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A Multi-model Maneuvering Target Tracking and Filtering Method Based on Limited Model Switching Times
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A technology for maneuvering target tracking and model switching, which is applied in electrical digital data processing, special data processing applications, instruments, etc., and can solve the problems of high-order model switching, such as large amount of calculation of prior information and inability to describe multi-model filtering.
Active Publication Date: 2019-01-08
HARBIN INST OF TECH
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[0006] In order to solve the problem that the existing multi-model filtering cannot describe the prior information of high-order model switching and the problem of large amount of calculation when ensuring higher filtering accuracy
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specific Embodiment approach 1
[0080] A multi-model maneuvering target tracking filtering method based on a limited number of model switching, comprising:
[0081] Step 1: Take the state of the maneuvering target at three moments as the model m in the second-order model sequence i 、m j 、m l , the model m in the order 2 model sequence for the maneuvering target i 、m j 、m l Carry out modeling, and based on the assumption that the number of jumps is limited, set the transition probability p of the 2nd order model sequence ijl , which means from the model sequence m i m j jump to model m l The probability of ; i, j, l are used to distinguish the model m i 、m j 、m l The serial number of ; if the number of models is r, then the value range of i, j, l is 1~r;
[0082]
[0083] Among them, P max It is a preset value, theoretically the value range is 0~1, in the present invention, this value is set very big, far greater than the 0.98 equivalent commonly used in the existing method, the present inventi...
specific Embodiment approach 2
[0124] This embodiment P max The typical value is 0.99~0.9999.
[0125] Other steps and parameters are the same as those in the first embodiment.
specific Embodiment approach 3
[0126] The model m in the second-order model sequence of the maneuvering target described in step 1 of this embodiment i 、m j 、m l The process of modeling involves the following steps:
[0127] model m i 、m j 、m l The specific modeling process is the same, and the model m l Taking modeling as an example, the modeling equation is:
[0128] x k =F k-1 (m l )X k-1 +G k-1 (m l )u k-1 (m l )+Γ k-1 (m l )v k-1 (m l )
[0129] Among them, X k is the x-axis position x at time k k , x-axis velocity y-axis position y k , y-axis velocity The state vector composed of f k-1 (m l ) is the model m at time k-1 l The system transition matrix under, G k-1 (m l ) is the model m at time k-1 l The input control matrix of u k-1 (m l ) is the model m at time k-1 l signal input, Γ k-1 (m l ) is the noise coefficient matrix, v k-1 (m l ) is the model m at time k-1 l Zero-mean white Gaussian process noise under, v k-1 (m l ) has a covariance of Q k-1 (m l )....
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Abstract
The invention relates to the field of maneuvering target tracking, discloses a multi-model maneuvering target tracking filter method, and particularly discloses a multi-model maneuvering target tracking filter method based on the limited number of model switching times. In order to solve the problems that through existing multi-model filtration, high-order model switching apriori information cannot be described and a great amount of calculation exists when a filtering accuracy is ensured, the method comprises the steps that firstly, a model in a second-order model sequence is modeled, and a transition probability pijl of the second-order model sequence is set based on the assumption that the number of jumping times is limited; then, an estimation state vector and a corresponding covariance when k is 1 and 2 and the second-order model sequence probability are initialized; finally, states when k is larger than or equal to 3 are filtered by using the multi-model maneuvering target tracking filter method based on the limited number of model switching times. The method is suitable for multi-model maneuvering target tracking filtration with the limited number of model switching times.
Description
technical field [0001] The invention relates to the field of maneuvering target tracking, in particular to a multi-model maneuvering target tracking filtering method. Background technique [0002] In the model uncertainty problem of object tracking, H.A.P. Blom, Y. Bar-Shalom. "The interacting multiple model algorithm for systems with Markovian switching coefficients," IEEE Transactions on Automatic Control, vol.33(8), pp.780-783 , 1988 proposed a classic interactive multi-model filtering method. This classic method uses the model transition probability to automatically identify the currently used model and perform model switching, thereby realizing adaptive filter estimation under multiple models. But the disadvantage is that the estimation accuracy is not very high, and it depends on the setting of the model transition probability. When the value of the model-invariant transition probability is set to be large, although the error in the model-invariant region will decrea...
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