中文说明:处理非线性问题时,通常的处理方法是利用线性化技巧将非线性滤波问题转化为一个近似的线性滤波问题,套用线性滤波理论得到求解原非线性滤波问题的次优滤波算法,其中最常用的线性化方法是泰勒级数展开,所得到的滤波方法是扩展卡尔曼滤波(EKF)
English Description:
When dealing with nonlinear problems, the usual processing method is to transform the nonlinear filtering problem into an approximate linear filtering problem by using the linearization technique. The suboptimal filtering algorithm for solving the original nonlinear filtering problem is obtained by applying the linear filtering theory. The most commonly used linearization method is Taylor series expansion, and the filtering method obtained is extended Kalman filter (EKF)