Maneuvering target tracking with high-order correlated noise - A multirate Kalman filtering approach

被引：7

作者：

Chang, DC ^{[1
]}

Wu, WR

机构：

[1] Ind Technol Res Inst, Comp & Commun Res Labs, Hsinchu 310, Taiwan

[2] Natl Tsing Hua Univ, Dept Commun Engn, Hsinchu 300, Taiwan

来源：

WIRELESS PERSONAL COMMUNICATIONS | 2001年 / 17卷 / 01期

关键词：

multirate Kalman filtering algorithm; filter banks; target tracking; correlated noise; IMM;

D O I：

10.1023/A:1008965502460

中图分类号：

TN [电子技术、通信技术];

学科分类号：

0809 ;

摘要：

A multirate Kalman filtering algorithm for target tracking with high-order correlated noise is proposed. The measurement signal is first split into subbands using a filter bank. Then, the correlated noise in each subband is modeled using a first-order AR process and the AR parameters are identified online. Finally, a multirate Kalman reconstruction filter is used to obtain the state estimate. This method can be directly incorporated into the IMM algorithm, resulting in an effective tracking scheme. Simulations show that the new multirate processing scheme can significantly improve tracking performance.

引用

页码：103 / 123

页数：21

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