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INFLUENCE OF STOCHASTIC NOISE STATISTICS ON KALMAN FILTER PERFORMANCE BASED ON VIDEO TARGET TRACKING

INFLUENCE OF STOCHASTIC NOISE STATISTICS ON KALMAN FILTER PERFORMANCE BASED ON VIDEO TARGET TRACKING
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摘要 The system stochastic noises involved in Kalman filtering are preconditioned on being ideally white and Gaussian distributed. In this research, efforts are exerted on exploring the influence of the noise statistics on Kalman filtering from the perspective of video target tracking quality. The correlation of tracking precision to both the process and measurement noise covariance is investigated; the signal-to-noise power density ratio is defined; the contribution of predicted states and measured outputs to Kalman filter behavior is discussed; the tracking precision relative sensitivity is derived and applied in this study case. The findings are expected to pave the way for future study on how the actual noise statistics deviating from the assumed ones impacts on the Kalman filter optimality and degra-dation in the application of video tracking. The system stochastic noises involved in Kalman filtering are preconditioned on being ideally white and Gaussian distributed. In this research, efforts are exerted on exploring the influence of the noise statistics on Kalman filtering from the perspective of video target tracking quality. The correlation of tracking precision to both the process and measurement noise covariance is investigated; the signal-to-noise power density ratio is defined; the contribution of predicted states and measured outputs to Kalman filter behavior is discussed; the tracking precision relative sensitivity is derived and applied in this study case. The findings are expected to pave the way for future study on how the actual noise statistics deviating from the assumed ones impacts on the Kalman filter optimality and degradation in the application of video tracking.
出处 《Journal of Electronics(China)》 2010年第3期420-427,共8页 电子科学学刊(英文版)
基金 Supported by Science Foundation of Zhejiang Education Department (Y200804700) Ningbo Natural Science Foundation of Zhejiang Province (201001A6001075)
关键词 Stochastic noise Kalman filter performance Video tracking quality Noise statistics Stochastic noise Kalman filter performance Video tracking quality Noise statistics
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