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一种带多步随机延迟量测高斯滤波器的一般框架解

DOI: 10.16383/j.aas.2015.c140293, PP. 122-135

Keywords: 一般框架,高斯滤波器,多步随机延迟量测,贝叶斯估计

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Abstract:

?提出了一种适用于线性和非线性系统的带多步随机延迟量测高斯滤波器的一般框架解.为了完成状态的递归更新估计,噪声向量和先前时刻状态向量被扩展到当前时刻状态向量中.然后基于贝叶斯方法推导了扩展后状态向量的一般框架解.对于非线性系统,通过利用不同的数值计算方法计算贝叶斯解中的高斯加权积分可以推导获得不同的高斯近似滤波器.最后本文利用三阶球径容积准则来实施提出的方法,并通过量测被随机延迟多步的目标跟踪模型对所提出的方法进行了仿真,仿真结果验证了提出方法的有效性和优点.

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