基于SRCDKF的交互式多模型算法

Interacting Multiple Model Algorithm Based on Square-root Central Difference Kalman Filter

给出了一种基于平方根中心差分卡尔曼滤波的交互多模型(IMM)算法。该算法较好地解决了非线性条件下机动目标跟踪的问题,可获得比基于扩展卡尔曼滤波(EKF)的IMM算法更好的数值稳定性、计算精度和收敛速度,还避免了复杂的Jacobi矩阵运算。Monte Carlo仿真验证了该算法的可行性和有效性。

This paper presents a SRCDKF based IMM algorithm, which can effectively deal with maneuvering target tracking problems in practice. This algorithm performs better in terms of tracking stability, converging speed and numerical precision than those methods such as EKF based IMM algorithm, and also avoids computing complicated Jacobi matrix. Numerous monte carlo simulations indicate that our algorithm is both effective and efficient.