KALMAN FILTERING WITH STOCHASTIC STATE TRANSITION MATRIX
Wang Yuhong 1) ; Luo Zhiqing 1) ; Liu Gaohui 2) ;and Sui Yucheng 1)
1)Faculty of Land Resource Engineering,Kunming University of Science and Technology,Kunming 6500932)Academy of Geomatic Engineering of Yunnan Province,Kunming 650093
Abstract The Kalman filtering method of the state transition matrix for the random matrix is discussed, specific filtering algorithms is given, and the convergence characteristics of filter and the range of parameters are analyzed. Finally, the effectiveness of this filtering method is confirmed by a practical example.
Key words ：
linear system
Kalman filtering
random matrix
state transition matrix
filter error bound
Received: 01 January 1900
Corresponding Authors:
Wang Yuhong
Cite this article:
Wang Yuhong ,Luo Zhiqing ,Liu Gaohui et al. KALMAN FILTERING WITH STOCHASTIC STATE TRANSITION MATRIX[J]. , 2011, 31(1): 109-112.
Wang Yuhong ,Luo Zhiqing ,Liu Gaohui et al. KALMAN FILTERING WITH STOCHASTIC STATE TRANSITION MATRIX[J]. jgg, 2011, 31(1): 109-112.
URL:
http://www.jgg09.com/EN/ OR http://www.jgg09.com/EN/Y2011/V31/I1/109
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