| 引用本文: | 邓自立,罗秋滨.分离随机偏差两段解耦Wiener滤波器[J].控制理论与应用,2002,19(5):755~758.[点击复制] |
| Deng Zi-li,Luo Qiu-bin.Separate stochastic bias two-stage decoupled wiener filters[J].Control Theory & Applications,2002,19(5):755~758.[点击复制] |
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| 分离随机偏差两段解耦Wiener滤波器 |
| Separate stochastic bias two-stage decoupled wiener filters |
| 摘要点击 1866 全文点击 1573 投稿时间：2000-02-21 修订日期：2001-02-26 |
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| DOI编号 10.7641/j.issn.1000-8152.2002.5.019 |
| 2002,19(5):755-758 |
| 中文关键词 随机偏差 输入偏差 传感器偏差 分离偏差滤波器 两段解耦Wiener滤波器 |
| 英文关键词 stochastic bias input bias sensor bias separate bias filters two-stage decoupled Wiener filters |
| 基金项目 国家自然科学基金(69774019); 黑龙江省自然科学基金(F01-15)资助项目. |
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| 中文摘要 |
| 应用现代时间序列分析方法, 基于ARMA新息模型和Wiener状态滤波器, 对带随机偏差系统首次提出了分离随机偏差两段解耦Wiener滤波器, 形成了一种新的偏差处理技术. 同传统的两段Kalman滤波器相比, 具有如下优点: 1)可统一处理滤波、平滑和预报问题; 2)避免了Riccati方程的计算; 3)具有最优性和渐近稳定性; 4)实现了完全解耦; 5)便于实时应用. 两个仿真例子说明了其有效性. |
| 英文摘要 |
| Using the modern time series analysis method,based on the ARMA innovation model and Wiener state filters,the separate stochastic bias two-stage decoupled Wiener filters are presented for the first time for systems with stochastic bias, which formed a new technique for treatment of bias.Compared to the classical two-stage Kalman filters,they have the following advantages: 1) they can handle the filtering,smoothing,and prediction problems in a unified framework; 2) the computation of the Riccati equations is avoided; 3) they have the optimality and asymptotic stability; 4) the complete decouple is implemented; 5) they are suitable for real time applications.Two simulation examples show their effectiveness. |