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

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Trang i

LI CM N

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

Tr ng Ngc S n nh 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 ki n 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 ti n hnh n.
Nhm thc hin ti cng xin cm n n cc anh ch em khoa in in t v
ton th lp 071170 gip chia s kinh nghim v ki n thc gip nhm lm tt cng vic
trong sut ti n trnh thc hin ti.
Tuy nhin, do thi gian v ki n thc c hn nn n chc chn khng th trnh khi
nhng thi u st, nhm thc hin ti rt mong c s ng gp ki n ca cc thy, cc c
v ton th cc bn.
Mt ln na xin cm n tt c mi ngi vi lng bi t n chn thnh v su sc nht!

Nhm thc hin ti

Nguyn Huy Danh Trng Vn Lu

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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 thi t 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 thuy t v c lng
3.3. Lc thch nghi b lc Kalman
3.4. So snh v k t lun
CHNG 4:NG DNG B LC KALMAN VO LC NHIU CM BIN
4.1. Cc loi nhiu c th nh hng ti cm bi n
4.2.Thut ton kalman vo lc nhiu trong cm bi n
CHNG 5: THIT K PHN CNG
5.1. Thi t k mch vi x l
5.2. Mch k t hp cm bi n gyro v Acer
CHNG 6: Lp trnh
6.1. Lu v lp trnh bng ngn ng C cho vi iu khi n

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Trang iii

MC LC
Trang ba lt
Quy t nh giao ti .......................................................................................................
L ch 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 thi t 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 thi t 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 chuy n i hay thi gian ln( Risetime): ..................................................... 15
2.3.2.Gn sng nh( Overshoot) trong p ng bc thang: .............................................. 15
2.3.3.Pha tuy n tnh: ......................................................................................................... 15
2.4.CC THNG S CA H THNG MIN TN S: ............................................. 16
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

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Trang iv

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

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

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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 ngh ch o ph ................................................................................... 29
Hnh 2.7 S o chiu ph .................................................................................... 20
Hnh 2.8 Thi t k b lc thng di ......................................................................... 20
Hnh 2.9 Thi t 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 ti p ................................................. 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 chuy n v ............................................... 28
Hnh 2.17 Cu trc b lc IIR dng trc ti p I ...................................................... 29
Hnh 2.18 Cu trc b lc IIR dng trc ti p 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 ti n trnh ........................................................................................ 43

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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

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Trang viii

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

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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.

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CHNG 1: GII THIU

L do chn ti
Ngy nay, nn cng ngh th gii ang pht tri n nhanh chng vi hng lot cc gii php
cng ngh ra i mi nm. Theo , cc sinh vin ngnh cng ngh ngoi vic ti p thu cc ki n
thc ging ng cn phi tm hi u v nghin cu thm cc cng ngh tin ti n trn th gii
c th p ng c yu cu cao ca th trng lao ng. Cc loi cm bi n c s dng rng ri
trong cc thi t b trong dn dng cng nh trong cng nghip.
Th nhng nhiu loi cm bi n 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 i m 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 bi n l rt kh quan , v vy vic
nghin cu nm r v ti n ti lm ch ph ng php ny l rt cn thi t 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.
1.1.

1.2.

Mc tiu ca ti
Nghin cu v thut ton Kalman, ng dng lc nhiu cho cm bi n 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 bi n gc nghing
Gii hn ti

1.4.

Nhm c gng h t sc v dnh rt nhiu thi gian cho qu trnh nghin cu ti nhng
do nguyn nhn khch quan (gi thnh thi t b qu t, ti liu v ti cn t ng i t, lng
ki n thc lin quan n ti l mi so vi nhm nghin cu) cng nh kinh nghim, k nng ca
nhm cn thi u nn khng th trnh khi nhng kh khn. V vy nhm hn ch ti vic xy
dng phn mm qun l v thi t k , thi cng m hnh m cha a ra sn phm hon thin thc
s.
Yu cu thit k h thng:
Yu cu v phn cng: c cc gi tr t cm bi n tt, giao ng t , khng b nh hng
nhiu t nhiu.
1.6. ngha thc tin
1.5.

