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观测时滞离散系统卡尔曼滤波算法

         

摘要

由于观测时滞系统的观测方程不符合卡尔曼滤波算法的实现形式,导致传统卡尔曼滤波算法无法直接应用于观测时滞离散系统. 为此,在借鉴系统状态增广方法的基础上,设计了一种将观测方程转换为无时滞观测方程的方法. 同时根据卡尔曼滤波算法原理,针对变换后的无时滞系统模型方程,给出观测时滞卡尔曼滤波算法的步骤,并将此方法应用到实际非线性观测光电跟踪系统中,进行算法的性能对比. 仿真实验结果证明:将时滞观测方程转换为无时滞观测方程的方法是可行的,可大幅度提高算法精度.%The observation equation of the observing time-delay system doesn' t conform to the realization form of Kalman filtering algorithm, this results in Kalman filtering algorithm' s incapability of being directly applied to observing the traditional time-delay discrete system.Basing on the method of augmented state, the way to convert observation equation to an equation without time delay was proposed.According to the principle of Kal-man filtering algorithm and aiming at the model equation of non-delay system transformed, the steps of observ-ing time-delay Kalman filtering algorithm were presented and applied to the nonlinear observation of electro-op-tical tracking system.Comparing and simulating the algorithms' performance show that converting the time-de-lay observation equation to the one without time-delay is feasible and it can greatly improve the algorithm accu-racy.

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