共查询到20条相似文献,搜索用时 227 毫秒
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针对卡尔曼滤波中观测噪声是有色的且随时间变化这一情形,该文提出基于变分贝叶斯学习的自适应卡尔曼滤波算法。该算法先利用差分法,将时变噪声模型当中的有色观测噪声进行白化处理,从而使模型转换成了过程噪声与观测噪声相关的白噪声模型。考虑噪声相关条件下的卡尔曼滤波,并使之与变分贝叶斯学习结合,将白噪声方差与系统状态变量一起作为参数进行联合的递推估计。仿真结果表明,该自适应算法对时变的噪声具有较好的跟踪效果,相对经典卡尔曼滤波有着较高的滤波精度,最终得到时变有色观测噪声下的状态估计。 相似文献
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为解决移动机器人在同步定位与建图(SLAM)中因系统噪声和观测噪声时变导致状态估计精度降低的问题,该文提出一种基于变分贝叶斯的双尺度自适应时变噪声容积卡尔曼滤波SLAM算法(DSACKF SLAM)。该算法采用逆 Wishart 分布对一步预测误差协方差矩阵 P k|k–1和观测噪声协方差矩阵 R k建模,分别用来降低系统噪声和观测噪声的影响,并利用变分贝叶斯滤波实现对移动机器人状态向量 X k, P k|k–1和 R k的联合估计。分别在系统噪声和观测噪声时变和时不变的条件下进行仿真实验,结果表明与基于无迹卡尔曼滤波的 SLAM 算法(UKF SLAM) 、自适应更新观测噪声的容积卡尔曼滤波的SLAM 算法(VB-ACKF SLAM) 相比,所提DSACKF SLAM算法在噪声时变时,平均位置误差分别减小1.54 m, 3.47 m;噪声时不变时,平均位置误差分别减小0.62 m, 1.41 m,证明DSACKF SLAM算法有更好的估计性能。 相似文献
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为了解决室内目标跟踪系统中由于定位误差导致目标运动轨迹波动较大的问题,提出一种基于最大似然估计与卡尔曼滤波的融合目标跟踪算法.首先利用最大似然估计算法预测目标的运动轨迹,然后再利用卡尔曼滤波算法对预测结果进行滤波处理,进一步降低定位结果的误差.仿真结果表明,所提算法的定位误差均值为0.64 rn,比通用的最邻近算法性能... 相似文献
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Influence of stochastic noise statistics on Kalman filter performance based on video target tracking
The system stochastic noises involved in Kalman filtering are preconditioned on being ideally white and Gaussian distributed.
In this research, efforts are exerted on exploring the influence of the noise statistics on Kalman filtering from the perspective
of video target tracking quality. The correlation of tracking precision to both the process and measurement noise covariance
is investigated; the signal-to-noise power density ratio is defined; the contribution of predicted states and measured outputs
to Kalman filter behavior is discussed; the tracking precision relative sensitivity is derived and applied in this study case.
The findings are expected to pave the way for future study on how the actual noise statistics deviating from the assumed ones
impacts on the Kalman filter optimality and degradation in the application of video tracking. 相似文献
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1/f分形噪声的一种多尺度Kalman滤波方法 总被引:2,自引:0,他引:2
针对淹没在1/f分形噪声中的有用信号恢复问题,提出了一种基于小波变换与Kalman滤波的多尺度滤波算法。首先将带有1/f分形噪声的信号分解成多尺度的子带信号,通过小波变换对1/f分形噪声的白化作用,消除了1/f分形噪声的自相似性和长程相关性。然后在小波域内,利用Kalman滤波实现了噪声和有用信号的分离,估计出了各子带中的有用信号。最后进行小波重构,较好地恢复出淹没在1/f分形噪声中的有用信号。仿真实验表明,使用多尺度Kalman滤波器能有效地抑制分形噪声,显著地提高了信噪比。 相似文献
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应用Kalman滤波原理,对运动目标进行跟踪,缩小目标的搜索范围,实现快速实时跟踪,使跟踪更为准确.理论分析和实验结果表明,该算法与常规的模板匹配法、直方图模板匹配法等算法相比,有效地提高了目标跟踪的速度及跟踪的准确性.该算法对运动目标进行跟踪,运行速度可提高三倍. 相似文献
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扩展卡尔曼滤波在目标跟踪中的应用研究 总被引:1,自引:0,他引:1
扩展卡尔曼滤波在非平稳矢量信号和噪声环境下具有广泛的应用,针对机动目标运动模型的特点,采用基于扩展卡尔曼滤波的算法对运动目标进行跟踪处理,该算法首先建立了运动目标的状态模型和观测模型,然后对观测数据进行滤波和误差估计处理,最后通过计算机的蒙特卡洛仿真得到了滤波轨迹和运动目标的距离和角度误差,仿真结果表明,扩展卡尔曼滤波算法具有很好的目标跟踪性能. 相似文献
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Kalman filter has been successfully applied to tracking moving objects in real-time situations. However, the filter cannot take into account the existing prior knowledge to improve its predictions. In the moving object tracking, the trajectories of multiple targets in the same environment could be available, which can be viewed as the prior knowledge for the tracking procedure. This paper presents the probabilistic Kalman filter (PKF) that is able to take into account the stored trajectories to improve tracking estimation. The PKF has an extra stage after two steps of the Kalman filter to refine the estimated position of the targets. The refinement is obtained by applying the Viterbi algorithm to a probabilistic graph, that is constructed based on the observed trajectories. The graph is built in the offline situation and could be adapted in the online tracking. The proposed tracker has higher accuracy compared to the standard Kalman filter and could handle widespread problems such as occlusion. Another significant achievement of the proposed tracker is to track an object with anomalous behaviors by drawing an inference based on the constructed probabilistic graph. The PKF was applied to several manually-built videos and several other video-bases containing severe occlusions, which demonstrates a significant performance in comparison with other state-of-the-art trackers. 相似文献
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