1

BO CO KT QU
Ni Dung 3
Phn tch, la chn b lc s; Thit k m hnh o lng
Xc nh tham s ca b lc
Chuyn 2
Nghin cu tm hiu l thuyt b lc s Kalman trong ti u ha
trng thi o lng. Xc nh m hnh o lng cho b lc s Kalman
ph hp x l tham s ta mc tiu

Yu cu : Bo co k thut phn tch, nh gi

Ngi thc hin: Nguyn Vn Thnh

Hp ng GKCM s:

H Ni 2016

Mc lc
Ph Lc Hnh nh .......................................................................................................................................... 3
I.Gii Thiu .................................................................................................................................................... 4
I.1. Lc tn hiu .......................................................................................................................................... 4
I.1.1 B lc............................................................................................................................................. 4
I.1.2 Nhiu ............................................................................................................................................ 4
I.2. L thuyt c lng ............................................................................................................................ 5
I.2.1 K vng .......................................................................................................................................... 5
I.2.2 Phng sai .................................................................................................................................... 6
I.2.3 lch chun................................................................................................................................ 6
I.2.4 Hip phng sai ............................................................................................................................ 6
I.2.5 Phn phi chun (Gaussian).......................................................................................................... 7
I.3. B lc Kalman...................................................................................................................................... 8
I.3.1 L thuyt b lc Kalman ................................................................................................................ 8
I.3.2 ng dng b lc Kalman ............................................................................................................. 12
I.4. Bi ton bm st mc tiu ................................................................................................................ 13
II. Kalman vi bi ton bm st mc tiu ................................................................................................... 13
II.1. Gii thiu.......................................................................................................................................... 13
II.2.Mc tiu b lc ................................................................................................................................. 14
II.3. Cc bin v phng trnh quan h................................................................................................... 15
II.3.a. Bin v phng trnh trng thi ................................................................................................ 15
II.3.b. o lng ................................................................................................................................... 15
II.3.c. Covariances ca nhiu ............................................................................................................... 15
II.4.Quy trnh tnh ton ........................................................................................................................... 16
II.4.a.Cc bin s dng ........................................................................................................................ 16
II.4.b. Cc bc tnh ton.................................................................................................................... 16
Ti liu tham kho:...................................................................................................................................... 17

Ph Lc Hnh nh
Hnh 1 th mt s phn phi chun ..........................................................................................................................7
Hnh 2 M hnh o lng c lng ca b lc Kalman ..............................................................................................8
Hnh 3 H thng bm st mc tiu .............................................................................................................................. 13
Hnh 4 M hnh phng php iu khin .................................................................................................................... 14

I.Gii Thiu
I.1. Lc tn hiu
I.1.1 B lc

i lng ngu nhin: l i lng bin i biu hin gi tr kt qu ca php

th ngu nhin.
- i lng ngu nhin ri rc: nu ch nhn mt s hu hn hoc v
hn m c cc gi tr
- i lng ngu nhin lin tc: nu gi tr nhn c c th lp y
mt khong trn trc s.
- Gi tr chnh xc ca i lng ngu nhin th ta s khng bit c
nhng ta bit c gi tr ca hm phn b xc sut P ca chng.

P( [x0 , x0 x]) ( x, t )

(1)

Trong ( x, t ) l hm mt xc sut tha mn:

( x, t ).dx 1

(2)

