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Khác biệt giữa bản sửa đổi của “Bộ lọc Kalman”

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==Tham khảo==
==Tham khảo==
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==Nghiên cứu thêm==
== Further reading ==

{{refbegin|30em}}
* {{ cite book | author = Einicke, G.A. | year = 2012 | title = Smoothing, Filtering and Prediction: Estimating the Past, Present and Future | publisher = Intech | location = Rijeka, Croatia | isbn = 978-953-307-752-9 | url = http://www.intechopen.com/books/smoothing-filtering-and-prediction-estimating-the-past-present-and-future}}
* {{ cite book | author = Gelb, A. | year = 1974 | title = Applied Optimal Estimation | publisher = MIT Press | isbn = }}
* {{ cite journal | author = Kalman, R.E. | year = 1960 | title = A new approach to linear filtering and prediction problems | journal = Journal of Basic Engineering | volume = 82 | issue = 1 | pages = 35–45 | url = http://www.elo.utfsm.cl/~ipd481/Papers%20varios/kalman1960.pdf | accessdate = 2008-05-03 }}
* {{ cite journal | author = Kalman, R.E. | coauthors = Bucy, R.S. | year = 1961 | title = New Results in Linear Filtering and Prediction Theory | url = http://www.dtic.mil/srch/doc?collection=t2&id=ADD518892|verb=getRecord&metadataPrefix=html&identifier=ADD518892 | accessdate = 2008-05-03 }}
* {{ cite book | author = Harvey, A.C. | year = 1990 | title = Forecasting, Structural Time Series Models and the Kalman Filter | publisher = Cambridge University Press | isbn = }}
* {{ cite journal | author = Roweis, S. | coauthors = Ghahramani, Z. | year = 1999 | title = A Unifying Review of Linear Gaussian Models | journal = Neural Computation | volume = 11 | issue = 2 | pages = 305–345 | doi = 10.1162/089976699300016674 | pmid = 9950734 }}
* {{ cite book | author = Simon, D. | year = 2006 | title = Optimal State Estimation: Kalman, H Infinity, and Nonlinear Approaches | publisher = Wiley-Interscience | url = http://academic.csuohio.edu/simond/estimation/ | isbn = }}
* {{ cite book | author = Stengel, R.F. | year = 1994 | title = Optimal Control and Estimation | publisher = Dover Publications | isbn = 0-486-68200-5 | url = http://www.princeton.edu/~stengel/OptConEst.html }}
* {{ cite journal | author = [[Kevin Warwick|Warwick, K]]. | year = 1987 | title = Optimal observers for ARMA models | journal = International Journal of Control | volume = 46 | issue = 5 | pages = 1493–1503 | url = http://www.informaworld.com/index/779885789.pdf | accessdate = 2008-05-03 | doi = 10.1080/00207178708933989 }}
* {{ cite book | author = Bierman, G.J. | year = 1977 | title = Factorization Methods for Discrete Sequential Estimation | journal = Mathematics in Science and Engineering | volume = 128 | isbn = 978-0-486-44981-4 | publisher = Dover Publications | location = Mineola, N.Y. }}