N u 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 bi n cng nh trong truyn tn hiu.
Dn nghin cu
Nghin cu thut ton kalman
- Tng quan v thut ton Kalman
Ch ng 1: Gii Thiu

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- Nghin cu v c lng
- ng dng lp trnh thut ton trn vi x l
Thit k phn cng
- Tm hi u yu cu thi t k mch vi xu l giao ti p vi Lcd
- Thi t k mch k t hp cm bi n gc nghing
1.7. B cc n
Ngoi ch ng m u: Gii thiu tng quan v ti v ch ng cui: K t lun v hng
pht tri n ti. n gm 2 phn c bn sau:
Phn 1: C s l thuy t, gm 3 ch ng
- Ch ng 2: Tng quan v b lc s
- Ch ng 3: B lc Kalman
- Ch ng 4: ng dng thut ton Kalman vo bi ton lc nhiu
Phn 2: Thi t k v thi cng, gm 4 ch ng
- Ch ng 6: Thi t k phn cng
- Ch ng 7: lp trnh cho vi x l

Ch ng 1: Gii Thiu

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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 bi n 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 b giao thoa vi cc tn hiu khc hay b 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 b sai lch i
bi nhiu y u t ca mi trung tc ng vo; lm cho n b bi n dng gy nh hng n k t qu
nh gi.
C hai ki u lc chnh: T ng t v s. Chng khc nhau hon ton v cu to vt l v cch
lm vic. Mt b lc t ng t s dng cc mch in t ng t c to ra t cc thi t b nh l
in tr, t in, hay opamp, C cc chun k thut tt tn ti trong mt thi gian di cho
vic thi t k mt mch b lc t ng t. Cn mt b lc s th s dng mt b x l s hot
ng tnh ton s ho trn cc gi tr 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 t ng t( Analog
Filter). Cc b lc t ng t c u i m 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 h n hn
cc b lc t ng 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 h n 0.0002 cc tn s trn 1001Hz. Tt c cc hot ng din ra

Ch ng 2: Tng Quan V B Lc S

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

lc s s dn dn thay th cho cc b lc t ng t vi cc u i m c th nh sau:
1) Mt b lc s th c kh nng lp trnh c, cn mt b lc t ng t, mun thay i cu
trc th phi thi t k li b lc.
2) Cc b lc s d dng thi t k , d ki m tra v d thi hnh trn mt my tnh mc ch
chung hay mt trm lm vic.
3) c i m cc mch lc tng t l b nh hng bi s tri v ph thuc nhiu vo nhit
. Cc b lc s th khng c cc vn ny, v rt n nh 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 t ng t.
5) Cc b lc s linh hot h n 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 t ng i n gin,
v mt tch hp rt cao.
nng cao cht lng ca cc b lc t ng t, ta ch trng khc phc hn ch ca linh
kin nh chnh xc, n nh, s ph thuc vo nhit v .v.v. Cn i vi cc b lc s,
vn d bn thn n c nhiu u i m nn ta ch ch trng n cc hn ch ca tn hiu v cc
ph ng php thi t k v thut ton ch ng trnh x l tn hiu.
Trong ch ng ny, chng ta s tm hi u v mt s l thuy t 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 i m cch u nhau. Tuy nhin, ta
cng c th ly mu cc v 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 tuy n 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. N u

Ch ng 2: Tng Quan V B Lc S

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mt trong ba p ng c xc nh th hai p ng kia cng s c tnh ra trc ti p. 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 v ; p ng bc l u ra
ca h thng khi u vo l bc nhy n v ( hay xung bc thang). V hm bc nhy l tch
phn ca hm xung n v , 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 k t qu u ra hay;
Ly tch phn ca p ng xung.
Cn p ng tn s ly t bi n i Fourier ca p ng xung.