y, ta quan tm n qu trnh o lng cc i lng vt l (i lng

ngu nhin). Trc ht cn xy dng c qu trnh vt l: xc nh cc i lng
v mi quan h gia chng. Trn thc t l mi qu trnh o lng u ch thu
c kt qu l cc gi tr ri rc, chng ta hng ti s thay i ngu nhin nhng
r rng phi c mt quy lut bin i no . Tn hiu nhiu trong qu trnh o
lng l iu khng th trnh khi, thu c kt qu ng tin cy th vic loi
b nhiu hay lc tn hiu l iu bt buc. Lc tn hiu l mt qu trnh x l nhm
loi b nhng g khng c gi tr hoc khng cn quan tm n v gi li nhng g
c gi tr s dng. Trong x l tn hiu, b lc c thit k lc tn hiu t trong
tn hiu thu nhn gm tn hiu v nhiu. V d nu bn c tn hiu S trn ln vi
nhiu N trong mt tn hiu tng hp X. V ta cn lc loi b N ra khi X, thu
tn hiu S. Ta c X(k)=S(k)+N(k), gi s nu bit rng nhiu N dao ng xung
quanh gi tr 0 v c gi tr trung bnh l 0. Ta ch cn ly trung bnh ca X trn
mt thi gian di, nhn mt kha cnh no ta loi b c N. Tuy nhin,
cng cn phi ch rng cc b lc c lc kiu g th cng khng th loi ht ton
b nhiu. Th nn cc b lc cng ch lc ra c tn hiu sch, theo ngha khng
cn nhiu nhiu, ch khng phi chnh xc l tn hiu thc.[2]
I.1.2 Nhiu

Nhiu l loi tn hiu ngu nhin, n lm nh hng v lm thay i tn hiu

trong qu trnh truyn v x l tn hiu. V d trong trng hp tn hiu ting ni,
bao gm cc loi nhiu sau:

- Nhiu trng: l loi tn hiu ngu nhin c mt phn b cng sut phng
ngha l tn hiu nhiu c cng sut bng nhau trong ton khong bng thng. Tn
hiu ny c tn l nhiu trng v n c tnh cht tng t vi nh sng trng. N c
hm mt xc sut Gaussian. V mt ton hc ngun nhiu trng c th m hnh
bng mt bin xc sut Gaussian vi gi tr k vng (u) bng khng v bnh
phng lch chun ( 2):
u E[ X ] 0

2 E[( X u )2 ]

(3)

V mt l thuyt nhiu trng c bng tn v hn v cng sut nhiu l nh nhau

mi tn s. Nhng thc t, ph cng sut ca nhiu trng c bng tn gii hn.
- Ngoi ra vi tn hiu ting ni cn c 2 loi nhiu l: nhiu mu v nhiu xung.
I.2. L thuyt c lng

Trong thng k, mt c lng l mt gi tr c tnh ton t mt mu th v

ngi ta hy vng l gi tr tiu biu cho gi tr cn xc nh trong tp hp.
Ngi ta lun tm mt c lng sao cho l c lng khng lch, hi t, hiu
qu v c l.
Mt c lng l mt gi tr x c tnh ton trn mt mu c ly mt cch
ngu nhin, do gi tr tnh c l mt bin ngu nhin vi k vng E v
phng sai V. Ngha l gi tr x c th dao ng ty theo mu th, n c t c hi
c th bng ng chnh xc gi tr X tht m n ang c lng. Mc ch
y l ta mun c th kim sot s sai lch gi tr x v gi tr X. Mt bin ngu
nhin lun dao ng xung quanh gi tr k vng ca n. Ta mun l k vng ca x
phi bng X. Khi ta ni c lng l khng lch. Ta cng mun l khi mu th
cng ln, th sai lch x v X cng nh. Khi ta ni c lng l hi t. Nu
phng sai V 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.
I.2.1 K vng

Gi s X l i lng ngu nhin ri rc c th nhn cc gi tr x1,x2 vi cc

xc sut tng ng p1,p2Khi k vng ca X, k hiu E c cho bi cng
thc:
n

E xi pi

(4)

i 1

Nu X l i lng ngu nhin lin tc c hm mt xc sut l f(x) th:

xf ( x)dx

(5)

K vng ca mt i lng ngu nhin chnh l gi tr trung bnh ca i lng

ngu nhin (theo xc sut). N l im trung tm ca phn phi m cc gi tr
c th ca X s tp trung quanh .

