Kalman filter algorithm based on backward differentiation formula of delta operator with simulation

被引：0

作者：

Song Z.-Q. ^{[1
]}

Wang K. ^{[2
]}

机构：

[1] The Seventh Department, Naval Aeronautical and Astronautical University, Yantai, 264001, Shandong

[2] Graduate Students' Brigade, Naval Aeronautical and Astronautical University, Yantai, 264001, Shandong

来源：

Dianzi Keji Daxue Xuebao/Journal of the University of Electronic Science and Technology of China | 2016年 / 45卷 / 05期

关键词：

Backward differentiation; Delta operator; Kalman filter; Orthogonal projection approach;

D O I：

10.3969/j.issn.1001-0548.2016.05.010

中图分类号：

学科分类号：

摘要：

In the high-speed sampling, the parameters of the discrete model based on delta operator tend to the original continuous-time model, and the system has a better digital characteristic when delta operator achieves, which can improve the problem of filtering divergence of discrete Kalman filters based on traditional shift operator. This article uses orthogonal projection approach to derive the Kalman filter equation of stochastic linear discrete systems based on delta operator. The recursive Kalman filter algorithm based on delta operator is given. The simulation results show that in the high-speed sampling, the convergence performance of the derived Kalman filter based on backward differentiation formula of delta operator is better than the traditional Kalman filters. © 2016, Editorial Board of Journal of the University of Electronic Science and Technology of China. All right reserved.

引用

页码：767 / 771and784

共 12 条

[1]

Newman M.J., Holmes D.G., Delta operator digital filters for high performance inverter applications, IEEE Transactions on Power Electronics, 18, 1, pp. 447-454, (2003)

[2]

Fan H., De P., High speed adaptive signal processing using the Delta operator, Digital Signal Processing: a Review Journal, 11, 1, pp. 3-34, (2001)

[3]

Li G.A.N.G., Gevers M., Comparative study of finite wordlength effects in shift and Delta operator parameterizations, IEEE Transactions on Automatic Control, 38, 5, pp. 803-807, (1993)

[4]

Wu W.-X., Parameter estimate and adaptive filtering of linear random system, (2001)

[5]

Fu M.-Y., Deng Z.-H., Zhang J.-W., Kalman Filter Theory and its Application in Navigation System, (2003)

[6]

Li H.-G., Wu B., Li G.-Y., Et al., The Basic Theory of Delta Pperator Control and Its Robust Control, (2005)

[7]

Zhang D.-J., Modeling and control of Delta operator systems, (1998)

[8]

Peng D.-C., Basic principle and application of Kalman filter, Software Guide, 8, 11, pp. 32-34, (2009)

[9]

Middleton R.H., Goodwin G.C., Improved finite word length characteristics in digital control using Delta operators, IEEE Trans Automat Contr, AC-31, 11, pp. 1015-1021, (1986)

[10]

Yang H.-J., Xia Y.-Q., Shi P., Et al., A novel Delta operator Kalman filter design and convergence analysis, IEEE Transactions on Circuits and System, 58, 10, pp. 2458-2468, (2011)

← 1 2 →