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Kalman filtering method based on analog circuit and analog circuit

A technology of Kalman filtering and analog circuits, applied in the direction of navigation computing tools, etc., can solve the problems of A/D converters and digital processors to increase costs, affect system reliability, and complex structures, so as to improve reliability and anti-interference Ability, avoid conversion, fast time response effect

Active Publication Date: 2013-07-10
WUHAN UNIV
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Problems solved by technology

[0010] (1) Reliability: The system includes an analog part, a digital part and an analog-to-digital interface, and the structure is relatively complex, which affects the reliability of the system;
[0011] (2) Time response: The response speed is limited by the processing speed of the digital processor and the A / D conversion frequency. If a high-speed processor is used, the cost will increase significantly;
[0012] (3) Cost: The use of A / D converters and digital processors significantly increases the cost

Method used

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  • Kalman filtering method based on analog circuit and analog circuit
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Embodiment Construction

[0044] The present invention is based on the Kalman filter equation of continuous time, and according to the solution method of the Riccati (Riccati) equation, obtains the steady-state solution of the Kalman filter equation, and the filter parameters (such as the gain matrix) become constant after entering the steady state, thereby So that each operation link (such as addition, integration, proportional operation, etc.) can be realized with analog components such as operational amplifiers. Experiments show that the estimated results obtained by the Kalman filter implemented by analog circuits are consistent with the results of the Kalman filter implemented by digital methods. It shows that it is feasible to realize Kalman filter by analog circuit.

[0045] There are also some errors in analog devices and analog circuits themselves, such as operational amplifier leakage current, bias voltage, etc., but the errors caused by the analog circuit itself can be reduced through reasona...

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Abstract

The invention discloses a Kalman filtering method based on an analog circuit and the analog circuit. The method is characterized in that based on the continuous-time Kalman filter equation, and according to a solution method of Riccati equation, a steady-state solution of the Kalman filter equation is obtained; and after entering a steady state, filtering parameters become constants, such that various operation links can be achieved with analog devices such as an operational amplifier. Experiments show that the estimated result obtained by using the method of the invention is consistent with the result of the Kalman filter achieved in a digital form, so the method of the invention is feasible.

Description

technical field [0001] The present invention relates to a Kalman (Kalman) filtering algorithm, in particular to a Kalman filtering method based on an analog circuit form and an analog circuit. Background technique [0002] The method or technique of extracting useful signals from the measured or received signals with interference is called filtering, or signal filtering. According to the statistical characteristics of the required signal and the measured value, it is obtained from the measured value that the error performance in a certain statistical sense is the smallest, that is, the optimal signal estimate, which is generally called optimal filtering or optimal estimation. [0003] Kalman filtering, which appeared in 1960, is a linear minimum variance filtering method. It is an emerging technology developed based on probability theory, mathematical statistics and linear algebra theory, and is a major aspect of modern control engineering. The Kalman filter theory has been...

Claims

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Application Information

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IPC IPC(8): G01C21/20
Inventor 牛小骥班亚龙张提升李冰杨鑫郭文飞
Owner WUHAN UNIV
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