Quantization-based set value Kalman filtering algorithm
A Kalman filter and algorithm technology, applied in the field of microelectronics, can solve problems such as unreasonable and uncertain observation values
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[0045] The present invention will be further described below in conjunction with accompanying drawing:
[0046] Problem Description:
[0047] System specification:
[0048] Consider the following class of linear time-invariant systems
[0049] x(k+1)=Ax(k)+w(k) (1)
[0050] y(k)=Cx(k)+v(k) (2)
[0051] where k is the time index, is the system state vector, is the observation vector for state x(k), and are the system process noise and observation noise, respectively, and both the state transfer matrix A and the observation matrix C have appropriate dimensions.
[0052] Here are some reasonable necessary assumptions:
[0053] Assumption 1: w(k) and v(k) are independent zero-mean Gaussian white noise with variance Q(k) and R(k) respectively, and satisfy
[0054] E { w ( k ) v ( k ...
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