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一种对IMM真实误差二阶距的估计方法

An Approach to Estimate the True Error Second-order Moment of IMM
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摘要 交互式多模型IMM被认为是时混合系统估计的一种性价比最好的算法之一。考虑到各个模型之间的相关性,在假设已知真实模式序列的情况下,本文提出了一种对IMM真实误差均值、协方差以及二阶距的估计方法。在Monte-Carlo仿真实验下用真实误差二阶距的均值平方根来评估IMM的性能,并与RMSE进行了比较。另外对该方法在跟踪门设计中的应用前景进行了展望。 The interacting multiple model method IMM has been shown to be one of the most cost-effective algorithm for the estimation of hybrid system. Here the dependence relation between models is taken into account, and an approach which estimates the true errors＇ mean, covariance, and second-order moment is proposed under the assumption that the true mode sequence is known. The root mean of the true error second-order moment is used to estimate the performance of IMM and compared with RMSE via Monte-Carlo simulations. The future application of this approach to tracking gate design is also prospected.
作者 曲彦文 杨静宇
机构地区 南京理工大学计算机科学与技术学院
出处 《计算机科学》 CSCD 北大核心 2007年第9期186-188,共3页 Computer Science
关键词 混合系统 交互式多模型 卡尔曼滤波器 误差二阶距 Hybrid system,IMM,Kalman filter,Error second-order moment.
分类号 TP391.9 [自动化与计算机技术—计算机应用技术]
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参考文献8

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计算机科学
2007年 第9期

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