B GIO DC V O TO

TRNG I HC S PHM K THUT TPHCM

KHOA IN IN T
B MN IN T VIN THNG
-----------

BO CO
N TT NGHIP

ti:

TM HIU B LC KALMAN
NG DNG LC NHIU TRONG CM BIN

GVHD : Th.S TRNG NGC SN

SVTH : TRNG VN LU
07117034
NGUYN HUY DANH
07117012

TP.H CH MINH 5/2012

TRNG I HC SPKT TPHCM

Khoa in - in T
B Mn in T Vin Thng

CNG HA X HI CH NGHA VIT NAM

c lp - T do - Hnh phc
Tp. H Ch Minh, ngy.....thng...... nm 201...

NHIM V N TT NGHIP
(Bn nhim v ny c ng vo trang nht ca cun n)
H tn sinh vin 1: .......................................................................................................................
Lp:......................................................................................MSSV:.............................................
H tn sinh vin 2: .......................................................................................................................
Lp:......................................................................................MSSV:.............................................
1. Tn ti: .................................................................................................................................
.......................................................................................................................................................
2. Nhim v (yu cu v ni dung v s liu ban u):
.......................................................................................................................................................
.......................................................................................................................................................
.......................................................................................................................................................
.......................................................................................................................................................
.......................................................................................................................................................
.......................................................................................................................................................
.......................................................................................................................................................
.......................................................................................................................................................
3. Ngy giao nhim v ATN: ............................................
4. Ngy bo v 50% ATN: ................................................
5. Ngy hon thnh v np v khoa: ...................................
6. Gio vin hng dn:
Phn hng dn:
1..................................................................
........................................................
2 .................................................................
.......................................................
3..................................................................
........................................................
Ni dung v yu cu ATN thng qua Khoa v B mn
Ngy

thng
nm 2011
TRNG KHOA
(K v ghi r h v tn)

CH NHIM B MN
(K v ghi r h tn)

GV HNG DN
(K v ghi r h v tn)

TRNG I HC SPKT TPHCM

Khoa in - in T
B Mn in T Vin Thng

CNG HA X HI CH NGHA VIT NAM

c lp - T do - Hnh phc
Tp. H Ch Minh, ngy.....thng...... nm 2011

LCH TRNH THC HIN N TT NGHIP

(Bn lch trnh ny c np km theo cun ATN)
H tn sinh vin 1: .......................................................................................................................
Lp:......................................................................................MSSV:.............................................
H tn sinh vin 2: .......................................................................................................................
Lp:......................................................................................MSSV:.............................................
Tn ti: .....................................................................................................................................
.......................................................................................................................................................
Tun/ngy

Ni dung

Xc nhn GVHD

GV HNG DN
(K v ghi r h v tn

 n Tt Nghip
Trang i

LI CM N

hon thnh n tt nghip ny, trc ht, chng em xin gi li cm n n thy

Trng Ngc Sn inh hng, hng dn tn tnh nhm c th hon thnh tt nht
nhim v c giao.
Bn cnh , chng em cng khng qun gi li cm n n ton th qu thy c khoa
in in t ni chung v b mn in t vin thng ni ring cung cp cho chng em
nhng kin thc qu bo trong sut thi gian hc tp ngi trng i hc S phm k thut
TPHCM chng em hon thnh c n ny.
ng thi, chng con xin gi ti cha m v gia nh nhng ngi bn chng
con sut nhng nm chng con hc tp v tin hnh n.
Nhm thc hi n ti cng xin cm n n cc anh chi em khoa in in t v
ton th lp 071170 gip chia s kinh nghim v kin thc gip nhm lm tt cng vic
trong sut tin trnh thc hin ti.
Tuy nhin, do thi gian v kin thc c hn nn n chc chn khng th trnh khi
nhng thiu st, nhm thc hin ti rt mong c s ng gp kin ca cc thy, cc c
v ton th cc bn.
Mt ln na xin cm n tt c mi ngi vi lng bit n chn thnh v su sc nht!

Nhm thc hin ti

Nguyn Huy Danh Trng Vn Lu

 n Tt Nghip
Trang ii

CNG CHI TIT

ti:

TM HIU B LC KALMAN
NG DNG LC NHIU TRONG CM BIN
CHNG 1: GII THIU
1.1. L do chn ti
1.2. Mc tiu chn ti

1.3. i tng nghin cu

1.4. Gii hn ti
1.5. Yu cu thit k h thng
1.6. ngha thc tin
CHNG 2: TNG QUAN V B LC S
2.1. M u.
2.2. Gii thiu v b lc s.
2.3. Cc thng s ca h thng min thi gian.
2.4. Cc thong s ca h thng min tn s.
2.5. Cc dng b lc
CHNG 3: B LC KALMAN
3.1. Gii thiu v b lc Kalman
3.2. L thuyt v c lng
3.3. Lc thch nghi b lc Kalman
3.4. So snh v kt lun
CHNG 4:NG DNG B LC KALMAN VO LC NHIU CM BIN
4.1. Cc loi nhiu c th nh hng ti cm bin
4.2.Thut ton kalman vo lc nhiu trong cm bin
CHNG 5: THIT K PHN CNG
5.1. Thit k mch vi x l
5.2. Mch kt hp cm bin gyro v Acer
CHNG 6: Lp trnh
6.1. Lu v lp trnh bng ngn ng C cho vi iu khin

 n Tt Nghip
Trang iii

MC LC
Trang ba lt
Quyt inh giao ti......................................................................................................
Lich trnh thc hin ti................................................................................................
PHN A: GII THIU...................................................................................................
LI CM N...............................................................................................................................i
CNG CHI TIT...............................................................................................................ii
1.3.

i tng nghin cu...................................................................................................ii

1.4.

Gii hn ti...............................................................................................................ii

1.5.

Yu cu thit k h thng.............................................................................................ii

1.6.

ngha thc tin...........................................................................................................ii

MC LC..................................................................................................................................iii
LIT K BNG..........................................................................................................................v
LIT K HNH..........................................................................................................................vi
BNG LIT K VIT TT.....................................................................................................vii
TM TT LUN VN...........................................................................................................viii
ABSTRACT...............................................................................................................................ix
CHNG 1: GII THIU........................................................................................................10
1.1.

L do chn ti.........................................................................................................10

1.2.

Mc tiu ca ti......................................................................................................10

1.3.

i tng nghin cu.................................................................................................10

1.4.

Gii hn ti.............................................................................................................10

1.5.

Yu cu thit k h thng:...........................................................................................10

1.6.

ngha thc tin.........................................................................................................10

1.7.

B cc n................................................................................................................11

2.1 M u:...........................................................................................................................12
2.2.GII THIU V LC S:..............................................................................................13
2.3.CC THNG S CA H THNG MIN THI GIAN:........................................15
2.3.1.Tc chuyn i hay thi gian ln( Risetime):......................................................15
2.3.2.Gn sng nh( Overshoot) trong p ng bc thang:...............................................15
2.3.3.Pha tuyn tnh:..........................................................................................................15
2.4.CC THNG S CA H THNG MIN TN S:..............................................16

 n Tt Nghip
Trang iv
2.5.CC B LC THNG THP, THNG CAO, THNG DI, V CHN DI:.........18
2.6.CU TRC CN BN CA CC B LC S:.........................................................22
2.6.1.B lc FIR:...............................................................................................................22
2.6.2.B lc IIR:................................................................................................................28
2.7.KT LUN:....................................................................................................................30
CHNG 3: B LC KALMAN............................................................................................31
3.1.

GII THIU V B LC KALMAN......................................................................31

3.2.

L THUYT V C LNG...............................................................................31

3.2.1.

KHI NIM :......................................................................................................31

3.2.2.

NH GI CHT LNG...............................................................................31

3.2.3.

PHNG SAI.....................................................................................................32

3.2.4.

C LNG CA TRUNG BNH V PHNG SAI...................................34

3.2.5.

HNG PHP BNH PHNG B NHT.....................................................36

3.3.

LC THICH NGHI-B LC KALMAN..............................................................37

3.3.1.

L THUYT B LC KALMAN.....................................................................37

3.3.2.

QUY TRNH C LNG................................................................................40

3.3.3. THUT TON KALMAN GIN ON..............................................................40

3.3.4.

