应《网络安全法》要求，自2017年10月1日起，未进行实名认证将不得使用互联网跟帖服务。为保障您的帐号能够正常使用，请尽快对帐号进行手机号验证，感谢您的理解与支持！

24小时热门版块排行榜    

小木虫论坛-学术科研互动平台 » 专业学科区 » 信息科学 » 控制工程 » 卡尔曼滤波的增益如何离线求出？
111/2返回列表12下一页
查看: 2075  |  回复: 10
只看楼主 @他人 存档 新回复提醒 (忽略) 收藏    在APP中查看

xuh1991

木虫 (正式写手)

[求助] 卡尔曼滤波的增益如何离线求出？

卡尔曼滤波的增益表达式与观测数据无关，最终会收敛于一个定值，那么如何求解这个定值呢？是可以直接求得解析结果呢？还是利用数值求解方法求解？@mchen_6431
回复此楼

» 猜你喜欢
1楼 2016-05-17 16:26:39
已阅   回复此楼   关注TA 给TA发消息 送TA红花 TA的回帖
回帖支持 ( 显示支持度最高的前 50 名 )

messi01

木虫 (正式写手)
卡尔曼滤波分为时间更新和量测更新两部分，滤波增益的计算属于时间更新，它的具体计算不需要量测量，你可以看下增益的计算式子，就明白了

发自小木虫Android客户端
赞一下(2人) 回复此楼
2楼2016-05-19 23:37:59
已阅   回复此楼   关注TA 给TA发消息 送TA红花 TA的回帖

Sache

新虫 (初入文坛)
For LTI Systems (this seems to be the case), the Kalman filter gain matrix can be computed off-line. To this end, a Riccati eq. should be solved. This is standard and can found in any textbook on the topic.
赞一下(1人) 回复此楼
3楼2016-05-20 13:06:40
已阅   回复此楼   关注TA 给TA发消息 送TA红花 TA的回帖

Sache

新虫 (初入文坛)
引用回帖:
4楼: Originally posted by xuh1991 at 2016-05-20 15:39:29
Can you recomand one textbook about how to solve the Riccati eq..I am puzzled by the problem for nearly one month and I want to know if there exist a closed-form expression for  the equation.Your va ...

In MATLAB, one can find standard solutions für Riccati eqs. There is no a simple closed-form (if solutions of eigenvalue-/-vector problems are not considred as a closed-form).

In most textbooks on robust control theory, solutions of Riccati eqs. can be found.
赞一下(1人) 回复此楼

» 本帖已获得的红花（最新10朵）

xuh1991
5楼2016-05-20 19:36:28
已阅   回复此楼   关注TA 给TA发消息 送TA红花 TA的回帖

水灵小白菜

银虫 (小有名气)
你找本现代信号处理书，我记得有推导公式和算法
赞一下(1人) 回复此楼
10楼2016-05-24 11:22:51
已阅   回复此楼   关注TA 给TA发消息 送TA红花 TA的回帖
普通回帖

xuh1991

木虫 (正式写手)
引用回帖:
3楼: Originally posted by Sache at 2016-05-20 13:06:40
For LTI Systems (this seems to be the case), the Kalman filter gain matrix can be computed off-line. To this end, a Riccati eq. should be solved. This is standard and can found in any textbook on the ...

Can you recomand one textbook about how to solve the Riccati eq..I am puzzled by the problem for nearly one month and I want to know if there exist a closed-form expression for  the equation.Your valuable advice will be highly appreciated and thank you！

发自小木虫Android客户端
赞一下 回复此楼
4楼2016-05-20 15:39:29
已阅   回复此楼   关注TA 给TA发消息 送TA红花 TA的回帖

xuh1991

木虫 (正式写手)
送红花一朵
引用回帖:
5楼: Originally posted by Sache at 2016-05-20 19:36:28
In MATLAB, one can find standard solutions für Riccati eqs. There is no a simple closed-form (if solutions of eigenvalue-/-vector problems are not considred as a closed-form).

In most textbooks ...

Thank you!
回复此楼
6楼2016-05-21 14:40:54
已阅   回复此楼   关注TA 给TA发消息 送TA红花 TA的回帖

xuh1991

木虫 (正式写手)
引用回帖:
5楼: Originally posted by Sache at 2016-05-20 19:36:28
In MATLAB, one can find standard solutions für Riccati eqs. There is no a simple closed-form (if solutions of eigenvalue-/-vector problems are not considred as a closed-form).

