Tài liệu Tracking and Kalman filtering made easy P2 docx

... dynamics model with some randomness. This model is called the constant-velocity trajectory model with a random-walk velocity. 64 Tracking and Kalman Filtering Made Easy. Eli Brookner Copyright ... Y n and X Ã n;n and between X Ã n;nÀ1 and X Ã n;n . Again the weighting of these errors will be made according to their importance. The more important an error is, the smaller it...

Ngày tải lên: 14/12/2013, 14:15

... is, Y n ¼ y 0 y 1 . . . y r 2 6 6 6 6 4 3 7 7 7 7 5 n ð4:1-1aÞ X n ¼ x 0 ðtÞ x 1 ðtÞ . . . x mÀ1 ðtÞ 2 6 6 6 6 4 3 7 7 7 7 5 ð4:1-1bÞ 155 Tracking and Kalman Filtering Made Easy. Eli Brookner Copyright # 1998 John Wiley & Sons, Inc. ISBNs: 0-471-18407-1 ... g–h growing-memory (expanding- memory) filter whose weights g and h are given by (1.2-38a and 1.2-38b). The g–h filter i...

Ngày tải lên: 14/12/2013, 14:15

... g n Þþy n g n ð1:2-12Þ Figure 1.2-3 Filtering problem. Esti- mate of x à n;n based on measurement y n and prediction x à n;nÀ1 . 22 g–h AND g–h–k FILTERS 1 g–h AND g–h–k FILTERS 1.1 WHY TRACKING AND PREDICTION ARE ... proper association of the echo from target 1 on the second scan with the echo from 3 Tracking and Kalman Filtering Made Easy. Eli Brookner Copyright # 199...

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... be the case in Figure 3.1-1 for spiky sea clutter, rain clutter, lognormal 111 Tracking and Kalman Filtering Made Easy. Eli Brookner Copyright # 1998 John Wiley & Sons, Inc. ISBNs: 0-471-18407-1 ... and match filtering and then discuss the effects of using such a waveform on tracking accuracy. 3.5.1 Chirp Waveform, Pulse Compression, Match Filtering of Chirp Waveform, a...

Ngày tải lên: 14/12/2013, 14:15

... insight into the Legendre orthogonal polynomial fit approach will be obtained. 205 Tracking and Kalman Filtering Made Easy. Eli Brookner Copyright # 1998 John Wiley & Sons, Inc. ISBNs: 0-471-18407-1 ... matrix and their derivatives are small in the observation interval and increase monotonically outside; see Figures 5.8-2 and 5.8-3. Because the systematic errors and thei...

Ngày tải lên: 14/12/2013, 14:15

... obtained when using a short memory for the fading-memory filter discussed in Chapter 7. 233 Tracking and Kalman Filtering Made Easy. Eli Brookner Copyright # 1998 John Wiley & Sons, Inc. ISBNs: 0-471-18407-1 ... disadvantages are the expanding-memory filter and the fading memory filter. The expanding memory filter is, as discussed in Section 1.2.10 and later in Section 7.6, sui...

Ngày tải lên: 24/12/2013, 01:17

... achieved using a discounted, least-squares weighting as done in (1.2-34); that is, we 239 Tracking and Kalman Filtering Made Easy. Eli Brookner Copyright # 1998 John Wiley & Sons, Inc. ISBNs: 0-471-18407-1 ... y nÀ2 , r ¼ 2 and  r ¼  2 , and the error for this time sample can even be bigger, and so forth. Thus with this weighting the errors relative to the fitting polyno...

Ngày tải lên: 24/12/2013, 01:17

... d and the transition matrix is a generalized form of (5.4-7). Note that in this text d represents the true degree of the target dynamics while m is the degree used by 252 Tracking and Kalman Filtering ... degree of the target dynamics while m is the degree used by 252 Tracking and Kalman Filtering Made Easy. Eli Brookner Copyright # 1998 John Wiley & Sons, Inc. ISBNs:...

Ngày tải lên: 24/12/2013, 01:17

... minimum-variance estimate X Ã nþ1;nþ1 from the set of data consisting of Y ðnÞ 260 Tracking and Kalman Filtering Made Easy. Eli Brookner Copyright # 1998 John Wiley & Sons, Inc. ISBNs: 0-471-18407-1 ... Kalman filter can lead to computational problems for the Kalman filter [5, Section 12.4]. This form of the Kalman filter is not generally used for this reason, and it is no...

Ngày tải lên: 24/12/2013, 01:17

... and also from (4.3-16) and (4.3-17) and reference 79 (p. 57), that F T F ¼ I ¼ FF T ð10:2-1Þ and F À1 ¼ F T ð10:2-2Þ Also kFYk¼kYkð10:2-3Þ where kk is the Euclidean norm defined by (4.2-40) and ... space of F. From (10.2-8) and (10.2-9), and 272 VOLTAGE LEAST-SQUARES ALGORITHMS REVISITED Define F 1 and F 2 as the matirces formed by, respectively, the first m 0 rows of F and re...

Ngày tải lên: 24/12/2013, 01:17