Volume 49 Issue 1
Jan.  2023
Turn off MathJax
Article Contents
YANG Y J,GAN Y,LI C H,et al. Amended SRCKF algorithm based on minimum variance of innovation[J]. Journal of Beijing University of Aeronautics and Astronautics,2023,49(1):138-144 (in Chinese) doi: 10.13700/j.bh.1001-5965.2021.0202
Citation: YANG Y J,GAN Y,LI C H,et al. Amended SRCKF algorithm based on minimum variance of innovation[J]. Journal of Beijing University of Aeronautics and Astronautics,2023,49(1):138-144 (in Chinese) doi: 10.13700/j.bh.1001-5965.2021.0202

Amended SRCKF algorithm based on minimum variance of innovation

doi: 10.13700/j.bh.1001-5965.2021.0202
More Information
  • Corresponding author: E-mail:929652284@qq.com
  • Received Date: 20 Apr 2021
  • Accepted Date: 22 Aug 2021
  • Available Online: 16 Jan 2023
  • Publish Date: 14 Sep 2021
  • The model errors in the target tracking process will lead to the degraded performance and decreased filtering accuracy of the square-root cubature Kalman filter (SRCKF). Amended Kalman filter (AKF) can solve this problem effectively, but it is difficult to be applied to nonlinear filtering. To overcome the negative impact of the model errors and to further improve the application scope of the amendment thought, the vector form of the amendment coefficient is derived by minimizing innovation covariance on the basis of the SRCKF. Then, the amended SRCKF (ASRCKF) algorithm is proposed. By using posterior measurements, the ASRCKF algorithm can increase confidence level to measurement, so that the target model error can be compensated. The simulation results indicate the ASRCKF can suppress the model errors effectively with better filtering performance, compared with SRCKF and STF-SRCKF algorithms.

     

  • loading
  • [1]
    ARASARATNAM I, HAYKIN S. Cubature Kalman filters[J]. IEEE Transactions on Automatic Control, 2009, 54(6): 1254-1269. doi: 10.1109/TAC.2009.2019800
    [2]
    ARASARATNAM I, HAYKIN S, HURD T R. Cubature Kalman filtering for continuous-discrete systems: Theory and simulations[J]. IEEE Transactions on Signal Processing, 2010, 58(10): 4977-4993. doi: 10.1109/TSP.2010.2056923
    [3]
    王小旭, 潘泉, 黄鹤, 等. 非线性系统确定采样型滤波算法综述[J]. 控制与决策, 2012, 27(6): 801-812. doi: 10.13195/j.cd.2012.06.4.wangxx.012

    WANG X X, PAN Q, HUANG H, et al. Overview of deterministic sampling filtering algorithms for nonlinear system[J]. Control and Decision, 2012, 27(6): 801-812(in Chinese). doi: 10.13195/j.cd.2012.06.4.wangxx.012
    [4]
    CORTINA E, OTERO D, D’ATTELLIS C E. Maneuvering target tracking using extended Kalman filter[J]. IEEE Transactions on Aerospace and Electronic Systems, 1991, 27(1): 155-158. doi: 10.1109/7.68158
    [5]
    JULIER S, UHLMANN J, DURRANT-WHYTE H F. A new method for the nonlinear transformation of means and covariances in filters and estimators[J]. IEEE Transactions on Automatic Control, 2000, 45(3): 477-482. doi: 10.1109/9.847726
    [6]
    JULIER S J, UHLMANN J K. A general method for approximating nonlinear transformation of probability distributions [EB/OL]. (1996-11-01)[2021-04-05]. http://www.eng.ox.ac.uk/.
    [7]
    ZHAO L Q, WANG J L, YU T, et al. Design of adaptive robust square-root cubature Kalman filter with noise statistic estimator[J]. Applied Mathematics and Computation, 2015, 256: 352-367. doi: 10.1016/j.amc.2014.12.036
    [8]
    赵利强, 罗达灿, 王建林, 等. 自适应强跟踪容积卡尔曼滤波算法[J]. 北京化工大学学报(自然科学版), 2013, 40(3): 98-103.

    ZHAO L Q, LUO D C, WANG J L, et al. An adaptive strong tracking cubature Kalman filter[J]. Journal of Beijing University of Chemical Technology (Natural Science Edition), 2013, 40(3): 98-103(in Chinese).
    [9]
    ZHANG H W, XIE J W, GE J A, et al. Adaptive strong tracking square-root cubature Kalman filter for maneuvering aircraft tracking[J]. IEEE Access, 2018, 6: 10052-10061. doi: 10.1109/ACCESS.2018.2808170
    [10]
    ZHANG H W, XIE J W, GE J A, et al. Strong tracking SCKF based on adaptive CS model for manoeuvring aircraft tracking[J]. IET Radar, Sonar & Navigation, 2018, 12(7): 742-749.
    [11]
    HAN B, HUANG H Q, LEI L, et al. An improved IMM algorithm based on STSRCKF for maneuvering target tracking[J]. IEEE Access, 2019, 7: 57795-57804. doi: 10.1109/ACCESS.2019.2912983
    [12]
    徐天河, 杨元喜. 改进的Sage自适应滤波方法[J]. 测绘科学, 2000, 25(3): 22-24. doi: 10.3771/j.issn.1009-2307.2000.03.005

