Model noise Kalman filter algorithm for electro-optical tracking
MA Chun-lin
Abstract
MA Chun-lin
Abstract
In order to reduce the sensitivity of the filtering performance to the model noise in the target state space model,the method of updating the system noise covariance and measurement noise variance was proposed.By combining it with nonlinear Kalman filter,an adaptive nonlinear Kalman filter was constituted which is suitable for applying in electro-optical target tracking.Meanwhile it was applied in nonlinear measurement electro-optical tracking system,and compared with those of extended Kalman filter and unscented Kalman filter.The Matlab simulation results show that this method can adjust measurement noise covariance and system noise covariance in real time,and can effectively avoid the problem of filter performance degradation caused by the inaccurately statistical properties of the measurement noise and system noise,and the performance by the model noise Kalman filter significantly outperforms those of the extended Kalman filter and the unscented Kalman filter.
OpenAlex reports 1 citations for this work. Citation counts describe recorded attention and do not establish research quality.
A contribution statement is not available in the OpenAlex record.
Method details are not available in the OpenAlex metadata.
Findings are not separately available in the OpenAlex metadata.
Limitations are not available in the OpenAlex metadata.
Application details are not available in the OpenAlex metadata.
In order to reduce the sensitivity of the filtering performance to the model noise in the target state space model,the method of updating the system noise covariance and measurement noise variance was proposed.By combining it with nonlinear Kalman filter,an adaptive nonlinear Kalman filter was constituted which is suitable for applying in electro-optical target tracking.Meanwhile it was applied in nonlinear measurement electro-optical tracking system,and compared with those of extended Kalman filter and unscented Kalman filter.The Matlab simulation results show that this method can adjust measurement noise covariance and system noise covariance in real time,and can effectively avoid the problem of filter performance degradation caused by the inaccurately statistical properties of the measurement noise and system noise,and the performance by the model noise Kalman filter significantly outperforms those of the extended Kalman filter and the unscented Kalman filter.
Key concepts: Kalman filter, Fast Kalman filter, Extended Kalman filter, Control theory (sociology), Invariant extended Kalman filter, Alpha beta filter, Noise (video), Ensemble Kalman filter