有色噪声的实时滤波处理  

Processes of Filtering to Color Noise

作　　者：苏滢滢[1] 蒋心怡[1] 沈斌[1] 

机构地区：[1]海军工程大学,武汉430033

出　　处：《计算机与数字工程》2008年第4期143-145,共3页Computer & Digital Engineering

摘　　要：目前,在飞行目标的实时数据处理中普遍采用的是Kalman滤波。实际情况中,Kalman滤波方程所假定的系统噪声和量测噪声常是有色噪声序列,运用状态扩充法和量测扩增法推导的卡尔曼滤波公式,可满足在色噪声情况下实时数据处理对滤波器提出的要求。Kalman filtering is one of the most important tools in modern aim processes. however,in fact,the system noise and the measured noise used to be independent colored noises with zero mean value in the basic Kalman filtering equations. The paper deduces Kalman filtering equations that are suitable for the situation where the system noise and the measured noise are both colored ones, making use of the state expand method and the measurement expand method.

关 键 词：KALMAN滤波器 有色噪声 

分 类 号：TP301.6[自动化与计算机技术—计算机系统结构]