电子学报2011，Vol.39Issue(z1)：110-114,5.
一类带有等式约束的动态系统的滤波方法
A Sort of Filtering Method for Dynamic Systems with Equality Constraints
摘要
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 using inverse wavelet transfonn. New algorithm is capable of Multiscale analysis and the estimate process is real time. Computer simulations show that the trace of the estimate error covariance of the new algorithm is smaller than that of the traditional Kalman filter, and the estimate accuracy of it is better than that of the existing constraint algorithm.关键词
等式约束/卡尔曼滤波/约束滤波/小波变换Key words
equality constraints/Kalman filter/constrained filtering/wavelet transform分类
信息技术与安全科学引用本文复制引用
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):110-114,5.基金项目
国家自然科学基金(No.60801048,61004088) （No.60801048,61004088）
上海市科委基础研究重点项目(No.09JC14108000) （No.09JC14108000）
上海市教委重点学科(No.J51901) （No.J51901）
上海市自然科学基金(No.09ZR1420600) （No.09ZR1420600）
