An On—Line Modeling Based Kalman Filtering Process for Time—Interval—Variable Sequences with Application to Astronomic Surveying
韩建国, 孙才红, 李彦琴 · Acta Scientiarum Naturalium Universitatis Sunyatseni · 2003
The problem of variable sampling time interval which appears in application of Kalman Filtering is analyzed and the corresponding filtering process with or without present transition matrix is suggested, then an application experiment for astronomical surveying is introduced. In this process, the known stochastically variable sampling time intervals play the roles as deterministic input sequences of the state-space description, and the corresponding matrix and (if needed) state transition matrix can be established by performing real-time and structure-linear system identification.