In most textbooks ...

I have one more question.Could you recomand some papers or textbooks about How the covariance matrices Q and R influence the performance of Kalman filter?
赞一下 回复此楼
7楼2016-05-22 21:23:23
已阅   回复此楼   关注TA 给TA发消息 送TA红花 TA的回帖

Sache

新虫 (初入文坛)
引用回帖:
7楼: Originally posted by xuh1991 at 2016-05-22 21:23:23
I have one more question.Could you recomand some papers or textbooks about How the covariance matrices Q and R influence the performance of Kalman filter?...

Sorry, I cannot, although there are definitively discussions on this topic. Q and R are co-variance matrices of the process and measurement noises. Uncertainty in R and Q would cause performance degradation. But, the estimation is still unbiased.
赞一下 回复此楼
8楼2016-05-23 12:30:27
已阅   回复此楼   关注TA 给TA发消息 送TA红花 TA的回帖

ShawJoe

新虫 (初入文坛)
有没有资料？

发自小木虫IOS客户端
回复此楼
9楼2016-05-24 08:35:13
已阅   回复此楼   关注TA 给TA发消息 送TA红花 TA的回帖
相关版块跳转 我要订阅楼主 xuh1991 的主题更新
111/2返回列表12下一页
普通表情 龙 兔 虎 猫
最具人气热帖推荐 [查看全部] 作者 回/看 最后发表
[考研] 336化工调剂 +3 王大坦1 2026-03-23 4/200 2026-03-23 11:07 by laoshidan
[考研] 一志愿华中农业071010，总分320求调剂 +5 困困困困坤坤 2026-03-20 6/300 2026-03-22 17:41 by hxsm
[考研] 287求调剂 +8 晨昏线与星海 2026-03-19 9/450 2026-03-22 17:01 by i_cooler
[考研] 319求调剂 +4 小力气珂珂 2026-03-20 4/200 2026-03-22 15:53 by ColorlessPI
[考研] 求调剂院校信息 +6 CX 330 2026-03-21 6/300 2026-03-22 15:25 by 无懈可击111
[考研] 考研调剂 +4 来好运来来来 2026-03-21 4/200 2026-03-22 12:15 by 星空星月
[考研] 384求调剂 +3 子系博 2026-03-22 4/200 2026-03-22 11:04 by 搏击518
[考研] 316求调剂 +6 梁茜雯 2026-03-19 6/300 2026-03-21 06:32 by Ecowxq666！
[考研] 346求调剂[0856] +4 WayneLim327 2026-03-16 7/350 2026-03-21 04:02 by JourneyLucky
[考研] 307求调剂 +3 wyyyqx 2026-03-17 3/150 2026-03-21 03:20 by JourneyLucky
[考研] 332求调剂 +4 ydfyh 2026-03-17 4/200 2026-03-21 02:20 by JourneyLucky
[考研] 材料 336 求调剂 +3 An@. 2026-03-18 4/200 2026-03-21 01:39 by JourneyLucky
[考研] 一志愿华南师大 070300（化学）304分求调剂 +3 0703武芊慧雪304 2026-03-18 3/150 2026-03-21 00:48 by JourneyLucky
[考研] 330求调剂 +4 小材化本科 2026-03-18 4/200 2026-03-20 23:13 by JourneyLucky
[考研] 086500 325 求调剂 +3 领带小熊 2026-03-19 3/150 2026-03-20 18:38 by 尽舜尧1
[考研] 求调剂 +3 暗涌afhb 2026-03-16 3/150 2026-03-20 00:28 by 河南大学校友
[考研] 生物学调剂招人！！！ +3 山海天岚 2026-03-17 4/200 2026-03-19 21:34 by 怎么释怀
[考研] 085601求调剂 +4 Du.11 2026-03-16 4/200 2026-03-17 17:08 by ruiyingmiao
[考研] 一志愿南京大学，080500材料科学与工程，调剂 +4 Jy? 2026-03-16 4/200 2026-03-17 11:02 by gaoqiong
[考研] 333求调剂 +3 文思客 2026-03-16 7/350 2026-03-16 18:21 by 文思客
信息提示
关闭
请填处理意见
关闭