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等价权函数为连续可变函数的抗差Kalman滤波

The Robust Kalman Filtering with Continuous Variable Equivalent Weight Function
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摘要 设计了一种等价权函数为连续可变函数的抗差Kalman滤波,通过与现有常用抗差Kalman滤波方案比较,新设计的抗差权方案具有更优的抗差效果。 The robust Kalman filtering can resist errors from observation data or inaccurate state model that depend on the reasonability of equivalent weight. Usually the existed equivalent weight functions are defined as a segment function, which involves the selection of critical values for segment weight- decreasing. The selection is generally based on the confidence level of error tests or by experience, and it will never be changed once fixed. In order to further improve the efficiency of robust estima- tion, a new robust Kalman filtering with a continuous variable equivalent weight function is designed. Comparison and analysis has also been made between the new scheme and the common scheme. It can be concluded that the new designed scheme of robust weight determination has a better robust effect.
出处 《大地测量与地球动力学》 CSCD 北大核心 2015年第3期436-439,444,共5页 Journal of Geodesy and Geodynamics
基金 中南大学自由探索计划(2282013bks148)
关键词 KALMAN滤波 误差检验 抗差思想 等价权函数 CV模型 Kalman filtering error test robust ideology equivalent weight function CV model
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