KT LUN..........................................................................................................43

TI LIU THAM KHO.........................................................................................................46

 n Tt Nghip
Trang v

LIT K BNG
Chng 2:
Bng 2.1 : Cc cp bin i Z thng dng...............................................................25
Bng 2.2 : Cc tnh cht ca bin i Z...................................................................26
Bng 2.3 : Mt vi ca s thng dng.....................................................................28

 n Tt Nghip
Trang vi

LIT K HNH
Chng 2
Hnh 2.1 Qu trnh hot ng ca mt b lc s...................................................12
Hnh 2.2 p ng xung, p ng bc v p ng tn s ca b lc...................14
Hnh 2.3 Cc thng s ca h thng min thi gian..........................................16
Hnh 2.4 Cc p ng tn s ca cc b lc cn bn............................................17
Hnh 2.5 Cc thng s ca h thng min tn s...............................................28
Hnh 2.6 s nghich o ph..................................................................................29
Hnh 2.7 S o chiu ph...................................................................................20
Hnh 2.8 Thit k b lc thng di........................................................................20
Hnh 2.9 Thit k b lc chn di.........................................................................21
Hnh 2.10 Cc tham s k thut ca b lc thng thp........................................22
Hnh 2.11 Cu trc b lc FIR th hin cc b tr................................................25
Hnh 2.12 Cu trc hng ro FIR..........................................................................25
Hnh 2.13 S thc hin b lc FIR dng trc tip................................................27
Hnh 2.14 S thc hin ngang hng ca mt b lc FIR......................................27
Hnh 2.15 S thc hin b lc FIR dng t bo ca b nhn/tch lu song song. .27
Hnh 2.16 S thc hin b lc FIR dng chuyn vi..............................................28
Hnh 2.17 Cu trc b lc IIR dng trc tip I......................................................29
Hnh 2.18 Cu trc b lc IIR dng trc tip II....................................................30
Chng 3
Hnh 3.1 Tn hiu thu cha lc..............................................................................38
Hnh 3.2 Tn hiu thu lc qua kalman...............................................................39
Hnh 3.3 S b lc Kalman...............................................................................39
Hnh 3.4 Chu k b lc gin on.........................................................................41
Hnh 3.5 S tin trnh......................................................................................43

 n Tt Nghip
Trang vii

BNG LIT K VIT TT

ALU
AM
APA
CCS
CPU
CSR
DC
DC
DP
EDMA
EMIF
IT
HID
EP
FIR
IE
API
SNMP
FM
EIRP
ERP
IER
IFR
IIR
LMS
McBSP
GIE
FP
HPI

Arithmetic - Logic Unit

Amplitude Modulation
Affine Projection Algorithm
Code Composer Studio
Central Processing Unit
Control Status Register
Decode
Direct Current
Dispath

Enhanced Direct Memory Access

External Memory Interface
Informatic Technology
Hughes Identification Devices

Execute Packet
Finite Impulse Respone
Interrupt Enable
Application Programming Interface
Simple Network Management Protocol

Frequency Modulation
Equivalent Isotropic Radio Power
Equivalent Radio Power

Interrupt Enable Register

Interrupt Flag Register
Infinite Impulse Respone
Least Mean Square
Multi-channel Buffered Serial Ports
Global Interrupt Enable
Fetch Packet
Host - Port Interface

 n Tt Nghip
Trang viii

TM TT LUN VN
ti l s kt hp gia thut ton kalman, lp trnh bng ngn ng C trn vi
x l lc nhiu cho cm bin gc nghing
C s l thuyt:
- Tm hiu chung v thut ton Kalman.
- c trng c bn b lc kalman.
- ng dng ca cm bin gc nghing
Thit k v thi cng:
- Thi cng c mch mch vi x ly kt hp vi cm bin gc nghing.
- Lp trnh thut ton Kalman bng ngn ng C trn vi x l.

 n Tt Nghip
Trang ix

ABSTRACT
Thread is a combination of Kalman algorithms, programming language C on a
noiseprocessor for angle sensor
Theoretical basis:
- Learn general Kalman algorithm.
- A principal Kalman filter.
- Application of tilt sensors
Design and execution:
- Construction of the microprocessor circuit combined with the
angle sensor.
- Programming Kalman algorithm in C language on a microprocessor.

 n Tt Nghip
Trang x

 n Tt Nghip

Trang 11

CHNG 1: GII THIU

1.1.

L do chn ti
Ngy nay, nn cng ngh th gii ang pht trin nhanh chng vi hng lot cc gii php
cng ngh ra i mi nm. Theo , cc sinh vin ngnh cng ngh ngoi vic tip thu cc kin
thc ging ng cn phi tm hiu v nghin cu thm cc cng ngh tin tin trn th gii
c th p ng c yu cu cao ca thi trng lao ng. Cc loi cm bin c s dng rng ri
trong cc thit bi trong dn dng cng nh trong cng nghip.
Th nhng nhiu loi cm bin li rt nhy cm vi nhiu, vn lm sao loi nhiu ra
khi tn hiu l mt vn tht s khng n gin.
Vi nhng u im vt tri, tim nng ng dng ca thut ton Kalman vo thc t trong vic p
dng thu c tn hiu gn ng vi tn hiu tht t cm bin l rt kh quan , v vy vic
nghin cu nm r v tin ti lm ch phng php ny l rt cn thit v b ch. Ngoi ra, vi
mong mun p dng v lp trnh thut ton Kalman vo thc t nhm xut chn ti TM
HIU B LC KALMAN NG DNG VO LC NHIU TRN NHIU TRN CM
BIN lm ti tt nghip ca nhm.
1.2.

Mc tiu ca ti
Nghin cu v thut ton Kalman, ng dng lc nhiu cho cm bin gc nghin.
Lp trnh b lc trn vi x l

1.3.

i tng nghin cu
Thut ton Kalman
Ngn ng lp trn C
Vi x l v cm bin gc nghing
Gii hn ti

1.4.

Nhm c gng ht sc v dnh rt nhiu thi gian cho qu trnh nghin cu ti nhng
do nguyn nhn khch quan (gi thnh thit bi qu t, ti liu v ti cn tng i t, lng
kin thc lin quan n ti l mi so vi nhm nghin cu) cng nh kinh nghim, k nng ca
nhm cn thiu nn khng th trnh khi nhng kh khn. V vy nhm hn ch ti vic xy
dng phn mm qun l v thit k, thi cng m hnh m cha a ra sn phm hon thin thc
s.
1.5.

Yu cu thit k h thng:
Yu cu v phn cng: c cc gi tri t cm bin tt, giao ng t , khng bi nh hng
nhiu t nhiu.
1.6. ngha thc tin
Nu c hon thin v a vo p dng, ti chc chn s em li nhiu li ch trong
vic p dng vo thc t lc nhiu trong cm bin cng nh trong truyn tn hiu.
Dn nghin cu
Nghin cu thut ton kalman
- Tng quan v thut ton Kalman
Chng 1: Gii Thiu

 n Tt Nghip

Trang 12

- Nghin cu v c lng
- ng dng lp trnh thut ton trn vi x l
Thit k phn cng
- Tm hiu yu cu thit k mch vi xu l giao tip vi Lcd
- Thit k mch kt hp cm bin gc nghing
1.7. B cc n
Ngoi chng m u: Gii thiu tng quan v ti v chng cui: Kt lun v hng
pht trin ti. n gm 2 phn c bn sau:
Phn 1: C s l thuyt, gm 3 chng
- Chng 2: Tng quan v b lc s
- Chng 3: B lc Kalman
- Chng 4: ng dng thut ton Kalman vo bi ton lc nhiu
Phn 2: Thit k v thi cng, gm 4 chng
- Chng 6: Thit k phn cng
- Chng 7: lp trnh cho vi x l

Chng 1: Gii Thiu

 n Tt Nghip

Trang 13

CHNG 2: TNG QUAN V B LC S

2.1 M u:
Lc s l qu trnh rt quan trng ca x l tn hiu s, v chnh nhng kh nng phi thng
ca cc b lc s lm cho chng tr nn rt ph bin nh ngy nay. Cc b lc s gm c hai
cng dng chnh : phn tch tn hiu v phc hi tn hiu. Phn tch tn hiu c p dng khi tn
hiu mong mun bi giao thoa vi cc tn hiu khc hay bi cc loi nhiu tc ng vo n. Cn
phc hi tn hiu l khi tn hiu m ta mong mun hay cn nh gi, xt nghim bi sai lch i
bi nhiu yu t ca mi trung tc ng vo; lm cho n bi bin dng gy nh hng n kt qu
nh gi.
C hai kiu lc chnh: Tng t v s. Chng khc nhau hon ton v cu to vt l v cch
lm vic. Mt b lc tng t s dng cc mch in tng t c to ra t cc thit bi nh l
in tr, t in, hay opamp, C cc chun k thut tt tn ti trong mt thi gian di cho
vic thit k mt mch b lc tng t. Cn mt b lc s th s dng mt b x l s hot
ng tnh ton s ho trn cc gi tri c ly mu ca tn hiu. B x l c th l mt my tnh
mc ch chung nh mt PC, hay mt chp DSP chuyn dng. Cc qu trnh hot ng ca mt b
lc s c th hin nh hnh 2.1 sau:

Hnh 2.1: Qu trnh hot ng ca mt b lc s.