I.2.2 Phng sai

Phng sai ca i lng ngu nhin x, k hiu V c cho bi cng thc:

(6)
V E[( X E ( x)) 2 ]
Nu x l i lng ngu nhin ri rc c th nhn cc gi tr x1,x2vi cc xc
sut tng ng p1,p2 th phng sai s l tng theo cc xc sut p, cn nu x l
i lng ngu nhin lin tc c hm mt xc sut f(x) th phng sai s l tch
phn theo f(x). Trong thc t thng tnh phng sai bng cng thc:
(7)
V E[ X 2 ] [E ( x)]2
Phng sai c gi l trung bnh bnh phng lch. Nn phng sai phn
nh mc phn tn ca cc gi tr ca i lng ngu nhin quanh gi tr trung
bnh hay k vng. i lng ngu nhin c phng sai cng ln th gi tr cng
phn k v ngc li.
I.2.3 lch chun

lch chun ca i lng ngu nhin x, k hiu ( x) , c xc nh bng

cng thc:
(8)
( x) V ( x)
I.2.4 Hip phng sai

Cho 2 bin ngu nhin x v y, ta c nh ngha hip phng sai ca x v y, k

hiu Cov(x,y) l:
(9)
Cov( x, y) E[( x E( x))( y E( y))]=E[x.y]-E(x).E(y)
ngha ca hip phng sai l s bin thin cng nhau ca 2 bin ngu nhin.
Nu 2 bin c xu hng thay i cng nhau (ngha l, khi mt bin c gi tr cao
hn k vng th bin kia cng c xu hng cao hn k vng), th hip phng sai
ca hai bin ny c gi tr dng. Mt khc nu mt bin nm trn gi tr k vng
cn bin kia c xu hng nm di gi tr k vng, th hip phng sai c gi tr
m. Nu 2 bin c lp ngu nhin l c lp th Cov=0 tuy nhin iu ngc li
th khng ng. Cc bin ngu nhin m c hip phng sai bng 0 c gi l
khng tng quan, chng c th c lp nhau hoc khng. Vy nu x,y c lp ta
c E[x.y]=E(x).E(y)
Gi s chng ta c mt vector bin ngu nhin c 3 phn t x1,x2,x3. Nu ta
mun tnh ton s tng quan gia tt c cc cp bin ngu nhin th ta phi tnh
tt c 3 hip phng sai Cov(x1,x2),Cov(x1,x3),Cov(x2,x3). Mt cch tng qut
ma trn hip phng sai ra i cho php ta tnh tt c cc Cov gia 2 bin ngu
nhin trong mt vector bin ngu nhin. Cho mt vector bin ngu nhin X cha n
bin ngu nhin, ma trn hip phng sai ca X, k hiu l Hcov l:

H cov

Cov( x1, x1) Cov( x1, x 2) ... Cov ( x1, xn)

Cov( x 2, x1) Cov( x 2, x 2) ... Cov( x 2, xn)
...
...
...
...
Cov( xn, x1) Cov( xn, x 2) ... Cov( xn, xn)

(10)

Cc gi tr ng cho chnh l phng sai ca xi (i=j).

I.2.5 Phn phi chun (Gaussian)

Trong thc t, ngi ta thng s dng phn phi xc sut c tn l phn phi
chun hay phn phi Gaussian. Mt bin ngu nhin X c gi l c phn phi
Gaussian vi tham s , . Khi hm mt ca x l:

1
f ( x; , )
e
2

( x )2
2 2

(11)

Vi phn phi xc sut nh trn, ngi ta tnh c , ln lt l k vng v

lch chun ca x.

Hnh 1 th mt s phn phi chun

Quan st th ta thy phn phi chun c dng chung. Gi tr k vng ca x l
trc i xng. lch chun cng ln th th cng bt, ngha l cc gi tr cng
phn tn ra xa gi tr k vng. Trong thc t, cc loi nhiu trong cc h thng o
lng c th c m phng mt cch chnh xc bng nhiu trng cng li. Hay
ni cch phc tp m trng Gaussian l loi nhiu ph bin nht trong h thng o
lng. Loi nhiu ny c mt ph cng sut ng u trn min tn s v bin
tun theo phn b Gaussian. Theo phng thc tc ng th nhiu Gaussian l
nhiu cng. Vy cc h thng o lng ph bin chu tc ng ca nhiu Gaussian
trng cng.

