一种自适应指数加权衰减记忆滤波算法  

An Adaptive Filter Algorithm of Exponentially-Weighted Fading Memory

作　　者：龙正平[1] 刘卫东[1] 

机构地区：[1]第二炮兵工程学院,陕西西安710025

出　　处：《指挥控制与仿真》2006年第6期41-44,共4页Command Control & Simulation

摘　　要：根据衰减记忆因子为一个常数的不尽合理性的假设,深入研究了指数加权衰减记忆滤波因子,根据滤波收敛条件和滤波模型准确时的新息(残差)特点,提出了具有自适应性、抑制滤波发散的指数加权衰减记忆滤波算法,并通过仿真试验验证了自适应抑制滤波发散的有效性。According to the irrational hypothesis problem that the fading memory factor is constant, exponential weighting factor is discussed in this paper. Based on filter convergent condition and characteristic when the model is exactness, put forward an algorithm of adaptive exponential weighting fading memory filter to prevent filter divergence, Simulation results show that this algorithm is effective.

关 键 词：卡尔曼滤波 滤波发散 指数加权 衰减记忆 

分 类 号：TP391.9[自动化与计算机技术—计算机应用技术]