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

Ph ng php trc ti p 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 thi t k ca b lc.
Mt ph ng php khc thc hin lc s l dng ph ng 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 ki u quy m rng thm qu trnh trn bng cch s
dng c cc tr s tnh c t tn hiu ra, bn cch cc i m ly t tn hiu vo; thay v dng
mt li lc, cc b lc quy c xc nh bi mt d y 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 ph ng php
chp th gi l cc b lc c p ng xung di hu hn FIR.
C nhiu cch con ngi bi u din thng tin qua tn hiu nh trong cc ki u iu ch hay
m ha tn hiu: AM, FM, PCM,Cn cc tn hiu sinh ra trong t nhin th ch c hai cch bi u
Ch ng 2: Tng Quan V B Lc S

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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 i m xut hin. Mi mu trong tn hiu cho thy ci g
xut hin thi i m y v ln ca n. Tri li, thng tin c bi u th trong min tn s c
tnh cht gin ti p h n v mi mu tn hiu n c khng th th hin c thng tin y m
phi trong mi quan h nhiu i m ca tn hiu.
T ta thy tm quan trng ca p ng bc v p ng tn s; p ng bc m t s
bi n i ca thng tin trong min thi gian bi h thng cn p ng tn s cho thy s bi n 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 chuy n 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 tuy n tnh hay l s i xng ca na trn v na di ca p ng xung. S i xng
ny l cn thi t 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.

Ch ng 2: Tng Quan V B Lc S

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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 b ngn cn.
Di chuyn tip( Transitionband): l di v tr trung gian ca di thng vi
di chn.
dc xung nhanh: l ng vi mi di chuy n ti p rt hp.
Tn s ct: l tn s phn cch gia di thng v di chuy n ti p. Trong thi t k
t ng t, tn s ct thng c xc nh ti n i bin gim cn 0.707( t ng
ng -3dB). Cc b lc s t c tiu chun ha v c th xc nh 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.

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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 bi u din hnh
sau.
V mt pha, trc h t h s pha khng quan trng trong hu h t 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, n u pha l quan trng th ta li c th d dng thc hin cc b lc s c p ng
pha tuy n tnh, tc l tt c tn s i qua b lc khng b lch pha. Trong khi cc b lc t ng t
rt km v mt ny.
Hnh 2.5 sau th hin ba thng s v c i m lm vic ca b lc trong min tn s.

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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 thi t k cc b lc s thc t u i t l thuy t 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 thi t k bng cch xut pht t mt b lc thng
thp, ri chuy n i sang p ng yu cu. V vy ta ch kho st i n hnh b lc thng thp thi.
C hai ph ng php chuy n i t thng thp sang thng cao l: ngh ch o ph( Spectral
Inversion) v o chiu ph( Spectral Reversal). Hnh 2.6 sau y th hin s ngh ch o ph.

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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 ngh ch o ph lt
ngc p ng tn s, i di thng thnh di chn v ngc li.
Ph ng php th hai chuy n i thng thp thnh thng cao, l o chiu ph, c
th hin hnh 2.7 sau. Cng t ng t nh trn, p ng xung ca b lc thng thp hnh a)
t ng 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 t ng ng vi nhn li lc vi mt sng sine c tn s
0.5. iu ny c tc dng d ch chuy n min tn s mt khong tn s bng 0.5.

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Hnh 2.7: S o chiu ph.

V hai hnh sau y cho chng ta thy cch k t 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.

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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, h n 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:

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

2
0

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 ki u b lc s cn bn l: b lc FIR v IIR; Cc b lc FIR c hai c i m quan
trng so vi cc b lc IIR: th nht, cc b lc FIR chc chn n nh, 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 tuy n
tnh. V sau y ta s i kho st tng loi b lc ; u tin chng ta xem li php bi n i z, l
cng c hu hiu cho vic phn tch v thi t k cc b lc s.
2.6.1.B lc FIR:
2.6.1.1.Php bin i Z( Z-Transform):
Bi n 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 t ng ng vi php bi n i Laplace i vi cc tn hiu v h thng thi gian
lin tc; n c th c s dng gii cc ph ng trnh sai phn h s hng, tnh ton p ng
ca h thng tuy n tnh v bt bi n i vi tn hiu ng vo cho trc, thi t k cc b lc tuy n
tnh.
Bi n i Z ca tn hiu thi gian ri rc x(n) c nh ngha bi:

