卡尔曼滤波及其应用简介

Youngjoo Kim, H. Bang
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引用次数: 126

摘要

我们提供了一个类似教程的卡尔曼滤波器和扩展卡尔曼滤波器的描述。本章的目的是为那些需要教卡尔曼滤波给别人,或那些没有强大的估计理论背景的人。根据状态估计的问题定义,滤波算法将提供支持示例,以帮助读者轻松掌握卡尔曼滤波器的工作原理。给出了INS/GNSS导航、目标跟踪和地形参考导航(TRN)的实现方法。在每个示例中,我们将讨论如何为现实世界的实践选择、实现、调优和修改算法。还提供了实现示例的源代码。综上所述,这一章将成为本书其他内容的前提。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Introduction to Kalman Filter and Its Applications
We provide a tutorial-like description of Kalman filter and extended Kalman filter. This chapter aims for those who need to teach Kalman filters to others, or for those who do not have a strong background in estimation theory. Following a problem definition of state estimation, filtering algorithms will be presented with supporting examples to help readers easily grasp how the Kalman filters work. Implementations on INS/GNSS navigation, target tracking, and terrain-referenced navigation (TRN) are given. In each example, we discuss how to choose, implement, tune, and modify the algorithms for real world practices. Source codes for implementing the examples are also provided. In conclusion, this chapter will become a prerequisite for other contents in the book.
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