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1.
    
We address the recursive computation of the filtering probability density function (pdf) pn|n in a hidden Markov chain (HMC) model. We first observe that the classical path pn−1|n−1pn|n−1pn|n is not the only possible one that enables to compute pn|n recursively, and we explore the direct, prediction-based (P-based) and smoothing-based (S-based) recursive loops for computing pn|n. We next propose a common methodology for computing these equations in practice. Since each path can be decomposed into an updating step and a propagation step, in the linear Gaussian case these two steps are implemented by Gaussian transforms, and in the general case by elementary simulation techniques. By proceeding this way we routinely obtain in parallel, for each filtering path, one set of Kalman filter (KF) equations and one generic sequential Monte Carlo (SMC) algorithm. Finally we classify in a common framework four KF (two of which are original), which themselves can be associated to four generic SMC algorithms (two of which are original). We finally compare our algorithms via simulations. S-based filters behave better than P-based ones, and within each class of filters better results are obtained when updating precedes propagation.  相似文献   

2.
高数据传输速率以及终端的高速移动,导致无线通信信道具有时间选择性与频率选择性两个特征.本文主要研究了基于训练序列的多输入多输出(MIMO)时变频率选择性衰落信道的估计与跟踪问题.首先,根据时变无线信道的动态性,将信道冲击响应近似看作一个低阶的自回归矢量过程(AR),以便于进行时变信道的跟踪.接着在此模型的基础上,利用序贯蒙特卡罗滤波对MIMO通信系统中的双选择性信道进行了跟踪;跟踪过程中需要与信号检测交替进行,即在状态变量的预测和新息修正的中间要进行一次码元的检测,所采用的方法是极大似然序列检测,最后与扩展卡尔曼滤波作了比较.仿真结果表明,在信道噪声是非高斯的情形下,序贯蒙特卡罗滤波的跟踪性能更优越于扩展卡尔曼滤波.  相似文献   

3.
Sequential Monte Carlo methods for contour tracking of contaminant clouds   总被引:1,自引:0,他引:1  
This paper addresses the problem of contour tracking for airborne emission of contaminant clouds. This is of particular relevance in the context of anti-terrorism and military applications. This problem is solved by estimating the contour boundary positions using a set of particle filters. The use of sequential Monte Carlo techniques enables the tracking to be performed when the measurements are noisy. The tracking results also include the estimation uncertainty. The proposed technique is illustrated for both SCIPUFF and model generated emission scenarios and simulation experiments demonstrate successful tracking throughout the tracking period for both simple and complex environments.  相似文献   

4.
实现目标数目未知且可变条件下的多目标检测与跟踪是个极具挑战性的问题,在信噪比较低的情况下更是如此。针对这一问题,该文提出一种基于点扩散模型的多目标检测前跟踪改进算法。该算法在序贯蒙特卡罗概率假设密度(SMC-PHD)滤波框架下实现,通过自适应粒子产生机制完成新生目标在像平面中的初始定位,并根据目标在图像中可能出现的位置对全体粒子集进行有效子集分割和快速权值估算,最后利用动态聚类方法完成多目标状态的准确提取。仿真结果表明,该方法有效改善了多目标检测前跟踪的估计性能,并大大提高了算法执行效率。  相似文献   

5.
    
A new Gaussian mixture probability hypothesis density (PHD) filter is developed for tracking multiple maneuvering targets that follow jump Markov models. This approach is based on the best-fitting Gaussian approximation which has been shown to be an accurate predictor of the interacting multiple model (IMM) performance. Compared with the existing Gaussian mixture multiple model PHD filter without interacting, simulations show that the proposed filter achieves better results with much less computational expense.  相似文献   

6.
改进的概率假设密度滤波多目标检测前跟踪算法   总被引:3,自引:1,他引:3       下载免费PDF全文
基于概率假设密度滤波(Probability Hypothesis Density,PHD)的检测前跟踪(Track before detect,TBD)技术可以有效解决未知目标数的弱小点目标检测前跟踪问题.文章针对现有PHD-TBD算法存在目标数估计不准、目标发现延时较久的问题进行研究.从标准PHD滤波出发,更为合理地推导出PHD-TBD算法的粒子权重更新计算表达式,实现对目标数的准确估计;同时利用贝叶斯滤波理论,推导出基于量测的新生粒子概率密度采样函数,完成对目标的快速发现.仿真实验表明,与现有的PHD-TBD相比,改进算法能够适应目标扩散情况,准确估计目标数目,并实现对目标的快速发现和位置准确估计.  相似文献   

7.
奚畅  蔡志明  袁骏 《电子与信息学报》2021,43(10):2805-2814
针对被动声呐方位-频率观测情况下粒子滤波检测前跟踪算法中高维采样效率低的问题,该文提出一种利用leg-by-leg机动可观测性特点的两级采样方法。首先,对leg-by-leg机动的可观测性进行分析;然后,建立极坐标系下的目标运动状态模型,以粒子相对观测站的距离和法向速度均匀分布为准则,提出将极坐标系下的目标状态向量映射至直角坐标系的方法;最后,为改善滤波收敛性,提出根据粒子的空间分布特征自适应地调整过程噪声协方差矩阵。仿真结果表明,对于典型的水下目标跟踪场景,所提方法可使滤波收敛率增大约47.6%,距离估计误差减小约329 m,滤波收敛时间缩短约450 s。  相似文献   

