An Analytical Discretization Approach to Continuous-time System for Kalman Filter

被引：0

作者：

Zhang, Lijun ^{[1
,2
]}

Xu, Jian ^{[1
]}

Li, Yonghua ^{[2
]}

Zhao, Ruoyan ^{[1
]}

Wu, Shenggang ^{[2
]}

Pan, Mengfan ^{[3
]}

Lei, Lei ^{[1
]}

Liu, Jianping ^{[1
,2
]}

Lu, Yi ^{[1
,2
]}

机构：

[1] China Xian Satellite Control Ctr, Xian 710043, Peoples R China

[2] State Key Lab Astronaut Dynam, Xian 710043, Peoples R China

[3] Southwest Univ Sci & Technol, Mianyang 621000, Sichuan, Peoples R China

来源：

PROCEEDINGS OF 2020 IEEE 9TH DATA DRIVEN CONTROL AND LEARNING SYSTEMS CONFERENCE (DDCLS'20) | 2020年

关键词：

Kalman filter; Continuous time system; Matrix theory; Quadratic form;

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

This paper presents an analytical discretization approach for continuous-time systems. By using the matrix multiplying expression of the state transition matrix and the matrix quadratic form theory, the general discretized model of the system state equation in the time domain is derived. The design of the parameter N is used to ensure the accuracy and robustness of the algorithm. Compared with the traditional methods in deducing the discretization formulas, the proposed method has the advantages of generality and easiness. This method is propitious to the integrated realization of the Kalman filter process for the continuous-time system. Simulation results verify the validity and feasibility of the proposed method.

引用

页码：230 / 234

页数：5

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