Использование расширенного фильтра Калмана для демодуляции хаотических колебаний - page 2

ɦɨɠɧɨ
&
ɩɟɪɟɱɢɫɥɟɧɧɵɟ ɧɟɞɨɫɬɚɬɤɢ ɢ ɨɝɪɚɧɢɱɟɧɢɹ ɡɚ ɫɱɟɬ ɢɫɩɨɥɶɡɨɜɚ
'
ɧɢɹ ɦɟɬɨɞɨɜ ɬɟɨɪɢɢ ɨɩɬɢɦɚɥɶɧɨɣ ɮɢɥɶɬɪɚɰɢɢ ɫɢɝɧɚɥɨɜ
(
Ɇɚɬɟɦɚɬɢɱɟɫɤɢɣ ɚɩɩɚɪɚɬ ɧɟɥɢɧɟɣɧɨɣ ɨɩɬɢɦɚɥɶɧɨɣ ɮɢɥɶɬɪɚɰɢɢ
ɞɚɜɧɨ ɢɡɜɟɫɬɟɧ ɢ ɞɨɫɬɚɬɨɱɧɨ ɯɨɪɨɲɨ ɪɚɡɜɢɬ
(
ɏɚɨɬɢɱɟɫɤɢɟ ɤɨɥɟɛɚɧɢɹ
ɧɚɛɥɸɞɚɸɬɫɹ ɜɨ ɦɧɨɝɢɯ ɬɢɩɢɱɧɵɯ ɧɟɥɢɧɟɣɧɵɯ ɞɢɧɚɦɢɱɟɫɤɢɯ ɫɢɫɬɟ
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ɦɚɯ
(
Ɍɚɤɢɦ ɨɛɪɚɡɨɦ
&
ɦɨɠɧɨ ɩɪɢɦɟɧɢɬɶ ɢɡɜɟɫɬɧɵɟ ɦɟɬɨɞɵ ɧɟɥɢɧɟɣɧɨɣ
ɨɩɬɢɦɚɥɶɧɨɣ ɮɢɥɶɬɪɚɰɢɢ ɤ ɩɪɢɟɦɭ ɯɚɨɬɢɱɟɫɤɢɯ ɫɢɝɧɚɥɨɜ
&
ɜɵɹɫɧɢɬɶ
&
ɨɫɬɚɸɬɫɹ ɥɢ ɨɧɢ ɚɞɟɤɜɚɬɧɵɦɢ ɜ ɞɚɧɧɨɦ ɫɥɭɱɚɟ
&
ɢ ɩɪɢ ɧɟɨɛɯɨɞɢɦɨɫɬɢ
ɪɚɡɜɢɬɶ ɢɯ ɢ ɚɞɚɩɬɢɪɨɜɚɬɶ
&
ɟɫɥɢ ɬɚɤɨɟ ɨɤɚɠɟɬɫɹ ɜɨɡɦɨɠɧɵɦ
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ɂɧɬɟɪɟ
'
ɫɟɧ ɬɨɬ ɮɚɤɬ
&
ɱɬɨ ɬɟɨɪɢɹ ɨɩɬɢɦɚɥɶɧɨɣ ɮɢɥɶɬɪɚɰɢɢ ɫɮɨɪɦɢɪɨɜɚɥɚɫɶ
ɪɚɧɶɲɟ
&
ɱɟɦ ɫɨɜɪɟɦɟɧɧɚɹ ɬɟɨɪɢɹ ɞɢɧɚɦɢɱɟɫɤɨɝɨ ɯɚɨɫɚ
&
ɢ ɪɚɡɜɢɬɢɟ ɦɟ
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ɬɨɞɨɜ ɨɩɬɢɦɚɥɶɧɨɝɨ ɩɪɢɟɦɚ ɩɪɨɢɫɯɨɞɢɥɨ
&
ɩɨ
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ɜɢɞɢɦɨɦɭ
&
ɛɟɡ ɩɪɢɧɹɬɢɹ
ɜɨ ɜɧɢɦɚɧɢɟ ɯɚɨɬɢɱɟɫɤɢɯ ɹɜɥɟɧɢɣ
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ȼ ɤɚɱɟɫɬɜɟ ɩɪɢɟɦɧɨɝɨ ɭɫɬɪɨɣɫɬɜɚ ɢɫɩɨɥɶɡɭɟɦ ɨɞɢɧ ɢɡ ɩɪɢɛɥɢɠɟɧ
'
ɧɵɯ ɜɚɪɢɚɧɬɨɜ ɨɩɬɢɦɚɥɶɧɨɝɨ ɩɪɢɟɦɧɢɤɚ
&
ɚ ɢɦɟɧɧɨ ɩɪɢɟɦɧɢɤ
&
ɚɥɝɨɪɢɬɦ
ɪɚɛɨɬɵ ɤɨɬɨɪɨɝɨ ɨɫɧɨɜɚɧ
&
ɩɨ ɫɭɳɟɫɬɜɭ
&
ɧɚ ɫɜɟɞɟɧɢɢ ɢɫɯɨɞɧɨɣ ɧɟɥɢɧɟɣ
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ɧɨɣ ɡɚɞɚɱɢ ɤ ɥɢɧɟɣɧɨɣ
