本文關(guān)鍵詞：帶有色厚尾量測噪聲的魯棒高斯近似濾波器和平滑器　出處：《自動(dòng)化學(xué)報(bào)》2017年01期 　論文類型：期刊論文

  更多相關(guān)文章： 非線性狀態(tài)估計(jì) 有色厚尾量測噪聲 變分貝葉斯 Student s t分布 狀態(tài)擴(kuò)展方法

【摘要】：為了解決帶有色厚尾量測噪聲的非線性狀態(tài)估計(jì)問題,本文提出了新的魯棒高斯近似(Gaussian approximate,GA)濾波器和平滑器.首先,基于狀態(tài)擴(kuò)展方法將量測差分后帶一步延遲狀態(tài)和白色厚尾量測噪聲的非線性狀態(tài)估計(jì)問題,轉(zhuǎn)化成帶厚尾量測噪聲的標(biāo)準(zhǔn)非線性狀態(tài)估計(jì)問題.其次,針對量測差分后模型中的噪聲尺度矩陣和自由度(Degrees of freedom,DOF)參數(shù)未知問題,設(shè)計(jì)了新的高斯近似濾波器和平滑器,通過建立未知參數(shù)和待估計(jì)狀態(tài)的共軛先驗(yàn)分布,并利用變分貝葉斯方法同時(shí)估計(jì)未知的狀態(tài)、尺度矩陣、自由度參數(shù).最后,利用目標(biāo)跟蹤仿真驗(yàn)證了本文提出的帶有色厚尾量測噪聲的魯棒高斯近似濾波器和平滑器的有效性以及與現(xiàn)有方法相比的優(yōu)越性.
[Abstract]:In order to solve the problem of nonlinear state estimation with colored thick tail measurement noise, a new robust Gao Si approximation Gaussian approximate is proposed in this paper. First, the nonlinear state estimation problem with one-step delay state and white thick tail measurement noise after the measurement difference is proposed based on the state expansion method. It is transformed into a standard nonlinear state estimation problem of measurement noise with thick tail. Secondly, aiming at the noise scale matrix and degrees of freedom in the measured difference model, degrees of freedom are proposed. A new Gao Si approximate filter and smoother is designed for unknown DOF parameters. The conjugate prior distributions of unknown parameters and states to be estimated are established and the unknown states are estimated simultaneously by variational Bayes method. Scale matrix, degree of freedom parameter. Finally. The effectiveness of the proposed robust Gao Si approximation filter and smoother with color thick tail measurement noise and the superiority compared with the existing methods are verified by target tracking simulation.
【作者單位】： 哈爾濱工程大學(xué)自動(dòng)化學(xué)院;哈爾濱工業(yè)大學(xué)電氣工程及自動(dòng)化學(xué)院;中國艦船研究設(shè)計(jì)中心;
【正文快照】： 引用格式黃玉龍,張勇剛,武哲民,李寧,王剛.帶有色厚尾量測噪聲的魯棒高斯近似濾波器和平滑器.自動(dòng)化學(xué)報(bào),2017,43(1):114-131Robust Gaussian Approximate Filter and Smoother withColored Heavy Tailed Measurement NoiseHUANG Yu-Long1ZHANG Yong-Gang1WU Zhe-Min2LI Ning1

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