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量测噪声有限记忆在线估计简化算法
引用本文:刘锡祥,徐晓苏.量测噪声有限记忆在线估计简化算法[J].中国惯性技术学报,2009,17(6):658-660,669.
作者姓名:刘锡祥  徐晓苏
作者单位:东南大学,仪器科学与工程学院,南京,210096
基金项目:自然科学基金,总装预研基金 
摘    要:量测噪声有限记忆在线估计方法通过对新息序列的实时统计计算,更新系统量测噪声阵 R,增强了滤波器的自适应能力。但量测噪声有限记忆在线估计方法需要在每个滤波周期内对量测噪声阵 R 进行估计并更新统计周期内的量测新息,存在着信息统计与数据更新计算量大的不足。针对此问题,提出了一种基于协方差匹配技术的自适应滤波算法,将协方差匹配技术与量测噪声有限记忆在线估计方法相结合,根据协方差匹配结果,选择性统计量测噪声阵 R。仿真结果表明,简化算法可以在保证滤波精度相当的前提下,减小计算量,提高实时性。

关 键 词:噪声有限记忆  量测噪声  协方差匹配  自适应滤波

Simplification of finite memorial online estimation for measurement noise
LIU Xi-xiang,XU Xiao-su.Simplification of finite memorial online estimation for measurement noise[J].Journal of Chinese Inertial Technology,2009,17(6):658-660,669.
Authors:LIU Xi-xiang  XU Xiao-su
Abstract:In the finite memorial online estimation, the covariance matrix of measurement noise is updated by the real time statistics calculation of innovation sequence, and this improves the adaptive ability of filter. Due to the large calculation amount in estimating the covariance matrix of measurement noise and updating for the new measurement residuals in every filtering period, the real-time performance of the algorithm is poor. In view of these disadvantages, a simplified algorithm is brought out. In this algorithm, the covariance matrix of measurement noise is selectively renewed based on the covariance matching result. The simulation results indicate that the simplified algorithm reduce the complexity and calculation amount under the premise of assuring comparable precision.
Keywords:Finite memorial online estimation  Measurement noise  Covariance matching  Adaptive filter
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