UDu^T分解滤波算法及其应用  

UDUT FACTORIZATION FILTER AND ITS APPLICATION

作　　者：陈祖贵[1] 

机构地区：[1]北京控制工程研究所

出　　处：《中国空间科学技术》1989年第6期39-48,共10页Chinese Space Science and Technology

摘　　要：本文介绍UDU^T 分解滤波算法;用工程师容易理解的方法重新推导时间修正和量测修正滤波公式,并给出标准通用的UDU^T 分解滤波子程序。本算法子程序已实际用于工程估计器中。本算法具有高的数字稳定性。作为UDU^T 分解滤波算法理论和工程应用之间桥梁的本通用标准子程序具有良好性能,使用方便,极易推广应用。In this report the UDUT factorization filter algorithm is pre-sented.The whole filter formulae,including time updating and measurementupdating,have been derived by using a simple method,which is easy tounderstand by engineer.A standard and universal UDU^T factorization filtersubroutine has been writeen using FORTRAN-77.The algorithm has highnumerical stability.As a bridge between the UDU^T factorization filter theoryand engineering application,the standrad and universal subroutine has goodperformance,application flexibility and can be applied to other scientificfields.

关 键 词：卡尔曼滤波 矩阵分析 子程序 

分 类 号：O211.64[理学—概率论与数理统计]