X(z)=

x ( n) z

(2.1)

Vi z= rej l mt bi n phc. k hiu, n u x(n) c bi n i z l X(z), ta vi t: x(n)

X(z).
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Bi n i z c th c xem nh l bi n 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) =

x(n) e jn

(2.2)

nh 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, bi n i z hu t c bi u
din nh sau:
q

(1
X(z) = C.

z 1 )

k 1
p

(1

(2.3)
1

z )

k 1

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
bi n i z thng dng th hin bng 2.1 sau:
Bng 2.1: Cc cp bin i z thng dng.
Chui

Bi n i z

Min hi t

(n)

Mi z

n u (n)

- n u (n 1)

|z| > | |

1 z

|z| < | |
1
1 z 1

n n u (n)

z 1

1 z

1 2

-n n u (n 1)

z 1

|z| > | |
|z| < | |

1 z

1 2

Cos(n 0 )u(n)
Sin(n 0 )u(n)
Ch ng 2: Tng Quan V B Lc S

1 (cos0 ) z 1
1 2(cos0 ) z 1 z 2

|z| >1
|z| >1

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(sin 0 ) z 1
1 2(cos0 ) z 1 z 2

Cc tnh cht ca bi n i z c cho bng 2.2 sau:

Bng 2.2: Cc tnh cht ca bin i z.
Tnh cht

Chui

Bi n i z

Min hi t

Tuy n tnh

ax(n) + bx(n)

Cha Rx Ry

T nh ti n

x(n-n0)

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

o ngc

x(-n)

X(z-1)

1/Rx

Nhn hm m

n x(n)

X( 1 z)

| |Rx

Php chp

x(n)*h(n)

X(z)H(z)

Cha Rx Rh

Lin hp

x*(n)

X*(z*)

Rx

o hm

nx(n)

-z

Rx

dX ( z )
dz

Rx

2.6.1.2.Cc b lc FIR:
Ph ng trnh tch chp thi t k b lc FIR tng qut l:

y(n) =

h( k ) x ( n k )

(2.4)

k 0

Trong vic thi t k , chng ta s dng mt s hu hn l N; v ph ng trnh trn c vi t 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

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

(2.6)

Ph ng trnh (2.6) bi u din mt php tch chp theo thi gian gia cc h s v cc mu tn
hiu vo. Php tch chp ny t ng ng vi mt php nhn trong min tn s, hay l:
Y(z) = H(z)X(Z)
y H(z) l bi n i z ca h(k), l hm truyn:
Ch ng 2: Tng Quan V B Lc S

(2.7)

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N

H(z) =

h( k ) z

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

k 0

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 bi u din ph ng trnh(2.5) hay ph ng

trnh(2.6):

y(n)

x(n)

-1

-1

-1

h(N)
h(N-1)
h(1)
h(0)

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

Ph ng trnh(2.4) cho thy c th thc hin mt b lc FIR n u bi t tn hiu vo thi i m
n l x(n) v cc tn hiu vo b lm tr l x(n-k). Khng cn cc tn hiu hi ti p 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 ho n tng on.
Mt c tnh quan trng ca mt b lc FIR l n c th bo m s tuy n tnh pha. Vi pha
tuy n 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 b bp mo rt
kh ch u.
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

k2

k1
e1(n)

yN-1(n)

k2

z-1

yN(n)
kN

z-1

e2(n)
Hnh 2.12: Cu trc hng ro FIR.

kN
eN(n)

Vi h thng hng ro FIR bc N ta c :

N

yN(n) =

a x(n i )
i 0

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(2.9)

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N

eN(n) =

a
i 0

N i

x(n i )

(2.10)

Vi a0 = 1. Chng ta bi n i z hai ph ng 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

(2.11)

N i

z i

(2.12)

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

(2.13)

Trong s tng qut th:

(2.14)

k N = aN

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

a(r-1)i =

a ri k r a r ( r i )
1 k r2

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

(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 ph ng php thi t 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.
Ch nht

0n N

khi n

w(n) =

Hanning

2n

)
0.5 0.5 cos(
w(n) =
N
0
khi n

Hamming

2n

)
0.54 0.46 cos(
N

0
khi n

Blackman

2n
4n

) 0.08 cos(
)
0.42 0.5 cos(
N
N

0
khi n

0n N

0n N

0n N

Trong w(n) l ca s c chiu di hu hn, i xng xung quanh i m gia( w(n) = w(Nn)).
Ngoi ra b lc FIR cn c mt s cu trc khc c th hin cc hnh v sau:
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Hnh 2.13: S thc hin b lc FIR dng trc tip.

