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| Kalman滤波公式的简易证明 | |
| 引用本文： | 卢启兴,姚允龙.Kalman滤波公式的简易证明[J].上海海事大学学报,1991(3). |
| 作者姓名： | 卢启兴 姚允龙 |
| 作者单位： | 上海海运学院基础科学部 (卢启兴)，复旦大学(姚允龙) |
| 摘 要： | 本文用加权最小二乘法给出Kalman滤波公式一个简易的证明,避免了原证明中冗长而复杂的推导。 |
| 关 键 词： | Kalman滤波 状态方程 加权最小二乘法 观察方程 权矩阵 |
A Simple and Easy Proof of Kalman Filtering |
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| Lu Qixing Yao Yunlong.A Simple and Easy Proof of Kalman Filtering[J].Journal of Shanghai Maritime University,1991(3). | |
| Authors: | Lu Qixing Yao Yunlong |
| Institution: | Lu Qixing Yao Yunlong |
| Abstract: | This paper gives a simple and easy proof of Kalman filtering with the weighted method of least squares, and avoids the complex and long deduction in original proof. |
| Keywords: | Kalman filtering equations of state the weighted methods of least squares observational equations weighted matrix noncorrelation |
| 本文献已被 CNKI 等数据库收录！ | |