Research on Real-Time Block Kalman Filtering Estimation Methods for the Un-modeled System Based on Output Measurements

WEN Tao; GE Quan-bo

doi:10.3969/j.issn.0372-2112.2012.10.009

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Research on Real-Time Block Kalman Filtering Estimation Methods for the Un-modeled System Based on Output Measurements

更新时间：2025-07-16

- Research on Real-Time Block Kalman Filtering Estimation Methods for the Un-modeled System Based on Output Measurements
- Acta Electronica Sinica Vol. 40, Issue 10, Pages: 1958-1964(2012)
- 作者机构：
  
  1. 杭州电子科技大学计算机学院,浙江,杭州,310018
  2. 杭州电子科技大学自动化学院系统科学与控制工程研究所,浙江,杭州,310018
  3. 杭州电子科技大学计算机学院,浙江,杭州,310018
  4. 杭州电子科技大学自动化学院系统科学与控制工程研究所,浙江,杭州,310018
- 作者简介：
- 基金信息：
  
  National Natural Science Foundation of China (No.61172133)
- DOI：10.3969/j.issn.0372-2112.2012.10.009
  CLC：
- Published：2012
- 稿件说明：
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WEN Tao, GE Quan-bo. Research on Real-Time Block Kalman Filtering Estimation Methods for the Un-modeled System Based on Output Measurements[J]. Acta Electronica Sinica, 2012, 40(10): 1958-1964.
DOI：

WEN Tao, GE Quan-bo. Research on Real-Time Block Kalman Filtering Estimation Methods for the Un-modeled System Based on Output Measurements[J]. Acta Electronica Sinica, 2012, 40(10): 1958-1964. DOI： 10.3969/j.issn.0372-2112.2012.10.009.

摘要

本文以一类具有周期随机变化特点的随机过程为对象

在仅有测量模型的情况下研究估计方法的设计问题.首先

通过离散化方法建立点采样的离散输出方程、分块形式的输出方程以及描述点采样与被估状态块向量之间关系的输出方程;其次

利用待估变量具有的周期性随机游走特性

建立对应的状态模型;再者

利用扩展强跟踪滤波算法

分别得到了实时点估计滤波器、半实时块估计滤波器和实时块估计滤波器等三种未建模系统随机变量基于输出测量值的估计方法;最后

利用计算机仿真对三种滤波器的性能进行了比较分析.

Abstract

Aiming at the random process with periodic changing characteristic

A new estimation method under the case having only measurement model is proposed in this paper.Firstly

the discrete output equation

output equation with blocking form

and output equation between point sample and the block vector of estimated state are taken.Secondly

by using the periodic random walk characteristic of estimated variable

the state models are established.Thirdly

based on strong tracking filter algorithm

three estimation methods such as real time point filter

semi-real time block filter

and real time block filter are proposed for the un-modeled random variable system with only output measurement.Finally

computer simulation is demonstrated to compare the performances of three proposed filters.

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