卡尔曼滤波法方差估计的理论研究  

A study of variance estimation of kalman filtering method

作　　者：许国辉[1] 徐晖[2] 

机构地区：[1]广州大学土木工程学院,广东广州510405 [2]武汉大学水利水电学院,湖北武汉430072

出　　处：《武汉大学学报（工学版）》2004年第4期28-31,共4页Engineering Journal of Wuhan University

摘　　要：在卡尔曼滤波中,用传统的赫尔默特法进行方差估计时,不仅计算公式复杂,而且计算量非常大.基于广义最小二乘法导出的滤波公式,根据赫尔默特方差估计的基本原理,推导出了用预测残差向量进行方差估计的新公式.与传统的方差估计公式相比较,新公式不仅形式简单,而且大大减少了方差估计的计算量.When the variances of observations are estimated with the traditional Helmert method in Kalman filtering, the estimation formula is very complex with a large amount of calculation. According to the filtering formula deduced by the generalized least squares method and the fundamental principle of Helmert variance estimation, a new variance estimation formula with forecast residual vector is deduced. Compared with the traditional estimation formula, the new one is simpler with less calculation.

关 键 词：卡尔曼滤波 残差向量 方差估计 

分 类 号：P207.1[天文地球—测绘科学与技术]