Ni chung cc cng vic ca b lc s c th c thc hin bi b lc tng t( Analog
Filter). Cc b lc tng t c u im l gi thnh r, tc ng nhanh, di ng( Dynamic
Range) v bin v tn s u rng. Tuy nhin cc b lc s th c cc cp thc hin hn hn
cc b lc tng t, v d nh: cc b lc s thng thp c th c li( Gain) 1+/-0.0002 t DC
n 1000Hz v li s nh hn 0.0002 cc tn s trn 1001Hz. Tt c cc hot ng din ra

Chng 2: Tng Quan V B Lc S

 n Tt Nghip

Trang 14

ch trong khong 1Hz. iu ny khng th thc hin c cc b lc tng t. V v vy cc b

lc s s dn dn thay th cho cc b lc tng t vi cc u im c th nh sau:
1) Mt b lc s th c kh nng lp trnh c, cn mt b lc tng t, mun thay i cu
trc th phi thit k li b lc.
2) Cc b lc s d dng thit k, d kim tra v d thi hnh trn mt my tnh mc ch
chung hay mt trm lm vic.
3) c im cc mch lc tng t l bi nh hng bi s tri v ph thuc nhiu vo nhit
. Cc b lc s th khng c cc vn ny, v rt n inh vi c thi gian v nhit .
4) Cc b lc s c th x l cc tn hiu tn s thp rt chnh xc. Tc ca cng ngh
DSP ngy cng tng ln, lm cho cc b lc s c kh nng x l cc tn hiu tn s cao
trong min m tn( Radio Frequency), m trong qu kh l lnh vc c quyn ca cng
ngh tng t.
5) Cc b lc s linh hot hn nhiu trong x l tn hiu, vi nhiu cch khc nhau hay
chnh l s x l thch nghi.
6) Cc b x l DSP nhanh c th x l cc t hp phc tp, phn cng tng i n gin,
v mt tch hp rt cao.
nng cao cht lng ca cc b lc tng t, ta ch trng khc phc hn ch ca linh
kin nh chnh xc, n inh, s ph thuc vo nhit v .v.v. Cn i vi cc b lc s,
vn d bn thn n c nhiu u im nn ta ch ch trng n cc hn ch ca tn hiu v cc
phng php thit k v thut ton chng trnh x l tn hiu.
Trong chng ny, chng ta s tm hiu v mt s l thuyt c s v lc tn hiu.
2.2.GII THIU V LC S:
Trong x l tn hiu s, ta thng ni tn hiu vo v ra ca mt b lc u min thi gian,
bi v tn hiu thng c to ra bng cch ly mu cc thi im cch u nhau. Tuy nhin, ta
cng c th ly mu cc vi tr cch u nhau trong khng gian hay trong mt s phm tr khc;
nhng thng thng nht l ly mu trong min thi gian v min tn s. Trong x l tn hiu s
th t min thi gian ta c th lin h tng qut n cc phm tr khc. V d hnh 2.2 sau s m t
iu . Mi b lc tuyn tnh u c mt p ng xung, mt p ng bc v mt p ng tn
s. Mi p ng ny u cha y thng tin v b lc, nhng di mi dng khc nhau. Nu

Chng 2: Tng Quan V B Lc S

 n Tt Nghip

Trang 15

mt trong ba p ng c xc inh th hai p ng kia cng s c tnh ra trc tip. C ba p

ng ny u rt quan trng, v chng m t b lc cc hon cnh khc nhau.
Vi p ng xung l u ra ca h thng khi u vo l xung n vi; p ng bc l u ra
ca h thng khi u vo l bc nhy n vi( hay xung bc thang). V hm bc nhy l tch
phn ca hm xung n vi, nn p ng bc chnh l tch phn ca p ng xung. T ta c
hai cch tm p ng bc thang:
a mt sng bc nhy vo b lc v xem kt qu u ra hay;
Ly tch phn ca p ng xung.
Cn p ng tn s ly t bin i Fourier ca p ng xung.

Hnh 2.2: p ng xung, p ng bc v p ng tn s ca b lc.

Phng php trc tip nht thc hin lc s l dng php tch chp ca tn hiu vo vi
p ng xung ca b lc s; khi p ng xung c xem l ct li cho vic thit k ca b lc.
Mt phng php khc thc hin lc s l dng phng php quy. Khi b lc c thc
hin bng php tch chp, mi mu trong tn hiu ra c tnh ton bng cch t hp c trng s
cc mu trong tn hiu vo. Cc b lc kiu quy m rng thm qu trnh trn bng cch s
dng c cc tri s tnh c t tn hiu ra, bn cch cc im ly t tn hiu vo; thay v dng
mt li lc, cc b lc quy c xc inh bi mt dy h s quy. Cc b lc quy cn
c gi l cc b lc c p ng xung di v hn IIR, cn cc b lc thc hin theo phng php
chp th gi l cc b lc c p ng xung di hu hn FIR.

Chng 2: Tng Quan V B Lc S

 n Tt Nghip

Trang 16

C nhiu cch con ngi biu din thng tin qua tn hiu nh trong cc kiu iu ch hay
m ha tn hiu: AM, FM, PCM,Cn cc tn hiu sinh ra trong t nhin th ch c hai cch biu
din l theo min thi gian hay l min tn s. Thng tin c th hin trong min thi gian
c m t bng ln ca s kin ti thi im xut hin. Mi mu trong tn hiu cho thy ci g
xut hin thi im y v ln ca n. Tri li, thng tin c biu thi trong min tn s c
tnh cht gin tip hn v mi mu tn hiu n c khng th th hin c thng tin y m
phi trong mi quan h nhiu im ca tn hiu.
T ta thy tm quan trng ca p ng bc v p ng tn s; p ng bc m t s
bin i ca thng tin trong min thi gian bi h thng cn p ng tn s cho thy s bin i
ca thng tin trong min tn s. Vi mi ng dng khc nhau th tm quan trng ca hai loi p
ng cng khc nhau.
2.3.CC THNG S CA H THNG MIN THI GIAN:
Gm c ba thng s quan trng sau.
2.3.1.Tc chuyn i hay thi gian ln( Risetime):
Tc chuyn i thng c th hin bng thi gian ln( hay s mu) gia mc bin
10% n 90%. Thi gian ln c th khng nhanh do nhiu nguyn nhn nh tp m, hn ch sn
c ca h thng.v.v.
2.3.2.Gn sng nh( Overshoot) trong p ng bc thang:
Thng thng phi loi b gn sng nh v n lm thay i bin cc mu trong tn hiu;
y l mo tn hiu c bn ca thng tin cha trong min thi gian. Gn sng nh c th do i
lng ang o hoc do b lc ang s dng.
2.3.3.Pha tuyn tnh:
Pha tuyn tnh hay l s i xng ca na trn v na di ca p ng xung. S i xng
ny l cn thit lm cho cc cnh ln c dng ging cc cch xung.
Hnh 2.3 sau s cho ta thy cc thng s ca hai loi b lc c cht lng khc nhau.

Chng 2: Tng Quan V B Lc S

 n Tt Nghip

Trang 17

Hnh 2.3: Cc thng s ca h thng min thi gian.

2.4.CC THNG S CA H THNG MIN TN S:
Gm cc thng s sau:
Di thng( Passband): l di gm cc tn s c b lc cho qua.
Di chn( Stopband): l di cha cc tn s bi ngn cn.
Di chuyn tip( Transitionband): l di vi tr trung gian ca di thng vi
di chn.
dc xung nhanh: l ng vi mi di chuyn tip rt hp.
Tn s ct: l tn s phn cch gia di thng v di chuyn tip. Trong thit k
tng t, tn s ct thng c xc inh ti ni bin gim cn 0.707( tng
Chng 2: Tng Quan V B Lc S

 n Tt Nghip

Trang 18

ng -3dB). Cc b lc s t c tiu chun ha v c th xc inh cc tn s ct

ti cc mc bin 99%, 90%, 70.7%, v 50%.
Hnh 2.4 sau th hin cc p ng ca cc b lc c bn.

Hnh 2.4: Cc p ng tn s ca cc b lc cn bn.

phn tch cc tn s k st nhau, b lc phi c dc xung nhanh. Mun cho cc tn s
ca di thng lt qua hon ton b lc, phi khng c gn sng di thng. Cui cng, mun ngn
chn cc tn s ca di chn, cn c suy gim di chn ln; cc iu c biu din hnh
sau.
V mt pha, trc ht h s pha khng quan trng trong hu ht cc ng dng min tn s.
Chng hn, pha ca mt tn hiu m thanh hu nh hon ton bt k v khng cha thng tin hu
ch no. Th hai, nu pha l quan trng th ta li c th d dng thc hin cc b lc s c p ng
pha tuyn tnh, tc l tt c tn s i qua b lc khng bi lch pha. Trong khi cc b lc tng t
rt km v mt ny.
Hnh 2.5 sau th hin ba thng s v c im lm vic ca b lc trong min tn s.

Chng 2: Tng Quan V B Lc S

 n Tt Nghip

Trang 19

Hnh 2.5: Cc thng s ca h thng min tn s.

