ARMAX innovation model, this paper presents a new self-tuning Kalman filter with input estimation. As an application example, a novel self-tuning α-β tracking filter with the coloured observation noise and input estimation is proposed, and simulation results show its usefulness.
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