正则UK状态约束的多模型滤波

Multiple model filter with regularized UK state constraint

  • 摘要: 为解决存在模型不确定、多区域似然和观测噪声干扰情况下的机动目标跟踪问题,提出了正则UK状态约束的多模型滤波器,根据截断理论对系统空时约束信息构建软约束模型,将其作为系统先验知识融入状态模型预测和模型状态非线性滤波的过程。为了处理模型不精确引起的模型属性歧义的问题,通过加权蒙特卡罗重要性样本预测状态模型概率。为了实现系统软约束,通过添加系统结构的内外正则项优化目标函数,在此基础上,对模型状态变量进行无迹变换并融合多模型滤波输出,从而对有效观测信息进行优化跟踪,从而实现多变量非线性闭环系统的稳定控制。仿真实验结果表明,与传统的交互多模型滤波器相比,提出的滤波器具有更好的跟踪机动目标能力。

     

    Abstract: To solve the problem for maneuvering target tracking in the presence of model uncertainty, multi-likelihood regions and observation noise, we derive and present a multi-model filter with regular UK state constraints. Soft spatio-temproal constraint is modeled according to the truncation theory and incorporated into the routine of the state model prediction and model state nonlinear filtering. To deal with the problem of model attribute ambiguity caused by model inaccuracy, the state model probability is predicted by weighted Monte Carlo importance samples. To implement the soft constraints of the system, the objective function is optimized by adding the internal and external regular terms of the system structure, based on this, the effective observation information is tracked optimally via the unscented Kalman filtering of the modeled-state with multiple likelihood, and the multivariable nonlinear closed-loop system can be thereby stably controlled. The simulation experiment results demonstrate that, compared with the traditional interactive multi-model filters, the proposed filter has better ability to track maneuvering targets.

     

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