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

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 cstr: 32138.14.j.aas.2015.c140391

1.
哈尔滨工程大学自动化学院哈尔滨 150001

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

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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

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

1.
College of Automation, Harbin Engineering University, Harbin 150001

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

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.
- 条件克拉美罗下界 /
- 一步随机延迟量测 /
- 粒子滤波器 /
- 非线性滤波 /
- 贝叶斯估计
Abstract: In order to solve the problem of assessing the achievable optimal performance of nonlinear state estimator with one-step randomly delayed measurements, a new conditional posterior Cramr-Rao lower bound (CPCRLB) for nonlinear systems with one-step randomly delayed measurements is proposed. The existing CPCRLB is only a special case of the proposed CPCRLB when the latency probability is zero. In order to calculate the proposed CPCRLB recursively, a new particle filter (PF) with one-step randomly delayed measurements is proposed, based on which a general approximate formulation and a special approximate formulation for Gaussian noises case of the proposed CPCRLB are developed. The effectiveness and superiority of the proposed method as compared with the existing methods are illustrated in numerical examples concerning univariate non-stationary growth model, bearings-only tracking and frequency modulated signal model.
- Conditional posterior Cramé /
- r-Rao lower bound (CPCRLB) /
- one-step randomly delayed measurements /
- particle filter (PF) /
- nonlinear filtering

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参考文献(29)

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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

doi: 10.16383/j.aas.2015.c140391 cstr: 32138.14.j.aas.2015.c140391

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

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

计量

目录

留言板

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 cstr: 32138.14.j.aas.2015.c140391

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

计量

出版历程

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

计量

出版历程

目录

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