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State space decomposition-based linear constraint estimation method

A linear constraint and state space technology, applied in the field of linear constraint estimation based on state space decomposition, can solve the problem that the nonlinear filter does not consider the state constraint problem

Inactive Publication Date: 2017-11-28
CHANGAN UNIV
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Problems solved by technology

These nonlinear filters basically do not take into account the state constraints

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  • State space decomposition-based linear constraint estimation method
  • State space decomposition-based linear constraint estimation method
  • State space decomposition-based linear constraint estimation method

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Embodiment 1

[0171] Road-constrained ground moving target tracking:

[0172] Ground-moving targets can be forced to lie on a road, eg, a bridge, by imposing a hard constraint on the target's position. In general, a road structure is represented by a number of components linked by a series of position points p and an associated width w. The i-th component is composed of three parameters (p i ,p i+1 ,w i ) defines a rectangle.

[0173] state vector It is assumed that the evolution is based on a known Markov model; in order to deal with the problem of ground moving target tracking, the concept of "directional process noise" is used. For targets that deviate from the road, the standard motion model assumes that this target can Any direction in which the noise variance moves. For targets on the road, the road constraint means that there is more uncertainty along the road than along the direction orthogonal to it, assuming q a is the process noise intensity along the road direction, q o...

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Abstract

The invention discloses a state space decomposition-based linear constraint estimation method. The method comprises the following steps of 1) setting a random linear discrete time system; 2) performing state space decomposition on each time point, and rebuilding a system model with a linear constraint state according to the set random linear discrete time system in the step 1) and a state space decomposition result; 3) calculating a propagation function of an unconstrained Sigma point; and 4) for a constrained system, limiting the Sigma point in a constraint domain defined in the specification, namely, when the Sigma point does not obey the rebuilt system model with the linear constraint state in the step 2), projecting the Sigma point to a boundary of the constraint domain defined in the specification, obtaining a Sigma point under interval constraints according to the calculated propagation function of the unconstrained Sigma point in the step 3), setting a weight of the Sigma point under the interval constraints, obtaining a propagation function of a constrained unscented point, and performing state space decomposition-based linear constraint estimation. The method can realize the linear constraint estimation.

Description

technical field [0001] The invention belongs to the field of system state estimation with linear constraints, and relates to a linear constraint estimation method based on state space decomposition. Background technique [0002] State estimation is widely used in signal processing, automatic control and economic fields, and it is mainly used to deal with nonlinear problems (such as extended Kalman filter, tasteless filter, particle filter estimation). These nonlinear filters basically do not consider the state constraint problem. However, in reality, the state variables of many dynamic systems are required to meet many constraints, for example, the signal has the maximum magnitude, and the car has the maximum attainable speed, so it is necessary to develop a method that can realize the estimation of linear constraints. Contents of the invention [0003] The purpose of the present invention is to overcome the above-mentioned shortcomings of the prior art, and provide a lin...

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Application Information

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IPC IPC(8): G06F17/50
CPCG06F30/20G06F2111/04G06F2111/08
Inventor 巫春玲巩建英陈俊硕胡欣张彦宁刘盼芝柯吉
Owner CHANGAN UNIV
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