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基于支持向量机的自适应卡尔曼滤波技术研究
引用本文:戴洪德,陈明,周绍磊,李娟,彭贤.基于支持向量机的自适应卡尔曼滤波技术研究[J].控制与决策,2008,23(8).
作者姓名:戴洪德  陈明  周绍磊  李娟  彭贤
作者单位:1. 西北工业大学,自动化学院,西安,710072;海军航空工程学院,控制工程系,山东,烟台,264001
2. 西北工业大学,自动化学院,西安,710072
3. 海军航空工程学院,控制工程系,山东,烟台,264001
4. 鲁东大学,数学与信息学院,山东,烟台,264025
摘    要:针对卡尔曼滤波(KF)中噪声的统计特性与实际不符时滤波精度严重降低甚至引起滤波器发散的问题,提出一种基于支持向量机的自适应卡尔曼滤波算法(SVMAKF).根据新息理论方差与实际方差的比值,应用支持向量机产生自适应因子对卡尔曼滤波器的噪声方差阵进行在线修正,使噪声方差阵能够根据实际噪声的变化得到调整.通过对雷达目标跟踪系统的仿真表明,该算法对噪声有较强的自适应性,能够提高滤波精度和滤波器的鲁棒性.

关 键 词:自适应卡尔曼滤波  新息序列  支持向量机  目标跟踪

Study of support vector machine based adaptive Kalman filtering
DAI Hong-de,CHEN Ming,ZHOU Shao-lei,LI Juan,PENG Xian.Study of support vector machine based adaptive Kalman filtering[J].Control and Decision,2008,23(8).
Authors:DAI Hong-de  CHEN Ming  ZHOU Shao-lei  LI Juan  PENG Xian
Affiliation:DAI Hong-de1,2,CHEN Ming1,ZHOU Shao-lei2,LI Juan3,PENG Xian2(1.College of Automation,Northwestern Polytechnical University,Xi'an 710072,China,2.Department of Control Engineering,Naval Aeronautical , Astronautical University,Yantai 264001,3.College of Mathematics , Information,Lu Dong University,Yantai 264025,China.)
Abstract:As the accuracy will decrease or even divergence problems will occur while the theoretical statistical behavior of the Kalman filtering and its actual behavior do not agree,a new self-adaptive Kalman filtering,support vector machines adaptive Kalman filtering(SVMAKF),is presented.In order to tune the noise covariance of the Kalman filtering on line,SVM is employed to generate the adaptive factor,according to the ratio of the theoretical covariance of the innovation sequence to its actual covariance.Simulati...
Keywords:Self-adaptive Kalman filtering  Innovation sequence  Support vector machine  Target tracking  
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