* {{ cite book | author = Bozic, S.M. | year = 1994 | title = Digital and Kalman filtering | publisher = Butterworth-Heinemann | isbn = }}
* {{ cite book | author = Haykin, S. | year = 2002 | title = Adaptive Filter Theory | publisher = Prentice Hall | isbn = }}
* {{ cite book | author = Liu, W. | coauthors = Principe, J.C. and Haykin, S. | year = 2010 | title = Kernel Adaptive Filtering: A Comprehensive Introduction | publisher = John Wiley | isbn = }}
* {{ cite book | author = Manolakis, D.G. | year = 1999 | title = Statistical and Adaptive signal processing | publisher = Artech House | isbn = }}
* {{ cite journal | author = Welch, Greg | coauthors = Bishop, Gary | year = 1997 | title = SCAAT: Incremental Tracking with Incomplete Information | url = http://www.cs.unc.edu/~welch/media/pdf/scaat.pdf | pages = 333–344 | isbn = 0-89791-896-7 | doi = 10.1145/258734.258876 | publisher = ACM Press/Addison-Wesley Publishing Co }}
* {{ cite book | first=Andrew H. |last= Jazwinski | year = 1970 | title = Stochastic Processes and Filtering | publisher = [[Academic Press]] | location=New York | series = Mathematics in Science and Engineering | pages=376 | isbn=0-12-381550-9 }}
* {{ cite book | first=Peter S. |last=Maybeck | year = 1979 | title = Stochastic Models, Estimation, and Control | publisher = [[Academic Press]] | location=New York | isbn = 0-12-480701-1 | volume = 141-1 | series = Mathematics in Science and Engineering | pages=423 }}
* {{ cite book | author = Moriya, N. | year = 2011 | title = Primer to Kalman Filtering: A Physicist Perspective | publisher = [[Nova Science Publishers, Inc]] | location=New York | isbn = 978-1-61668-311-5 }}
* {{ cite journal | author = Dunik, J. | coauthors = Simandl M., Straka O. | year = 2009 | title = Methods for estimating state and measurement noise covariance matrices: Aspects and comparisons. | journal = Proceedings of 15th IFAC Symposium on System Identification | place = France | pages = 372–377 }}
* {{ cite book | first=Charles K. |last=Chui |first2=Guanrong |last2=Chen | year = 2009 | title = Kalman Filtering with Real-Time Applications | publisher = [[Springer Science+Business Media|Springer]] | location=New York | isbn = 978-3-540-87848-3 | volume = 17 | series = Springer Series in Information Sciences | edition = 4th | pages=229 }}
* {{ cite journal | author = Spivey, Ben | coauthors = Hedengren, J. D. and Edgar, T. F. | journal = Industrial & Engineering Chemistry Research | volume = 49 | issue = 17 | year = 2010 | title = Constrained Nonlinear Estimation for Industrial Process Fouling | url = http://pubs.acs.org/doi/abs/10.1021/ie9018116 | pages = 7824–7831 | doi = 10.1021/ie9018116 }}
* [[Thomas Kailath]], [[Ali H. Sayed]], and [[Babak Hassibi]], Linear Estimation, Prentice-Hall, NJ, 2000, ISBN 978-0-13-022464-4.
* [[Ali H. Sayed]], Adaptive Filters, Wiley, NJ, 2008, ISBN 978-0-470-25388-5.
{{refend}}