2.5.CC B LC THNG THP, THNG CAO, THNG DI, V CHN DI:
Vic thit k cc b lc s thc t u i t l thuyt cc b lc s l tng; gm c bn b
lc s l tng l :
B lc s thng thp.
B lc s thng cao.
B lc s thng di.
B lc s chn di.
Lc y c ngha l lc tn s chnh, v vy m tt c cc c trng ca lc tn s u c
cho theo p ng bin . Cc b lc ny c thit k bng cch xut pht t mt b lc thng
thp, ri chuyn i sang p ng yu cu. V vy ta ch kho st in hnh b lc thng thp thi.
C hai phng php chuyn i t thng thp sang thng cao l: nghich o ph( Spectral
Inversion) v o chiu ph( Spectral Reversal). Hnh 2.6 sau y th hin s nghich o ph.

Chng 2: Tng Quan V B Lc S

 n Tt Nghip

Trang 20

Hnh 2.6: S nghch o ph.

Phi thc hin hai bc i p ng xung thng thp thnh thng cao: u tin i du
mi mu trong li lc; sau thm mt mu vo ti tm i xng. Nh th ta c p ng xung
lc thng cao th hin hnh c), v p ng tn s th hin hnh d). S nghich o ph lt
ngc p ng tn s, i di thng thnh di chn v ngc li.
Phng php th hai chuyn i thng thp thnh thng cao, l o chiu ph, c
th hin hnh 2.7 sau. Cng tng t nh trn, p ng xung ca b lc thng thp hnh a)
tng ng vi p ng tn s hnh b). p ng xung ca b lc thng cao hnh c) c to ra
bng cch i du cc mu tn hiu cch trc; iu ny o ln min tn s t tri sang phi.
Tn s ct ca b lc thng thp trong v d trn l 0.15, cn tn s ct ca b lc thng cao l
0.35.
i du ca mi tn hiu cch mt tng ng vi nhn li lc vi mt sng sine c tn s
0.5. iu ny c tc dng dich chuyn min tn s mt khong tn s bng 0.5.

Chng 2: Tng Quan V B Lc S

 n Tt Nghip

Trang 21

Hnh 2.7: S o chiu ph.

V hai hnh sau y cho chng ta thy cch kt hp cc p ng xung ca b lc thng
thp v b lc thng cao to nn cc b lc thng di v b lc chn di. Khi cng cc p ng
xung s to ra mt b lc chn di, cn khi nhn chp cc p ng xung s cho mt b lc thng
di.

Hnh 2.8: Thit k b lc thng di.

Chng 2: Tng Quan V B Lc S

 n Tt Nghip

Trang 22

Hnh 2.9: Thit k b lc chn di.

Cc b lc s l tng u khng th thc hin c v vt l mc d ta xt trng hp
h(n) thc bi v chiu di ca h(n) l v cng, hn na h(n) l khng nhn qu, tc l:
L[h(n)] = [- , + ] =

h(n) 0 khi n < 0.

Cc b lc s thc t c c trng bi cc thng s k thut trong min tn s lin tc
c bn tham s chnh l:
1 : gn sng di thng.
2 : gn sng di chn.
p

: tn s gii hn( bin tn ) di thng.

s : tn s gii hn( bin tn ) di chn.

Ngoi ra cn c tham s ph l: s - p : b rng di qu .

V d minh ha i vi b lc thng thp bng hnh 2.10 sau:

Chng 2: Tng Quan V B Lc S

 n Tt Nghip

Trang 23

|H(ej )|
1+ 1
1
1- 1

Di
qu

Di thng

Di chn

Hnh 2.10: Cc tham s k thut ca b lc thng thp.

2.6.CU TRC CN BN CA CC B LC S:
C hai kiu b lc s cn bn l: b lc FIR v IIR; Cc b lc FIR c hai c im quan
trng so vi cc b lc IIR: th nht, cc b lc FIR chc chn n inh, thm ch sau khi cc h s
ca b lc c lng t ha. Th hai, cc b lc FIR d dng c rng buc c pha tuyn
tnh. V sau y ta s i kho st tng loi b lc ; u tin chng ta xem li php bin i z, l
cng c hu hiu cho vic phn tch v thit k cc b lc s.
2.6.1.B lc FIR:
2.6.1.1.Php bin i Z( Z-Transform):
Bin i Z l cng c hu hiu trong vic phn tch cc tn hiu v h thng thi gian ri
rc, v l cng c tng ng vi php bin i Laplace i vi cc tn hiu v h thng thi gian
lin tc; n c th c s dng gii cc phng trnh sai phn h s hng, tnh ton p ng
ca h thng tuyn tnh v bt bin i vi tn hiu ng vo cho trc, thit k cc b lc tuyn
tnh.
Bin i Z ca tn hiu thi gian ri rc x(n) c inh ngha bi:

X(z)= x( n) z
n

(2.1)

Vi z= rej l mt bin phc. k hiu, nu x(n) c bin i z l X(z), ta vit: x(n) z

X(z).
Chng 2: Tng Quan V B Lc S

 n Tt Nghip

Trang 24

Bin i z c th c xem nh l bin i Fourier thi gian ri rc ca mt chui hm m

c trng s. c th vi z = rej :

X(z) = x( n) z

= re

x ( n)

= r

x ( n) e jn

(2.2)

inh ngha mt phng z phc: z = Re(z) + jIm(z) = rej .

Bng cc phn tch thnh tha s cc a thc t s v mu s, bin i z hu t c biu
din nh sau:
q

X(z) = C.

(1
k 1
p

(1
k 1

z 1 )

(2.3)
1

z )

Cc nghim ca a thc t s, k , c gi l cc zero ca X(z) cn cc nghim ca a

thc mu s, k , c gi l cc cc( Pole) ca X(z). Min hi t( ROC): | z | . Cc cp
bin i z thng dng th hin bng 2.1 sau:
Bng 2.1: Cc cp bin i z thng dng.
Chui

Bin i z
1

Min hi t
Mi z

n u (n)

1
1 z 1

|z| > | |

(n)

Cc
ca bin i

|z| < | |

- u ( n 1)
n

bng 2.2
Bng 2.2:
cht ca

1
1 z 1

n u (n)
n

z 1

Tnh cht
Chui
Tuyn tnh
ax(n) + bx(n)
n
1)
-n u ( n x(n-n
Tinh tin
)
0

1 Bin
z
i z
1 2

aX(z) + bX(z)
1
zz- n
0 X(z)

1 z -1
o ngc
x(-n)
X(z )
1
Cos(n 0 )u(n)n
Nhn hm m
x(n) 1 (cos
X(0 )1z1 z) 2
1 2(cos 0 ) z z
Php chp
x(n)*h(n)
X(z)H(z)
Sin(n 0 )u(n) *
(sin 0 )*z 1*
Lin hp
x (n)
X (z )
1 2(cos 0 ) z 1 z 2
o hm
nx(n)
1 2

Chng 2: Tng Quan V B Lc S

tnh

cht

z c cho
sau:
Cc tnh

|z| > | |
Min hi t
Cha Rx Ry
|z| < | |
Rx
1/Rx
| |Rx
|z| >1
Cha Rx Rh
Rx
|z| >1

bin i z.

 n Tt Nghip

Trang 25

-z

Rx

dX ( z )
dz

2.6.1.2.Cc b lc FIR:
Phng trnh tch chp thit k b lc FIR tng qut l:

y(n) = h(k ) x(n k )

(2.4)

k 0

Trong vic thit k, chng ta s dng mt s hu hn l N; v phng trnh trn c vit li

nh sau:
N

y(n) =

h(k ) x(n k )

(2.5)

k 0

y n l thi gian ri rc, y(n) l p ng u ra i vi tn hiu u vo ri rc x(n) ti thi

im n, h(n) l p ng xung ca b lc.
Bin i z phng trnh(2.4) c :
Y(z) = h(0)X(z) + h(1)z-1X(z) + + h(N)z-NX(z)

(2.6)

Phng trnh (2.6) biu din mt php tch chp theo thi gian gia cc h s v cc mu tn
hiu vo. Php tch chp ny tng ng vi mt php nhn trong min tn s, hay l:
Y(z) = H(z)X(Z)

(2.7)

y H(z) l bin i z ca h(k), l hm truyn:

N

H(z) =

h( k ) z

k 0

= h(0) + h(1)z-1 + + h(N)z-N

h(0) z N h(1) z N 1 ... h( N )

=
zN

(2.8)

Hnh 2.11 sau th hin mt cu trc b lc FIR biu din phng trnh(2.5) hay phng
trnh(2.6):
x(n)

y(n)
z

-1

-1

-1

h(N)
h(N-1)

Chng 2: Tng Quan V B Lc S

h(1)
h(0)

 n Tt Nghip

Trang 26

Hnh 2.11: Cu trc b lc FIR th hin cc b tr.

