Information processing using the Kalman filter in Matlab Simulink

V. Telezhkin, Bekhruz B. Saidov
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Abstract

In this paper, we investigate the problem of improving data quality using the Kalman filter in Matlab Simulink. Recently, this filter has become one of the most common algorithms for filtering and processing data in the implementation of control systems (including automated control systems) and the creation of software systems for digital filtering from noise and interference, for example, speech signals. It is also widely used in many fields of science and technology. Due to its simplicity and efficiency, it can be found in GPS receivers, in devices for processing sensor readings for various purposes, etc. It is known that one of the important tasks that should be solved in systems for processing sensor readings is the ability to detect and filter noise. Sensor noise leads to unstable measurement data. This, of course, ultimately leads to a decrease in the accuracy and performance of the control device. One of the methods that can be used to solve the problem of optimal filtering is the development of cybernetic algorithms based on the Kalman and Wiener filters. The filtering process can be carried out in two forms, namely: hardware and software algorithms. Hardware filtering can be built electronically. However, it is less efficient as it requires additional circuitry in the system. To overcome this obstacle, you can use filtering in the form of programming algorithms in a single method. In addition to the fact that it does not require electronic hardware circuitry, the filtering performed is even more accurate because it uses a computational process. The paper analyzes the results of applying the Kalman filter to eliminate errors when measuring the coordinates of the tracked target, to obtain a "smoothed" trajectory and shows the results of the filter development process when processing an electrocardiogram. The development of the Kalman filter algorithm is based on the procedure of recursive assessment of the measured state of the research object.
在Matlab Simulink中利用卡尔曼滤波进行信息处理
本文研究了在Matlab Simulink中利用卡尔曼滤波提高数据质量的问题。最近,该滤波器已成为控制系统(包括自动控制系统)实施中滤波和处理数据以及创建用于从噪声和干扰(例如语音信号)中进行数字滤波的软件系统中最常用的算法之一。它也被广泛应用于许多科学和技术领域。由于它的简单和高效,它可以在GPS接收器中找到,在处理各种用途的传感器读数的设备中,等等。众所周知,在处理传感器读数的系统中,应该解决的重要任务之一是检测和过滤噪声的能力。传感器噪声导致测量数据不稳定。当然,这最终会导致控制装置的精度和性能下降。可用于解决最优滤波问题的方法之一是基于卡尔曼和维纳滤波器的控制论算法的发展。滤波过程可以通过两种形式进行,即:硬件算法和软件算法。硬件滤波可以通过电子方式构建。然而,它的效率较低,因为它需要在系统中额外的电路。为了克服这个障碍,您可以在单个方法中以编程算法的形式使用过滤。除了它不需要电子硬件电路这一事实外,执行的滤波甚至更精确,因为它使用了计算过程。分析了在测量被跟踪目标坐标时应用卡尔曼滤波消除误差,得到“平滑”轨迹的结果,并展示了在处理心电图时应用卡尔曼滤波开发过程的结果。卡尔曼滤波算法的发展是基于对研究对象的测量状态进行递归评估的过程。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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