Tài liệu Tracking and Kalman filtering made easy P10 pptx
Tài liệu Tracking and Kalman filtering made easy P10 pptx
... ". Inverting A algebraically gives
A
À1
¼
1
s À 1
1 À1
À1 s
ð10:1-3Þ
264
Tracking and Kalman Filtering Made Easy. Eli Brookner
Copyright # 1998 John Wiley & Sons, Inc.
ISBNs: 0-471-18407-1 ... 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 kk is the Euclidean norm...
Tài liệu Tracking and Kalman filtering made easy P14 pptx
... normal
equations and the excellent results obtained using the modified Gram–Schmidt
algorithm. For this example (obtained from reference 82)
339
Tracking and Kalman Filtering Made Easy. Eli Brookner
Copyright ... In this case T and in turn U are not known in
advance, the drop out of data points being random events.
14.5 SQUARE-ROOT KALMAN FILTERS
The Kalman filters discussed...
Tài liệu Tracking and Kalman filtering made easy P16 pptx
... variables.
Specifically,
GðX
n
Þ¼
g
1
ðX
n
Þ
g
2
ðX
n
Þ
.
.
.
g
n
ðX
n
Þ
2
6
6
6
4
3
7
7
7
5
ð16:2-2Þ
357
Tracking and Kalman Filtering Made Easy. Eli Brookner
Copyright # 1998 John Wiley & Sons, Inc.
ISBNs: 0-471-18407-1 ... SCHEME AND DYNAMIC MODEL
16
NONLINEAR OBSERVATION SCHEME
AND DYNAMIC MODEL (EXTENDED
KALMAN FILTER)
16.1 INTRODUCTION
In this section we extend the r...
Tài liệu Tracking and Kalman filtering made easy P18 pptx
... need not be square and as a result UðtÞ need not have the
same dimension as XðtÞ. The solution to the above linear differential equation is
375
Tracking and Kalman Filtering Made Easy. Eli Brookner
Copyright ... difference
between the true and estimated values, was independently developed by
376 KALMAN FILTER REVISITED
Kolmogorov [125] and Wiener [126] in 1941 and 1942, r...
Tài liệu Tracking and Kalman filtering made easy P1 doc
... 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 # 1998 John Wiley & Sons, Inc.
ISBNs: 0-471-18407-1 ... applies for the general g–h tracking filter of
(1.2-11).
Figure 1.2-16 Equivalent circuit diagram of g–h filter.
46
g–h AND g–h–k FILTERS
1
g–h AND g–h–k FILTERS
1.1 WHY...
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 ... simplifications and approximations to the Kalman filter in an
Figure 2.11-3 Two-state Kalman filter simulation; T ¼ 1 sec, hence Kalman gain
h
n
=T ¼ h
n
. (Reprinted with permission...
Tài liệu Tracking and Kalman filtering made easy P3 pdf
... 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 ... corruption.
3.1.4 Combined Clutter Suppression and Track Initiation
It is apparent from Sections 3.1.1 and 3.1.2 that clutter suppression and track
initiation go hand in hand....
Tài liệu Tracking and Kalman filtering made easy P4 docx
... 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 (Hardback); 0-471-22419-7 (Electronic)
Substituting (4.1-33) and (4.1-36) ... this case M, T, and È all become a function...
Tài liệu Tracking and Kalman filtering made easy P5 ppt
... 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...
Tài liệu Tracking and Kalman filtering made easy P6 ppt
... 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...