测绘科学技术学报2011，Vol.28Issue(3)：178-181,4.DOI:10.3969/j.issn.1673-6338.2011.03.006
有色噪声情况下状态预测值修正的Kalman滤波
Kalman Filter Based on Correcting State Prediction in Case of Colored Noise
摘要
Abstract
Using linear minimum variance estimation method and orthogonal projection theory, state prediction and its variance of dynamic linear system with colored state noise was derived. This state prediction has one more term than the state prediction of classic Kalman filter, and the new term contains the innovation vector of last epoch. The derived state prediction was analyzed, a new algorithm of Kalman filter was derived which extended the application of classic Kalman filter. A simulation example showed the validity of new algorithm.关键词
有色噪声/正交投影/Kalman滤波/状态预测值/线性最小方差估计Key words
colored noise/ orthogonal projection/ Kalman filter/ state prediction/ linear minimum variance estimation分类
天文与地球科学引用本文复制引用
甘雨,隋立芬,马成..有色噪声情况下状态预测值修正的Kalman滤波[J].测绘科学技术学报,2011,28(3):178-181,4.基金项目
国家自然科学基金资助项目(40974010 （）
40971306). （）
