Aiming at improving the estimation accuracy and real-time of nonlinear system with linear Gaussian sub-structure,a novel marginalized cubature Kalman filter is proposed in Bayesian estimation framework. Firstly,the ma...Aiming at improving the estimation accuracy and real-time of nonlinear system with linear Gaussian sub-structure,a novel marginalized cubature Kalman filter is proposed in Bayesian estimation framework. Firstly,the marginalized technique is adopted to model the target system dynamics with nonlinear state and linear state separately,and the two parts are estimated by cubature Kalman filter and standard Kalman filter respectively. Therefore,the linear part avoids the generation and propagation process of cubature points. Accordingly,the computational complexity is reduced.Meanwhile,the accuracy of state estimation is improved by taking the difference of nonlinear state estimation as the measurement of linear state. Furthermore,the computational complexity of marginalized cubature Kalman filter is discussed by calculating the number of floating-point operation. Finally,simulation experiments and analysis show that the proposed algorithm can improve the performance of filtering precision and real-time effectively in target tracking system.展开更多
基金Supported by the National Natural Science Foundation of China(No.61771006)the Open Foundation of Key Laboratory of Spectral Imaging Technology of the Chinese Academy of Sciences(No.LSIT201711D)+1 种基金the Outstanding Young Cultivation Foundation of Henan University(No.0000A40366)the Excellent Chinese and Foreign Youth Exchange Programme of China Science and Technology Association(2017CASTQNJL046)
文摘Aiming at improving the estimation accuracy and real-time of nonlinear system with linear Gaussian sub-structure,a novel marginalized cubature Kalman filter is proposed in Bayesian estimation framework. Firstly,the marginalized technique is adopted to model the target system dynamics with nonlinear state and linear state separately,and the two parts are estimated by cubature Kalman filter and standard Kalman filter respectively. Therefore,the linear part avoids the generation and propagation process of cubature points. Accordingly,the computational complexity is reduced.Meanwhile,the accuracy of state estimation is improved by taking the difference of nonlinear state estimation as the measurement of linear state. Furthermore,the computational complexity of marginalized cubature Kalman filter is discussed by calculating the number of floating-point operation. Finally,simulation experiments and analysis show that the proposed algorithm can improve the performance of filtering precision and real-time effectively in target tracking system.
