A novel method under the interactive multiple model (IMM) filtering framework is presented in this paper, in which the expectation-maximization (EM) algorithm is used to identify the process noise covariance Q online....A novel method under the interactive multiple model (IMM) filtering framework is presented in this paper, in which the expectation-maximization (EM) algorithm is used to identify the process noise covariance Q online. For the existing IMM filtering theory, the matrix Q is determined by means of design experience, but Q is actually changed with the state of the maneuvering target. Meanwhile it is severely influenced by the environment around the target, i.e., it is a variable of time. Therefore, the experiential covariance Q can not represent the influence of state noise in the maneuvering process exactly. Firstly, it is assumed that the evolved state and the initial conditions of the system can be modeled by using Gaussian distribution, although the dynamic system is of a nonlinear measurement equation, and furthermore the EM algorithm based on IMM filtering with the Q identification online is proposed. Secondly, the truncated error analysis is performed. Finally, the Monte Carlo simulation results are given to show that the proposed algorithm outperforms the existing algorithms and the tracking precision for the maneuvering targets is improved efficiently.展开更多
通过对临近空间高超声速飞行器的受力分析,建立了其周期性跳跃运动的数学模型,仿真分析了其运动特性;提出了一种加速度均匀变化的运动模型(constant differential of acceleration,CDA),并与CV模型、CA模型交互,使用引入强跟踪滤波器的...通过对临近空间高超声速飞行器的受力分析,建立了其周期性跳跃运动的数学模型,仿真分析了其运动特性;提出了一种加速度均匀变化的运动模型(constant differential of acceleration,CDA),并与CV模型、CA模型交互,使用引入强跟踪滤波器的交互式多模型算法对周期性跳跃运动进行跟踪研究。结果表明,该跟踪算法比经典IMM算法有更好的跟踪精度。展开更多
基金Supported by the National Key Fundamental Research & Development Programs of P. R. China (2001CB309403)
文摘A novel method under the interactive multiple model (IMM) filtering framework is presented in this paper, in which the expectation-maximization (EM) algorithm is used to identify the process noise covariance Q online. For the existing IMM filtering theory, the matrix Q is determined by means of design experience, but Q is actually changed with the state of the maneuvering target. Meanwhile it is severely influenced by the environment around the target, i.e., it is a variable of time. Therefore, the experiential covariance Q can not represent the influence of state noise in the maneuvering process exactly. Firstly, it is assumed that the evolved state and the initial conditions of the system can be modeled by using Gaussian distribution, although the dynamic system is of a nonlinear measurement equation, and furthermore the EM algorithm based on IMM filtering with the Q identification online is proposed. Secondly, the truncated error analysis is performed. Finally, the Monte Carlo simulation results are given to show that the proposed algorithm outperforms the existing algorithms and the tracking precision for the maneuvering targets is improved efficiently.
文摘通过对临近空间高超声速飞行器的受力分析,建立了其周期性跳跃运动的数学模型,仿真分析了其运动特性;提出了一种加速度均匀变化的运动模型(constant differential of acceleration,CDA),并与CV模型、CA模型交互,使用引入强跟踪滤波器的交互式多模型算法对周期性跳跃运动进行跟踪研究。结果表明,该跟踪算法比经典IMM算法有更好的跟踪精度。
