{"title":"Lyapunov stability of a tracking filter with the uncertainty of measurement origin","authors":"Yong-Shik Kim, K. Hong","doi":"10.1109/SICE.2001.977851","DOIUrl":null,"url":null,"abstract":"The probabilistic data association filter (PDAF) is known to provide better tracking performance than the standard Kalman filter (KF) in a cluttered environment. In this paper, the stability of the PDAF of Fortmann et al. (1985), in the presence of uncertainties with regard to the origin of measurement, is investigated. The modified Riccati equation derived by approximating two random terms with their expectations is used to evaluate the stability of the PDAF. A new Lyapunov function based approach, which is different from the quantitative evaluation of Li and Bar-Shalom (1991), is pursued. With the assumption that the system and observation noises are bounded, specific tracking error bounds are established.","PeriodicalId":415046,"journal":{"name":"SICE 2001. Proceedings of the 40th SICE Annual Conference. International Session Papers (IEEE Cat. No.01TH8603)","volume":"1 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2001-07-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"SICE 2001. Proceedings of the 40th SICE Annual Conference. International Session Papers (IEEE Cat. No.01TH8603)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/SICE.2001.977851","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
Abstract
The probabilistic data association filter (PDAF) is known to provide better tracking performance than the standard Kalman filter (KF) in a cluttered environment. In this paper, the stability of the PDAF of Fortmann et al. (1985), in the presence of uncertainties with regard to the origin of measurement, is investigated. The modified Riccati equation derived by approximating two random terms with their expectations is used to evaluate the stability of the PDAF. A new Lyapunov function based approach, which is different from the quantitative evaluation of Li and Bar-Shalom (1991), is pursued. With the assumption that the system and observation noises are bounded, specific tracking error bounds are established.
已知概率数据关联滤波器(PDAF)在混乱环境中比标准卡尔曼滤波器(KF)提供更好的跟踪性能。本文研究了Fortmann et al.(1985)在测量原点存在不确定性的情况下PDAF的稳定性。用修正的Riccati方程逼近两个随机项及其期望，来评价PDAF的稳定性。与Li和Bar-Shalom(1991)的定量评价不同，本文提出了一种新的基于Lyapunov函数的方法。在假设系统和观测噪声有界的情况下，建立了具体的跟踪误差界。
京公网安备 11010802042870号
京ICP备2023020795号-1
分享
求助内容：
应助结果提醒方式：
扫码关注我们
