| 带乘性噪声的一类非线性系统的滤波算法 |
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| 引用本文： | 褚东升,张征.带乘性噪声的一类非线性系统的滤波算法[J].中国海洋大学学报(自然科学版),2006,36(4):569-572. |
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| 作者姓名： | 褚东升 张征 |
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| 作者单位： | 中国海洋大学工程学院,山东,青岛,266071 |
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| 摘 要： | 针对带乘性噪声的一类非线性系统,给出了1种带单重渐消因子的强跟踪状态滤波算法。该算法将非线性系统线性化后,采用了线性最小方差估计方法来进行状态估计,通过运用正交原理和引入渐消因子,使得滤波效果具有强跟踪的优良性能。该算法扩展了卡尔曼滤波在带乘性噪声非线性系统状态估计中的应用范围。仿真结果表明了该算法的有效性。
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| 关 键 词： | 乘性噪声 非线性系统 强跟踪 状态滤波 |
| 文章编号： | 1672-5174（2006）04-569-04 |
| 收稿时间： | 2006-02-09 |
| 修稿时间： | 2006-04-28 |
A Filtering Algorithm for a Class of Nonlinear Systems with MuLtiplicative Noise |
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| CHU Dong-Sheng,ZHANG Zheng.A Filtering Algorithm for a Class of Nonlinear Systems with MuLtiplicative Noise[J].Periodical of Ocean University of China,2006,36(4):569-572. |
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| Authors: | CHU Dong-Sheng ZHANG Zheng |
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| Institution: | College of Engineering, Ocean University of China, Qingdao 266071, China |
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| Abstract: | A strong tracking state filtering algorithm with a singular fading factor is proposed for a class of nonlinear systems with multiplicative noise.Firstly,the original nonlinear system is linearized.Secondly,the linear minimum-variance estimation method is adopted for the estimation of the linearized system.Finally,in order to make the filtering outcome possess the excellent performance of strong tracking,the orthogonality principle is used,and a fading factor is introduced.The algorithm enlarges the application range of Kalman filtering in the state estimation of nonlinear systems with multiplicative noise.The effectiveness of the algorithm is illustrated by computer simulation. |
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| Keywords: | multiplicative noise nonlinear system strong tracking state filtering |
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