Title :
An Iterated Extend Kalman Particle Filter for Multi-sensor based on pseudo sequential fusion
Author :
Qian, Li ; Jin-fu, Feng ; Zhi-zhuan, Peng ; Qing, Lu ; Xiao-long, Liang
Author_Institution :
Dept. of Aviation Weapon Eng., Univ. of Air Force Eng., Xian
Abstract :
In order to overcome the flaw that it is hard to get the optimization importance density function in the particle filter. The IEKF and the sequential fusion were integrated with particle filter. Than, the particle filter was introduced to radar/infrared Multi-sensor target fusion tracking. The main idea is use the system state transition matrix and the error covariance matrix which are gained from the IEKF and the sequential fusion to construct the importance density function of the particle filter. So the importance density function can integrates the latest observation into system state transition density, and the proposal distribution can approximates the posterior distribution reasonably well. The simulation results show that the iterated extend Kalman particle filter based on sequential fusion can significantly improve the accuracy of state estimation.
Keywords :
Kalman filters; covariance matrices; iterative methods; nonlinear filters; optical tracking; optimisation; particle filtering (numerical methods); radar signal processing; radar tracking; sensor fusion; state estimation; statistical distributions; target tracking; error covariance matrix; importance density function; infrared target tracking; iterated extend Kalman particle filter; multisensor; optimization; posterior distribution; pseudosequential fusion; radar target tracking; state estimation; system state transition matrix; Acceleration; Atmospheric modeling; Density functional theory; Infrared sensors; Kalman filters; Particle filters; Proposals; Radar tracking; Target tracking; Weapons; iterated extend kalman particle filter; maneuvering target tracking; pseudo sequential fusion;
Conference_Titel :
Robotics and Biomimetics, 2007. ROBIO 2007. IEEE International Conference on
Conference_Location :
Sanya
Print_ISBN :
978-1-4244-1761-2
Electronic_ISBN :
978-1-4244-1758-2
DOI :
10.1109/ROBIO.2007.4522392