具有随机功率谱密度过程噪声的稳态卡尔曼滤波跟踪器的解析解

J. J. Sudano
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引用次数: 2

摘要

得到了以随机功率谱密度作为过程噪声的稳态卡尔曼滤波跟踪器的解析解。从这些跟踪器的解析解中获得了很好的洞察力。得到了增益变量之间的最优关系。将无单位跟踪指标定义为驱动稳态卡尔曼滤波跟踪器的唯一变量。这个无单位跟踪指标值定义为:/spl Lambda/=/spl radial /(psd8(/spl Delta/T)/sup 3/// /spl sigma//sub m//sup 2/)。给定跟踪指数/spl Lambda/A,分析计算最佳增益和最小协方差。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Analytical solution for a steady-state Kalman filter tracker with random power spectral density process noise
An analytical solution is obtained for a steady-state Kalman filter tracker with a random power spectral density as process noise. Great insight is obtained from these analytic solutions of trackers. Optimal relationships are obtained between the gain variables. A unitless tracking index is defined as the only variable driving the steady-state Kalman filter tracker. This unitless tracking index value is defined as: /spl Lambda/=/spl radic/(psd8(/spl Delta/T)/sup 3///spl sigma//sub m//sup 2/). Optimal gains and minimum covariance are analytically calculated given the tracking index /spl Lambda/A.
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