Phng trnh(2.4) cho thy c th thc hin mt b lc FIR nu bit tn hiu vo thi im
n l x(n) v cc tn hiu vo bi lm tr l x(n-k). Khng cn cc tn hiu hi tip cng nh cc tn
hiu ng ra trc . V vy, b lc FIR cn gi l b lc khng c tnh quy, thun chiu hay tr
hon tng on.
Mt c tnh quan trng ca mt b lc FIR l n c th bo m s tuyn tnh pha. Vi pha
tuyn tnh, tt c ng v hp bi cc sng sine c lm tr bi vi s lng ln. c tnh ny c
th rt hu ch trong cc ng dng cng nh phn tch li ni, m y cc pha bi bp mo rt
kh chiu.
2.6.1.3.Cu trc hng ro( Lattice) FIR:
Cu trc hng ro rt c s dng cho cc ng dng trong vic lc thch nghi v x l li
ni. Mt cu trc hng ro N bc c th hin hnh sau:
x(n)

y1(n)

y2(n)

k1
z-1

yN-1(n)

k2

k1

k2

z-1

e1(n)

yN(n)
kN

z-1

e (n)
Hnh 2.12: Cu trc2 hng ro FIR.

kN
eN(n)

Vi h thng hng ro FIR bc N ta c :

N

yN(n) =

a x(n i )
N

eN(n) =

(2.9)

i 0

a
i 0

N i

x(n i )

(2.10)

Vi a0 = 1. Chng ta bin i z hai phng trnh (2.9) v (2.10) s tm c p ng xung

ca chng nh sau:
N

YN(z) =

a z
i 0

EN(z) =

a
i 0

N i

z i

(2.11)
(2.12)

Ch rng : EN(z) = z-NYN(1/z)

(2.13)

Trong s tng qut th: kN = aN

(2.14)

Chng 2: Tng Quan V B Lc S

 n Tt Nghip

Trang 27

T hai phng trnh (2.11) v (2.12) Ta tm c :

a(r-1)i =

a ri k r a r ( r i )

, i = 0,1,2,,r-1

1 k r2

(2.15)

Vi r = N, N-1, , 1; |kr| 1.
2.6.1.4.Cc b lc FIR c pha tuyn tnh s dng cc ca s( Window):
C nhiu loi ca s khc nhau c s dng trong phng php thit k s dng ca s,
mt vi ca s c cho trong bng 1.3 sau:
Bng 2.3: Mt vi ca s thng dng.

1 0n N

Ch nht
w(n) =
Hanning

w(n) =

Hamming

0 khi n
2n
)
N
khi n

0.5 0.5 cos(

2 n
)
N
khi n

0.54 0.46 cos(

Blackman

0n N

2 n
4 n
) 0.08 cos( )
N
N
khi n

0.42 0.5 cos(

0n N

0n N

Trong w(n) l ca s c chiu di hu hn, i xng xung quanh im gia( w(n) = w(Nn)).
Ngoi ra b lc FIR cn c mt s cu trc khc c th hin cc hnh v sau:

Hnh 2.13: S thc hin b lc FIR dng trc tip.

Chng 2: Tng Quan V B Lc S

 n Tt Nghip

Trang 28

Dng trc tip ny rt thng c s dng cho vic thit k mt b lc kh nhiu.

Hnh 2.14: S thc hin ngang hng ca mt b lc FIR.

Hnh 2.15: S thc hin b lc FIR dng t bo ca b nhn/tch lu song song.

Hnh 2.16: S thc hin b lc FIR dng chuyn v.

2.6.2.B lc IIR:
Lc FIR khng c tng ng trong dng tng t, cn lc IIR c th c thit k t lc
tng t bng php bin i song tuyn tnh, nh x mt-mt t min s sang min z v ngc li:
s=
Chng 2: Tng Quan V B Lc S

z 1
z 1

(2.16)

 n Tt Nghip

Trang 29

Suy ra: z =

1 s
1 s

(2.17)

y l k thut thng dng nht bin i mt b lc tng t sang lc ri rc: hm truyn

ca mt b lc tng t trong min s c th uc chuyn thnh mt hm truyn thi gian ri rc
trong min z.
Xt phng trnh vo ra tng qut:
N

y(n) =

a
k 0

k x(n k ) -

b
j 1

y (n j )

= a0x(n) + a1x(n-1) ++ aNx(n-N) b1y(n-1) b2y(n-2) - - bMy(n-M)

(2.18)
(2.19)

Phng trnh( 2.19) biu din mt b lc c p ng xung v hn( IIR). Tn hiu ra ca b

lc ny tu thuc vo cc tn hiu vo cng nh cc tn hiu ra trc . Tn hiu ra y(n), thi
im n, khng nhng tu thuc vo cc tn hiu vo hin thi x(n), thi im n; v cc tn hiu
vo trc x(n-1), x(n-2),. .., x(n-N), m cn ph thuc c vo cc tn hiu ra trc y(n-1),
y(n-2),, y(n-M).
Gi thit cc iu kin ban u bng 0 i vi phng trnh(2.19); ta ly bin i z ca y(n),
ta c:
Y(z) = a0X(z) + a1z-1X(z) ++aNz-NX(z) b1z-1Y(z) b2z-2Y(z)--bMz-MY(z)
(2.20)
Cho N = M (1.20), ta s c hm truyn:
1

a 0 a1 z ... a N z
Y ( z)
H(z) = X ( z ) =
1 b1 z 1 ... bN z N

N ( z)

= D( z )

(2.21)

Nhn v chia(1.21) cho zN, c:

N
z zi
a 0 z N a1 z N 1 ... a N
H(z) = N
=
C

N 1
z b1 z ... bN
i 1 z p i

(2.22)

Phng trnh(2.22) m t mt hm truyn vi N im 0 v N im cc. V cho h thng

n inh, tt c cc cc phi nm bn trong ng trn n vi do :
1.Nu |pi| < 1, h(n) 0 khi n , do h thng n inh.
2.Nu |pi| > 1, h(n)

khi n , do h thng khng n inh.

Ch rng nu |pi| = 1, h thng n inh bn l( Bin gii gia n inh v khng n inh) v
cho p ng dao ng. H thng khng n inh khi c nhiu cc trn ng trn n vi.
Chng 2: Tng Quan V B Lc S

 n Tt Nghip

Trang 30

Nu tt c cc h s bj trong phng trnh(2.22) u bng 0, th s ch c cc cc nm ti gc

trong mt phng z. Khi , cc phng trnh(2.18) v (2.19) tr thnh phng trnh tch chp biu
din cho mt b lc FIR. H thng s ch cn l mt b lc FIR khng quy v n inh. Sau y
l mt s cu trc biu din cc b lc IIR.
2.6.2.1.Cu trc b lc IIR dng trc tip I:
Hnh 2.17 sau y th hin cu trc dng trc tip I c th dng thc hin b lc IIR cho
bi phng trnh(1.19). i vi b lc bc N, cu trc ny c 2N b tr( Delay) biu thi bng z-1.
V d, b lc bc hai vi N = 2 c 4 phn t tr( tr hon).

Hnh 2.17: Cu trc b lc IIR dng trc tip I.

2.6.2.2.Cu trc b lc IIR dng trc tip II:
Cu trc dng trc tip II th hin hnh sau, l mt trong cc cu trc thng dng nht. Cu
trc ny ch yu cu s phn t tr bng mt na so vi dng trc tip I. Nh b lc bc 2 ch cn
2 phn t z-1 thay v 4 nh dng I. Ta chng t phng trnh (2.19) thc hin c bi dng trc
tip II.
X ( z)

Gi U(z) l bin xc inh bi : U(z) = D ( z )

(2.23)

y, D(z) l a thc mu s ca hm truyn(2.21). T (2.21) suy ra :

Y(z) =

N ( z) X ( z)
= U(z)D(z)
D( z )

Y(z) = U(z)[a0 + a1z-1 + + aNz-N]

Chng 2: Tng Quan V B Lc S

(2.24)
(1.25)

 n Tt Nghip

Trang 31

Hnh 2.18 : Cu trc b lc IIR dng trc tip II.

T (2.23), suy ra:
X(z) = U(z)D(z) = U(z) [1 + b1z-1 ++ bNz-N]

(2.26)

Bin i z ngc ca (2.26) c:

x(n) = u(n) + b1u(n-1) ++ bNu(n-N)
Suy ra:

u(n) = x(n) - b1u(n-1) -- bNu(n-N)

(2.27)
(2.28)

Bin i z ngc phng trnh(2.25) c:

y(n) = a0u(n) + a1u(n-1) ++ aNu(n-N)

(2.29)

Cu trc IIR dng trc tip II c th c biu din bi(2.28) v (2.29).

2.7.KT LUN:
Chng ny nu tng quan v lc s, cc thng s ca h thng min thi gian, min tn
s. T vic nghin cu b lc thng thp, c th to ra b lc thng cao, thng di hay chn di t
b lc thng thp bng hai phng php: Nghch o ph v o chiu ph. Phn ny cng nu
ln c mt cch tng qut hai cu trc ca b lc s l: FIR v IIR.

