Dissertation > Excellent graduate degree dissertation topics show

A Note on Nonlinear Kalman Filter

Author: ZhangXiaoYing
Tutor: SunZuoMin
School: Sun Yat-sen University
Course: Operational Research and Cybernetics
Keywords: Best estimate The pseudo new interest rate theory Orthogonal projection theorem Linear approximation Promotion of Kalman filtering Upper triangular matrix Mean square exponentially bounded
CLC: O211.64
Type: Master's thesis
Year: 2010
Downloads: 423
Quote: 2
Read: Download Dissertation


Firstly, the status quo of the Kalman filter Roundup: including linear Kalman filter and nonlinear Kalman filtering research background and the latest research . Use of the theory of the new interest rates , the linear system has been studied more thoroughly ; nonlinear part of the system , a research method is approximate linearization converted to the research and promotion of the Kalman filter and its convergence properties . Next, we use the pseudo - innovation theory derivation of the Kalman filter equations more general linear systems , including step forecast estimated and real filter estimates ; On this basis , the Taylor expansion of the general form of the nonlinear system line sexual approximate corresponding linear system , which gives the corresponding promotion Kalman filter equations . Finally, we study a class of nonlinear systems with upper triangular structure of state estimates bounded . Kalman filter equations to get their promotion on the basis of , for the two-dimensional and three-dimensional system , we show that the observation noise matrix , the initial error covariance of the observation matrix and approximate linear system with upper and lower bounds of the system function Taylor expansion remainder prerequisite than the error of higher order infinitesimals and the initial estimation error norm is small , the error between the state of the nonlinear system with step forecast estimated the approximate linear system in the mean square the sense of exponentially bounded . These conditions are easily verified in practical applications , and has some practical significance .

Related Dissertations

  1. Characteristics Analysis and Efficiency Modeling for Hrtfs in the Realization of Virtual Auditory Space,TP391.9
  2. Based on \,F416.471
  3. The Map Preserving the Lattices of Invariant Subspaces and Centralizers on Operator Algebras,O177.1
  4. Research on the Consistent Degree of Addition Modulo 2~n and XOR,TN918.1
  5. A Study of the Problems about the Insurance Accounting in the New Accounting Standards,F840.3
  6. Research on Adaptive GPC-based PID Controller for Pressure-control of Dynamic Wave,TP273
  7. The Gorenstein-projective Modules over Some Upper Triangular Matrix Artin Algebras,O154.2
  8. Research on Techniques for Software Test Case Automated Generation,TP311.52
  9. Research on Affine Scaling Algorithm and Its Application to Optimal Schedule of Hydro System,TV736
  10. The Inverse Problem of Determining the Unknown Source Term in a Heat Equation,O551
  11. A block triangular matrix algebra class to maintain a linear surjective rank,O151.21
  12. Automorphisms of Strictly Upper Triangular Matrices Algebras Over a Commutative Algebra,O153
  13. Software radio digital signal processing and parameter estimation in mind,TN925.93
  14. T_n (F) on the export mapping preserving rank,O151.21
  15. The Continuous Dependence on Nonlinearities of a Singular Diffusion Equations,O175.2
  16. The Construction of Gorenstein Projective Modules over Upper Triangular Matrix Artin Algebras,O153.3
  17. Preserver Problems on Matrix Space,O151.21
  18. Geometric programming based analog circuit performance modeling and optimization,TN431.1
  19. Armendariz and Semicommutative Properties of Matrix Rings,O153.3
  20. The Study for Several Statistical Inference Issues in Single-Index Model,O212.1

CLC: > Mathematical sciences and chemical > Mathematics > Probability Theory and Mathematical Statistics > Theory of probability ( probability theory, probability theory ) > Random process > Theory of statistical process
© 2012 www.DissertationTopic.Net  Mobile