Patent ID: 11927446
Assignee: SOUTHEAST UNIVERSITY
Field: Measurement (Instruments)
Classification: CPC G  B | IPC B  G

Claim 3:
4. The up floating error correction method according to claim 3, wherein a calculation process of the H∞ Kalman filter algorithm based on the adaptive multiple fading factor comprises:
first, performing a time update, specifically comprising: predicting a state variable Xk|k-1==Φk|k-1Xk-1 of the current moment in one step according to an optimal state variable estimate Xk-1 filtered and output at the previous moment, and predicting a state prediction covariance Pk|k-1=SkΦk|k-1Pk-1Φk|5−1TSkT+Qk-1 of the current moment according to both an optimal covariance estimation matrix Pk-1 filtered and output at the previous moment and the adaptive multiple fading factor matrix Sk output by a fading loop;
second, performing a measurement update, specifically comprising: calculating the H∞ filter gain matrix Kk=Pk|k-1HkT(HkPk|k-1HkT+I)−1 according to the state prediction covariance Pk|k-1 of the current moment, updating a system optimal state variable estimate Xk by using the H∞ filter gain matrix Kk and the state variable Xk|k-1 predicted in one step after receiving a new external observation variable, and then, calculating the H∞ filter state optimal covariance matrix, P
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     T, after calculating an H∞ threshold γ according to Pk|k-1 and a time-varying factor γa; and
finally, performing a fading factor update, specifically comprising: calculating the adaptive multiple fading factor matrix Sk=diag (s1, s2, s3 . . . , sn) after updating a transition matrix of the fading loop according to the H∞ filter state optimal covariance matrix 1, unobservable variables.