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OBJECT IDENTIFICATION AND TRACKING VIA NOISE UPDATED ITERATIVE EXTENDED KALMAN FILTER

机译:通过噪声更新的迭代扩展卡尔曼滤波器对目标进行识别和跟踪

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摘要

The paper considers the problem of simultaneous identification and trajectory tracking of moving objects (either 2D or 3D) from moving sensors. The identification is parametric and is based on knowing the family that the object belongs to, e.g. ball, ellipsoid, box, etc. The mathematical formulation results in implicit measurements, i.e. an algebraic equation that includes both state variables and actual measurements. The method of solution is via Extended Kalman Filter where the unknown parameters are regarded as additional state variables. Standard Extended Kalman Filter and Iterative Extended Kalman Filter yielded unsatisfactory results, mainly due to the nonlinearity of the measurements in both the state vector and the noise. A new algorithm, called Noise Updated Iterative Extended Kalman Filter is suggested. Its deviation from the standard iterative Kalman filter is in estimating the measurement noise at each iteration. The estimated noise is then used in the linearization stage to obtain a more accurate linear approximation. The method has been applied to the online identification and tracking problem, with substantial improvement in performance.
机译:本文考虑了同时识别和跟踪来自移动传感器的移动物体(2D或3D)的问题。标识是参数性的,并且基于知道对象所属的族,例如,对象。数学公式导致隐式测量,即包含状态变量和实际测量值的代数方程。解决方法是通过扩展卡尔曼滤波器,其中未知参数被视为附加状态变量。标准扩展卡尔曼滤波器和迭代扩展卡尔曼滤波器产生的结果不令人满意,这主要是由于状态向量和噪声中测量值的非线性所致。提出了一种新的算法,称为噪声更新迭代扩展卡尔曼滤波器。它与标准迭代卡尔曼滤波器的偏差在于估算每次迭代中的测量噪声。然后在线性化阶段中使用估计的噪声以获得更准确的线性近似。该方法已应用于在线识别和跟踪问题,在性能上有了实质性的提高。

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