Kalman filtering method based on analog circuit and analog circuit

Abstract

The invention discloses a Kalman filtering method based on an analog circuit and the analog circuit. The method is characterized in that based on the continuous-time Kalman filter equation, and according to a solution method of Riccati equation, a steady-state solution of the Kalman filter equation is obtained; and after entering a steady state, filtering parameters become constants, such that various operation links can be achieved with analog devices such as an operational amplifier. Experiments show that the estimated result obtained by using the method of the invention is consistent with the result of the Kalman filter achieved in a digital form, so the method of the invention is feasible.

Description

technical field [0001] The present invention relates to a Kalman (Kalman) filtering algorithm, in particular to a Kalman filtering method based on an analog circuit form and an analog circuit. Background technique [0002] The method or technique of extracting useful signals from the measured or received signals with interference is called filtering, or signal filtering. According to the statistical characteristics of the required signal and the measured value, it is obtained from the measured value that the error performance in a certain statistical sense is the smallest, that is, the optimal signal estimate, which is generally called optimal filtering or optimal estimation. [0003] Kalman filtering, which appeared in 1960, is a linear minimum variance filtering method. It is an emerging technology developed based on probability theory, mathematical statistics and linear algebra theory, and is a major aspect of modern control engineering. The Kalman filter theory has been...

AI Technical Summary

Problems solved by technology

[0010] (1) Reliability: The system includes an analog part, a digital part and an analog-to-digital interface, and the structure is relatively complex, which affects the reliability of the system;

[0011] (2) Time response: The response speed is limited by the processing speed of the digital processor and the A / D conversion frequency. If a high-speed processor is used, the cost will increase significantly;

[0012] (3) Cost: The use of A / D converters and digital processors significantly increases the cost

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