| 引用本文: | 张金槐.非线性滤波的迫近.[J].国防科技大学学报,1985,(2):1-20.[点击复制] |
| Zhang Jinhuai.Approximation of Nonlinear Filtering[J].Journal of National University of Defense Technology,1985,(2):1-20[点击复制] |
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| 非线性滤波的迫近 |
| 张金槐 |
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| 摘要: |
| 本文研究动力学系统状态的估计问题。文中给出了非线性估计的两种迫近方法，一种是运用正态迫近的 Gram-Char1ier 级数展开方法；另一种是二阶截断统计迫近方法。为了便于计算，文中给出了递推形式的近似解。人们常用的广义 Kalman 滤波方法及统计线性化方法仅为本文的特例。 |
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| 投稿日期：1984-03-06 |
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| Approximation of Nonlinear Filtering |
| Zhang Jinhuai |
| Abstract: |
| This paper deals with the problems of estimating state variable for dynamic System (either linear or non-linear).If We limit our problems in linear estimating algorithm，then the minimum variance estimator is sufficiently optimum. But in general，the optimal estimator may not be the linear case. For this purpose，we discuss the approximations of the non-linear. filtering problems. we present the methods for two types of approximations，the first，Gram-Charlier approximation; and the second，the statistical second order approximation.
In order to facilitate calculation，in this paper the approximate solution in recurrence form is given. The generalized Kalman filtering method and statistical lineanzation method are used only as the particular cases. |
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