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Ɉɧ ɢɡɜɟɫɬɟɧ ɜ ɥɢɬɟɪɚɬɭɪɟ ɩɨɞ ɧɚɡɜɚɧɢɟɦ
ƒ
ɪɚɫ
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ɲɢɪɟɧɧɵɣ ɮɢɥɶɬɪ Ʉɚɥɦɚɧɚ
„ "
ɊɎɄ
#(
ȼ ɤɚɱɟɫɬɜɟ ɝɟɧɟɪɚɬɨɪɚ ɯɚɨɫɚ
&
ɧɚ ɤɨ
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ɬɨɪɨɦ ɨɫɧɨɜɚɧɚ ɤɨɦɦɭɧɢɤɚɰɢɨɧɧɚɹ ɫɢɫɬɟɦɚ
&
ɜ ɫɨɨɬɜɟɬɫɬɜɢɢ ɫ ɪɟɤɨɦɟɧ
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ɞɚɰɢɹɦɢ
&
ɢɡɥɨɠɟɧɧɵɦɢ ɜ ɪɚɛɨɬɟ
U2W&
ɜɵɛɪɚɧɚ ɦɨɞɟɥɶ Ʌɨɪɟɧɰɚ
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ɇɚɫɬɨɹɳɚɹ ɪɚɛɨɬɚ ɛɵɥɚ ɩɨɞɝɨɬɨɜɥɟɧɚ ɫ ɢɫɩɨɥɶɡɨɜɚɧɢɟɦ ɩɭɛɥɢɤɚ
'
ɰɢɣ
U0& 2†+,W
ɩɨ ɧɟɥɢɧɟɣɧɨɣ ɞɢɧɚɦɢɤɟ ɢ ɯɚɨɫɭ
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ɚ ɬɚɤɠɟ ɫ ɢɫɩɨɥɶɡɨɜɚ
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ɧɢɟɦ ɪɚɛɨɬ
U+†-& /& +-& +.W
ɩɨ ɫɬɚɬɢɫɬɢɱɟɫɤɨɣ ɬɟɨɪɢɢ ɫɜɹɡɢ
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Ɋɟɡɭɥɶɬɚɬɵ
ɪɚɛɨɬ
U+†-& +-& +.W
ɹɜɥɹɸɬɫɹ ɨɫɧɨɜɨɣ ɞɥɹ ɢɫɫɥɟɞɨɜɚɧɢɣ
&
ɩɪɨɜɟɞɟɧɧɵɯ
ɜ ɧɚɫɬɨɹɳɟɣ ɪɚɛɨɬɟ
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ɋɢɧɯɪɨɧɢɡɚɰɢɹ ɯɚɨɬɢɱɟɫɤɢɯ ɤɨɥɟɛɚɧɢɣ
Ɉɛɳɢɣ ɫɥɭɱɚɣ
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ɉɨɞ ɫɢɧɯɪɨɧɢɡɚɰɢɟɣ ɜ ɞɚɧɧɨɦ ɫɥɭɱɚɟ ɛɭɞɟɦ ɩɨɧɢ
'
ɦɚɬɶ ɭɫɬɚɧɨɜɥɟɧɢɟ ɜ ɞɜɭɯ ɫɚɦɨɫɬɨɹɬɟɥɶɧɵɯ ɧɟɥɢɧɟɣɧɵɯ ɫɢɫɬɟɦɚɯ ɫ
ɨɞɢɧɚɤɨɜɵɦɢ ɩɚɪɚɦɟɬɪɚɦɢ ɨɞɢɧɚɤɨɜɨɝɨ ɫɨɫɬɨɹɧɢɹ ɩɪɢ ɪɚɡɧɵɯ ɧɚɱɚɥɶ
'
ɧɵɯ ɫɨɫɬɨɹɧɢɹɯ
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ɉɪɢ ɷɬɨɦ ɨɞɧɚ ɢɡ ɫɢɫɬɟɦ ɹɜɥɹɟɬɫɹ ɜɟɞɭɳɟɣ
&
ɚ ɞɪɭɝɚɹ
ɜɟɞɨɦɨɣ
