计算机科学
計算機科學
계산궤과학
COMPUTER SCIENCE
2009年
11期
230-231,257
,共3页
预测%非线性系统%卡而曼滤波%采样
預測%非線性繫統%卡而曼濾波%採樣
예측%비선성계통%잡이만려파%채양
Estimation%Non-linear systems%Kalman filtering%Sampling
为了将卡尔曼滤波(KF)应用于非线性系统中,利用了离散采样点将非线性模型线性化.通过加权最小二乘原理.得到近似的线性化模型,再将KF算法应用于这个线性模型中.结果表明,加权最小二乘与KF结合的方法在非线性模型中的计算结果同扩展卡尔曼滤波(EKF)算法接近,且不需要EKF那样求偏导就能很容易地应用到非线性系统中.这种方法实现容易,预测可靠,具有实际应用的价值.
為瞭將卡爾曼濾波(KF)應用于非線性繫統中,利用瞭離散採樣點將非線性模型線性化.通過加權最小二乘原理.得到近似的線性化模型,再將KF算法應用于這箇線性模型中.結果錶明,加權最小二乘與KF結閤的方法在非線性模型中的計算結果同擴展卡爾曼濾波(EKF)算法接近,且不需要EKF那樣求偏導就能很容易地應用到非線性繫統中.這種方法實現容易,預測可靠,具有實際應用的價值.
위료장잡이만려파(KF)응용우비선성계통중,이용료리산채양점장비선성모형선성화.통과가권최소이승원리.득도근사적선성화모형,재장KF산법응용우저개선성모형중.결과표명,가권최소이승여KF결합적방법재비선성모형중적계산결과동확전잡이만려파(EKF)산법접근,차불수요EKF나양구편도취능흔용역지응용도비선성계통중.저충방법실현용역,예측가고,구유실제응용적개치.
In order to use Kalman Filter (KF) in nonlinear systems, a new method was proposed.Using the principle that a set of discretely sampled points can be used to form a linear system, the estimator yields performance equivalent to the Extended Kalman Filter (EKF) for nonlinear systems and can be elegantly used to nonlinear systems without the differential steps required by the EKF.We argue that the ease of implementation and more accurate estimation features of the new filter recommend its use in applications.