A basic smart linear Kalman filter with online performance evaluation based on observable degree

A basic smart linear Kalman filter with online performance evaluation based on observable degree
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基于可观度在线性能评估的基本智能线性卡尔曼滤波器

DOI:
10.1016/j.amc.2019.124603
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发表时间:
2020-02
影响因子:
4
通讯作者:
Zhang Guoqiang
Zhang Guoqiang
中科院分区:
数学2区
文献类型:
--
作者:
Ge Quanbo;Ma Jinyan;He Hongli;Li Hong;Zhang Guoqiang

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可观测度在一定程度上可以直接解释卡尔曼滤波(KF)的系统滤波性能(或滤波精度)。有效可观测度不仅可以在滤波前得到,而且可以用来衡量系统的滤波性能。在应用中,系统参数和模型的准确知识总是不可用的。基于能观测度,提出了一种具有在线性能评估的基本智能卡尔曼滤波算法。由于观测数据的收集在复杂情况下的初始对准是有限的,因此引入了移动传感器网络。为了改善系统参数不准确时的滤波性能,通过具有自主学习功能的优化可观测度迭代选择相对最优的智能调节因子。自我评估功能也可用于实时绩效评估。最后给出了仿真算例,验证了所提出的智能卡尔曼滤波算法的有效性。
The observable degree can be used to directly explain the system filtering performance (or filtering accuracy) of Kalman filtering (KF) to some extent. The effective observable degree can not only be obtained before filtering but also be used to measure the system filtering performance. In applications, the exact knowledge of the system parameters and models is always unavailable. A basic smart Kalman filter (SKF) with online performance evaluation is proposed based on the observable degree in this paper. Since the collection of observations is limited in initial alignment with complex situations, mobile sensor networks are introduced. To improve the filtering performance with inaccuracy system parameters, the relatively optimal smart adjusting factor is iteratively selected by an optimized observable degree with autonomous learning function. The self-assessment function is also available for real-time performance evaluation. Finally, simulation examples are demonstrated to validate the proposed smart Kalman filter.
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