结构随机跳变系统的自举滤波方法

ACTA AERONAUTICAET ASTRONAUTICA SINICA ›› 1998, Vol. 19 ›› Issue (2): 185-189.

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BOOTSTRAP FILTERING OF SYSTEM WITH RANDOM CHANGING STRUCTURE

Wu Sentang, Xu Guangfei, Tang Yong

Department of Automatic Control, Beijing University of Aeronautics and Astronautics, Beijing, 100083

Received:1997-05-27 Revised:1997-11-10 Online:1998-04-25 Published:1998-04-25

Abstract

Abstract:

Aimed at the question of “basic structure distortion” existing in nonlinear/non Gaussian estimation of stochastic systems, a new filtering method is presented that fits to systems with random changing structures. The method no longer restricts the structure nonlinearity and distribution style of the system state and noise. Simulation for the algorithm′s characteristic is conducted, which proved this method effective.

Key words: systems with random changing structures, bootstrap filtering, basic structure distortion

CLC Number:

V249.1

Wu Sentang;Xu Guangfei;Tang Yong . BOOTSTRAP FILTERING OF SYSTEM WITH RANDOM CHANGING STRUCTURE[J]. ACTA AERONAUTICAET ASTRONAUTICA SINICA, 1998, 19(2): 185-189.

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BOOTSTRAP FILTERING OF SYSTEM WITH RANDOM CHANGING STRUCTURE

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