== Liên kết ngoài ==
== Liên kết ngoài ==
* [http://www.cs.unc.edu/~welch/kalman/kalmanPaper.html A New Approach to Linear Filtering and Prediction Problems], by R. E. Kalman, 1960
* [http://www.cs.unc.edu/~welch/kalman/kalmanPaper.html A New Approach to Linear Filtering and Prediction Problems], by R. E. Kalman, 1960

Phiên bản lúc 16:01, ngày 5 tháng 6 năm 2013

Bộ lọc Kalman, được Rudolf (Rudy) E. Kálmán công bố năm 1960, là thuật toán sử dụng chuỗi các giá trị đo lường, bị ảnh hưởng bởi nhiễu hoặc sai số, để ước đoán biến số nhằm tăng độ chính xác so với việc sử dụng duy nhất một giá trị đo lường. Bộ lọc Kalman thực hiện phương pháp truy hồi đối với chuỗi các giá trị đầu vào bị nhiễu, nhằm tối ưu hóa giá trị ước đoán trạng thái của hệ thống.

Tham khảo

Nghiên cứu thêm

Further reading

  • Einicke, G.A. (2012). Smoothing, Filtering and Prediction: Estimating the Past, Present and Future. Rijeka, Croatia: Intech. ISBN 978-953-307-752-9.
  • Gelb, A. (1974). Applied Optimal Estimation. MIT Press.
  • Kalman, R.E. (1960). “A new approach to linear filtering and prediction problems” (PDF). Journal of Basic Engineering. 82 (1): 35–45. Truy cập ngày 3 tháng 5 năm 2008.
  • Kalman, R.E. (1961). “New Results in Linear Filtering and Prediction Theory”. Truy cập ngày 3 tháng 5 năm 2008. Đã bỏ qua tham số không rõ |coauthors= (gợi ý |author=) (trợ giúp); Đã bỏ qua tham số không rõ |verb= (trợ giúp); Chú thích journal cần |journal= (trợ giúp)
  • Harvey, A.C. (1990). Forecasting, Structural Time Series Models and the Kalman Filter. Cambridge University Press.
  • Roweis, S. (1999). “A Unifying Review of Linear Gaussian Models”. Neural Computation. 11 (2): 305–345. doi:10.1162/089976699300016674. PMID 9950734. Đã bỏ qua tham số không rõ |coauthors= (gợi ý |author=) (trợ giúp)
  • Simon, D. (2006). Optimal State Estimation: Kalman, H Infinity, and Nonlinear Approaches. Wiley-Interscience.
  • Stengel, R.F. (1994). Optimal Control and Estimation. Dover Publications. ISBN 0-486-68200-5.
  • Warwick, K. (1987). “Optimal observers for ARMA models” (PDF). International Journal of Control. 46 (5): 1493–1503. doi:10.1080/00207178708933989. Truy cập ngày 3 tháng 5 năm 2008.
  • Bierman, G.J. (1977). Factorization Methods for Discrete Sequential Estimation. Mathematics in Science and Engineering. 128. Mineola, N.Y.: Dover Publications. ISBN 978-0-486-44981-4.
  • Bozic, S.M. (1994). Digital and Kalman filtering. Butterworth-Heinemann.
  • Haykin, S. (2002). Adaptive Filter Theory. Prentice Hall.
  • Liu, W. (2010). Kernel Adaptive Filtering: A Comprehensive Introduction. John Wiley. Đã bỏ qua tham số không rõ |coauthors= (gợi ý |author=) (trợ giúp)
  • Manolakis, D.G. (1999). Statistical and Adaptive signal processing. Artech House.
  • Welch, Greg (1997). “SCAAT: Incremental Tracking with Incomplete Information” (PDF). ACM Press/Addison-Wesley Publishing Co: 333–344. doi:10.1145/258734.258876. ISBN 0-89791-896-7. Đã bỏ qua tham số không rõ |coauthors= (gợi ý |author=) (trợ giúp); Chú thích journal cần |journal= (trợ giúp)
  • Jazwinski, Andrew H. (1970). Stochastic Processes and Filtering. Mathematics in Science and Engineering. New York: Academic Press. tr. 376. ISBN 0-12-381550-9.
  • Maybeck, Peter S. (1979). Stochastic Models, Estimation, and Control. Mathematics in Science and Engineering. 141–1. New York: Academic Press. tr. 423. ISBN 0-12-480701-1.
  • Moriya, N. (2011). Primer to Kalman Filtering: A Physicist Perspective. New York: Nova Science Publishers, Inc. ISBN 978-1-61668-311-5.
  • Dunik, J. (2009). “Methods for estimating state and measurement noise covariance matrices: Aspects and comparisons”. Proceedings of 15th IFAC Symposium on System Identification. France: 372–377. Đã bỏ qua tham số không rõ |coauthors= (gợi ý |author=) (trợ giúp)
  • Chui, Charles K.; Chen, Guanrong (2009). Kalman Filtering with Real-Time Applications. Springer Series in Information Sciences. 17 (ấn bản 4). New York: Springer. tr. 229. ISBN 978-3-540-87848-3.
  • Spivey, Ben (2010). “Constrained Nonlinear Estimation for Industrial Process Fouling”. Industrial & Engineering Chemistry Research. 49 (17): 7824–7831. doi:10.1021/ie9018116. Đã bỏ qua tham số không rõ |coauthors= (gợi ý |author=) (trợ giúp)
  • Thomas Kailath, Ali H. Sayed, and Babak Hassibi, Linear Estimation, Prentice-Hall, NJ, 2000, ISBN 978-0-13-022464-4.
  • Ali H. Sayed, Adaptive Filters, Wiley, NJ, 2008, ISBN 978-0-470-25388-5.

Liên kết ngoài