Dng trc ti p ny rt thng c s dng cho vic thi t 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.

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

2.6.2.B lc IIR:
Lc FIR khng c t ng ng trong dng t ng t, cn lc IIR c th c thi t k t lc
t ng t bng php bi n i song tuy n tnh, nh x mt-mt t min s sang min z v ngc li:
s=
Suy ra: z =

z 1
z 1

(2.16)

1 s
1 s

(2.17)

y l k thut thng dng nht bi n i mt b lc t ng t sang lc ri rc: hm truyn

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

y(n) =

a k x(n k ) k 0

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)

Ph ng trnh( 2.19) bi u 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
i m n, khng nhng tu thuc vo cc tn hiu vo hin thi x(n), thi i m 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 thi t cc iu kin ban u bng 0 i vi ph ng trnh(2.19); ta ly bi n 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:
H(z) =

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

(2.21)

Nhn v chia(1.21) cho zN, c:

H(z) =

N
z zi
a0 z N a1 z N 1 ... a N
=
C

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

Ch ng 2: Tng Quan V B Lc S

(2.22)

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Ph ng trnh(2.22) m t mt hm truyn vi N i m 0 v N i m cc. V cho h thng

n nh, tt c cc cc phi nm bn trong ng trn n v do :
1.N u |pi| < 1, h(n) 0 khi n , do h thng n nh.
2.N u |pi| > 1, h(n) khi n , do h thng khng n nh.
Ch rng n u |pi| = 1, h thng n nh bn l( Bin gii gia n nh v khng n nh) v
cho p ng dao ng. H thng khng n nh khi c nhiu cc trn ng trn n v .
N u tt c cc h s bj trong ph ng trnh(2.22) u bng 0, th s ch c cc cc nm ti gc
trong mt phng z. Khi , cc ph ng trnh(2.18) v (2.19) tr thnh ph ng trnh tch chp bi u
din cho mt b lc FIR. H thng s ch cn l mt b lc FIR khng quy v n nh. Sau y
l mt s cu trc bi u 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 ti p I c th dng thc hin b lc IIR cho
bi ph ng trnh(1.19). i vi b lc bc N, cu trc ny c 2N b tr( Delay) bi u th 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 ti p 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 ti p I. Nh b lc bc 2 ch cn
2 phn t z-1 thay v 4 nh dng I. Ta chng t ph ng trnh (2.19) thc hin c bi dng trc
ti p II.
Gi U(z) l bi n xc nh bi : U(z) =

X ( z)
D( z )

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

Ch ng 2: Tng Quan V B Lc S

(2.23)

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Y(z) =

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

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

(2.24)
(1.25)

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)

Bi n 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)

Bi n i z ngc ph ng trnh(2.25) c:
y(n) = a0u(n) + a1u(n-1) ++ aNu(n-N)

(2.29)

Cu trc IIR dng trc ti p II c th c bi u din bi(2.28) v (2.29).

2.7.KT LUN:
Ch ng 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 ph ng 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.

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CHNG 3: B LC KALMAN
3.1.

GII THIU V B LC KALMAN.

