将具有区间值隶属函数的区间参数引入卡尔曼滤波,用区间值的集合来表示隶属函数,为解决具有不确定参数的系统优化问题提供了一种新的思路。最后通过实验验证了方法的有效性。
As an important optimal estimation theory,Kalman filter has been used in many fields.There are some truths in a practical system which cause filtering divergence,such as model uncertainties and statistical characteristics of interference signal known incompletely.This paper takes interval parameters that have interval membership function to Kalman filter,and let interval set denote membership function,whick provides a new way to slove system optimization problem with uncertain parameters.The results from the actual GPS/IMU integrated system indicate that the filtering method proposed is effective.