Kalman filtering of linear system with colored noises

被引：0

作者：

Zhao, Changsheng ^{[1
]}

Tao, Benzao ^{[2
]}

机构：

[1] School of Geodesy and Geomatics, Xuzhou Normal University, 101 Shanghai Road, Xuzhou 221116, China

[2] School of Geodesy and Geomatics, Wuhan University, 129 Luoyu Road, Wuhan 430079, China

来源：

Geomatics and Information Science of Wuhan University | 2008年 / 33卷 / 02期

关键词：

Global positioning system - Linear systems - Navigation - White noise;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

To solve the problem of colored noise filtering to do the precise dynamic positioning(or navagation) by use of the three phase difference of GPS carrier waves. The linear filters with dynamic colored noises and observational colored noises are derived and it may be proved that the Kalman filtering with dynamic white noises is the special case of Kalman filtering with dynamic colored noises, the Kalman filtering with observational white noises is the special case of Kalman filtering with observational colored noises.

引用

页码：180 / 182