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Kalman 滤波

于 2022-04-19 发布 文件大小:267.61 kB
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Kalman Filter是一个高效的递归滤波器,它可以实现从一系列的噪声测量中,估计动态系统的状态。广泛应用于包含Radar、计算机视觉在内的等工程应用领域,在控制理论和控制系统工程中也是一个非常重要的课题。连同线性均方规划,卡尔曼滤波器可以用于解决LQG(Linear-quadratic-Gaussian control)问题。卡尔曼滤波器,线性均方归化及线性均方高斯控制器,是大部分控制领域基础难题的主要解决途径。

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