I.3. B lc Kalman
I.3.1 L thuyt b lc Kalman

Nm 1960 R.E. Kalman xut bn mt bi bo ni ting m t v mt gii php

quy gii quyt vn b lc d liu tuyn tnh v ri rc. K t , do c
nhng u im ln trong tnh ton, b lc Kalman l mt ch nhn c ngy
cng nhiu nghin cu v ng dng, c bit trong cc h thng nh v, dn
ng. B lc Kalman l mt tp hp cc phng trnh ton hc nhm cung cp
mt phng php tnh ton quy hiu qu c lng trng thi ca mt qu
trnh, theo cch ti thiu ha gi tr trung bnh ca bnh phng li. B lc rt hiu
qu trn cc kha cnh sau: N cho php c lng trng thi qu kh, hin ti
thm ch c tng lai, v b lc c th hot ng ngay c khi chnh xc thc s
ca m hnh h thng l cha bit.[5]
Mt cch khi qut, b lc Kalman l mt tp hp cc phng trnh ton
hc m t mt phng php tnh ton truy hi hiu qu cho php c on trng
thi ca mt qu trnh sao cho trung bnh phng sai ca lch ( gia gi tr thc
v gi tr c on) l nh nht. B lc Kalman rt hiu qu trong vic c on
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 nh.

Hnh 2 M hnh o lng c lng ca b lc Kalman

B lc Kalman cp n bi ton tng qut i c on trng thi ca

mt qu trnh c m hnh ha mt cch ri rc theo thi gian bng mt phng
trnh ngu nhin tuyn tnh nh sau:
Tn hiu cn o (phng trnh trng thi):

X k 1 A * X k Wk

(12)
Kt qu o lng (phng trnh o lng v trn thc t cc php o thng l
gin tip):

Zk H * X k U k

(13)
Trong W v U l 2 vector bin ngu nhin i din cho nhiu ngu
nhin h thng v nhiu ngu nhin o lng. Hai bin ngu nhin ny khng
tng quan (c lp v xc sut) v c gi s tun theo phn b Gaussian vi
trung bnh =0 v ma trn hip phng sai (covariance) ln lt l Q v R:
W ~N(0,Q)
(14)

U ~N(0,R)

(15)
Nu vector trng thi X c kch thc l n, th ma trn A s c kch thc l (n
x n). Vector o c Z c kch 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. n y ta thy bi ton lc Kalman chnh l i tm gi tr
c lng ca trng thi X khi ta bit c s bin thin ca n v ta o c mt
i lng Z m ph thuc tuyn tnh vo X.
V d trong bi ton chuyn ng, ta bit khng bit c qui lut bin i
ca vn tc, nhng ta li c th o c s thay i ca v tr. Khi , ci ta cn
tm l vn tc c lng. Nu ta nh ngha Post_z0 v Pre_z1 ln lt l tin
nghim v hu nghim ca gi tr X ti thi im k (tin nghim l gi tr on
trc bt k). Gi tr tin nghim thu c ch da vo m hnh trng thi (12), cn
gi tr hu nghim l gi tr thu c sau khi c kt qu o c Z k trong phng
trnh o lng (13).
Ta c biu din hu nghim theo tin nghim (t (12) v coi nh khng c
nhiu):
Pre_z1=A.Post_z0
(1*)
Khi gi s sai s ca tin nghim v hu nghim vi kt qu cn o ln lt l
(gi tr ny r rng l cha bit v ta cha h bit kt qu cn o):

P ost _ ek xk post _ z0

(16)

Pr e _ e k xk Pr e _ z1

(17)

Ma trn hip bin tng ng l:

Post _ p0 E( Post _ ek * Post _ ek T )

(18)

