The selection and optimization of model filters affect the precision of motion pattern identification and state estimation in maneuvering target tracking directly.Aiming at improving performance of model filters,a nov...The selection and optimization of model filters affect the precision of motion pattern identification and state estimation in maneuvering target tracking directly.Aiming at improving performance of model filters,a novel maneuvering target tracking algorithm based on central difference Kalman filter in observation bootstrapping strategy is proposed.The framework of interactive multiple model(IMM) is used to realize identification of motion pattern,and a central difference Kalman filter(CDKF) is selected as the model filter of IMM.Considering the advantage of multi-sensor fusion method in improving the stability and reliability of observation information,the hardware cost of the observation system for multiple sensors is adopted,meanwhile,according to the data assimilation technique in Ensemble Kalman filter(En KF),a bootstrapping observation set is constructed by integrating the latest observation and the prior information of observation noise.On that basis,these bootstrapping observations are reasonably used to optimize the filtering performance of CDKF by means of weight fusion way.The object of new algorithm is to improve the tracking precision of observed target by the multi-sensor fusion method without increasing the number of physical sensors.The theoretical analysis and experimental results show the feasibility and efficiency of the proposed algorithm.展开更多
In this paper,we consider the statistical inference problems for the fixed effect and variance component functions in the two-way classification random effects model with skewnormal errors.Firstly,the exact test stati...In this paper,we consider the statistical inference problems for the fixed effect and variance component functions in the two-way classification random effects model with skewnormal errors.Firstly,the exact test statistic for the fixed effect is constructed.Secondly,using the Bootstrap approach and generalized approach,the one-sided hypothesis testing and interval estimation problems for the single variance component,the sum and ratio of variance components are discussed respectively.Further,the Monte Carlo simulation results indicate that the exact test statistic performs well in the one-sided hypothesis testing problem for the fixed effect.And the Bootstrap approach is better than the generalized approach in the one-sided hypothesis testing problems for variance component functions in most cases.Finally,the above approaches are applied to the real data examples of the consumer price index and value-added index of three industries to verify their rationality and effectiveness.展开更多
基金Supported by the Postdoctoral Science Foundation of China(No.2014M551999)the Open Foundation of Key Laboratory of Spectral Imaging Technology of the Chinese Academy of Sciences(No.LSIT201711D)
文摘The selection and optimization of model filters affect the precision of motion pattern identification and state estimation in maneuvering target tracking directly.Aiming at improving performance of model filters,a novel maneuvering target tracking algorithm based on central difference Kalman filter in observation bootstrapping strategy is proposed.The framework of interactive multiple model(IMM) is used to realize identification of motion pattern,and a central difference Kalman filter(CDKF) is selected as the model filter of IMM.Considering the advantage of multi-sensor fusion method in improving the stability and reliability of observation information,the hardware cost of the observation system for multiple sensors is adopted,meanwhile,according to the data assimilation technique in Ensemble Kalman filter(En KF),a bootstrapping observation set is constructed by integrating the latest observation and the prior information of observation noise.On that basis,these bootstrapping observations are reasonably used to optimize the filtering performance of CDKF by means of weight fusion way.The object of new algorithm is to improve the tracking precision of observed target by the multi-sensor fusion method without increasing the number of physical sensors.The theoretical analysis and experimental results show the feasibility and efficiency of the proposed algorithm.
基金supported by National Social Science Foundation of China(21BTJ068)。
文摘In this paper,we consider the statistical inference problems for the fixed effect and variance component functions in the two-way classification random effects model with skewnormal errors.Firstly,the exact test statistic for the fixed effect is constructed.Secondly,using the Bootstrap approach and generalized approach,the one-sided hypothesis testing and interval estimation problems for the single variance component,the sum and ratio of variance components are discussed respectively.Further,the Monte Carlo simulation results indicate that the exact test statistic performs well in the one-sided hypothesis testing problem for the fixed effect.And the Bootstrap approach is better than the generalized approach in the one-sided hypothesis testing problems for variance component functions in most cases.Finally,the above approaches are applied to the real data examples of the consumer price index and value-added index of three industries to verify their rationality and effectiveness.
