对一种常速率目标跟踪方法的性能分析

Performance Analysis for a Constant Speed Target Tracking Method

  • 摘要: 基于运动约束的引入对系统随机可观测性影响的分析,给出滤波器稳定的充分条件和性能改善的一种度量.针对运动约束与运动方程构成的系统,利用特征值分析方法给出了其信息矩阵的上下界限.证明了引入运动约束之后系统保持其一致完全可观测和一致完全可控制性,从而给出了滤波器稳定的充分条件.利用状态变量估计误差方差的减小量度量了引入运动约束之后性能改善的程度.通过Monte Carlo仿真验证了上述理论分析的正确性.

     

    Abstract: The sufficient conditions for the filter's stability and an analytical measure for performance improvements are given.based on an analysis of the effect of the kinematic constraint on system's stochastic observability.For the stochastic system of the dynamic equation and the kinematic constraint,the upper and lower bounds on its information matrix are given,via eigenvalue analysis.It is shown that the system remains its uniformly complete controllability and observability after incorporating the kinematic constraint,which provides the sufficient conditions for the filter's stability.The decrements in the variances of the estimation errors are used to measure the performance improvements.Monte Carlo simulation verifies the conclusion of theoretic analysis.

     

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