Vo nm 1960, R.E Kalman cng b bi bo ni ti ng v mt gii php truy hi

gii quy t bi tan lc thng tin ri rc tuy n 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 tri n 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 nh
v cng nh trong vin thng (v nhiu lnh vc khc na).
Mt cch khi qut, b lc Kalman l mt tp hp cc ph ng trnh tan hc m t mt
ph ng php tnh tan truy hi hiu qa cho php c on trng thi ca mt qu trnh (process)
sao cho trung bnh ph ng sai ca lch (gia gi tr thc v gi tr c an) l nh nht. B
lc Kalman rt hiu qu trong vic c an cc trng thi trong qu kh, hin ti v t ng lai
thm ch ngay c khi tnh chnh xc ca h thng m phng khng c khng nh.
3.2. L THUYT V C LNG.
3.2.1.
KHI NIM :
Trong thng k, mt c lng l mt gi tr c tnh ton t mt mu th (chantillon)
v ngi ta hy vng l gi tr tiu bi u cho gi tr cn xc nh 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 tr x (x nh) c tnh ton trn mt mu c ly mt cch ngu
nhin, do gi tr ca x l mt bi n ngu nhin vi k vng E(x) v ph ng sai V(x). 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 (X ln) m n ang c lng. Mc ch y l ta mun c th ki m sot s sai lch gi
tr x v gi tr X.
Mt bi n 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 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
Ch ng 3: B Lc Kalman

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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 h n 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. nh ngha theo ngn ng ton hc l nh sau:
(xn) hi t n u

vi mi s thc

gi tr thc cn c lng ln h n

d ng. (xc sut sai lch vi

ti n v 0 khi kch c ca mu th cng ln)

Bi n ngu nhin dao ng quanh gi tr k vng ca n. N u ph ng sai V(x) cng b, th

s dao ng cng y u. V vy ta mun ph ng 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 tr "bt thng" (v d c tr
10 tui nhng cao 1,80 m). Ta mun gi tr bt thng ny khng nh hng qu nhiu n gi tr
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 thuy t xc v thng k phng sai ca mt bi n ngu nhin l mt o s phn
tn thng k ca bi n , n hm cc gi tr ca bi n thng cch gi tr k vng bao xa.
Ph ng sai ca bi n ngu nhin gi tr thc l moment trung tm, n cn l na bt
bi n (cumulant) th hai ca n. Ph ng sai ca mt bi n ngu nhin l bnh ph ng ca lch
chun.
N u

l gi tr k vng ca bi n ngu nhin X, th ph ng sai l

(3.1)
Ngha l, ph ng sai l gi tr k vng ca bnh ph ng ca lch ca X so vi gi tr

trung bnh ca n. Ni nm na, ph ng sai l "trung bnh ca bnh ph ng khong cch ca mi

i m d liu ti trung bnh". Do , n l gi tr trung bnh ca bnh phng lch. Ph ng sai

Ch ng 3: B Lc Kalman

 n Tt Nghip

Trang 33

ca bi n ngu nhin X thng c k hiu l

, hoc n gin l

. nh ngha trn

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

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

cng l bi n ngu

nhin vi ph ng sai l:
(3.2)
Khi tnh ph ng sai, thun tin ta thng dng cng thc:
(3.3)
(3.4)
Vi

l hip ph ng sai, bng 0 n u X v Y l 2 bi n ngu nhin c lp ln nhau.

Ph ng php Delta s dng khai tri n Taylor bc hai xp x ph ng sai ca hm s ca

mt hay nhiu bi n ngu nhin. V d, ph ng sai ca hm s theo mt bi n ngu nhin c xp
x bi:
(3.5)
vi gi thi t

kh vi bc hai, trung bnh v ph ng sai ca

l hu hn (tc tn ti).

Trn nhiu tnh hung thc t , gi tr chnh xc ca ph ng sai ca mt tng th , k hiu

bi

l khng th xc nh trc c.

Ph ng php chung c lng ph ng 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 tr o c
l

.
Ph ng sai ca mu (gi tt l ph ng sai mu)

Ch ng 3: B Lc Kalman

, c tnh bi:

 n Tt Nghip

Trang 34

(3.6)
trong
Tuy nhin,

l s bnh qun s hc ca mu.