Chng 2: Tng Quan V B Lc S

 n Tt Nghip

Trang 32

CHNG 3: B LC KALMAN
3.1. GII THIU V B LC KALMAN.
Vo nm 1960, R.E Kalman cng b bi bo ni ting v mt gii php truy hi
gii quyt bi tan lc thng tin ri rc tuyn tnh (discrete data linear filtering). Tn y ca
bi bo l "A New Approach to Linear Filtering and Prediction Problems" . T n nay cng
vi s pht trin ca tnh tan k thut s, b lc Kalman tr thnh ch nghin cu si ni
v c ng dng trong nhiu ngnh k thut cng ngh khc nhau : trong t ng ha, trong inh
vi cng nh trong vin thng (v nhiu lnh vc khc na).
Mt cch khi qut, b lc Kalman l mt tp hp cc phng trnh tan hc m t mt
phng php tnh tan truy hi hiu qa cho php c on trng thi ca mt qu trnh (process)
sao cho trung bnh phng sai ca lch (gia gi tri thc v gi tri c an) l nh nht. B
lc Kalman rt hiu qu trong vic c an cc trng thi trong qu kh, hin ti v tng lai
thm ch ngay c khi tnh chnh xc ca h thng m phng khng c khng inh.
3.2. L THUYT V C LNG.
3.2.1.
KHI NIM :
Trong thng k, mt c lng l mt gi tri c tnh ton t mt mu th (chantillon)
v ngi ta hy vng l gi tri tiu biu cho gi tri cn xc inh trong dn s (population).
Ngi ta lun tm mt c lng sao cho l c lng "khng chch" (unbiased), hi t
(converge), hiu qu (efficient) v vng (robust).
3.2.2. NH GI CHT LNG
Mt c lng l mt gi tri x (x nh) c tnh ton trn mt mu c ly mt cch ngu
nhin, do gi tri ca x l mt bin ngu nhin vi k vng E(x) v phng sai V(x). Ngha l
gi tri x c th dao ng ty theo mu th, n c t c hi c th bng ng chnh xc gi
tri X (X ln) m n ang c lng. Mc ch y l ta mun c th kim sot s sai lch gi
tri x v gi tri X.
Mt bin ngu nhin lun dao ng xung quanh gi tri k vng ca n. Ta mun l k vng
ca x phi bng X. Khi ta ni c lng l khng chch (unbiased). Trung bnh tch ly trong
v d v chiu cao trung bnh ca tr 10 tui mt c lng ng, trong khi c lng v tng s

Chng 3: B Lc Kalman

 n Tt Nghip

Trang 33

c trong h c tnh nh trong v d l mt c lng khng ng, l c lng tha: trung

bnh tng s c c lng c lun ln hn tng s c c thc trong h.
Ta cng mun l khi mu th cng rng, th sai lch gia x v X cng nh. Khi ta ni
c lng l hi t. inh ngha theo ngn ng ton hc l nh sau:
(xn) hi t nu

vi mi s thc dng. (xc sut sai lch vi

gi tri thc cn c lng ln hn tin v 0 khi kch c ca mu th cng ln)

Bin ngu nhin dao ng quanh gi tri k vng ca n. Nu phng sai V(x) cng b, th
s dao ng cng yu. V vy ta mun phng sai ca c lng l nh nht c th. Khi ta ni
c lng l hiu qu (eficient).
Cui cng, trong qu trnh iu tra, c th xut hin mt gi tri "bt thng" (v d c tr
10 tui nhng cao 1,80 m). Ta mun gi tri bt thng ny khng nh hng qu nhiu n gi tri
c lng. Khi ta ni c lng l vng (robust). C th thy trung bnh tch ly trong v d v
chiu cao trung bnh tr 10 tui khng phi l mt c lng vng.
3.2.3.
PHNG SAI.
Trong l thuyt xc v thng k phng sai ca mt bin ngu nhin l mt o s phn
tn thng k ca bin , n hm cc gi tri ca bin thng cch gi tri k vng bao xa.
Phng sai ca bin ngu nhin gi tri thc l moment trung tm, n cn l na bt
bin (cumulant) th hai ca n. Phng sai ca mt bin ngu nhin l bnh phng ca lch
chun.
Nu

l gi tri k vng ca bin ngu nhin X, th phng sai l

(3.1)
Ngha l, phng sai l gi tri k vng ca bnh phng ca lch ca X so vi gi tri

trung bnh ca n. Ni nm na, phng sai l "trung bnh ca bnh phng khong cch ca mi
im d liu ti trung bnh". Do , n l gi tr trung bnh ca bnh phng lch. Phng sai

Chng 3: B Lc Kalman

 n Tt Nghip

Trang 34

ca bin ngu nhin X thng c k hiu l

, hoc n gin l

.inh ngha trn

p dng cho c cc bin ngu nhin ri rc v lin tc.

Nhiu phn phi, v d nh phn phi Cauchy, l khng c phng sai, do tch phn c
c t inh ngha phng sai l phn k. Mt phn phi khng tn ti gi tri k vng th cng
khng tn ti phng sai. Nhng iu ngc li th khng ng: c nhng phn phi m gi tri k
vng tn ti nhng khng tn ti phng sai.
Nu phng sai tn ti, th n khng bao gi m, v bnh phng mt s lun dng hoc bng 0.
n vi ca phng sai l bnh phng n vi ca gi tri quan st c ca bin ngu
nhin. V d, phng sai ca tp hp cc chiu cao o c tnh theo centimet (cm) c n vi l
cm bnh phng. n vi ny gy bt tin nn cc nh thng k thng s dng cn bc hai ca
phng sai, gi l lch chun, coi nh l tng ca cc phn tn.
Nu a v b l cc hng s thc, X l mt bin ngu nhin, th

cng l bin ngu

nhin vi phng sai l:

(3.2)
Khi tnh phng sai, thun tin ta thng dng cng thc:
(3.3)
(3.4)
Vi

l hip phng sai, bng 0 nu X v Y l 2 bin ngu nhin c lp ln nhau.

Phng php Delta s dng khai trin Taylor bc hai xp x phng sai ca hm s ca
mt hay nhiu bin ngu nhin. V d, phng sai ca hm s theo mt bin ngu nhin c xp
x bi:
(3.5)
vi gi thit

kh vi bc hai, trung bnh v phng sai ca

l hu hn (tc tn ti).

Trn nhiu tnh hung thc t, gi tri chnh xc ca phng sai ca mt tng th, k hiu
bi

l khng th xc inh trc c.

Phng php chung c lng phng sai ca mt tng th (hu hn hoc v hn) l ta s ly
mt mu hu hn cc c th t qun th. Gi s rng mu thu c c cc gi tri o c
l

.
Phng sai ca mu (gi tt l phng sai mu)

Chng 3: B Lc Kalman

, c tnh bi:

 n Tt Nghip

Trang 35

(3.6)
trong
Tuy nhin,

l s bnh qun s hc ca mu.

l mt c lng chch (biased) ca phng sai qun th. c lng sau l mt

c lng khng chch (unbiased) ca phng sai qun th:

(3.7)
3.2.4.

C LNG CA TRUNG BNH V PHNG SAI.

Ta chn ngu nhin n c th trong mt dn s gm N c th. Ta quan tm n c trng

inh lng Y ca dn s vi trung bnh

v phng sai V(Y). Trong mu , c trng Y c

trung bnh v phng sai o c ln lt l

tri

. (3.8) Lu l cc gi

v 2 thay i ty theo mu th, do chng l cc bin ngu nhin vi trung bnh v

phng sai ring khc nhau.

c lng trung bnh ca Y:
Thng thng trung bnh ca Y, tc l

c c lng bi:

. (3.9)cn

c gi l trung bnh tch ly (hay trung bnh cng). Ta chng minh c y l c lng
ng(unbiased), ngha l
c lng phng sai ca Y:
2 l mt c lng ca V(Y), nhng l c lng khng ng, ta chng minh c k
vng ca 2 lun nh hn V(Y), tc c lng l thiu.
Cc c lng ng ca V(Y) l:
(3.10) trong trng hp ly mu c hon li
Chng 3: B Lc Kalman

 n Tt Nghip

Trang 36

(3.11) trong trng hp ly mu khng hon li.

Trong trng hp mu ln, php tnh c hon li v php tnh khng hon li l nh nhau,

xp x bng 1. V vy trong trng hp tng qut c lng ng ca V(Y)

l:

(3.12) c gi l phng sai tch ly ca Y.

Xem thm chng minh trong bi Phng sai

Tnh hiu qu v tnh hi t
Mc dao ng ca
bi

quanh k vng ca n ph thuc vo phng sai ca n, k hiu

. Phng sai ny c tnh theo V(Y).

(3.13)trong trng hp ly mu c hon li
(3.14) trong trng hp ly mu khng hon li.

Ta nhn thy vi N rt ln hai gi tri trn gn nh bng nhau. Phn sau y ta ch xt trng hp
ly mu c hon li, vi gi thuyt N l rt ln.
R rng n cng ln,

cng nh. Do , mu cng ln, c lng

cng hiu qu.

Bt ng thc Bienaym-Tchebychev ch ra rng, vi mi s thc dng ,

(3.15)
nn
(3.16)
V

hi t v 0 khi n tin v v cc, nn ta cng c iu tng t vi

(3.17) c lng

l hi t.

