Based on the principle of statistical linear regression, a set of n ＋ 2 sigma points instead of 2n ＋ 1 sigma points used in the unscented Kalman filter （UKF）, is constructed to approximate the system state. And fi...Based on the principle of statistical linear regression, a set of n ＋ 2 sigma points instead of 2n ＋ 1 sigma points used in the unscented Kalman filter （UKF）, is constructed to approximate the system state. And filter accuracy is second order. Real-time of modified UKF is improved. In order to describe accurately the maneuvering target, the ＂current＂ statistical model is used. And the equation of acceleration error covariance is modified at every sample time of the filter. The modified adaptive UKF is presented for estimating the position, velocity and acceleration of maneuvering target. Monte Carlo simulations show the modified adaptive UKF acquires good performance for tracking position of maneuvering target. The modified adaptive UKF has better computational efficiency than UKF.展开更多
Recently there have been researches about new efficient nonlinear filtering techniques in which the nonlinear filters generalize elegantly to nonlinear systems without the burdensome lineafization steps. Thus, truncat...Recently there have been researches about new efficient nonlinear filtering techniques in which the nonlinear filters generalize elegantly to nonlinear systems without the burdensome lineafization steps. Thus, truncation errors due to linearization can be compensated. These filters include the unscented Kalman filter （UKF）, the central difference filter （CDF） and the divided difference filter （DDF）, and they are also called Sigma Point Filters （SPFs） in a unified way. For higher order approximation of the nonlinear function. Ito and Xiong introduced an algorithm called the Gauss Hermite Filter, which is revisited in [5]. The Gauss Hermite Filter gives better approximation at the expense of higher computation burden, although it＇s less than the particle filter. The Gauss Hermite Filter is used as introduced in [5] with additional pruning step by adding threshold for the weights to reduce the quadrature points.展开更多
基金the National Natural Science Foundation of China (413090503)
文摘Based on the principle of statistical linear regression, a set of n ＋ 2 sigma points instead of 2n ＋ 1 sigma points used in the unscented Kalman filter （UKF）, is constructed to approximate the system state. And filter accuracy is second order. Real-time of modified UKF is improved. In order to describe accurately the maneuvering target, the ＂current＂ statistical model is used. And the equation of acceleration error covariance is modified at every sample time of the filter. The modified adaptive UKF is presented for estimating the position, velocity and acceleration of maneuvering target. Monte Carlo simulations show the modified adaptive UKF acquires good performance for tracking position of maneuvering target. The modified adaptive UKF has better computational efficiency than UKF.
文摘Recently there have been researches about new efficient nonlinear filtering techniques in which the nonlinear filters generalize elegantly to nonlinear systems without the burdensome lineafization steps. Thus, truncation errors due to linearization can be compensated. These filters include the unscented Kalman filter （UKF）, the central difference filter （CDF） and the divided difference filter （DDF）, and they are also called Sigma Point Filters （SPFs） in a unified way. For higher order approximation of the nonlinear function. Ito and Xiong introduced an algorithm called the Gauss Hermite Filter, which is revisited in [5]. The Gauss Hermite Filter gives better approximation at the expense of higher computation burden, although it＇s less than the particle filter. The Gauss Hermite Filter is used as introduced in [5] with additional pruning step by adding threshold for the weights to reduce the quadrature points.
