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带一步随机延迟量测非线性序列贝叶斯估计的条件后验克拉美罗下界

张勇刚 黄玉龙 李宁 赵琳

张勇刚, 黄玉龙, 李宁, 赵琳. 带一步随机延迟量测非线性序列贝叶斯估计的条件后验克拉美罗下界. 自动化学报, 2015, 41(3): 559-574. doi: 10.16383/j.aas.2015.c140391
引用本文: 张勇刚, 黄玉龙, 李宁, 赵琳. 带一步随机延迟量测非线性序列贝叶斯估计的条件后验克拉美罗下界. 自动化学报, 2015, 41(3): 559-574. doi: 10.16383/j.aas.2015.c140391
ZHANG Yong-Gang, HUANG Yu-Long, LI Ning, ZHAO Lin. Conditional Posterior Cramér-Rao Lower Bound for Nonlinear Sequential Bayesian Estimation with One-step Randomly Delayed Measurements. ACTA AUTOMATICA SINICA, 2015, 41(3): 559-574. doi: 10.16383/j.aas.2015.c140391
Citation: ZHANG Yong-Gang, HUANG Yu-Long, LI Ning, ZHAO Lin. Conditional Posterior Cramér-Rao Lower Bound for Nonlinear Sequential Bayesian Estimation with One-step Randomly Delayed Measurements. ACTA AUTOMATICA SINICA, 2015, 41(3): 559-574. doi: 10.16383/j.aas.2015.c140391

带一步随机延迟量测非线性序列贝叶斯估计的条件后验克拉美罗下界

doi: 10.16383/j.aas.2015.c140391
基金项目: 

国家自然科学基金(61001154, 61201409, 61371173), 中国博士后科学基金(2013M530147, 2014T70309), 黑龙江省博士后基金(LBH-Z13052, LBH-TZ0505),哈尔滨工程大学中央高校基本科研业务费专项基金(HEUCFX41307) 资助

详细信息
    作者简介:

    张勇刚 哈尔滨工程大学自动化学院研究员.2007年获得英国Cardiff大学博士学位.主要研究方向为光纤陀螺, 惯性导航, 滤波算法, 组合导航. E-mail: zhangyg@hrbeu.edu.cn

    通讯作者:

    黄玉龙 哈尔滨工程大学自动化学院博士研究生.主要研究方向为惯性导航, 滤波算法, 组合导航.本文通信作者. E-mail: heuedu@163.com

Conditional Posterior Cramér-Rao Lower Bound for Nonlinear Sequential Bayesian Estimation with One-step Randomly Delayed Measurements

Funds: 

Supported by National Natural Science Foundation of China (61001154, 61201409, 61371173), China Postdoctoral Science Foundation (2013M530147, 2014T70309), Heilongjiang Postdoctoral Fund (LBH-Z13052, LBH-TZ0505), and Fundamental Research Funds for the Central Universities of Harbin Engineering University (HEUCFX41307)

  • 摘要: 为了解决带一步随机延迟量测非线性状态估计器可获得最优性能的评价问题,提出了一种适用于带一步随机延迟量测非线性系统的条件后验克拉美罗下界(Conditional posterior Cramr-Rao lower bound, CPCRLB),且现有的CPCRLB仅是所提出的CPCRLB在延迟概率为零时的一种特例. 为了递归地计算提出的CPCRLB,本文提出了一种带一步随机延迟量测的粒子滤波器(Particle filter, PF),继而推导了提出的CPCRLB 一般近似解和在高斯噪声情况下的特殊近似解. 单变量非平稳增长模型、纯方位跟踪和频率调制信号模型的数值仿真证明了本文提出方法与现有方法相比的有效性和优越性.
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出版历程
  • 收稿日期:  2014-05-29
  • 修回日期:  2014-09-27
  • 刊出日期:  2015-03-20

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