10

Pr e _ p1 E(Pr e _ ek *Pr e _ e Tk )

(19)

Ta c cng thc lin h sau (da vo 9,10):

Pre_p1=A.Post_p0.AT+Q
(2*)
Mc ch ca chng ta by gi l i tm h s K (h s Kalman) sao cho tha mn
phng trnh sau (nh gi kt qu hu nhim da vo sai lch ca c on tin
nghim v kt qu o lng):
Pr e _ zk Post_zk K *( zk H * Post _ zk )
(20)
Ta thy, t phng trnh (11), gi tr hu nghim ca c lng X s c tnh
bng gi tr tin nghim ca n v sau thm bt i da vo sai s gia gi tr o
lng v gi tr o lng tnh t tin nghim c on H * Post _ zk . Gi tr hu
nghim ny s chnh l gi tr tin nghim ca bc c on tip theo k+1.
phng trnh (20) K chnh l gain ca mch lc Kalman-h s Kalman. Vy K
ti u nht khi no, n s tt nht khi covariance ca sai s c lng hu nghim
tnh t (20) e k K *( zk H * Post _ zk ) l nh nht. Tnh ton ca Kalman ch
ra gi tr h s K nh sau:

Kk Post _ pk * H T ( H * Post _ pk * H T R) 1

(21)
Ta thy h s Kalman K k thay i theo tng bc k v chnh l gain cn tm ca
b lc Kalman trong mi ln c on. Ngoi ra Kalman ch ra cc cng thc ca
cc gi tr lc tip theo l:
Post_Zk = Pre_Zk + Kk . Mk
(22)
Post_Pk = (I-Kk . H).Pre_Pk
(23)
y Mk = Zk - Pre_Zk sai lch gia gi tr o c v gi tr c on
(vy ta da vo ci sai lch ny m suy ra c gi tr chnh xc cn o).
Tm li b lc Kalman bao gm 2 bc chnh:
- c on trng thi tin nghim
- Da vo kt qu o hiu chnh li c on
* Cc tham s ca b lc v iu chnh
Khi ci t b lc Kalman, hip phng sai ca li o lng thng c o
c trc iu khin b lc hot ng. o c hip phng sai ca li o lng
l hon ton kh thi v chng ta cn o lng qu trnh bng mi cch (trong khi
b lc hot ng) do vy ni chung chng ta nn o c mt s mu trc xc
nh phng sai ca sai s o. Vic xc nh hip phng sai ca nhiu qu trnh
Q ni chung l kh hn v thng thng chng ta kh c kh nng quan st trc
tip qu trnh chng ta ang c lng. i khi mt m hnh ha n gin ca qu
trnh c th cho kt qu chp nhn c nu nh chng ta thm vo qu trnh
mt s khng chc chn thng qua vic chn Q. D nhin trong trng hp ny
chng ta mong mun qu trnh c th ng tin cy. Trong c hai trng hp chng

11

ta c hoc khng chn c gi tr hp l cho cc tham s ca b lc th thng

sau mt khong thi gian, cht lng ca b lc s c ci thin bng cch iu
chnh cc tham s Q v R ca b lc. Qu trnh iu chnh thng thc hin tnh,
thng thng vi s gip sc ca mt b lc Kalman khc lm nhim v xc nh
h thng.
kt thc phn ny chng ta nh rng vi iu kin Q v R thc s khng
thay i (l hng s), c hai c lng hip phng sai li v h s li s n
nh nhanh chng v tr nn khng i. Nu trong trng hp ny, cc tham s c
th c tnh trc bng cch hoc l chy b lc off-line, hoc xc nh gi tr
ca nh trong [1]. Tuy vy trong a s cc trng hp li o lng (trong thc t)
khng l hng s. V d, khi quan st mt cnh bo bng h thng tm vt quang
in t trn trn nh, nhiu o lng khi cnh bo gn s nh hn khi cnh bo
xa. Cng nh vy, nhiu qu trnh Q i khi thay i mnh m trong khi b lc
hot ng tr thnh Qk - iu chnh s bin ng khc nhau. V d, trong
trng hp tm vt ci u ca mt ngi trong mi trng 3D o chng ta phi
gim bin ca Qk nu ngi chuyn ng chm v tng bin nu ngi
chuyn ng nhanh. Trong trng hp ny phi c chn t c s bt
nh ca c mun ngi s dng v ca m hnh.
*n gin, lm Kalman l phi lm g:
1. Phi xc nh c phng trnh trng thi biu din i lng ta cn o
V D: X k 1 A * X k Wk
(ci ny trong nguyn bn ca Kalman s vit X= A+B._W. y
ta s gp A v B thnh mt ma trn A)
- Vi bi ton xc nh khong cch. Phng trnh vt l biu din c
dng:

