自动化学报2017，Vol.43Issue(5)：789-794,6.DOI:10.16383/j.aas.2017.c160026
初值偏差对线性系统状态向量Kalman滤波的影响
Effect of Initial Deviation on Kamlan Filter of State Vectors in Linear Systems
摘要
Abstract
Kalman filter is widely used in system control, signal processing, spacecraft navigation and other fields. It has come to light that the Kalman filter is composed of a series of recursion algorithms. When the filter is used in practical projects, it is an open problem whether the biased initialization is infectious to Kalman filtering results or not, which must be paid much attention to and solved down. In this paper, the effect of initialization deviation on the recursive Kalman filter is discussed, a transmission formula is built to analyze the Kalman filtering difference which comes from initialization deviation, and a sufficient condition is deduced for convergence of the Kalman filter of state vectors. Setting several kinds of initial deviation values for simulation, series of simulation results are given for a 3rd-order observable system as well as a 3rd-order unobservable linear system. Simulation results show that deviation of initial value may result in distinct difference of the state filtering. The results given in this paper reveal that the initial value must be carefully selected even if the dynamic system is an observable linear time-invariant systems.关键词
Kalman滤波/初始值/初值偏差/影响分析收敛/特征值Key words
Kalman filter/initial value/initial deviation/convergence/eigenvalue引用本文复制引用
洪腾腾,胡绍林..初值偏差对线性系统状态向量Kalman滤波的影响[J].自动化学报,2017,43(5):789-794,6.基金项目
国家自然科学基金(61473222, 91646108) 资助 Supported by National Natural Science Foundation of China(61473222, 91646108) （61473222, 91646108）