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Ɍɪɟɛɭɟɬɫɹ ɞɨɫɬɢɱɶ ɬɨɝɨ
&
ɱɬɨɛɵ ɜɟɞɨɦɚɹ ɫɢɫɬɟɦɚ ɜɨɫɩɪɨɢɡɜɨ
'
ɞɢɥɚ ɬɚɤɨɣ ɠɟ ɪɟɠɢɦ
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ɱɬɨ ɢ ɜɟɞɭɳɚɹ
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ɉɪɢ ɷɬɨɦ ɡɧɚɱɟɧɢɹ ɩɚɪɚɦɟɬɪɨɜ
ɫɢɫɬɟɦ ɨɞɢɧɚɤɨɜɵɟ
&
ɚ ɧɚɱɚɥɶɧɵɟ ɭɫɥɨɜɢɹ ɞɥɹ ɤɨɦɩɨɧɟɧɬ ɯɚɨɬɢɱɟɫɤɢɯ
ɤɨɥɟɛɚɧɢɣ ɪɚɡɧɵɟ
(
Ɉɛɨɡɧɚɱɢɦ ɜɟɤɬɨɪ ɤɨɦɩɨɧɟɧɬ ɯɚɨɬɢɱɟɫɤɢɯ ɤɨɥɟɛɚ
'
ɧɢɣ ɜ ɜɟɞɭɳɟɣ ɫɢɫɬɟɦɟ
X
= (
x
1
x
2
. . . x
n
)
ɬ
&
ɝɞɟ
n
‡
ɩɨɪɹɞɨɤ ɫɢɫɬɟɦɵ
(
Ɍɨɝɞɚ
ˆX
= (ˆ
x
1
ˆ
x
2
. . .
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x
n
)
ɬ
‡
ɜɟɤɬɨɪ ɤɨɦɩɨɧɟɧɬ ɯɚɨɬɢɱɟɫɤɢɯ ɤɨɥɟɛɚɧɢɣ
ɜ ɜɟɞɨɦɨɣ ɫɢɫɬɟɦɟ
5
ˆX
ɹɜɥɹɟɬɫɹ ɨɰɟɧɤɨɣ ɫɨɫɬɨɹɧɢɹ ɜɟɞɭɳɟɣ ɫɢɫɬɟɦɵ
‡
ɜɟɤɬɨɪɚ
X
&
ɤɨɬɨɪɚɹ ɜɵɩɨɥɧɹɟɬɫɹ ɫɨɝɥɚɫɧɨ ɚɥɝɨɪɢɬɦɭ ɊɎɄ
(
Ɋɚɫɫɦɚɬɪɢ
'
ɜɚɟɦɵɟ ɝɟɧɟɪɚɬɨɪɵ ɯɚɨɬɢɱɟɫɤɢɯ ɤɨɥɟɛɚɧɢɣ ɨɩɢɫɵɜɚɸɬɫɹ ɨɛɵɤɧɨɜɟɧ
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ɧɵɦɢ ɞɢɮɮɟɪɟɧɰɢɚɥɶɧɵɦɢ ɭɪɚɜɧɟɧɢɹɦɢ ɜɬɨɪɨɝɨ ɢ ɬɪɟɬɶɟɝɨ ɩɨɪɹɞɤɨɜ
ɜɢɞɚ
CMMH *,-0'-3--(
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ɇ
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ɗ
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Ȼɚɭɦɚɧɚ
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ɋɟɪ
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ɉɪɢɛɨɪɨɫɬɪɨɟɧɢɟ
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ʋ
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1 3,4,5,6,7,8,9,10,11,12,...23
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