噪声相关的Biscay分布滤波  

Biscay Distribution Filtering with Correlated Noises

作　　者：徐中干[1] 孟庆生[1] 周宇坤[1] 

机构地区：[1]浙江商业职业技术学院应用工程学院,浙江杭州310053

出　　处：《计算机与现代化》2013年第3期41-44,49,共5页Computer and Modernization

基　　金：浙江商业职业技术学院横向项目(SZYHX201212)

摘　　要：Biscay分布滤波(BDF)是一种有效的区间估计方法,它结合了滤波算法和区间表达式,有效地给出了状态的估计区间。针对一类噪声相关的线性系统给出了Kalman滤波的新形式,并在此基础上推导出与之等效的BDF,进而推广到非线性系统中。与传统的扩展Kalman滤波(EKF)相比,简要的复杂度分析和仿真实例进一步验证了新方法的有效性。Biscay distribution filtering（BDF） is an effectual method for interval estimation,it combines interval algorithm with Kalman filter（KF） estimation methods,and gets the states＇ interval estimation.For a class of linear system with correlated noises,a new expression of the KF is given in this paper.On this basis,the equivalent BDF is deduced.Furthermore,this method is extended to nonlinear system.Compared with the traditional extended Kalman filter（EKF）,brief complexity analysis and simulation examples show the effectiveness of the proposed method.

关 键 词：KALMAN滤波 相关噪声 Biscay分布滤波 

分 类 号：TP301[自动化与计算机技术—计算机系统结构]