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基于不完全量测下三维纯方位系统的Cramer-Rao下界

Cramer-Rao Lower Bound in 3-D Bearings-only System Based on Incomplete Measurements
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摘要 在量测数据随机丢失情况下,对非线性的纯方位跟踪(Bearings-only tracking,BOT)滤波Cramer-Rao下界(Cramer-Rao lower bound,CRLB)问题进行了讨论。针对量测信息来自探测概率小于1的不同信号通道且每个通道的探测概率不同情况,利用Fisher信息阵迭代法建立了多输入多输出三维BOT系统滤波的CRLB模型,它的计算量随探测序列呈指数增长;一种基于统计意义下的缩减因子法被给出,理论证明它小于理想CRLB;另外,一个适合工程应用的近似理论CRLB被提出,分析表明能降低计算复杂度。 The Cramer-Rao lower bound （CRLB） of nonlinear filtering for bearings-only tracking （BOT） is considered based on the measurements that contain stochastic missing observations. The measurement information comes from different detection probability signal channels in which the detection probability is less than 1. The model of CRLB for BOT in 3-D is derived by using the recursive Fisher information matrix （FIM） in multiple-input-multiple-output （MIMO） system. The theoretical formula involves the evaluation of the exponentially growing number of detection sequences. A detection reduction factor method in a sense of statistics is presented, and the result that the method here is always less than the theoretical CRLB is proved. In addition, an approximation of the theoretical bound for practical applications is proposed, which can reduce the computation load by analysis.
作者 许志刚 盛安冬
机构地区 南京理工大学自动化学院 淮海工学院理学院
出处 《南京理工大学学报》 EI CAS CSCD 北大核心 2010年第1期8-12,共5页 Journal of Nanjing University of Science and Technology
基金 国家自然科学基金(60804019)
关键词 非线性滤波 纯方位跟踪 不完全量测 CRAMER-RAO下界 三维空间 nonlinear filtering bearings-only tracking incomplete measurements Cramer-Rao lower bound three-dimensional spaces
分类号 TP391 [自动化与计算机技术—计算机应用技术]
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参考文献14

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二级参考文献22

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南京理工大学学报
2010年 第1期

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