自动化学报2012，Vol.38Issue(2)：156-174,19.DOI:10.3724/SP.J.1004.2012.00156
多率系统Kalman滤波算法的鲁棒性分析
Robustness Analysis of Kalman Filtering Algorithm for Multirate Systems
摘要
Abstract
The multirate Kalman filtering algorithm is an important method of fusing multi-source observations in multirate systems. The multirate Kalman filtering algorithm is given based on the multirate-sampling character of chemical processes, and the robustness of the algorithm under model mismatches is investigated. By analyzing the evolution pattern of the filtering error under given hypothesis, a basic judging method of multirate Kalman filtering divergence is proposed. Then, a criterion of the filter divergence property for a class of typical systems is derived. Simulation result shows that the proposed method can be applied to the multirate Kalman filtering algorithm.关键词
多率系统/Kalman滤波/鲁棒性/滤波偏差比Key words
Multirate system/ Kalman filter/ robustness/ filtering error ratio引用本文复制引用
吴瑶,罗雄麟..多率系统Kalman滤波算法的鲁棒性分析[J].自动化学报,2012,38(2):156-174,19.基金项目
国家自然科学基金(21006127,20976193)资助 （21006127,20976193）
