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用二次最优控制推导Kalman滤波器和最优插值器
王飞跃
Source Publication浙江大学学报: 自然科学版
1989
Volume23Issue:2Pages:193-204
Abstract
木文通过最小二乘拟合方法, 将最优估计问题转换成二次最优控制问题, 然后用统一的方式
导出K al m a n 一B u c y 最优滤波器和aR n c h一T u n g一S t ir e b el 最优插值器等, 同时还给出最优插值器的一种新形式。
Other AbstractThe optimal estimation problem of the stochastic systems has been recast by means of the least square method as a deterministic optimal control problem with a quadratic performance index, and Kalman-Bucy Filter as well as Rauch-Tung-Striebel Smoother are formulated by use of a uniform approach. A new formula for optimal smoother is obtained in the derivation.
Keyword二次最优控制 滤波器 Quadratic Optimal Control 插值 Kalman Filter Rauch Smoother
Document Type期刊论文
Identifierhttp://ir.ia.ac.cn/handle/173211/15027
Collection09年以前成果
Corresponding Author王飞跃
Recommended Citation
GB/T 7714
王飞跃. 用二次最优控制推导Kalman滤波器和最优插值器[J]. 浙江大学学报: 自然科学版,1989,23(2):193-204.
APA 王飞跃.(1989).用二次最优控制推导Kalman滤波器和最优插值器.浙江大学学报: 自然科学版,23(2),193-204.
MLA 王飞跃."用二次最优控制推导Kalman滤波器和最优插值器".浙江大学学报: 自然科学版 23.2(1989):193-204.
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