8.
MIMO系统的改进序贯蒙特卡罗迭代检测算法   总被引:1,自引:0,他引:1       下载免费PDF全文
为了得到最优的MIMO迭代接收机,需要精确计算软输入软输出检测器输出的外信息,但精确计算的复杂度随调制阶数和天线数指数增长,不适合多天线高阶调制的情况。该文首先将外信息的估计归结为一个目标集合的选取,并提出通过序贯蒙特卡罗抽样方法获取目标集合。但是研究表明传统抽样方法不能有效获得合适的集合;因此一种改进的序贯蒙特卡罗抽样方法被提出,用于解决有限元离散概率空间的样本近似。最终,基于改进序贯蒙特卡罗抽样的外信息近似计算应用于迭代检测算法中。分析表明,该文提出的迭代检测算法的复杂度和抽取的样本数量呈线性比例;而仿真结果证明,较少的样本就可以取得逼近最优的误码率性能。  相似文献   

9.
    
This paper deals with the effect of the Doppler spread in a mobile communication system. The Doppler effect in a moving mobile is computed by predicting the mobile velocity via particle filtering, an instance of Sequential Monte Carlo (SMC) filtering. By calculating the Doppler spread in the receiver and adjusting the transmitter in the appropriate frequency, the performance of communication systems, such as Orthogonal frequency division multiplexing (OFDM) which suffer from loss of orthogonality due to frequency offset, can be improved. Moreover, it is shown that, via performance comparison of OFDM between the compensated and un-compensated for Doppler shift cases, a substantial improvement (O(10−1)) can be achieved in terms of Bit-Error-Rate (BER) for expectedly large values of Signal to Noise Ratio (SNR)  相似文献   

10.
为提高分布式雷达系统的目标检测与跟踪能力,研究了基于粒子滤波的检测前跟踪算法。针对传统粒子滤波中粗化方法盲目性的问题,提出了一种适用于分布式雷达目标检测与跟踪的多簇聚类粒子滤波算法。该算法在粗化的基础上,首先采用改进的K Means方法对粒子聚类以形成多个粒子簇,引导各簇内粒子沿着该簇中心向该簇最大联合似然粒子方向偏移,使粒子向高联合似然区域集中。该算法能够在缓解粒子滤波样本贫化问题的同时减少传统粗化的盲目性,提高了系统从接收数据中提取目标信息的能力。对分布式雷达目标检测与跟踪的仿真结果表明,多簇聚类粒子滤波算法比传统的粗化策略粒子滤波算法具有更好的检测能力和更高的跟踪精度。  相似文献   

11.
密集多输入多输出(MIMO)阵列式雷达技术的一个重要方面,一般而言,MIMO雷达以距离为参数进行目标检测.文中基于Capon、APES等自适应参数估计算法,针对密集MIMO阵列,提出了一种以方位为参数的目标检测方法.以Capon谱为例,通过蒙特卡洛试验,仿真分析了这种检测的性能.结果表明,检测概率和虚警概率相同时,Capon谱检测方法的信噪比要求比传统检测高6 dB ~ 10 dB,因此,可认为密集MIMO阵列不适合利用自适应参数估计算法进行目标检测.  相似文献   

12.
Extensions of the SMC-PHD filters for jump Markov systems   总被引:1,自引:0,他引:1  
The probability hypothesis density (PHD) filter is a promising algorithm for multitarget tracking, which can be extended for jump Markov systems (JMS). Since the existing multiple model sequential Monte Carlo PHD (MM SMC-PHD) filter is not interacting, two extensions of the SMC-PHD filters are developed in this paper. The interacting multiple-model (IMM) SMC-PHD filter approximates the model conditional PHD of target states by particles, and performs the interaction by resampling without any a priori assumption of the noise. The IMM Rao-Blackwellized particle (RBP) PHD filter uses the idea of Rao-Blackwellized to further enhance the performance of target state estimation for JMS with mixed linear/nonlinear state space models. The simulation results show that the proposed algorithms have better performances than the existing MM SMC-PHD filter in terms of state filtering and target number estimation.  相似文献   

13.
Multi-target Bayesian filter in the framework of finite set statistics (FISST) and its approximations, including probability hypothesis density (PHD) filter and cardinalized probability hypothesis density (CPHD) filter, are elegant methods for multi-target tracking by jointly estimating the number of targets and their states from a sequence of noisy and cluttered observation sets. PHD filter and CPHD filter can deal with the tracking scenario involving the surviving targets, the spawned targets, and the spontaneous births. One of the limitations of PHD and CPHD filter is that it is assumed that intensities of spontaneous birth targets are known at the initialization stage. To address the problem, a track initiation technique is proposed to detect the position unknown birth targets and is hybridized with PHD and CPHD filter. Once new targets are detected, the position estimates are employed to form intensities of spontaneous births for starting PHD and CPHD filter. Simulation results demonstrate that the proposed tracker can adaptively and efficiently track multiple targets especially in scenarios with birth targets of unknown position, which the PHD and CPHD filter are unable to do on their own.  相似文献   

