一种基于随机理论的寻北滤波噪声影响分析方法

以寻北系统 Kalman滤波器为研究对象，从滤波噪声在寻北 Kalman滤波器中传播机理的角度对其影响进行分析。基于随机可控制性和随机可观测性得到了误差协方差矩阵与噪声统计特性之间的解析表达式，并利用单轴旋转式寻北系统对所提出的基于随机理论的解析分析方法进行验证。实验结果表明，利用基于随机理论的解析分析方法分析寻北系统有效而且适用，并且所得到的解析式能够更全面地表示系统的性能。

Stochastic theory approach to analyzing noise influences on north-finding filtering

The north-finding Kalman filter is studied from the aspect of the propagation mechanism of filtering noises. Explicit analytic expressions of the state error covariance matrix with different noise statistical characteristics are derived based on the stochastic controllability and stochastic observablity theory, and the proposed analytic method is detailed demonstrated on the single-axis rotary inertial navigation system (INS). The experimental results show that, the proposed analytic method is effective and applicable to analyzing the north-finding filter, and the analytic expressions can provide with us more information about the system performance.