多率系统Kalman滤波算法的鲁棒性分析

吴瑶; 罗雄麟

doi:10.3724/SP.J.1004.2012.00156

多率系统Kalman滤波算法的鲁棒性分析

doi: 10.3724/SP.J.1004.2012.00156

吴瑶,
罗雄麟^,

1.
中国石油大学(北京)自动化研究所北京 102249

详细信息

通讯作者:
罗雄麟, 中国石油大学(北京)自动化研究所教授. 主要研究方向为多率系统分析,智能控制,预测控制. E-mail: luoxl@cup.edu.cn

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出版历程
- 收稿日期: 2011-03-15
- 修回日期: 2011-11-10
- 刊出日期: 2012-02-20

Robustness Analysis of Kalman Filtering Algorithm for Multirate Systems

WU Yao,
LUO Xiong-Lin^,

1.
Research Institute of Automation, China University of Petroleum, Beijing 102249

摘要

摘要: 多率系统Kalman滤波算法是多率采样系统中对多源观测进行融合的重要手段. 基于化工过程的多率采样特点, 给出了多率Kalman滤波算法, 分析了该算法在模型失配情况下的鲁棒性. 在给定的假设条件下, 通过对滤波误差变化规律的分析, 给出了多率Kalman滤波稳定与发散的基本判定方法. 针对一类典型系统, 推导出了滤波稳定与发散判据. 通过仿真对该判据进行了验证, 仿真结果表明所提出的滤波鲁棒性分析方法可以用于算法的实际应用.
- 多率系统 /
- Kalman滤波 /
- 鲁棒性 /
- 滤波偏差比
Abstract: The multirate Kalman filtering algorithm is an important method of fusing multi-source observations in multirate systems. The multirate Kalman filtering algorithm is given based on the multirate-sampling character of chemical processes, and the robustness of the algorithm under model mismatches is investigated. By analyzing the evolution pattern of the filtering error under given hypothesis, a basic judging method of multirate Kalman filtering divergence is proposed. Then, a criterion of the filter divergence property for a class of typical systems is derived. Simulation result shows that the proposed method can be applied to the multirate Kalman filtering algorithm.
- Multirate system /
- Kalman filter /
- robustness /
- filtering error ratio

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参考文献(1)

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