    XU T H, YANG Y X. The improved method of sage adaptive filtering[J]. Developments in Surveying and Mapping, 2000, 25(3): 22-24(in Chinese). doi: 10.3771/j.issn.1009-2307.2000.03.005
    [13]
    鲁平, 赵龙, 陈哲. 改进的Sage-Husa自适应滤波及其应用[J]. 系统仿真学报, 2007, 19(15): 3503-3505. doi: 10.3969/j.issn.1004-731X.2007.15.034

    LU P, ZHAO L, CHEN Z. Improved sage-husa adaptive filtering and its application[J]. Journal of System Simulation, 2007, 19(15): 3503-3505(in Chinese). doi: 10.3969/j.issn.1004-731X.2007.15.034
    [14]
    周东华, 席裕庚, 张钟俊. 一种带多重次优渐消因子的扩展卡尔曼滤波器[J]. 自动化学报, 1991, 17(6): 689-695. doi: 10.16383/j.aas.1991.06.007

    ZHOU D H, XI Y G, ZHANG Z J. A suboptimal multiple fading extended Kalman filter[J]. Acta Automatica Sinica, 1991, 17(6): 689-695(in Chinese). doi: 10.16383/j.aas.1991.06.007
    [15]
    徐树生, 林孝工, 李新飞. 强跟踪自适应平方根容积卡尔曼滤波算法[J]. 电子学报, 2014, 42(12): 2394-2400. doi: 10.3969/j.issn.0372-2112.2014.12.009

    XU S S, LIN X G, LI X F. Strong tracking adaptive square-root cubature Kalman filter algorithm[J]. Acta Electronica Sinica, 2014, 42(12): 2394-2400(in Chinese). doi: 10.3969/j.issn.0372-2112.2014.12.009
    [16]
    徐树生, 林孝工, 赵大威, 等. 强跟踪SRCKF及其在船舶定位中的应用[J]. 仪器仪表学报, 2013, 34(6): 1266-1272. doi: 10.3969/j.issn.0254-3087.2013.06.010

    XU S S, LIN X G, ZHAO D W, et al. Strong tracking SRCKF and its application in vessel dynamic positioning[J]. Chinese Journal of Scientific Instrument, 2013, 34(6): 1266-1272(in Chinese). doi: 10.3969/j.issn.0254-3087.2013.06.010
    [17]
    GE Q B, LI W B, WEN C L. SCKF-STF-CN: A universal nonlinear filter for maneuver target tracking[J]. Journal of Zhejiang University SCIENCE C, 2011, 12(8): 678-686. doi: 10.1631/jzus.C10a0353
    [18]
    LI N, ZHU R H, ZHANG Y G. A strong tracking square root CKF algorithm based on multiple fading factors for target tracking[C]//2014 Seventh International Joint Conference on Computational Sciences and Optimization. Piscataway: IEEE Press, 2014 : 16-20.
    [19]
    ZHANG A, BAO S D, BI W H, et al. Low-cost adaptive square-root cubature Kalman filter for systems with process model uncertainty[J]. Journal of Systems Engineering and Electronics, 2016, 27(5): 945-953. doi: 10.21629/JSEE.2016.05.01
    [20]
    ZHANG A, BAO S D, GAO F, et al. A novel strong tracking cubature Kalman filter and its application in maneuvering target tracking[J]. Chinese Journal of Aeronautics, 2019, 32(11): 2489-2502. doi: 10.1016/j.cja.2019.07.025
    [21]
    张浩为, 谢军伟, 葛佳昂, 等. 自适应CS模型的强跟踪平方根容积卡尔曼滤波算法[J]. 系统工程与电子技术, 2019, 41(6): 1186-1194. doi: 10.3969/j.issn.1001506X.2019.06.03

    ZHANG H W, XIE J W, GE J A, et al. Strong tracking square-root cubature Kalman filter over adaptive current statistical model[J]. Systems Engineering and Electronics, 2019, 41(6): 1186-1194(in Chinese). doi: 10.3969/j.issn.1001506X.2019.06.03
    [22]
    杨永建, 樊晓光, 王晟达, 等. 基于修正卡尔曼滤波的目标跟踪[J]. 系统工程与电子技术, 2014, 36(5): 846-851. doi: 10.3969/j.issn.1001-506X.2014.05.06

    YANG Y J, FAN X G, WANG S D, et al. Target tracking based on amendatory Kalman filter[J]. Systems Engineering and Electronics, 2014, 36(5): 846-851(in Chinese). doi: 10.3969/j.issn.1001-506X.2014.05.06
    [23]
    YANG Y J, FAN X G, ZHUO Z F, et al. AFAKF for manoeuvring target tracking based on current statistical model[J]. IET Science, Measurement & Technology, 2016, 10(6): 637-643.
    [24]
    YANG Y J, FAN X G, ZHUO Z F, et al. Amended Kalman filter for maneuvering target tracking[J]. Chinese Journal of Electronics, 2016, 25(6): 1166-1171. doi: 10.1049/cje.2016.08.036
    [25]
    YANG Y J, FAN X G, TANG S J, et al. Amended Kalman filtering with intermittent measurements in target tracking[J]. Journal of Information Science and Engineering, 2019, 35(6): 1329-1341.
  • 加载中

Catalog

    通讯作者: 陈斌, bchen63@163.com
    • 1. 

      沈阳化工大学材料科学与工程学院 沈阳 110142

    1. 本站搜索
    2. 百度学术搜索
    3. 万方数据库搜索
    4. CNKI搜索

    Figures(7)  / Tables(2)

    Article Metrics

    Article views(451) PDF downloads(48) Cited by()
    Proportional views
    Related

    /

    DownLoad:  Full-Size Img  PowerPoint
    Return
    Return