卡尔曼滤波在常规离散线性系统中应用与公式构建.pptxVIP

Kalmanfilteringinnormaldiscretelinearsystem(1)一.Conditionsknown:Tonormaldiscretelinearsystem:Thereintou(k-1)isrdimensionscontrolvector,Y(k)isconstanterrorofsurveysystem,botharenon-randomsequence.Statisticspecialityofnoise:Statisticspecialityofrandompreliminarystate:

Kalmanfilteringinnormaldiscretelinearsystem(2)二.buildingoffilteringformula.WeintroduceasimilarLagrangian(拉格朗日算子)J(k-1)tosatisfytheconditionofbasicsystemKalmanfiltering.Thereinto:

Kalmanfilteringinnormaldiscretelinearsystem(3)WechooseproperJ(k-1)tomakeSoNo