An Alterative Approach for Colored State Noises by Correcting and the Random Model
Yizhi Cao · Acta Geodaetica et Cartographica Sinica · 2008
There are many theories and models which can control the influence of the colored state noises,for example state-vector-expand filter and in random model compensation filter etc.A new approach is presented by polynomial-quotient which translates colored state noises into infinite series,and chooses the finite series,calculates the variance of colored state noises.The random model can be corrected with this method.The ARMA innovation model and the state optimal filter are designed by combining the modern time series analysis method.In order to verify the validity and rationality of this method,comparisons between this method and the approach of classic Kalman filter and state-vector-expand filter are given.The result shows that the approach can control the influences of the colored state noises effectively.