| 具有随机状态转移矩阵的Kalman滤波 |
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| 引用本文： | 王宇鸿,罗志清,刘高辉,隋玉成.具有随机状态转移矩阵的Kalman滤波[J].大地测量与地球动力学,2011,31(1):109-112. |
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| 作者姓名： | 王宇鸿 罗志清 刘高辉 隋玉成 |
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| 作者单位： | 1)昆明理工大学国土资源工程学院，昆明 6500932)云南省测绘工程院，昆明 650093 |
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| 摘 要： | 讨论状态转移矩阵为随机性矩阵时的Kalman滤波方法，并给出滤波的具体算法及分析滤波的收敛特性和参数的取值范围。通过实际算例证实了该滤波方法的有效性。
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| 关 键 词： | 线性系统 Kalman滤波 随机性矩阵 状态转移矩阵 滤波误差界 |
KALMAN FILTERING WITH STOCHASTIC STATE TRANSITION MATRIX |
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| Wang Yuhong,Luo Zhiqing,Liu Gaohui,Sui Yucheng.KALMAN FILTERING WITH STOCHASTIC STATE TRANSITION MATRIX[J].Journal of Geodesy and Geodynamics,2011,31(1):109-112. |
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| Authors: | Wang Yuhong Luo Zhiqing Liu Gaohui Sui Yucheng |
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| Institution: | 1)Faculty of Land Resource Engineering,Kunming University of Science and Technology,Kunming 6500932)Academy of Geomatic Engineering of Yunnan Province,Kunming 650093 |
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| Abstract: | The Kalman filtering method of the state transition matrix for the random matrix is discussed,specific filtering algorithms is given,and the convergence characteristics of filter and the range of parameters are analyzed.Finally,the effectiveness of this filtering method is confirmed by a practical example. |
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| Keywords: | linear system Kalman filtering random matrix state transition matrix filter error bound |
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