Tài liệu Tracking and Kalman filtering made easy P17 ppt

... In turn È n;k can be used to determine the covariance matrix of " XðtÞ 367 Tracking and Kalman Filtering Made Easy. Eli Brookner Copyright # 1998 John Wiley & Sons, Inc. ISBNs: 0-471-18407-1 ... to extend (16.3-29) and (16.3-30) to this case. This is rather straightforward, and we shall refer to these equations in the following discussions as if this generalization has...

Ngày tải lên: 21/01/2014, 07:20

... 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

... 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 ... by 252 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) the...

Ngày tải lên: 24/12/2013, 01:17

... ". 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 kk is the Euclidean norm...

Ngày tải lên: 24/12/2013, 01:17

... 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

... the dynamic model differential equation and show how it can be numerically integrated to obtain Èðt n ; t nÀi Þ. 354 Tracking and Kalman Filtering Made Easy. Eli Brookner Copyright # 1998 John ... M, È, and T replaced by M n , Èðt n ; t nÀi Þ, and T n , respectively; see (4.1-5) through (4.1-31). Accordingly, the least-squares and minimum-variance weight estimates given by...

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 ... SCHEME AND DYNAMIC MODEL 16 NONLINEAR OBSERVATION SCHEME AND DYNAMIC MODEL (EXTENDED KALMAN FILTER) 16.1 INTRODUCTION In this section we extend the r...

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 ... 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...

Ngày tải lên: 21/01/2014, 07:20

... 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...

Ngày tải lên: 14/12/2013, 14:15