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在深入研究卡尔曼滤波算法的基础上,提出多模型卡尔曼滤波器的工程设计方法.分别针对二阶系统和船舶模型进行了大量的仿真研究.其结果表明,对参数突变的系统,应用该方法进行状态估计或参数辨识,具有很好的跟踪突变参数的效果.仿真结果展示,该方法具有广阔的工程应用前景.
On the basis of deeply studying the Kalman filter algorithm, the engineering design method of multi-model Kalman filter is proposed. A large number of simulation studies are carried out for the second-order system and the ship model respectively. The results show that for the system with parameter mutation, the method can be used to estimate the state or identify the parameters, which has a good effect of tracking the mutation parameters. Simulation results show that this method has a broad prospect of engineering application.