[求助] 卡尔曼滤波的增益如何离线求出？

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 ...

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 ...

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 ...

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 ...

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?...