变结构交互式多模型滤波和平滑算法

doi:10.12305/j.issn.1001-506X.2023.12.31

摘要/Abstract

摘要：

针对机动目标跟踪问题, 提出了一种变结构交互式多模型滤波和平滑算法。首先, 对多模型滤波和平滑问题进行了简单描述, 并给出了前向交互式多模型滤波和后向交互式多模型平滑的数学模型; 然后, 建立了变结构交互式多模型算法的精确模型, 模型子集之间并行独立运行, 通过选取概率最高的模型子集的状态估计作为最终的估计结果; 最后, 对变结构交互式多模型算法的滤波数据进行平滑处理, 得到了变结构交互式多模型滤波和平滑算法。所提算法将前向滤波和后向平滑相结合, 提高了目标跟踪精度。仿真结果表明, 变结构交互式多模型滤波和平滑算法的跟踪效果优于其他方法。

关键词: 变结构交互式多模型, 机动目标跟踪, 滤波, 平滑

Abstract:

A variable structure interactive multiple model filtering and smoothing algorithm is proposed for maneuvering target tracking. Firstly, the filtering and smoothing problems are described briefly, and the mathematical models of forward interactive multiple model filtering and backward interactive multiple model smoothing are given. Then, a new accurate model of the variable-structure interactive multiple model algorithm is established. The model subsets run independently in parallel, and the state estimation of the model subset with the highest probability is selected as the final estimation result. Finally, the filtering data of the variable structure interactive multiple model algorithm is smoothed, and the variable structure interactive multiple model filtering and smoothing algorithm is obtained, which further improves the target tracking accuracy due to the combination of forward filtering and backward smoothing. Simulation results show that the tracking performance of the variable-structure interactive multiple model filtering and smoothing algorithm is better than other methods.

Key words: variable structure interactive multiple model, maneuvering target tracking, filtering, smoothing

中图分类号:

TP391

陈维义, 何凡, 刘国强, 毛伟伟. 变结构交互式多模型滤波和平滑算法[J]. 系统工程与电子技术, 2023, 45(12): 4005-4012.

Weiyi CHEN, Fan HE, Guoqiang LIU, Weiwei MAO. Variable structure interactive multiple model filtering and smoothing algorithm[J]. Systems Engineering and Electronics, 2023, 45(12): 4005-4012.

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