计算机工程与科学2012，Vol.34Issue(6)：93-96,4.DOI:10.3969/j.issn.1007-130X.2012.06.018
一种具有在线参数调整功能的Kalman滤波及其应用
A Kalman Filter with On-Line Parameter Adjustment Functionality and Its Application
摘要
Abstract
A Kalman filter with on-line parameter adjustment functionality and its application in ship target tracking is proposed. In practical systems, noise statistics has dynamic features. Gennerally. In conventional Kalman filtering, the variances of state and measurement noise are assumed to be fixed and known beforehand. However, this assumption does not hold in practice generally. The Kalman filter without correct information on noise covariances could produce poor performance on filtering. In the worst case,it leads the filter to diverge. In order to overcome this problem, a method which adaptivly adjusts the noise mean and covariance to track the dynamic noise is proposed,so as to improve the precision of target tracking. Online realization can effectively use part of data to update iteration, which reduces calculation and is easy for engineering realization . Finally, the results of the ship target simulation demonstrate the effectiveness of the porposed algorithm.关键词
在线实现/卡尔曼滤波/目标跟踪Key words
on-line realization/ Kalman filtering (target tracking分类
信息技术与安全科学引用本文复制引用
吴飞..一种具有在线参数调整功能的Kalman滤波及其应用[J].计算机工程与科学,2012,34(6):93-96,4.基金项目
广东自然科学基金资助项日(8451064101000498) （8451064101000498）
