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...

Ngày tải lên: 21/01/2014, 07:20

... ". 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

... 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

... 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

... 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...

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 ... 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....

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 (Hardback); 0-471-22419-7 (Electronic) Substituting (4.1-33) and (4.1-36) ... this case M, T, and È all become a function...

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