摘要
对于线性系统，其可观测性可通过对可观测性矩阵的分析获得，但并不能求出系统的观测度。在卡尔曼滤波中为分析滤波的效果，还必须更深入地了解系统的观测度。本文以线性定常系统为背景，分析了基于可观测矩阵行列式值的观测度和基于卡尔曼滤波协方差矩阵的观测度，提出了一种基于可观测矩阵特征值和特征向量的观测度，这种方法具有简单和适用范围广的特点。最后以惯性导航系统的地面初始对准为例说明了这种方法的有效性。
The observability of linear timeinvariant dynamic system can be obtained by the analysis of the observable matrix, but it can not give the observability. In order to analyse the results of Kalman filter, it is necessary to study the observability further more. This paper analyses the observability based on the value of determinant and the error covariance matrix of Kalman filter of linear timeinvariant system, and proposes a new kind of observability based on eigenvalues and associated eigenvectors of observable matrix. By taking ground initial alignment of inertial navigation system for example, the paper also illustrates the effectiveness of this method, which is simple and can be used widely.
出处
《中国惯性技术学报》
EI
CSCD
1999年第2期19-22,共4页
Journal of Chinese Inertial Technology
基金
"九五"国防科技预研资助
关键词
卡尔曼滤波
特征值
观测度
惯性导航
Kalman filtering
eigenvalue
observability
inertial navigation
