L-D分解求逆法在联邦卡尔曼滤波中的应用

向政; 富立; 范跃祖

L-D分解求逆法在联邦卡尔曼滤波中的应用

北京航空航天大学自动化科学与电气工程学院, 北京 100083

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中图分类号: O 232
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出版历程
- 收稿日期: 2002-06-27
- 网络出版日期: 2003-08-31

Application of L-D factorization in calculating inverse in federated filter

School of Automation Science and Electrical Engineering, Beijing University of Aeronautics and Astronautics, Beijing 100083, China

摘要

摘要: 求逆是联邦卡尔曼滤波算法中数据融合的关键步骤.它的计算精度的高低和运算速度的快慢将直接影响到整个滤波算法的成功与否.经过数字仿真,把矩阵分析中的L-D分解算法运用到联邦卡尔曼滤波中的矩阵求逆当中能得到良好的效果,不但运算速度和精度有提高,整个滤波算法的容错性也有明显改善.
- 逆 /
- 数字仿真 /
- 卡尔曼滤波 /
- 联邦卡尔曼滤波器 /
- L-D分解算法
Abstract: How to correctly calculate the inverse is one of the most important processes in federated filter. The precision of its result and time it will consume would decide whether the whole filter can work properly. The result of digital simulation illustrate that applying L-D factorization which is famous in matrix theory into federated filter to get the correct result of inverse can not only improve the speed and precision of algorithm but meliorate its error toleration.
- inverse /
- digital simulation /
- Kalman filtering /
- federated filter /
- L-D factorization

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参考文献(1)

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