基于卡尔曼滤波的含噪声小样本数据处理方法  

Kalman filter based method for processing small noisy sample data

作　　者：刘芬 范洪强 吕涛 李谦[2,4] 钱权 LIU Fen;FAN Hongqiang;LU Tao;LI Qian;QIAN Quan(School of Computer Engineering and Science,Shanghai University,Shanghai 200444,China;School of Materials Science and Engineering,Shanghai University,Shanghai 200444,China;Center of Materials Informatics and Data Science,Materials Genome Institute,Shanghai University,Shanghai 200444,China;National Engineering Research Center for Magnesium Alloys,School of Materials Science and Engineering,Chongqing University,Chongqing 400044,China;Zhejiang Laboratory,Hangzhou 311100,Zhejiang,China)

机构地区：[1]上海大学计算机工程与科学学院,上海200444 [2]上海大学材料科学与工程学院,上海200444 [3]上海大学材料基因组工程研究院材料信息与数据科学中心,上海200444 [4]重庆大学材料科学与工程学院国家镁合金材料工程技术研究中心,重庆400044 [5]之江实验室,浙江杭州311100

出　　处：《上海大学学报（自然科学版）》2022年第3期427-439,共13页Journal of Shanghai University:Natural Science Edition

基　　金：国家重点研发计划资助项目(2018YFB0704400);云南省重大科技专项资助项目(202102AB080019-3,202002AB080001-2);之江实验室科研攻关资助项目(2021PE0AC02);上海张江国家自主创新示范区专项发展资金重大资助项目(ZJ2021-ZD-006)。

摘　　要：提出一种基于卡尔曼滤波和扩展卡尔曼滤波的小样本噪声数据处理方法.首先,通过物理模型或经验公式建立系统模型.然后,利用系统模型预测模型数据.最后,采用观测数据修正模型数据,达到平滑数据噪声的效果.实验结果表明,对于BC500耐候钢腐蚀增重数据,用差分整合移动平均自回归(autoregressive integrated moving average,ARIMA)模型和随机森林(random forest,RF)模型进行腐蚀增重预测时,经卡尔曼滤波降噪后,决定系数R^(2)平均提升6.4%,而经扩展卡尔曼滤波降噪后,R^(2)平均提升4.9%,验证了本方法的有效性.A small sample noisy data processing method based on Kalman filter and extended Kalman filter has been proposed.The core idea was to establish a system model using physical models or empirical formula,then used the system model to predict the model data,and finally used the observation data to correct the model data and achieve the effect of smoothing data noise.Experimental results showed that when using the autoregressive integrated moving average(ARIMA)model and random forest(RF)model to predict the corrosion weight gain of weather steel BC500,the coefficient of determination R^(2) was increased by an average of 6.4%after Kalman filter denoising,while the R^(2) was increased by an average of 4.9%after extended Kalman filter.These results verified the effectiveness of the proposed methods.

关 键 词：卡尔曼滤波 扩展卡尔曼滤波 数据降噪 小样本 腐蚀数据 

分 类 号：TP391[自动化与计算机技术—计算机应用技术]