引用本文:梁彦 ,潘泉 , 张洪才.常增益交互式多模型算法*[J].控制理论与应用,1999,16(5):659~663.[点击复制]
Liang Yan , Pan Quan and Zhang Hongcai.Interacting Multiple Models Algorithm Based on α-β & α-β-γ Filters[J].Control Theory and Technology,1999,16(5):659~663.[点击复制]
常增益交互式多模型算法*
Interacting Multiple Models Algorithm Based on α-β & α-β-γ Filters
摘要点击 950  全文点击 377  投稿时间:1998-03-25  修订日期:1998-11-25
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DOI编号  
  1999,16(5):659-663
中文关键词  自适应滤波  常增益滤波  目标跟踪
英文关键词  adaptive filtering  α-βfilter  α-β-γ filter  tracking
基金项目  
作者单位
梁彦 ,潘泉 , 张洪才  
中文摘要
      针对混合估计自适应滤波器的工程应用问题,首先证明了交互式多模型算法(IMM)在一定条件下,其模型输入交互方差可与状态解耦,并给出了两模型下的IMM的模型输入交互方差之间部分解耦及完全解耦的条件,从而将常增益滤波器一IMM相结合,提出两模型常增益IMM自适应滤波器算法.仿真表明在精度与IMM相当的情况下,计算量减少了约50%,并消除了单模型常增益滤波器的有偏性
英文摘要
      In this paper, we firstly prove in interacting multiple modeis algorithm (IMM) model-conditional estimational variances can be decoupled with model-conditonal state estimation under certain conditions, and then supply the conditions to partly-decoupling and absolutely-decoupling among model-conditional estimational variances. Therefore IMM based on α-β & α-β-γ filters is proposed. The Momte Carlo simulations show that this algorithm not only remains almost as accurate as IMM, but also save about half of the computation.