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...

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

... 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 (Hardback); 0-471-22419-7 (Electronic) Hence (16.3-8) and (16.3-9) ... ¼ R s   2 4 3 5 ð16:2-4Þ The nonlinear equation relating R s , , and  to x, y,...

Ngày tải lên: 21/01/2014, 07:20

... 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 ... S Ã n;nÀ1 nonsingular. 382 KALMAN FILTER REVISITED Kolmogorov [125] and Wiener [126] in 1941 and 1942, respectively. Next, the Kalman filter [19, 20] was developed...

Ngày tải lên: 21/01/2014, 07:20

... 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...

Ngày tải lên: 14/12/2013, 14:15

... 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

... 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

... 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

... 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