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Probabilistic data association algorithm based on ensemble Kalman filter with observation iterated update

Probabilistic data association algorithm based on ensemble Kalman filter with observation iterated update
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摘要 Aiming at improving the observation uncertainty caused by limited accuracy of sensors,and the uncertainty of observation source in clutters,through the dynamic combination of ensemble Kalman filter(EnKF) and probabilistic data association(PDA),a novel probabilistic data association algorithm based on ensemble Kalman filter with observation iterated update is proposed.Firstly,combining with the advantages of data assimilation handling observation uncertainty in EnKF,an observation iterated update strategy is used to realize optimization of EnKF in structure.And the object is to further improve state estimation precision of nonlinear system.Secondly,the above algorithm is introduced to the framework of PDA,and the object is to increase reliability and stability of candidate echo acknowledgement.In addition,in order to decrease computation complexity in the combination of improved EnKF and PDA,the maximum observation iterated update mechanism is applied to the iteration of PDA.Finally,simulation results verify the feasibility and effectiveness of the proposed algorithm by a typical target tracking scene in clutters. Aiming at improving the observation uncertainty caused by limited accuracy of sensors, and the uncertainty of observation source in clutters, through the dynamic combination of ensemble Kalman filter(EnKF) and probabilistic data association(PDA), a novel probabilistic data association algo- rithm based on ensemble Kalman filter with observation iterated update is proposed. Firstly, combi- ning with the advantages of data assimilation handling observation uncertainty in EnKF, an observa- tion iterated update strategy is used to realize optimization of EnKF in structure. And the object is to further improve state estimation precision of nonlinear system. Secondly, the above algorithm is in- troduced to the framework of PDA, and the object is to increase reliability and stability of candidate echo acknowledgement. In addition, in order to decrease computation complexity in the combination of improved EnKF and PDA, the maximum observation iterated update mechanism is applied to the iteration of PDA. Finally, simulation results verify the feasibility and effectiveness of the proposed algorithm by a typical target tracking scene in clutters.
出处 《High Technology Letters》 EI CAS 2015年第3期301-308,共8页 高技术通讯(英文版)
基金 Supported by the National Nature Science Foundation of China(No.61300214) the Science and Technology Innovation Team Support Plan of Education Department of Henan Province(No.13IRTSTHN021) the National Natural Science Foundation of Henan Province(No.132300410148) the Science and Technology Research Key Project of Education Department of Henan Province(No.13A413066) the Postdoctoral Science Foundation of China(No.2014M551999) the Funding Scheme of Young Key Teacher of Henan Province Universities(No.2013GGJS-026) the Postdoctoral Fund of Henan Province(No.2013029) the Outstanding Young Cultivation Foundation of Henan University(No.0000A40366)
关键词 nonlinear filter observation iterated update ensemble Kalman filter (EnKF) probabilistic data association (PDA) 数据关联算法 概率数据关联 卡尔曼滤波 Kalman滤波算法 集合 不确定性 杂波跟踪 传感器精度
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