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    吴勇, 林家骏. 一种改进的滤波器噪声模型的自适应估计法[J]. 华东理工大学学报（自然科学版）, 2004, (4): 433-436.
    引用本文: 吴勇, 林家骏. 一种改进的滤波器噪声模型的自适应估计法[J]. 华东理工大学学报（自然科学版）, 2004, (4): 433-436.
    shu
    WU Yong, LIN Jia-jun~*. An Improved Adaptive Noise Estimation in Kalman Filtering[J]. Journal of East China University of Science and Technology, 2004, (4): 433-436.
    Citation: WU Yong, LIN Jia-jun~*. An Improved Adaptive Noise Estimation in Kalman Filtering[J]. Journal of East China University of Science and Technology, 2004, (4): 433-436.
    shu

    一种改进的滤波器噪声模型的自适应估计法

    An Improved Adaptive Noise Estimation in Kalman Filtering

      摘要
    • 摘要: 提出了一种改进的加权最小二乘法估计噪声统计特性Q和R的方法。该方法在最小二乘法的基础上，通过建立次优估计新息自相关函数来确定权值并递推出最优增益。进而推出了噪声的统计特性，并且简化了Q的推导方法。仿真结果表明，加权后的估计值比不加权的估计值收敛更快，精度更高。

       

      Abstract: An Improved weighted least square method is proposed to estimate the noise statistics Q and R from the sub-optimal estimation by incorporating the autocorrelation functions of the innovation, determine the weight, deduce the optimal gain and finally get the noise statistics. The deduction of Q is also simplified. The simulation result shows the estimation has better convergence rate and precision.

       

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