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近年来,有关平滑器的研究,一部分工作是致力于寻找一些可供选择的公式和算法。怎样才能把平滑器设计的计算工作量减到最小仍然是一个重要的问题。本文在这方面做了一些探讨,主要工作有以下几个方面: (一)在Levinson算法计算量较小的启发下,以多维Levinson算法为出发点,结合平稳过程的状态方程及观测方程所构成的信号模型,推出了一组关于Kalman滤波公式增益矩阵的递推公式,这组公式与Lindquist 1974年发表的文献中的结果一致,但证明方法比
In recent years, part of the research on smokers has been devoted to finding alternative formulas and algorithms. How to minimize the computational complexity of the smoother design remains an important issue. This paper does some research in this aspect, the main work has the following aspects: (1) Inspired by the small amount of computation of Levinson algorithm, taking the multi-dimensional Levinson algorithm as the starting point, combined with the state equation of the steady process and the observation equation Signal model, a set of recursive formulas for the gain matrix of the Kalman filter formula are introduced. The set of equations is in agreement with the one published by Lindquist in 1974, but it is proved that the method ratio