Chng 3: B Lc Kalman

 n Tt Nghip

Trang 37

Phn chia dn s thnh cc lp ng nht lm mu iu tra c th lm gim ng k gi

tri phng sai ca c lng, do c lng s cng hiu qu.
Ly mu mt cch ngu nhin vi xc sut khng ng u, dn n iu tra nhiu ln hoc co
cm, s lm thay i cc cng thc c tnh trn.
Cui cng, vic dng thm cc thng tin ph hp l cho php chnh sa cc c lng c c
cc kt qu gn vi gi tri tht cn c lng hn.

Kh nng c lng k vng v phng sai cho php c lng cc tham s ca mt phn
phi xc sut (phn phi bnh thng, phn phi Poisson vv...).Trong xc sut, ta thng xc inh
mt phn phi xc sut l thuyt da vo cc thc nghim thng k. Trong trng hp bin ngu
nhin ri rc hu hn, ta dng c lng cho mi xc sut pk, tn sut fk tnh t mu th. Cc gi
tri ca fk l cc bin ngu nhin, d nhin cc c lng ny khng th bng chnh xc cc gi
tri pk. lm r s sai khc gia chng c ng k hay khng, ta thc hin cc kim inh gi
thuyt thng k, trong ph bin nht l kim inh (Chi bnh phng).
3.2.5.
HNG PHP BNH PHNG B NHT
Trong ton hc, phng php bnh phng ti thiu, cn gi l bnh phng nh
nht hay bnh phng trung bnh ti thiu, l mt phng php ti u ha la chn mt ng
khp nht cho mt di d liu ng vi cc tri ca tng cc sai s thng k (error) gia ng
khp v d liu.
Phng php ny gi inh cc sai s (error) ca php o c d liu phn phi ngu
nhin. inh l Gauss-Markov chng minh rng kt qu thu c t phng php bnh phng ti
thiu khng thin vi v sai s ca vic o c d liu khng nht thit phi tun theo, v d, phn
b Gauss. Mt phng php m rng t phng php ny l bnh phng ti thiu c trng s.
Phng php bnh phng ti thiu thng c dng trong khp ng cong. Nhiu bi
ton ti u ha cng c quy v vic tm cc tri ca dng bnh phng, v d nh tm cc
tiu ca nng lng hay cc i ca entropy.
Gi s d liu gm cc im (xi, yi) vi i = 1, 2, ..., n. Chng ta cn tm mt hm s f tha
mn
Chng 3: B Lc Kalman

 n Tt Nghip

Trang 38

f(xi) yi

(3.18)

Gi s hm f c th thay i hnh dng, ph thuc vo mt s tham s, pj vi j 1, 2, ..., m.

f(x) = f(pj, x) (3.19)
Ni dung ca phng php l tm gi tri ca cc tham s pj sao cho biu thc sau t cc
tiu:

(3.20)
Ni dung ny gii thch ti sao tn ca phng php l bnh phng ti thiu.
i khi thay v tm gi tri nh nht ca tng bnh phng, ngi ta c th tm gi tri nh nht ca
bnh phng trung bnh:

(3.21)
iu ny dn n tn gi bnh phng trung bnh ti thiu.
Trong hi quy tuyn tnh, ngi ta thay biu thc
f(xi) yi

(3.22)

f(xi) = yi + i

(3.23)

bng

vi h s nhiu l bin ngu nhin c gi tri k vng bng 0.

Trong biu thc ca hi quy tuyn tnh x c o chnh xc, ch c y chiu nhiu lon . Thm na,
hm f tuyn tnh vi cc tham s pj.
Nu f khng tuyn tnh vi cc tham s, ta c hi quy phi tuyn, mt bi ton phc tp hn nhiu
hi quy tuyn tnh.
3.3.

LC THICH NGHI-B LC KALMAN

3.3.1. L THUYT B LC KALMAN

c xut t nm 1960 bi gio s Kalman thu thp v kt hp linh ng
Chng 3: B Lc Kalman

 n Tt Nghip

Trang 39

cc thng tin t cm bin thnh phn. Mt khi phng trnh inh hng v mu thng k nhiu
trn mi cm bin c bit v xc inh, b lc Kalman s cho c lng gi tri ti u (chnh xc
do c loi sai s, nhiu) nh l ang s dng mt tn hiu 'tinh khit' v c phn b khng
i. Trong h thng ny, tn hiu cm bin vo b lc gm hai tn hiu: t cm bin gc
(inclinometer) v cm bin vn tc gc (gyro). Tn hiu ng ra ca b lc l tn hiu ca
inclinometer v gyro c loi nhiu nh hai ngun tn hiu h tr v x l ln nhau trong b
lc, thng qua
quan h (vn tc gc = o hm/vi phn ca gi tri gc
B lc Kalman n gin l thut ton x l d liu hi quy ti u. C nhiu cch xc inh
ti u, ph thuc tiu chun la chn trnh thng s nh gi. N cho thy rng b lc Kalman
ti u i vi chi tit c th trong bt k tiu chun c ngha no. Mt kha cnh ca s ti u
ny l b lc Kalman hp nht tt c thng tin c cung cp ti n. N x l tt c gi tri sn
c, ngoi tr sai s, c lng gi tri hin thi ca nhng gi tri quan tm, vi cch s dng
hiu bit ng hc thit bi gi tri v h thng, m t s liu thng k ca h thng nhiu, gm
nhiu n, nhiu o v s khng chc chn trong m hnh ng hc, v nhng thng tin bt k v
iu kin ban u ca gi tri quan tm.

Hnh3.1 :Tn hiu thu cha lc

Chng 3: B Lc Kalman

 n Tt Nghip

Trang 40

Hnh 3.2: Tn hiu thu lc qua kalman

B lc Kalman n gin l thut ton x l d liu hi quy ti u. C nhiu cch xc inh
ti u, ph thuc tiu chun la chn trnh thng s nh gi. N cho thy rng b lc Kalman ti
u i vi chi tit c th trong bt k tiu chun c ngha no. Mt kha cnh ca s ti u ny l
b lc Kalman hp nht tt c thng tin c cung cp ti n. N x l tt c gi tri sn c, ngoi
tr sai s, c lng gi tri hin thi ca nhng gi tri quan tm, vi cch s dng hiu bit ng
hc thit bi gi tri v h thng, m t s liu thng k ca h thng nhiu, gm nhiu n, nhiu o v
s khng chc chn trong m hnh ng hc, v nhng thng tin bt k v iu kin ban u ca gi
tri quan tm.

Hnh 3.3 S b lc Kalman

Chng 3: B Lc Kalman

 n Tt Nghip

Trang 41

Hnh trn m hnh ha hot ng ca mch lc Kalman. Chng ta c tn hiu o c,

chng ta c m hnh ca tn hiu o c (i hi tuyn tnh) v sau l p dng vo trong
h thng phng trnh ca mch lc c lng trng thi quan tm. Thc ra tn hiu o
l khng kh, phng trnh c sn, ci chung ta cn chnh l m hnh ho h thng. c
th ng dng mt cch hiu qu mch lc Kalman th chng ta phi m hnh ha c mt
cch tuyn tnh s thay i ca trng thi cn c lng (estimate) hoc c on (predict).
3.3.2.
QUY TRNH C LNG
Kalman filter inh vi vn chung nhm c lng gi tri xn ca tin trnh
kim sot thi gian gin on biu din bng phng trnh tuyn stochastic khc
nhau:
(1)

(3.23)

vi gi tri zm :
(2)

(3.24)

Trong w v v l 2 vector bin ngu nhin i din cho nhiu h thng v nhiu o c. 2
bin ngy nhin ny c lp v c gi s l tun theo phn b Gauss vi trung bnh =0 v
ma trn hip bin (covariance) ln lt l Q v R
w ~N(0,Q)

(3.25)

v ~N(0,R) (3.26)
Nu vector trng thi x c kch thc l n, th ma trn A s c kch thoc l n x n. B (n x l) l
ma trn ph thuc vo iu khin ti u u vi u l vector c kch thc l l. Vector o c z c
kch thc l m nn ma trn H s l m x n. Ch rng cc ma trn Q,R, A, H c th thay i
theo thi gian (tng bc k), nhng y chng c gi s khng i.
3.3.3. THUT TON KALMAN GIN ON
B lc Kalman c lng tin trnh bng vic s dng hnh thc kim sot
phn hi: b lc c lng trng thi tin trnh ti vi thi im v sau thu s phn hi trong
Chng 3: B Lc Kalman

 n Tt Nghip

Trang 42

hnh thc ca gi tri ( nhiu). Chng hn, phng trnh ca b lc Kalman chia thnh hai nhm:
phng trnh cp nht thi gian v phng trnh cp nht gi tri. Phng trnh cp nht thi gian
chiu trch nhim d on trc (thi gian) gi tri hin ti v tng quan sai s c lng t
c lng priori cho thi im k tip. Phng trnh cp nht gi tri chiu trch nhim i vi s
phn hi - ngha l kt hp gi tri mi vo c lng priori nhm t s ci tin c lng
posteriori.
Phng trnh cp nht thi gian c th xem l phng trnh chun tc, trong khi
phng trnh cp nht gi tri c th xem l phng trnh chnh xc. Tht vy, thut

ton c lng cui cng ging nh thut ton chnh xc - chun tc nhm gii quyt vn s
liu c trnh by

Hnh 3.4 Chu k b lc gin on

. Gi tri tin nghim thu c ch da vo m hnh h thng
(1), cn gi tri hu nghim l gi tri thu c sau khi c kt qu o
c ca c on tin nghim v hu nghim ln lt l

Chng 3: B Lc Kalman

(2). Khi sai s

(3.27)
(3.28)
Ma trn hip bin ca 2 sai s trn c tnh ln lt theo cng thc
(3.29)
(3.30)

Mc ch ca chng ta by gi l i tm h s K sao cho tha mn phng trnh sau

n y ta thy , K cng chnh l alpha m gii thiu trn. Phng trnh (3) c ngha l
gi tri hu nghim ca c lng x s c tnh bng gi tri tin nghim ca n v sau
thm/bt i mt t da vo sai s gia gi tri o c v gi tri o c c

. K

on y chnh l li (gain) ca mch lc Kalman.

