期刊
IET CONTROL THEORY AND APPLICATIONS
卷 11, 期 1, 页码 122-128出版社
INST ENGINEERING TECHNOLOGY-IET
DOI: 10.1049/iet-cta.2016.0624
关键词
-
资金
- National Basic Research Program of China (973 Program) [2012CB821200, 2012CB821201]
- NSFC [61573031, 61134005, 61327807, 61473010, 61532006, 61320106006, 61520106010]
Kalman filters for discrete-time linear systems with censored measurements have been developed, of which the Tobit Kalman filter has been shown an effective candidate. In this study, the authors expand the Tobit Kalman filter to discrete-time linear systems with time-correlated multiplicative measurement noise. By introducing several new terms including the estimates for the products of multiplicative measurement noise and the state as well as their error covariance matrices, the proposed filter can be implemented in a recursive manner. A numerical example involving radar tracking is provided to show the effectiveness of the proposed filter.
作者
我是这篇论文的作者
点击您的名字以认领此论文并将其添加到您的个人资料中。
推荐
暂无数据