一种新型的演化自适应Kalman滤波及其应用研究
首发时间:2010-06-07
摘要:Kalman滤波是一套由计算机实现的实时递推算法, 已得到了广泛的应用。但有时由于初始条件不能准确给定从而导致滤波发散。本文结合演化计算的自适应特点,将演化计算与Kalman滤波相结合,提出一种新型的基于演化理论的自适应Kalman滤波算法,给出其基本框架,并设计三个演化Kalman滤波。仿真实验表明,本文提出的演化Kalman滤波的正确性和有效性。
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Research on A Novel Evolution based Adaptive Kalman Filter and Its Application
Abstract:Kalman Filter (KF) is a real-time recursion algorithm, which realizes by the computer and has been applied widely. However, if the initial conditions are given inaccurate, filtering may be divergence. In this paper, we propose a new adaptive Kalman Filter, Evolutionary Kalman Filter (EvoKF), which combines the advantages of Evolutionary computation with Kalman Filter. We propose the basic framework of the proposed EvoKF. Through simulated experiment, the results indicate that the basic framework of the proposed EvoKF is validity and efficiency.
Keywords: Kalman Filter Evolutionary computation adaptive filter
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