14.
经典序贯蒙特卡罗概率假设密度(Sequential Mote Carlo Probability Hypothesis Density, SMC-PHD)滤波中, 将目标状态转移密度函数做为建议密度函数, 没有利用当前观测信息, 导致大部分预测粒子状态偏离目标真实状态, 粒子退化严重.针对上述问题, 提出利用均方根容积卡尔曼滤波产生建议密度函数, 对其进行采样得到预测粒子状态, 该方法有严格理论基础, 能有效减轻SMC-PHD滤波中的粒子退化, 且适用性很强.仿真实验对比了该算法、经典SMC-PHD和基于无迹卡尔曼的SMC-PHD算法的跟踪性能, 验证了该方法无论对势估计还是对目标状态估计的精度都优于其他两种算法.  相似文献   

15.
针对平坦衰落MIMO信道,该文在传统采样检测技术仅依靠时间或空间样本的基础上,提出一种基于序列蒙特卡罗的空时双层迭代采样检测算法。算法将符号的后验概率计算分解为多维的空时双层积分,利用序列蒙特卡罗技术在空间和时间维度上抽取样本,通过加权样本累加得到多维积分的解;同时利用时间样本对信道进行联合估计。仿真结果表明算法可以逼近理想条件下的最优性能,并具有较低的计算复杂度。  相似文献   

16.
该文针对非频率选择性衰落多输入多输出(MIMO)信道提出了一种基于序列蒙特卡罗(SMC)方法的幅度-相位调制方式识别方法。首先将MIMO系统等效为一个动态状态空间模型,然后利用序列重要性采样和模式转移步骤估计每根发送天线采用的各种可能调制方式的概率,最后利用各个信道上发送符号的不相关性在长为N的观测信道上进行噪声平均。该方法能够在识别数字调制方式的同时估计发送数据符号。其复杂度是信道观测长度、发送天线数、采样大小、调制星座大小的线性函数。仿真结果表明提出的数字调制识别方法在各种调制星座上具有良好的性能。  相似文献   

17.
非合作双基地雷达因其特殊的探测方式,致使回波中目标信噪比较低,雷达扫描周期的帧与帧之间探测并不稳定,因此传统的先检测后跟踪(Detect?Before?Track, DBT)在这种场景下并不适用。本文利用动态规划检测前跟踪(Dynamic Programming Track?Before?Detect, DP?TBD)值函数累积的思想,结合现用于视觉跟踪中的核相关滤波器(Kernelized Correlation Filters, KCF),将峰值旁瓣比(Peak Sidelobe Ratio, PSR)作为值函数,提出了KCF?TBD,并采用深度学习技术对跟踪框进行修正,以解决实际目标跟踪中出现的漂移、丢失等问题,从而提高跟踪过程的稳定性和适应性。在实际的海面目标数据上的验证结果显示,所提算法具有较高的跟踪稳定性和适应性。  相似文献   

18.
对于目标跟踪系统,当观测不确定性相对系统不确定性较大时,如果采用EKF,UKF算法,由于概率密度函数(PDF)由高斯分布近似使真实的分布结构扭曲,导致系统性能下降或发散,采用粒子滤波时,因为系统不确定性相对观测不确定性较小,所以重采样会使粒子间的独立性消失,导致系统性能下降。为了提高目标跟踪的精度,该文给出一种SMCEKF及SMCUKF滤波算法,在SMC(Sequential Monte Carlo)算法中分别引入EKF及UKF,由独立滤波器更新和传播的随机采样点和相应权重来表示状态的PDF,由于初值和滤波都是独立的,所以确保了表示PDF的随机样值的独立性,在滤波器个数较少、计算量较小的情况下使滤波性能得到提高。文中给出了理论分析和仿真实例证明算法的有效性。  相似文献   

19.
针对粒子滤波检测前跟踪算法中存在的粒子数目大,导致计算量和存储量大的问题,提出了一种基于拟蒙特卡罗的辅助粒子滤波检测前跟踪算法。该算法通过引入拟蒙特卡罗思想,产生低差异序列代替原来算法中的伪随机序列,使得粒子分布更加均匀,可以有效降低粒子数;采用辅助粒子滤波算法,对粒子进行两次加权操作。实验仿真表明,在对雷达弱目标进行检测与跟踪的过程中,该算法能够在保证算法性能的同时减少算法中的粒子数目,有效降低计算量和存储量。  相似文献   

20.
目前流行的空时处理技术的关键假设在于接收机已知MIMO信道状态信息,而MIMO信道是时变的,所以如何跟踪MIMO信道就变得十分重要。该文提出了一种基于顺序蒙特卡罗技术的窄带MIMO信道盲跟踪方法,仿真结果表明该方法能够很好地跟踪信道。  相似文献   

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