An adaptive Kalman filter with dynamic rescaling of process noise

Zhansheng Duan; Chongzhao Han; Hongshe Dang

doi:10.1109/ICIF.2003.177389

An adaptive Kalman filter with dynamic rescaling of process noise

Zhansheng Duan
, Chongzhao Han
, Hongshe Dang

电子与信息学部

Xi'an Jiaotong University

科研成果: 书/报告/会议事项章节 › 会议稿件 › 同行评审

9 引用（Scopus）

摘要

In this paper; a novel adaptive Kalman filter is proposed to track maneuvering target with unknown process noise statistics. The process noise statistics are estimated by Sage's algorithm firstly; then a residual based hypothesis testing method is used to detect the likely divergence of the filter; once detected, a time- varying scale factor matrix is proposed to modify the estimated value of the process noise covariance, thus an adaptive Kalman filtering algorithm with dynamic rescaling of the process noise is derived. By using the mean-adaptive acceleration model, validity of the proposed algorithm is verified by means of Monte-Carlo simulations in two typical target maneuver scenarios.

源语言	英语
主期刊名	Proceedings of the 6th International Conference on Information Fusion, FUSION 2003
出版商	IEEE Computer Society
页	1310-1315
页数	6
ISBN（印刷版）	0972184449, 9780972184441
DOI	https://doi.org/10.1109/ICIF.2003.177389
出版状态	已出版 - 2003
活动	6th International Conference on Information Fusion, FUSION 2003 - Cairns, QLD, 澳大利亚期限: 8 7月 2003 → 11 7月 2003

丛书

姓名	Proceedings of the 6th International Conference on Information Fusion, FUSION 2003
卷	2

会议

会议	6th International Conference on Information Fusion, FUSION 2003
国家/地区	澳大利亚
市	Cairns, QLD
时期	8/07/03 → 11/07/03

访问文件

10.1109/ICIF.2003.177389

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引用此

Duan, Z., Han, C., & Dang, H. (2003). An adaptive Kalman filter with dynamic rescaling of process noise. 在 Proceedings of the 6th International Conference on Information Fusion, FUSION 2003 (页码 1310-1315). 期刊论文 1255356 (Proceedings of the 6th International Conference on Information Fusion, FUSION 2003; 卷 2). IEEE Computer Society. https://doi.org/10.1109/ICIF.2003.177389

@inproceedings{1e66acb4d2db47d0becc1f04d526766f,

title = "An adaptive Kalman filter with dynamic rescaling of process noise",

abstract = "In this paper; a novel adaptive Kalman filter is proposed to track maneuvering target with unknown process noise statistics. The process noise statistics are estimated by Sage's algorithm firstly; then a residual based hypothesis testing method is used to detect the likely divergence of the filter; once detected, a time- varying scale factor matrix is proposed to modify the estimated value of the process noise covariance, thus an adaptive Kalman filtering algorithm with dynamic rescaling of the process noise is derived. By using the mean-adaptive acceleration model, validity of the proposed algorithm is verified by means of Monte-Carlo simulations in two typical target maneuver scenarios.",

keywords = "Adaptive kalman filtering, Dynamic rescaling of process noise, Maneuvering target tracking",

author = "Zhansheng Duan and Chongzhao Han and Hongshe Dang",

year = "2003",

doi = "10.1109/ICIF.2003.177389",

language = "英语",

isbn = "0972184449",

series = "Proceedings of the 6th International Conference on Information Fusion, FUSION 2003",

publisher = "IEEE Computer Society",

pages = "1310--1315",

booktitle = "Proceedings of the 6th International Conference on Information Fusion, FUSION 2003",

note = "6th International Conference on Information Fusion, FUSION 2003 ; Conference date: 08-07-2003 Through 11-07-2003",

}

Duan, Z, Han, C & Dang, H 2003, An adaptive Kalman filter with dynamic rescaling of process noise. 在 Proceedings of the 6th International Conference on Information Fusion, FUSION 2003., 1255356, Proceedings of the 6th International Conference on Information Fusion, FUSION 2003, 卷 2, IEEE Computer Society, 页码 1310-1315, 6th International Conference on Information Fusion, FUSION 2003, Cairns, QLD, 澳大利亚, 8/07/03. https://doi.org/10.1109/ICIF.2003.177389

An adaptive Kalman filter with dynamic rescaling of process noise. / Duan, Zhansheng; Han, Chongzhao; Dang, Hongshe.
Proceedings of the 6th International Conference on Information Fusion, FUSION 2003. IEEE Computer Society, 2003. 页码 1310-1315 1255356 (Proceedings of the 6th International Conference on Information Fusion, FUSION 2003; 卷 2).

科研成果: 书/报告/会议事项章节 › 会议稿件 › 同行评审

TY - GEN

T1 - An adaptive Kalman filter with dynamic rescaling of process noise

AU - Duan, Zhansheng

AU - Han, Chongzhao

AU - Dang, Hongshe

PY - 2003

Y1 - 2003

N2 - In this paper; a novel adaptive Kalman filter is proposed to track maneuvering target with unknown process noise statistics. The process noise statistics are estimated by Sage's algorithm firstly; then a residual based hypothesis testing method is used to detect the likely divergence of the filter; once detected, a time- varying scale factor matrix is proposed to modify the estimated value of the process noise covariance, thus an adaptive Kalman filtering algorithm with dynamic rescaling of the process noise is derived. By using the mean-adaptive acceleration model, validity of the proposed algorithm is verified by means of Monte-Carlo simulations in two typical target maneuver scenarios.

AB - In this paper; a novel adaptive Kalman filter is proposed to track maneuvering target with unknown process noise statistics. The process noise statistics are estimated by Sage's algorithm firstly; then a residual based hypothesis testing method is used to detect the likely divergence of the filter; once detected, a time- varying scale factor matrix is proposed to modify the estimated value of the process noise covariance, thus an adaptive Kalman filtering algorithm with dynamic rescaling of the process noise is derived. By using the mean-adaptive acceleration model, validity of the proposed algorithm is verified by means of Monte-Carlo simulations in two typical target maneuver scenarios.

KW - Adaptive kalman filtering

KW - Dynamic rescaling of process noise

KW - Maneuvering target tracking

UR - https://www.scopus.com/pages/publications/84901653033

U2 - 10.1109/ICIF.2003.177389

DO - 10.1109/ICIF.2003.177389

M3 - 会议稿件

AN - SCOPUS:84901653033

SN - 0972184449

SN - 9780972184441

T3 - Proceedings of the 6th International Conference on Information Fusion, FUSION 2003

SP - 1310

EP - 1315

BT - Proceedings of the 6th International Conference on Information Fusion, FUSION 2003

PB - IEEE Computer Society

T2 - 6th International Conference on Information Fusion, FUSION 2003

Y2 - 8 July 2003 through 11 July 2003

ER -

An adaptive Kalman filter with dynamic rescaling of process noise

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