给出了空间连接系统的一种分布式并行滤波算法.该算法的特点是利用多个计算单元对全部子系统的状态同时进行估计.每个计算单元仅利用当前子系统的输出和相邻计算单元的估计结果,对当前子系统的状态进行估计,并将结果传递给相邻计算单元.在线递推计算时,该算法在计算复杂度方面仅相当于单个子系统的卡尔曼滤波.仿真结果表明,该算法的滤波精度十分接近最优的集总式卡尔曼滤波精度,二者的稳态滤波误差仅差5%.
A distributed parallel filtering algorithm is proposed for spatially interconnected systems. The characteristic of this algorithm is that multiple computing units are used to estimate the states of all the subsystems. Only utilizing the output of current subsystem and the 4estimation results from the adjacent computing units, each computing unit estimates the states of current subsystem and sends the results to its adjacent computing units. In on-line recursive computation, the computational complexity of this algorithm is just equivalent to that of Kalman filter for a single subsystem. Simulation results show that the filtering precision of this algorithm is almost the same as that of the optimal lumped Kalman filter. The steady-state estimation error between these above two algorithms is of only about 5% difference.