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电子学报  2012 

交互式多区域模型

DOI: 10.3969/j.issn.0372-2112.2012.06.028, PP. 1235-1239

Keywords: 交互式多模型,参数估计,无迹卡尔曼滤波器

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Abstract:

一种被称为交互式多区域模型(IMRM)的非线性滤波算法被提出,用于对状态和连续系统参数进行联合估计.IMRM将连续的系统参数空间视为由若干子区域所构成的集合,并将每个子区域分别分配给一个子模型.IMRM使用一组子滤波器并行滤波.在每一时刻,IMRM利用交互操作计算各子模型的混合初始化环境,之后各子滤波器在假设系统参数跳变到特定子区域的前提下,对状态和系统参数进行估计.为了有效地应用IMRM,提出了一种基于无迹变换的交互式多区域模型(UT-IMRM)算法.UT-IMRM对每个子模型使用无迹卡尔曼滤波器(UKF)进行滤波.在目标跟踪实验中对UT-IMRM性能进行测试.实验结果显示当系统参数不属于IMM模型集合时,UT-IMRM能够比IMM获得更好的估计性能.

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