Cu hi t ra l lm th no chn K ti u nht. Ti u y theo ngha l
covariance ca
sai s ca c lng hu nghim (tnh t (3))

l nh nht. Bng cch

thay e_k vo trong biu thc tnh P_k, ri sau ly o hm ca P_k theo K, ta s tm ra
c gi tri K m tng ng vi n P_k l nh nht.
(3.31)
thay i theo thi gian k v chnh l li cn tm ca mch lc Kalman trong mi
c on.
Tm li mch lc Kalman bao gm 2 bc : 1- c on trng thi tin nghim, v
sau , 2- da vo kt qu o hiu chnh li c on. Ta c th tm tt li hot ng
ca mch lc
Kalman bng cc phng trnh sau:
Gi s bn c gi tri c

ti thi im (k-1) v bit c gi tri iu

on
khin

. (Gi tri ban u ti thi im 0 c

chn

). Lc

bn
ch
vic
ln

 n tt nghip

Trang 45

lt tin hnh cc tnh ton t 1 n 2 bc 1 ri t 1 n 3 trong bc 2 nh trong

hnh di y.

Hnh 3.5 S tin trnh

3.3.4.
KT LUN
i vi b lc thng thp, thng cao hoc thng di (lc th ng) xp x
Butterworth, Bessel v Chebychev hay elliptic: thng c s dng cho mt tn hiu vo v mt
tn hiu ra, vi tn s lm vic xc inh. Ngoi di tn ny, tn hiu s bi lch pha, hoc li
khng cn l hng s m bi ti thiu ha. Do vy trong tnh hung ny, ta dng hai cm bin o
mt gi tri l gc (cng nh vn tc gc), nn vic ch dng mt b lc th ng t ra khng ph
hp.
Ta c th dng b lc b ph (complementary filter) kt ni hai tn hiu t
accelerometer v gyro thnh mt tn hiu duy nht. Accelerometer c qua mt b lc thng thp,
cn gyro c qua mt b lc thng cao, t , hai tn hiu c lc s c ni vi nhau thnh
mt tn hiu thng nht. u im ca b lc b ph l tnh ton nhanh, d thit k. Nhc im ca
b lc ny l bn cht vn ca b lc

 n tt nghip

Trang 46

thng cao v thng thp, c ngha li tn hiu khng bng nhau trong ton di o, bi lch pha r
rt ti vng ni tn s. Hn na gi tri gyro_bias khng c cp nht thng xuyn, d lm cho b
lc mt tc dng khi lm vic nhng mi trng rung ng hay c nhit khc nhau. Ngoi ra,
cng phi k n vic chun trc b lc ny kh kh khn nu khng c thit bi quan st
Ni tm li, cc b lc thng thng l mt k thut dng phn cng (cc mch in t R,L,C)
hoc phn mm (lc FIR, lc IIR, ca s Hamming trong x l tn hiu s) l nhm gi li cc tn
hiu trong mt khong thng di tn s no v loi b tn hiu cc di tn s cn li. i vi
vic xy dng b lc bng phn cng, ra i trc khi dng cc b lc phn mm, nhng vic hiu
chnh c tnh, thay i cc tham s ca b lc phc tp hn rt nhiu so vi s dng gii thut x
l tn hiu s.
Trong cc b lc ny, nu tn ti cc tn hiu nhiu trong di thng tn th kt
qu tn hiu tr nn km i rt nhiu c th x l v iu khin h thng mt cch n inh. iu
ny cng t ra rt thc t i vi cc b lc phn cng, vn rt d bi nhiu bi cc tn hiu in
trong lc hot ng do s km chnh xc ca cc linh kin v s bt thng ca dng in ng vo
i vi b lc Kalman, thut ng "lc" khng c ngha nh cc b lc trn.
y l mt gii thut tnh ton v c lng thng k ti u tt c cc thng tin ng vo c cung
cp ti n c c mt gi tri ra ng tin cy nht cho vic x l tip theo. Do vy lc Kalman
c th s dng loi b cc tn hiu nhiu m c m hnh l nhng tn hiu nhiu trng trn
tt c di thng m n nhn c t ng vo, da trn cc thng k trc o v chun trc li gi
tri c lng bng cc gi tri o hin ti vi lch pha gn nh khng tn ti v c li ti
thiu xp x 0 i vi nhng tn hiu ng vo khng ng tin cy. Mc d phi tn kh nhiu thi
gian x l lnh, nhng vi tc hin ti ca cc vi iu khin lm vic tnh ton c lng ti
u ca b lc ny tr nn n gin v ng tin cy rt nhiu. Nh c c ch t cp nht cc gi tri
c s (bias) ti mi thi im tnh ton, cng nh xc inh sai lch ca kt qu o trc vi kt
qu o sau nn gi tri o lun c n inh, chnh xc, gn nh khng bi sai s v li v
lch pha ca cc tn hiu. Hn th, c xy dng bi hm trng thi, do vy b lc Kalman c
th kt hp khng ch hai tn hiu t hai cm bin, m c th kt hp c nhiu cm bin o
nhng di tn khc nhau ca cng mt gi tri i lng vt l. Chnh v iu ny, lm b lc
Kalman tr nn ph dng hn tt c nhng b lc khc trong vic x l

 n tt nghip

tn hiu chnh xc ca cc cm bin ta , nh cm bin la bn, GPS, gc, gyro

Trang 47

 n tt nghip

Trang 48

 n tt nghip

Trang 49

TI LIU THAM KHO

[1]Nguyn nh Huy - Xc sut v thng k - Nh xut bn i hc quc gia TP. H Ch Minh
Nm 2003.
[2]Nguyn Hu Hng - Lc s kiu thch nghi trn DSP - Lun vn Thc s k thut - Tin s
Ng Vn S, hng dn.
[3]Nguyn Quc Trung - X l tn hiu v lc s - Tp mt v hai Nh xut bn Khoa hc v k
thut H Ni Nm 1999.
[4]Tng Vn On L thuyt v bi tp x l tn hiu s - Nh xut bn Lao ng, x hi 2002.
[5]Aizezi Abuding Vishnuvardhan Yalamanchili - Department of Signal and
Systems - Chalmers University of Technology Gothenborg - Sweden 2004.
[6]Douglas L.Jones - The Connexons Project and Licensed under the Creative Commons
Attribution License.
[7]Hyun-Chool Shin, Ali H. Sayed, Fellow, IEEE, and Woo-Jin Song, Member,
IEEE - IEEE SIGNAL PROCESSING LETTERS, VOL. 11, NO. 2, FEBRUARY 2004.
[8]Monson H.Hayes, Wiley - Statistical Digital Signal Processing and Modeling - 1996.
[9]Rulph Chassaing - Digital Signal Processing with C and the TMS320C30 - John Wiley &
Sons, Inc - 1997.
[10]Rulph Chassaing - DSP Applications Using C and the TMS320C6x DSK - John Wiley &
Sons, Inc - 2002.
[11]Sen M.Kuo, Bob H.Lee - Real-Time Digital Signal Processing - John Wiley & Sons 2001.
[12]Simon Haykin, Prentice Hall - Adaptive Filter Theory - 2002.
[13]Steven W.Smith - Digital Signal Processing.
[14]Steven W.Smith The Scientist and Engineers Guide Digital Signal Processing Chapter 14:
Introduction to Digital Filters
[15]Texas Instrucments - TMS320C6000 CPU and Instruction Set Reference Guide - Literature
Number: SPRU189F October 2000.
[16]Texas Instruments - Getting Started Guide Code Composer Studio.
[17]Texas Instruments Incorporated, 2000 - Mixed Signal Products - SLAS202B.
Ti Liu Tham Kho

 n tt nghip

Trang 50

[18]Texas Instruments Incorporated, 2000 - SPRS073B AUGUST 1998 REVISED APRIL

2000.
[19]TMS320C6711/TMS320C6711B/TMS320C6711C/TMS320C6711D Silicon Errata SPRZ173P.

Ti Liu Tham Kho