To further improve the accuracy of target tracking
a novel algorithm of square-root Gaussian kernel quadrature filter(SGKQF)is proposed. The scale factor is selected to reconstruct the Gauss-Hermite integral point in the algorithm
and the corresponding weight is calculated by linear equations formulated by the Gaussian kernel
thereby establishing the univariate Gaussian kernel quadrature rule; Subsequently
the tensor product method is used to extend the rule into multivariate quadrature rule by for the numerical approximation of multi-dimensional integrals; Finally
the multivariate quadrature rule is introduced into the framework of nonlinear Gaussian recursive filtering
and the SGKQF is obtained by implementing the square-root form of the covariance in the filtering process to enhance the stability. The proposed algorithm is applied to the bearings-only target tracking system to test its performance. The simulation result shows that
compared with traditional GHQF algorithm
SGKQF can achieve higher filter estimation accuracy under the condition of selecting appropriate Gaussian kernel bandwidth
with the improvement of estimation accuracy in position and velocity by 8.7% and 11.8% respectively.
关键词
Keywords
references
SUN Tao, XIN Ming. Bearings-only tracking using augmented ensemble Kalman filter [J]. IEEE Transactions on Control Systems Technology, 2020, 28(3): 1009-1016.
HE Renke, CHEN Shuxin, WU Hao, et al. Robust maneuver strategy of observer for bearings-only tracking [J]. Asian Journal of Control, 2019, 21(4): 1719-1731.
ZHANG Huilong, DUFOUR F, ANSELMI J, et al. Piecewise optimal trajectories of observer for bearings-only tracking by quantization [C]∥Proceedings of the 2017 20th International Conference on Information Fusion. Piscataway, NJ, USA: IEEE, 2017: 1-7.
CHEN Yuming, LI Wei, WANG Yuqiao. A robust adaptive indirect in-motion coarse alignment method for GPS/SINS integrated navigation system [J]. Measurement, 2021, 172: 108834.
LEONG P H, ARULAMPALAM S, LAMAHEWA T A, et al. A Gaussian-sum based cubature Kalman filter for bearings-only tracking [J]. IEEE Transactions on Aerospace and Electronic Systems, 2013, 49(2): 1161-1176.
LEONG P H, ARULAMPALAM S, LAMAHEWA T A, et al. Gaussian-sum cubature Kalman filter with improved robustness for bearings-only tracking [J]. IEEE Signal Processing Letters, 2014, 21(5): 513-517.
LI Zhaoming, YANG Wenge, DING Dan, et al. High-degree spherical simplex-radial cubature quadrature Kalman filter [J]. Journal on Communications, 2017, 38(8): 111-117.
QUINE B M. A derivative-free implementation of the extended Kalman filter [J]. Automatica, 2006, 42(11): 1927-1934.
JULIER S J, UHLMANN J K. Unscented filtering and nonlinear estimation [J]. Proceedings of the IEEE, 2004, 92(3): 401-422.
CUI Peilin, ZHOU Zhaihe, LÜ Pin, et al. Adaptive error quaternion unscented Kalman filter algorithm for quadrotor attitude calculation [J]. Journal of Xi'an Jiaotong University, 2019, 53(3): 97-102, 110.
ARASARATNAM I, HAYKIN S, ELLIOTT R J. Discrete-time nonlinear filtering algorithms using Gauss-Hermite quadrature [J]. Proceedings of the IEEE, 2007, 95(5): 953-977.
ZHANG Long, CUI Naigang, YANG Feng, et al. High-degree cubature Kalman filter and its application in target tracking [J]. Journal of Harbin Engineering University, 2016, 37(4): 573-578.
WANG Shiyuan, FENG Jiuchao, TSE C K. Spherical simplex-radial cubature Kalman filter [J]. IEEE Signal Processing Letters, 2014, 21(1): 43-46.
BHAUMIK S, SWATI. Cubature quadrature Kalman filter [J]. IET Signal Processing, 2013, 7(7): 533-541.
KARVONEN T, SÄRKKÄ S. Gaussian kernel quadrature at scaled Gauss-Hermite nodes [J]. BIT Numerical Mathematics, 2019, 59(4): 877-902.
VAN DER MERWE R, WAN E a. The square-root unscented Kalman filter for state and parameter-estimation [C]∥Proceedings of the 2001 IEEE International Conference on Acoustics, Speech, and Signal Processing. Piscataway, NJ, USA: IEEE, 2001: 3461-3464.
WU Chunling, HAN Chongzhao. Tracking ballistic target based on square root quadrature Kalman filter [J]. Control and Decision, 2010, 25(5): 721-724, 729.
DUAN Jianmin, SHI Hui, LIU Dan, et al. Square root cubature Kalman filter-Kalman filter algorithm for intelligent vehicle position estimate [J]. Procedia Engineering, 2016, 137: 267-276.
JIA Bin, XIN Ming, CHENG Yang. Sparse Gauss-Hermite quadrature filter with application to spacecraft attitude estimation [J]. Journal of Guidance, Control, and Dynamics, 2011, 34(2): 367-379.
CHEN Badong, LIU Xi, ZHAO Haiquan, et al. Maximum correntropy Kalman filter [J]. Automatica, 2017, 76: 70-77.
JIANG Haonan, CAI Yuanli. Robust Gaussian-sum ensemble Kalman filter and its application in bearings-only tracking [J]. Control Theory Applications, 2018, 35(2): 129-136.