1
xk 1 xk vk * t a * t 2
2
vk 1 vk a * t
-

xk
xk 1
Xk
X k 1

Nu t ma trn
v
vk
vk 1

v biu din h phng

trnh trn theo dng phng trnh trng thi nu ta s thu c A, Q

nh trnh by phn II
2. Trn thc t th phng trnh m ta dng o i lng x s khc do ta
thng ch o c gin tip. Xc nh phng trnh o lng
V d:

Zk H * X k U k

12

3. n y lm c r rng ta phi xc nh c chinh xc cc ma trn

chuyn i A,H v cc thnh phn nhiu ca php o W,U. Kalman p
dng vi nhiu dng Gauss v Poisson rt tt.
4. Tnh cc Covariance nhiu Q v R. Q=cov(w,wt), R=cov(u,ut) (nhn ma trn
thi m)
5. Tin on gi tr u tin ca i lng cn o Post_z0, Vi bi ton chuyn
ng y l mt ma trn 2 thnh phn, khong cch v vn tc
6. Tin on gi tr u tin ca Cov sai lch da vo nhiu. Vi bi ton
chuyn ng y l mt ma trn 4 thnh phn, cov bn than khong cch,
cov khong cch v vn tc v cov bn than vn tc, hay c dng:
Post _ p0

Var(d )

Cov(d , v)

Cov(v, d )

Var(v)

7. Tnh gi tr th 2 ca kt qu (gi tr hu nghim)

Post_z1=A.Post_z0
Post_p1=A.Post_p0.At+Q
8. Tnh sai lch gia gi tr o c v gi tr Kalman d on
Mk= z post_z1(1,1)
9. Tnh h s Kalman theo cng thc
10.Qu trnh lp v update cc gi tr trn theo cng thc Kalman xy dng
phn I
11. Vi Kalman phi tuyn th trc ht cn chuyn n v xp x tuyn tnh
I.3.2 ng dng b lc Kalman

Bi v b lc Kalman gii quyt mt s vn c bn l lc nhiu v ti u

cho cc c lng nn n c ng dng rt rng ri. Ngy nay Kalman c ng
dng nhiu trong cc t t li c kh nng thay th con ngi vn hnh xe, mt
phng trnh my tnh c ci t sn b lc Kalman s c nhim v iu khin
xe. Nhng chic xe ny thm ch cn c gii thiu l an ton hn xe li bi con
ngi trong mt s trng hp. Mt ng dng khc, c th chng ta khng thch
th lm, l cc tn la i khng. l cc tn la dn hng vic bn t mt
my bay tiu dit my bay khc. Tn la dn hng hot ng theo nguyn l
pht hin mc tiu (thng thng bng rada hoc hng ngoi, i khi cng dng
laser hoc quang hc) sau t ng dn n mc tiu nh qu trnh c lng
ca Kalman.[4]
Ngoi ra b lc Kalman cn c p dng nhiu vo h thng theo di mc
tiu di ng trong mch cm bin khng dy. Do nhiu o lng trn cc cm bin
nn kt qu thu c thng khng chnh xc, c sai s ln hn so vi thc t. B
lc Kalman c p dng lc nhiu, d on, c lng v iu chnh b lc

