控制理论与应用2012，Vol.29Issue(3)：361-367,7.
中心差分卡尔曼平滑器
Central difference Kalman smoother
摘要
Abstract
A central difference Kalman smoother （CDKS） is designed to solve the nonlinear state-smoothing problem for a class of nonlinear discrete-time systems. Optimal smoothing recursive formulas for estimating nonlinear system states are derived on the basis of minimum mean-square-error estimation; and the central difference transformation is used to calculate the posterior mean and covariance of nonlinear states. Compared with the standard central difference Kalman filter （CDKF）, the proposed CDKS effectively improves the estimation precision of the nonlinear system states, and extends the applications of the central difference transformation. Simulations example shows the feasibility and effectiveness of the proposed smoother.关键词
非线性离散系统/中心差分卡尔曼平滑器/最小方差估计/中心差分变换Key words
nonlinear discrete-time systems/central difference Kalman smoother/minimum mean square error estima-tion/central difference transformation分类
信息技术与安全科学引用本文复制引用
王小旭,潘泉,程咏梅,赵春晖,杨峰..中心差分卡尔曼平滑器[J].控制理论与应用,2012,29(3):361-367,7.基金项目
国家自然科学基金重点资助项目 （）
国家自然科学基金资助项目 （）
中国博士后科学基金资助项目（20110491692）. （）
