Based on steady-state Kalman filter and white noise estimators, and according to thepole-assignment principle of the control theory, the pole-assignment fixed-interval steady-stateKalman smoother and Wiener smoother a...Based on steady-state Kalman filter and white noise estimators, and according to thepole-assignment principle of the control theory, the pole-assignment fixed-interval steady-stateKalman smoother and Wiener smoother are presented. They avoid computation of the initial opti-mal smoothing estimates and can rapidly eliminate the effects of the initial smoothing estimates byassigning the poles of the smoothers, so that they have a practical stability in the finite fixed inter-val. A simulation example shows their effectiveness.展开更多
文摘Based on steady-state Kalman filter and white noise estimators, and according to thepole-assignment principle of the control theory, the pole-assignment fixed-interval steady-stateKalman smoother and Wiener smoother are presented. They avoid computation of the initial opti-mal smoothing estimates and can rapidly eliminate the effects of the initial smoothing estimates byassigning the poles of the smoothers, so that they have a practical stability in the finite fixed inter-val. A simulation example shows their effectiveness.
