Kalman Filter 卡尔曼滤波器

2020-07-24 本文已影响0人 sstraybitd

$x_k \text {估计真实数据,取平均值} \\ z_k \text {第k次测量结果} \\ \begin{aligned} \hat{x}_k &= \frac{1}{k}(z_1+z_2+\cdots z_k) \\ &=\frac{1}{k} (z_1+z_2+\cdots + z_{k-1}) + \frac{1}{k}z_k \\ &=\frac{1}{k} \frac{k-1}{k-1}(z_1+z_2+\cdots + z_{k-1}) + \frac{1}{k}z_k \\ &=\frac{k-1}{k} \hat{x}_{k-1} + \frac{1}{k}z_k \\ &=\hat{x}_{k-1} - \frac{1}{k}\hat{x}_{k-1} + \frac{1}{k}z_k \\ &=\hat{x}_{k-1} + \frac{1}{k}(z_k - \hat{x}_{k-1}) \\ \end{aligned}$

Kalman Filter 卡尔曼滤波器

猜你喜欢

热点阅读