过滤系数关系是什么意思?

J. Gray, A. S. Smith-Carroll, W. Murray
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引用次数: 6

摘要

文献中有三种常用的alpha和beta之间的关系:Kalata, Benedict-Bordner和连续白噪声。在位置和速度状态方程平均白噪声为零的前提下,利用稳态卡尔曼滤波理论得到Kalata关系。本尼迪克特-博德纳关系是基于良好的降噪和通过机动的良好跟踪而导出的。卡拉塔关系和本尼迪克特-博德纳关系都可以在没有卡尔曼滤波器的情况下导出。考虑到各种各样的滤波器系数关系,问题是应该选择哪种关系作为滤波器设计的一部分,为什么?选择一个特定的过滤系数关系意味着什么?过滤系数关系和性能最大化的标准有什么区别?在本文中,笔者试图给出这些问题的答案。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
What do filter coefficient relationships mean?
There are three commonly used relationships between alpha and beta that are reported in the literature: Kalata, Benedict-Bordner, and continuous white noise. The Kalata relation is obtained from steady state Kalman filter theory assuming zero mean white noise in the position and velocity state equations. The Benedict-Bordner relation is derived based on good noise reduction and good tracking through maneuvers. Both the Kalata and Benedict-Bordner relationships can be derived without any reference to a Kalman filter. The question, given the variety of filter coefficient relationships, is which relationship should be chosen as part of a filter design and why? What does it mean to choose a particular filter coefficient relationship? What is the difference between filter coefficient relationship and a criteria to maximize performance? In this paper, the author tries to give the answer to these questions.
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