非线性系统中约束测量随机延迟概率最大化似然估计的有效实现

Xiaoxu Wang, Qianyun Zhang, Yan Liang, Feng Yang, Q. Pan, Lin Li
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引用次数: 0

摘要

本文的重点是通过有效地实现最大似然估计,快速识别非线性网络化多传感器系统中测量值的未知或时变随机延迟概率。首先,通过贝叶斯规则将全概率似然计算等效转化为RLP参数化的对数似然函数求和形式;其次,通过巧妙地引入Jensen不等式,进一步转移对数似然函数的计算,使其快速最大化。第三,在RLP参数约束下,构造拉格朗日算子使传递对数似然最大化,得到简单的RLP识别结果。最后,以机动目标跟踪应用为例,验证了该方法的优越性。
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Efficient implementation of maximization likelihood estimation to constrained measurement random latency probability in nonlinear system
This paper focuses on quickly identifying the unknown or time-varying random latency probability (RLP) of the measurements in the nonlinear networked multi-sensor system by resorting to the efficient implementation of maximization likelihood (ML) estimation. Firstly, the full-probability likelihood computation is equivalently transformed into a log-likelihood function summation form parameterized by RLP through Bayes' rule. Secondly, the computation of the log-likelihood function is further transferred by skillfully introducing Jensen's inequality for facilitating the rapid maximization. Thirdly, the simple identification result of RLP is obtained by constructing Lagrange operator to maximize the transferred log-likelihood with the RLP parameter constraint. Finally, an example motivated by the maneuvering target tracking application is presented to demonstrate the superiority of the new method.
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