华中科技大学学报（自然科学版）2016，Vol.44Issue(10)：77-81,5.DOI:10.13245/j.hust.161015
基于 H∞滤波器的交互多模型算法
Interacting multiple model algorithm based on H∞ filter
摘要
Abstract
In practice ,the noise statistics are usually unknown or not perfectly known .To deal with the estimation problem in linear discrete‐time systems with Markov jump parameters ,where the meas‐urement noise covariance is unknown ,a approach was presented .This approach was based on the in‐teracting multiple model (IMM) framework .A H∞ filter was employed to construct a noise statistics estimator to obtain the information which was necessary for the IMM algorithm .In the proposed ap‐proach ,the noise statistics loss problem was solved while the merits of IMM algorithm was reserved . The effectiveness of the proposed approach was demonstrated in comparison with single‐model H∞ fil‐ter through Monte Carlo simulation for maneuvering target tracking .关键词
H∞滤波器/交互多模型算法/状态估计/噪声估计/目标跟踪Key words
H∞ filter/interacting multiple model algorithm/state estimation/noise statistics esti-mate/target tracking分类
信息技术与安全科学引用本文复制引用
王写,刘妹琴,张森林,樊臻..基于 H∞滤波器的交互多模型算法[J].华中科技大学学报（自然科学版）,2016,44(10):77-81,5.基金项目
国家自然科学基金资助项目（61374021，61531015）；航空科学基金资助项目（2015ZC76006，20132076002）；中国卫星海上测控部联合实验室开放基金资助项目（FOM2015OF009）． （）