13

Kalman gp phn quan trng vo vic qun l trng thi cc cm bin lm gim
thiu nng lng tiu th cng nh tng cht lng theo di v ko di thi gian
sng ca mng.
Cc ng dng khc c lit k t internet:
- Li t ng my bay
- c lng trng thi sc ca pin
- nh v chuyn ng
- Giao din tng tc vi my tnh bng no
- H thng dn ng qun tnh
- Theo di bng radar
- D bo thi tit
- Phn tch bin dng nh cao tng do bc x nhit mt tri
I.4. Bi ton bm st mc tiu

u vo ca h thng bm mc tiu s l hnh nh thu c ti cc im quan

st. Cc c trng ca i tng c pht hin thng qua khi x l pht hin
i tng, phn loi i tng. Nh vy nhim v ca vn bm st i tng l
chnh xc ha s tng ng ca cc vt i tng trong cc khung hnh lin tip t
d on hng chuyn ng ca i tng. u ra ca h thng s l thng tin
v chuyn ng ca cc i tng c gim st.

Hnh 3 H thng bm st mc tiu

Trong ng dng gim st, bm st mc tiu di ng, b lc Kalman l qu trnh
lp i lp li bc d on v hiu chnh trng thi ca h thng.
II. Kalman vi bi ton bm st mc tiu
II.1. Gii thiu

Bi ton bm st mc tiu cn phi tm tn hiu iu khin u vo sao cho

tn hiu u ra bm theo mc tiu. Hu ht cc phng php nh gi, c lng
tham s iu khin c xy dng trn c s p dng nguyn l v k thut tham

14

chiu, trong xc nh mt hm sai s phn nh s chnh lch gia m hnh

v h ng hc thc. Ngi ta s chia ra cc phng php xc nh sai lch:
- Phng php sai s u ra
- Phng php sai s u vo
- Phng php sai s phng trnh
- Phng php sai s d bo
Ch tiu cht lng I ca mt h thng c th c nh gi theo sai lch ca
i lng iu khin, thi gian qu hay theo mt ch tiu hn hp trong iu
kin lm vic nh hn ch v cng sut, tc , gia tc
Bi ton tng hp h thng l ton b qu trnh tnh ton, la chn b sung
thm cc khu ph hp vo h thng. h thng khi hot ng t c
nhng yu cu cht lng ra v sai lch, thi gian p ng qu L
thuyt iu khin hin i s dng m t khng gian trng thi trong min thi
gian, mt m hnh ton hc ca mt h thng vt l nh mt cm u vo, u ra
v cc bin trng thi quan h vi phng trnh trng thi bc mt. Xut pht t
quan im d trin khai l trng hp lut iu khin tuyn tnh.[6]

Hnh 4 M hnh phng php iu khin

II.2.Mc tiu b lc

Lc Kalman nhm c lng gi tr ch thc ca tham s mc tiu, bng cch

d on gi tr ca n v tnh tin cy (hay bt nh) ca d on , ng
thi o c gi tr, sau ly mt trung bnh c trng s gia gi tr d on v gi
tr o c c, lm gi tr c lng. Cc thuc tnh c bn ca b lc Kalman
c bt ngun t cc yu cu ca c lng trng thi.
Lc cc thng ging ngu nhin ca kt qu o c ly ca vt chuyn ng. Ch
xt trng hp cc sai s ngu nhin ny gy ra bi 2 yu t:
- Gia tc ca vt chuyn ng c bin nh, phn b Gaussian vi k
vng =0

15

- Sai s ca php o c qun phng t thay i, phn b Gaussian vi k

vng =0.
Cc hng s:
- Chu k ly mu, x l: T=0.04 s
- lch chun ca gia tc: a = 10m/s2
- Hng s khong cch: Dconst = 140 000m
- Hng s nhiu o lng: N_factor[meas]= {5, 12, 32, 50} ng vi cc
thang o c ly = {3km, 5km, 8km, 10km}
II.3. Cc bin v phng trnh quan h
II.3.a. Bin v phng trnh trng thi

