这个解,就被称为Kalman-Bucy滤波器 应用1:Kalman滤波器 Kalman滤波器,就是一个简单的一维线性滤波的例子。 有关卡尔曼滤波的介绍,可以见我写过的: 在卡尔曼滤波中,系统有状态Wt,观测得到的状态是Xt。 下一个时刻的wt,相比于上一时刻wt-1,具有着aw+b形式的相关性(一阶近似),在此基础上,叠加一个正态分布...
这个解,就被称为Kalman-Bucy滤波器 对S(t)=E[(X_t-\tilde{X_t})^2] 的理解: 由于S(t)满足如下方程 \frac{dS}{dt}=2F(t)S(t)-\frac{G^2(t)}{D^2(t)}S^2(t)+C^2(t) 当\frac{dS}{dt}<0 时,表示随着时间的推移,滤波器可以估算得到的值越来越精确,方差越来越小。S可以理解为收...
Two recent works have adapted the Kalman-Bucy filter into an ensemble setting. In the first formulation, the ensemble of perturbations is updated by the solution of an ordinary differential equation (ODE) in pseudo-time, while the mean is updated as in the standard Kalman filter. In the ...
度对车辆横向运动状态的影响,设计了基于Kalman-Bucy滤波的车辆状态观测器。仿真实验结果显示,该滤波 器能够有效的过滤系统的过程噪声和观测噪声,并能够准确地估计出车辆横向运动速度与横摆角速度的实际 值。 关 键 词:车辆横向动力学;车辆状态估计;观测器;卡尔曼一布西滤波器 ...
The problem addressed by the Kalman-Bucy filter theory is the following one. Given a linear dynamical system driven by noise, construct a "real-time" estimate of the state of the system, based on noisy observations of the output of the system.Davis, Jon H....
Equation (3.1 or 3) mathematically describes the dynamic model in the Kalman-Bucy filter, whose output is a stochastic vector process to be estimated on the basis of noise-contaminated observations. To complete the Kalman-Bucy model for the estimation problem, we now define the observation ...
必应词典为您提供Kalman-Bucy-filter的释义,网络释义: 卡布滤波法;卡尔曼-布西滤波器;
Kalman-Bucyfilters,usedfortrackingballisticandlifting objectsaswellasvehicleidentification,isdescribed.The primaryfilter,inthisclass,isbasedonestimatingposition, velocity,andaerodynamicdragofagivenobjectfromradar measurements.Onekeydesignfeatureofthesefilters,isto ...
摘要: In this paper a suboptimization procedure is formulated for Volterra-type equations by using the Kalman-Bucy filtering theory. The Volterra-type systems are, in general, of a time-varying and non-convolution nature, but we include the time-invariant and convolution cases...
When there are no system uncertainties, the performance of the proposed robust estimator is similar to that of the Kalman-Bucy filter and the proposed approach asymptotically recovers the desired optimal performance in the presence of uncertainties and or persistent excitation. 关键词: Convergence ...