The Improvement of the Adaptive Estimate of Measure's Noise Statistics

摘要

This paper, viaing research noise statistics, mainly finishs the improvement algorithm for the adaptive estimate of noise statistics ,By the emulation of computer, this algorithm is useful to all kinds of moving targets and improve disposal plus. The algorithm satisfies the need of real time. Along with the modern micro-process technical development , the calculation request and complexity of Kalman filtering is already not its applied obstacle. In the tracking system of maneuvering targets, Kalman Filtering has many advantages. At actual application, it needs to constantly proceed to Kalman filtering estimating for targets state of maneuvering targets. However general appliance of Kalman filtering precisely requests moving model of targets and statistics characteristic noise, this is very difficultly proved by maneuvering target . Aiming at this limitation, adaptive Kalman filtering algorithm can settle this problem. For reducing estimate error, It need constantly online estimation and revising model parameter, filtering plus matrix, noise statistics characteristic in filtering time . The research of noise statistics characteristic is one important problem in the application of Kalman filtering. The precisely estimation of noise statistics characteristic has directly influence to filter accuracy.