非线性滤波crlb推导及在目标跟踪中的应用 derivation of the crlb in nonlinear filter and application to target tracking.pdfVIP

第 34 卷第 4 期 光电工程 Vol.34, No.4 2007 年 4 月 Opto-Electronic Engineering April, 2007 文章编号：1003-501X(2007)04-0026-04 非线性滤波 CRLB 推导及在目标跟踪中的应用 1 1 2 郭云飞 ，韦 巍 ，薛安克 ( 1. 浙江大学 电气工程学院，浙江 杭州 310027 ； 2. 杭州电子科技大学 智能信息与控制研究所，浙江 杭州 310018 ) 摘要：针对可叠加零均值高斯白噪声的非线性滤波，利用无迹变换，推导出理论上的误差性能下界 Cramér －Rao Low Bound (CRLB)。在利用光电信号对目标进行纯方位角跟踪中，提出一种次优的非线性滤波算法——距离参数 化无迹卡尔曼滤波(RPUKF)。仿真中将其和距离参数化扩展卡尔曼滤波(RPEKF)的性能曲线以及理论性能下界做 了比较。结果表明，两种次优算法的曲线逐渐逼近理论下界，且PRUKF 性能更优。 关键词：CRLB；非线性滤波；无迹变换；目标跟踪 中图分类号：TP391.4 文献标识码：A Derivation of the CRLB in nonlinear filter and application to target tracking 1 1 2 GUO Yun-fei ，WEI Wei ，XUE An-ke ( 1. College of Electrical Engineering, Zhejiang University, Hangzhou 310027, China; 2. Institute of Intelligence Information and Control Technology, Hangzhou Dianzi University, Hangzhou 310018, China ) Abstract : For the nonlinear filter with overlapped zero-mean Gaussian white noise, a theoretical error performance Carmér-Rao Low Bound (CRLB) was derived using the unscented transform method. A suboptimal algorithm-- the Range Parameterized Unscented Kalman Filter (RPUKF) was presented to deal with the bearings-only target tracking using the opto-electronic signal. The performance curves of the proposed algorithm and the Range Parameterized Extended Kalman Filter (RPEKF) were compared with the CRLB in the simulation. The results show their asymptotical agreement with the theoretical bound and the advantageous RPUKF p