非线性量测下自适应噪声协方差PHD滤波

doi:10.13700/j.bh.1001-5965.2016.0034

北京航空航天大学学报 ›› 2017, Vol. 43 ›› Issue (1): 53-60.doi: 10.13700/j.bh.1001-5965.2016.0034

非线性量测下自适应噪声协方差PHD滤波

袁常顺, 王俊, 向洪, 魏少明, 张耀天

北京航空航天大学电子信息工程学院, 北京 100083

收稿日期:2016-01-08 出版日期:2017-01-20 发布日期:2016-04-18
通讯作者: 王俊,E-mail:wangj203@buaa.edu.cn E-mail:wangj203@buaa.edu.cn
作者简介:袁常顺,男,博士研究生。主要研究方向:雷达信号处理、随机有限集多目标跟踪;王俊,男,博士,教授,博士生导师。主要研究方向:雷达信号处理、实时信号处理。
基金资助:
国家自然科学基金（61471019，61501011，61501012）

Adaptive noise covariance PHD filter under nonlinear measurement

YUAN Changshun, WANG Jun, XIANG Hong, WEI Shaoming, ZHANG Yaotian

School of Electronic and Information Engineering, Beijing University of Aeronautics and Astronautics, Beijing 100083, China

Received:2016-01-08 Online:2017-01-20 Published:2016-04-18
Supported by:
National Natural Science Foundation of China (61471019,61501011,61501012)

摘要/Abstract

摘要： 概率假设密度（PHD）滤波算法已被证明是实时多目标跟踪的有效方法，但现有这些基于PHD滤波的方法假设量测噪声协方差先验已知，而实际中量测噪声协方差可能是未知或随着环境改变而变化。针对这一问题，提出了一种适用于非线性量测模型的自适应噪声协方差多目标跟踪算法。该算法以PHD滤波为基础，采用容积卡尔曼（CK）技术近似非线性量测模型，利用逆威沙特（IW）分布描述量测噪声协方差分布，通过变分贝叶斯（VB）近似技术迭代估计量测噪声协方差和多目标状态联合后验密度。仿真结果表明，本文所提算法可有效估计量测噪声协方差，同时实现准确的目标数和目标状态估计。

关键词: 随机有限集, 多目标跟踪, 未知量测噪声协方差, 变分贝叶斯(VB), 概率假设密度(PHD)滤波

Abstract: Probability hypothesis density (PHD) filter has been demonstrated to be an effective approach for multi-target tracking in real time. However, these methods based on the PHD filter assume that the measurement noise covariance is known as a priori. This is unrealistic for real applications because it may be previously unknown or its value may be time-varying as the environment changes. To solve this problem, an adaptive noise covariance algorithm for multi-target tracking under the nonlinear measurement is proposed. Based on the PHD filter, the proposed algorithm employs the cubature Kalman (CK) technology to approximate the nonlinear model, models the noise covariance distribution as inverse Wishart (IW) distribution, and recursively estimates the joint posterior density of the measurement noise covariance and multi-target states by the variational Bayesian (VB) approach. The simulation results indicate that the proposed algorithm could effectively estimate measurement noise covariance, and achieve the accurate estimation of the target number and corresponding multi-target states.

Key words: random finite set, multi-target tracking, unknown measurement noise covariance, variational Bayesian (VB), probability hypothesis density (PHD) filter

中图分类号:

TN957.51

袁常顺, 王俊, 向洪, 魏少明, 张耀天. 非线性量测下自适应噪声协方差PHD滤波[J]. 北京航空航天大学学报, 2017, 43(1): 53-60.

YUAN Changshun, WANG Jun, XIANG Hong, WEI Shaoming, ZHANG Yaotian. Adaptive noise covariance PHD filter under nonlinear measurement[J]. JOURNAL OF BEIJING UNIVERSITY OF AERONAUTICS AND A, 2017, 43(1): 53-60.

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非线性量测下自适应噪声协方差PHD滤波

Adaptive noise covariance PHD filter under nonlinear measurement

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