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首页> 外文期刊>Aerospace and Electronic Systems, IEEE Transactions on >Feedback Realization of a Continuous-Time Optimal Filter
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Feedback Realization of a Continuous-Time Optimal Filter

机译：连续时间最优滤波器的反馈实现

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摘要

Another derivation of a continuous-time optimal linear filter is presented. Using this result as a point of departure, a feedback version of this continuous filter is postulated and shown to be optimal in the limit as the ``feedback gain'' becomes infinite. It is then demonstrated that the need for this infinite feedback gain can frequently be eliminated. This feedback realization of the continuous optimal filter has application to the problem of optimally mixing two or more redundant signals, each contaminated by random noise. The feedback configuration has the advantages of simplicity and the bounding of otherwise troublesome very large errors. A simple example is given of the mixing of two (velocity) references each having exponentially correlated error.
机译：提出了连续时间最优线性滤波器的另一种推导。使用该结果作为出发点，假设该连续滤波器的反馈版本在``反馈增益''变得无限大时显示为最佳。事实证明，这种无限反馈增益的需求可以经常消除。连续最优滤波器的这种反馈实现已应用于最优地混合两个或更多个冗余信号的问题，每个冗余信号均被随机噪声污染。反馈配置的优点是简单，并且避免了其他麻烦的非常大的错误。举一个简单的例子，将两个（速度）参考值混合在一起，每个参考值都具有指数相关的误差。

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