A Kind of Incremental Kalman Filter in Fast Implementation

[摘要] Now the observation error is widespread in applications. It is usually caused by the influence of surrounding environment, the error of measuring equipment or the improper selection of model and parameters. When the observation equation of system has not been verified or corrected under certain environmental conditions, applying it will yield to unknown system errors and filtering errors. For the systems under poor observation condition, an incremental Kalman filter in fast implementation is presented in this paper, which can eliminate the unknown system errors and improve the accuracy of state estimators. Moreover, it also has the smaller computation load compared with the general incremental Kalman filter. It is in fast implementation and easy to be applied in engineering practice. Two simulation examples show its effectiveness and feasibility.

[发布机构] Electrical Engineering Institute, Heilongjiang University, Harbin; 150080, China^1

[效力级别] 机械制造

[关键词] Engineering practices;Environmental conditions;Fast implementation;Measuring equipments;Observation condition;Observation equation;Simulation example;Surrounding environment