| 卡尔曼滤波与经典最小二乘法 |
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| 引用本文： | 王祖荫.卡尔曼滤波与经典最小二乘法[J].岩矿测试,1993,12(1):65-67. |
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| 作者姓名： | 王祖荫 |
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| 作者单位： | 地矿部岩矿测试技术研究所 北京 |
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| 摘 要： | 在卡尔曼滤波的应用中若将时间因素固定,则卡尔曼滤波退化为经典最小二乘法。在通常情况下必须进行迭代计算,计算过程比经典最小二乘法复杂,但解的精度不会有任何改善。
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| 关 键 词： | 卡尔曼滤波 最小二乘法 分析化学 |
Kalman Filter and Classical Least-Squares |
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| Wang Zuyin.Kalman Filter and Classical Least-Squares[J].Rock and Mineral Analysis,1993,12(1):65-67. |
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| Authors: | Wang Zuyin |
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| Abstract: | In the application of Kalman filtering, in case the system dynamics is kept constant, the Kalman filter becomes classical least-squares. Iteration is necessary in most cases. However,the calculation procedure has not proved to be promising in that the complexity in calculation and does not produce an improvement in the precision. |
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| Keywords: | Kalman filter |
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