离散Kalman滤波理论及其应用
首发时间:2011-07-14
摘要:本文简单介绍了离散Kalman滤波的基本思想及状态方程和观测方程,叙述了解算 Kalman滤波的5个步骤及其公式,为了加深对离散Kalman滤波的理解,利用Matlab语言模拟了一个简单的算例,得出了理想的结果,该算例说明了Kalman滤波状态估计的有效性,最后给出Kalman滤波在测量中的应用。
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Discrete Kalman filter theory and its application
Abstract:The paper briefly describes the basic idea, state equation and observation equation of the discrete kalman filter. It talks about five steps and the formulas to resolve the discrete kalman filter. In order to deepen understanding of the discrete kalman filter, it simulates a simple numerical example using matlab language and Obtains satisfactory result. The example illustrates the effectiveness of kalman filter state estimation. In the end of the paper, it lists the application of kalman filter in measurement.
Keywords: kalman filter least-square state equation observation equation
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