Robustness Analysis of Kalman Filtering Algorithm for Multirate Systems
多率系统Kalman滤波算法的鲁棒性分析

The multirate Kalman filtering algorithm is an important method of fusing multi-source observations in multirate systems. The multirate Kalman filtering algorithm is given based on the multirate-sampling character of chemical processes, and the robustness of the algorithm under model mismatches is investigated. By analyzing the evolution pattern of the filtering error under given hypothesis, a basic judging method of multirate Kalman filtering divergence is proposed. Then, a criterion of the filter divergence property for a class of typical systems is derived. Simulation result shows that the proposed method can be applied to the multirate Kalman filtering algorithm.