卡尔曼滤波器 Resources

Showing items tagged with "卡尔曼滤波器"

Based on the characteristics of uniform linear motion and uniform circular motion in two-dimensional space, this approach establishes target motion and observation models, employing a Kalman filter with the Interacting Multiple Model (IMM) algorithm for tracking maneuvering targets. Simulation results demonstrate that the algorithm effectively tracks both uniform linear and circular motions while maintaining small filtering errors during model transitions. The IMM implementation utilizes model probability updates and mixing to handle motion mode switches, with key functions including state prediction, model-conditioned filtering, and likelihood computation. Keywords: Kalman filter; target tracking; maneuvering; Interacting Multiple Model (IMM)

MATLAB 211 views Tagged

In object tracking applications, the inherent nonlinearities in both motion and observation equations can lead to significant errors when using conventional Kalman filters. The Unscented Kalman Filter (UKF) effectively addresses this limitation by employing a deterministic sampling approach that propagates sigma points through the nonlinear system dynamics, providing more accurate state estimation.

MATLAB 225 views Tagged

The Unscented Kalman Filter (UKF) represents a significant advancement in nonlinear estimation. The core concept involves generating strategically placed sampling points (Sigma points) around the current state estimate based on its covariance matrix. These points are then propagated through the nonlinear system model to capture the posterior mean and covariance more accurately than linearization methods. The UKF implementation typically involves three main steps: sigma point selection, nonlinear transformation, and statistics recovery.

MATLAB 307 views Tagged