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

c lng khng chch (unbiased) ca ph ng 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

nh lng Y ca dn s vi trung bnh

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

trung bnh v ph ng sai o c ln lt l

tr

. (3.8) Lu l cc gi

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

ph ng 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 h n V(Y), tc c lng l thi u.
Cc c lng ng ca V(Y) l:
(3.10) trong trng hp ly mu c hon li

Ch ng 3: B Lc Kalman

 n Tt Nghip

Trang 35

(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,
v

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

l:

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

Xem thm chng minh trong bi Ph ng sai

Tnh hiu qu v tnh hi t

Mc dao ng ca
bi

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

. Ph ng 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 tr trn gn nh bng nhau. Phn sau y ta ch xt trng hp

ly mu c hon li, vi gi thuy t 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 d ng ,

(3.15)
nn
(3.16)
V

hi t v 0 khi n ti n v v cc, nn ta cng c iu t ng t vi

(3.17) c lng

l hi t.

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

tr ph ng sai ca c lng, do c lng s cng hiu qu.
Ch ng 3: B Lc Kalman

 n Tt Nghip

Trang 36

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 k t qu gn vi gi tr tht cn c lng h n.

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

(3.18)

 n Tt Nghip

Trang 37

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 ph ng php l tm gi tr ca cc tham s pj sao cho bi u thc sau t cc
ti u:

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

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

(3.22)

f(xi) = yi + i

(3.23)

bng

vi h s nhiu l bi n ngu nhin c gi tr k vng bng 0.

Trong bi u thc ca hi quy tuy n tnh x c o chnh xc, ch c y ch u nhiu lon . Thm na,
hm f tuy n tnh vi cc tham s pj.
N u f khng tuy n tnh vi cc tham s, ta c hi quy phi tuy n, mt bi ton phc tp h n nhiu
hi quy tuy n 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 k t hp linh ng
cc thng tin t cm bi n thnh phn. Mt khi ph ng trnh nh hng v mu thng k nhiu
trn mi cm bi n c bi t v xc nh, b lc Kalman s cho c lng gi tr ti u (chnh xc
Ch ng 3: B Lc Kalman

 n Tt Nghip

Trang 38

do c loi sai s, nhiu) nh l ang s dng mt tn hiu 'tinh khi t' v c phn b khng
i. Trong h thng ny, tn hiu cm bi n vo b lc gm hai tn hiu: t cm bi n gc
(inclinometer) v cm bi n 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 tr gc
B lc Kalman n gin l thut ton x l d liu hi quy ti u. C nhiu cch xc nh
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 ti t 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 tr sn
c, ngoi tr sai s, c lng gi tr hin thi ca nhng gi tr quan tm, vi cch s dng
hi u bi t ng hc thi t b gi tr 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 tr quan tm.

Hnh3.1 :Tn hiu thu cha lc

Ch ng 3: B Lc Kalman

 n Tt Nghip

Trang 39

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 nh
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 ti t 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 tr sn c, ngoi
tr sai s, c lng gi tr hin thi ca nhng gi tr quan tm, vi cch s dng hi u bi t ng
hc thi t b gi tr 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
tr quan tm.

Hnh 3.3 S b lc Kalman

Ch ng 3: B Lc Kalman

 n Tt Nghip

Trang 40

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 tuy n tnh) v sau l p dng vo trong h
thng ph ng trnh ca mch lc c lng trng thi quan tm. Thc ra tn hiu o l
khng kh, ph ng trnh c sn, ci chung ta cn chnh l m hnh ho h thng. c th
ng dng mt cch hi u qu mch lc Kalman th chng ta phi m hnh ha c mt cch
tuy n tnh s thay i ca trng thi cn c lng (estimate) hoc c on (predict).

3.3.2.

QUY TRNH C LNG

n ca ti n trnh

ki m sot thi gian gin on bi u din bng ph ng trnh tuy n stochastic khc
nhau:
(1)

(3.23)

m :
(2)

(3.24)

Trong w v v l 2 vector bi n ngu nhin i din cho nhiu h thng v nhiu o c. 2

bi n ngy nhin ny c lp v c gi s l tun theo phn b Gauss vi trung bnh =0 v ma
trn hip bi n (covariance) ln lt l Q v R
w ~N(0,Q)

(3.25)

v ~N(0,R) (3.26)