- Vector trng thi: Xk: Matrix[2x1]

dk

vk

Xk =

- Vector nhiu ca tin trnh:

T 2 a / 2

Wk =
Ta

- Matrix chuyn i trng thi: A= Matrix[2x2]

1 T

0 1

A=

- Phng trnh chuyn trng thi:

Xk+1= A.Xk+ Wk
II.3.b. o lng

- Kt qu o (u vo ca filter) : Zk= Matrix[1x1]

- Matrix o lng: H=Matrix[1x2]
H= 1 0
- Vector nhiu o lng Uk matrix[1x1]
Uk= N(0, M) , M = N_factor[meas]. 106/ Dconst
- Phng trnh o lng:
Zk= H.Xk+ Uk
II.3.c. Covariances ca nhiu

- Nhiu tin trnh Q=Matrix [2x2]

Q=

Cov(Wk,WkT)=

T 4 / 4 T 3 / 2 2
3

T / 2 T 2 a

- Nhiu o lng: M[1x1]

R=Cov(Uk,UkT)= M 2

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II.4.Quy trnh tnh ton

II.4.a.Cc bin s dng

- D on trng thi
* Pre-estimated : Pre_Zk = M[2x1]
* Post-estimated : Post_Zk = M[2x1]
Post_Zk l kt qu u ra ca Filter. Lu , y l vector 2 thnh phn bao
gm c C ly (Dout) v Tc (Dout)
- lch (s d) ca D on trng thi
* Pre-estimated Error : Pre_Ek = M[2x1]= Xk - Pre_Zk
* Post-estimated Error : Post_Ek = M[2x1]= Xk - Post_Zk
- Covariances ca lch (s d) ca D on trng thi
* Pre-estimated Error Cov:
Pre_Pk = M[2x2]= Cov(Pre_Ek ,Pre_Ek T)
* Post-estimated Error Cov:
Post_Pk = M[2x2]= Cov(Post_Ek ,Post_Ek T)
- c lng lch (s d) ca Kt qu o lng Mk= M[1x1]
Mk = Zk- H. Pre_Zk
- H s Kalman Kk=M[1x2]
II.4.b. Cc bc tnh ton

-Ti thi im khi ng, k=0

E (d )

Post_Z0 =
0
E(d)= Mean(d) trong 1 s (25 first samples)

T 4 / 4 T 3 / 2 2
= Const
Q = 3
2 a
T / 2

R = M = Variable!

M2
Post_P0 =
0

M2

-D on cc bin vi k>0
Pre_Zk = A. Post_Zk-1
Pre_Pk = A. Post_Pk-1 .AT + Q
-Cp nht v Post-Estimate:
* lch o lng:
Mk = Zk - Pre_Zk [1]
* Cov o lng:
Sk = Pre_Pk [1] + R
* H s Kalman:
Kk= Pre_Pk .HT / Sk

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* Post-Estimate:
* Post-P:

Post_Zk = Pre_Zk + Kk . Mk
Post_Pk = (I-Kk . H).Pre_Pk
1 0
.
0 1

Ghi ch: - I= ma trn n v [2x2]=

- Trong qu trnh tnh ton, tham s Meas c th thay i trong phm vi=1,2,3,4
ng vi cc gi tr khc nhau ca R= M 2
- Post_Zk l kt qu u ra ca Kalman Filter.

Ti liu tham kho:

1. An Introduction To The Kalman Filter , Greg Welch, Gary Bishop, 2001
2. Tutorial: The Kalman Filter , Tony Lacey, chapter 11
3. Kalman Filter , Dan Simon, 2001
4. The Kalman Filter -Intro, Subject MI37,2006
5. Nghin cu b lc Kalman p dng cho bi ton cm bin , Nguyn Quc nh,2008
6. S dng b lc Kalman trong bi ton bm mc tiu , Lu Vn Quyn, 2013
7. https://home.wlu.edu/~levys/kalman_tutorial/