%0 Journal Article
%T Fast suboptimal fixed-interval Wiener smoothing algorithm<br>快速次优固定区间Wiener平滑器算法
%A DENG Zi-li
%A SHI Ying
%A SUN Shu-li
%A XU Yan
%A <br>邓自立
%A 石莹
%A 孙书利
%A 许燕
%J 控制理论与应用
%D 2004
%I 
%X In order to overcome the drawback that the optimal fixed-interval Kalman smoothing algorithms require a large computational burden for control systems with correlated noise, by using the Kalman filtering method based on the controlled au-toregressive moving average (CARMA) innovation model, the optimal fixed-interval Wiener recursive state smoother is derived from the steady-state optimal Kalman smoother. The obtained smoother contains the high-order polynomial matrix whose coefficient matrices exponentially decay to zero. A fast sub-optimal fixed-interval Wiener smoothing algorithm is proposed by means of truncating terms with coefficient matrices approximately equal to zero. Thus, the computational burden is obviously reduced and the method is suitable for real time application. Both the formula for truncation error and the formula for selecting truncation index are given. A simulation example shows the effectiveness of the proposed algorithm.
%K state estimation
%K fixed-interval smoothing
%K Wiener state smoother
%K fast suboptimal smoothing algorithm
%K Kalman filtering method<br>状态估计
%K 固定区间平滑
%K Wiener状态平滑器
%K 快速次优平滑算法
%K Kalman滤波方法
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=5B3AB970F71A803DEACDC0559115BFCF0A068CD97DD29835&cid=8240383F08CE46C8B05036380D75B607&jid=970898A57DFC021F93AB51667BAED7F7&aid=3780AD658BF48D04&yid=D0E58B75BFD8E51C&vid=659D3B06EBF534A7&iid=0B39A22176CE99FB&sid=7979125BBE749348&eid=B4E8EA49DAAEB84F&journal_id=1000-8152&journal_name=控制理论与应用&referenced_num=0&reference_num=3