N u 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 khi n 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 ti n trnh bng vic s dng hnh thc ki m sot
phn hi: b lc c lng trng thi ti n trnh ti vi thi i m v sau thu s phn hi trong
Ch ng 3: B Lc Kalman

 n Tt Nghip

Trang 41

hnh thc ca gi tr ( nhiu). Chng hn, ph ng trnh ca b lc Kalman chia thnh hai nhm:
ph ng trnh cp nht thi gian v ph ng trnh cp nht gi tr . Ph ng trnh cp nht thi gian
ch u trch nhim d on trc (thi gian) gi tr hin ti v t ng quan sai s c lng t
c lng priori cho thi i m k ti p. Ph ng trnh cp nht gi tr ch u trch nhim i vi s
phn hi - ngha l k t hp gi tr mi vo c lng priori nhm t s ci ti n c lng
posteriori.
Ph ng trnh cp nht thi gian c th xem l ph ng trnh chun tc, trong khi
ph ng trnh cp nht gi tr c th xem l ph ng trnh chnh xc. Tht vy, thut

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

Hnh 3.4 Chu k b lc gin on

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

Ch ng 3: B Lc Kalman

(2). Khi sai s

 n Tt Nghip

Trang 42

(3.27)
(3.28)
Ma trn hip bi n 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 ph ng trnh sau
n y ta thy , K cng chnh l alpha m gii thiu trn. Ph ng trnh (3) c ngha l gi
tr hu nghim ca c lng x s c tnh bng gi tr tin nghim ca n v sau
thm/bt i mt t da vo sai s gia gi tr o c v gi tr o c c on

.K

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 bi u thc tnh P_k, ri sau ly o hm ca P_k theo K, ta s tm ra c

gi tr K m t ng 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 k t qu o hiu chnh li c on. Ta c th tm tt li hot ng ca
mch lc
Kalman bng cc ph ng trnh sau:
Gi s bn c gi tr c

ti thi i m (k-1) v bi t c gi tr iu

on
khi n

. (Gi tr ban u ti thi i m 0 c chn

Ch ng 3: B Lc Kalman

). Lc bn ch vic ln

 n tt nghip

Trang 43

lt ti n 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 ti n 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 nh. Ngoi di tn ny, tn hiu s b lch pha, hoc li
khng cn l hng s m b ti thi u ha. Do vy trong tnh hung ny, ta dng hai cm bi n o
mt gi tr 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) k t 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 i m ca b lc b ph l tnh ton nhanh, d thi t k . Nhc
i m ca b lc ny l bn cht vn ca b lc

Ch ng 3: B Lc Kalman

 n tt nghip

Trang 44

thng cao v thng thp, c ngha li tn hiu khng bng nhau trong ton di o, b lch pha r
rt ti vng ni tn s. H n na gi tr 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 n u khng c thi t b 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 h n rt nhiu so vi s dng gii thut x
l tn hiu s.
Trong cc b lc ny, n u tn ti cc tn hiu nhiu trong di thng tn th k t
qu tn hiu tr nn km i rt nhiu c th x l v iu khi n h thng mt cch n nh. iu
ny cng t ra rt thc t i vi cc b lc phn cng, vn rt d b 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 tr ra ng tin cy nht cho vic x l ti p 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
tr c lng bng cc gi tr o hin ti vi lch pha gn nh khng tn ti v c li ti
thi u 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 khi n 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 tr
c s (bias) ti mi thi i m tnh ton, cng nh xc nh sai lch ca k t qu o trc vi k t
qu o sau nn gi tr o lun c n nh, chnh xc, gn nh khng b sai s v li v
lch pha ca cc tn hiu. H n th , c xy dng bi hm trng thi, do vy b lc Kalman c
th k t hp khng ch hai tn hiu t hai cm bi n, m c th k t hp c nhiu cm bi n o
nhng di tn khc nhau ca cng mt gi tr i lng vt l. Chnh v iu ny, lm b lc
Kalman tr nn ph dng h n tt c nhng b lc khc trong vic x l
Ch ng 3: B Lc Kalman

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

Ch ng 3: B Lc Kalman

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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 ki u thch nghi trn DSP - Lun vn Thc s k thut - Ti n 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 thuy t 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

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

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

Ti Liu Tham Kho