A new method of unscented extended Kalman filter （UEKF） for nonlinear system is presented. This new method is a combination of the unscented transformation and the extended Kalman filter （EKF）. The extended Kalman...A new method of unscented extended Kalman filter （UEKF） for nonlinear system is presented. This new method is a combination of the unscented transformation and the extended Kalman filter （EKF）. The extended Kalman filter is similar to that in a conventional EKF. However, in every running step of the EKF the unscented transformation is running, the deterministic sample is caught by unscented transformation, then posterior mean of non- lineadty is caught by propagating, but the posterior covariance of nonlinearity is caught by linearizing. The accuracy of new method is a little better than that of the unscented Kalman filter （UKF）, however, the computational time of the UEKF is much less than that of the UKF.展开更多
To improve the low tracking precision caused by lagged filter gain or imprecise state noise when the target highly maneuvers, a modified unscented Kalman filter algorithm based on the improved filter gain and adaptive...To improve the low tracking precision caused by lagged filter gain or imprecise state noise when the target highly maneuvers, a modified unscented Kalman filter algorithm based on the improved filter gain and adaptive scale factor of state noise is presented. In every filter process, the estimated scale factor is used to update the state noise covariance Qk, and the improved filter gain is obtained in the filter process of unscented Kalman filter （UKF） via predicted variance Pk｜k-1, which is similar to the standard Kalman filter. Simulation results show that the proposed algorithm provides better accuracy and ability to adapt to the highly maneuvering target compared with the standard UKF.展开更多
The problem of two order statistics detection schemes for the detection of a spatially distributed target in white Gaussian noise are studied.When the number of strong scattering cells is known,we first show an optima...The problem of two order statistics detection schemes for the detection of a spatially distributed target in white Gaussian noise are studied.When the number of strong scattering cells is known,we first show an optimal detector,which requires many processing channels.The structure of such optimal detector is complex.Therefore,a simpler quasi-optimal detector is then introduced.The quasi-optimal detector,called the strong scattering cells’ number dependent order statistics（SND-OS） detector,takes the form of an average of maximum strong scattering cells with a known number.If the number of strong scattering cells is unknown in real situation,the multi-channel order statistics（MC-OS） detector is used.In each channel,a various number of maximums scattered from target are averaged.Then,the false alarm probability analysis and thresholds sets for each channel are given,following the detection results presented by means of Monte Carlo simulation strategy based on simulated target model and three measured targets.In particular,the theoretical analysis and simulation results highlight that the MC-OS detector can efficiently detect range-spread targets in white Gaussian noise.展开更多
文摘A new method of unscented extended Kalman filter （UEKF） for nonlinear system is presented. This new method is a combination of the unscented transformation and the extended Kalman filter （EKF）. The extended Kalman filter is similar to that in a conventional EKF. However, in every running step of the EKF the unscented transformation is running, the deterministic sample is caught by unscented transformation, then posterior mean of non- lineadty is caught by propagating, but the posterior covariance of nonlinearity is caught by linearizing. The accuracy of new method is a little better than that of the unscented Kalman filter （UKF）, however, the computational time of the UEKF is much less than that of the UKF.
基金supported by the National Natural Science Fundationof China(61102109)
文摘To improve the low tracking precision caused by lagged filter gain or imprecise state noise when the target highly maneuvers, a modified unscented Kalman filter algorithm based on the improved filter gain and adaptive scale factor of state noise is presented. In every filter process, the estimated scale factor is used to update the state noise covariance Qk, and the improved filter gain is obtained in the filter process of unscented Kalman filter （UKF） via predicted variance Pk｜k-1, which is similar to the standard Kalman filter. Simulation results show that the proposed algorithm provides better accuracy and ability to adapt to the highly maneuvering target compared with the standard UKF.
基金supported by the Major Program of National Natural Science Foundation of China (10990012)the National Natural Science Foundation of China (61201296,61271024)+1 种基金the Fundamental Research Funds for the Central Universities (K5051202037)Guangxi Key Lab of Wireless Wideband Communication & Signal Processing (12205)
文摘The problem of two order statistics detection schemes for the detection of a spatially distributed target in white Gaussian noise are studied.When the number of strong scattering cells is known,we first show an optimal detector,which requires many processing channels.The structure of such optimal detector is complex.Therefore,a simpler quasi-optimal detector is then introduced.The quasi-optimal detector,called the strong scattering cells’ number dependent order statistics（SND-OS） detector,takes the form of an average of maximum strong scattering cells with a known number.If the number of strong scattering cells is unknown in real situation,the multi-channel order statistics（MC-OS） detector is used.In each channel,a various number of maximums scattered from target are averaged.Then,the false alarm probability analysis and thresholds sets for each channel are given,following the detection results presented by means of Monte Carlo simulation strategy based on simulated target model and three measured targets.In particular,the theoretical analysis and simulation results highlight that the MC-OS detector can efficiently detect range-spread targets in white Gaussian noise.
