| 一类带有等式约束的动态系统的滤波方法 |
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| 引用本文： | 文传博,王致杰,焦斌.一类带有等式约束的动态系统的滤波方法[J].电子学报,2011,39(Z1):110-114. |
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| 作者姓名： | 文传博 王致杰 焦斌 |
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| 作者单位： | 上海电机学院电气学院,上海,200240 |
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| 基金项目： | 国家自然科学基金，上海市科委基础研究重点项目，上海市教委重点学科，上海市自然科学基金 |
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| 摘 要： | 在动态系统的状态受到约束的时候,传统的卡尔曼滤波器无法直接的应用.本文提出了一种多尺度约束滤波算法来处理一类由等式方程描述的约束问题.通过对系统状态的分块和小波变换,建立一个包含约束条件的新的动态系统,然后对小波系数进行滤波,最后通过重构得到原系统的估计值.新算法的估计过程是实时的,并且具有多尺度分析的能力.利用约束条...
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| 关 键 词： | 等式约束 卡尔曼滤波 约束滤波 小波变换 |
A Sort of Filtering Method for Dynamic Systems with Equality Constraints |
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| WEN Chuan-bo,WANG Zhi-jie,JIAO Bin.A Sort of Filtering Method for Dynamic Systems with Equality Constraints[J].Acta Electronica Sinica,2011,39(Z1):110-114. |
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| Authors: | WEN Chuan-bo WANG Zhi-jie JIAO Bin |
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| Institution: | WEN Chuan-bo,WANG Zhi-jie,JIAO Bin(School of Electric,Shanghai Dianji University,Shanghai 200240,China) |
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| Abstract: | The application of traditional Kalman filtering is limited when the state of dynamic systems is constrained.A Multiscale constrained filtering method is proposed in this paper to deal with these constrained problems which is described by equation.The state of systems is rewritten as blocked form and wavelet transform are used to obtain new dynamic systems containing constrained information.The wavelet coefficients are estimated with measurements and finally obtain the estimate results of original state by u... |
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| Keywords: | equality constraints Kalman filter constrained filtering wavelet transform |
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