国防科技大学学报Issue(2)：118-123,6.DOI:10.11887/j.cn.201402020
磁性目标跟踪的后验克拉美罗下限分析与计算
Computing the recursive posterior Cramer-Rao bound for magnetic target tracking
摘要
Abstract
The PCRB-GMSPPF algorithm is proposed in order to achieve the computation of posterior Cramer-Rao bound in magnetic target tracking issues.In the proposed method,the GMSPPF algorithm is adopted to perform the sampling toward the actual posterior distribution of target state,hence the Fisher information matrix at each observation time in PCRB computation can be approximated using Monte Carlo integral method. The proposed method overcomes the depletion and degeneracy problem which causes the failure to correctly sample in posterior distribution.The simulation analysis is performed on the basis of the establishment of magnetic target tracking state model and observation model.The proposed PCRB is compared with the mean square error performance of tracking using GMSPPF and PF algorithm to validate correctness of proposed PCRB computation algorithm.The results exhibits that PCRB-GMSPPF outperforms the PCRB-PF in accuracy for magnetic target tracking issues,and can be generalized for general non-linear tracking model analysis for error lower bound.关键词
后验克拉美罗下限/高斯混合采样粒子滤波算法/磁性目标/跟踪/均方根误差Key words
recursive posterior Cramer-Rao bound/GMSPPF/magnetic target/tracking/mean square error分类
信息技术与安全科学引用本文复制引用
吴志东,周穗华,张宏欣..磁性目标跟踪的后验克拉美罗下限分析与计算[J].国防科技大学学报,2014,(2):118-123,6.基金项目
国家自然科学基金资助项目 （）
