A novel approach of noise statistics estimate using H filter in target tracking

Article

Abstract

Noise statistics are essential for estimation performance. In practical situations, however, a priori information of noise statistics is often imperfect. Previous work on noise statistics identification in linear systems still requires initial prior knowledge of the noise. A novel approach is presented in this paper to solve this paradox. First, we apply the H filter to obtain the system state estimates without the common assumptions about the noise in conventional adaptive filters. Then by applying state estimates obtained from the H filter, better estimates of the noise mean and covariance can be achieved, which can improve the performance of estimation. The proposed approach makes the best use of the system knowledge without a priori information with modest computation cost, which makes it possible to be applied online. Finally, numerical examples are presented to show the efficiency of this approach.

Keywords

Noise estimate H filter Target tracking 

CLC number

TP274+.2 

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Copyright information

© Journal of Zhejiang University Science Editorial Office and Springer-Verlag Berlin Heidelberg 2016

Authors and Affiliations

  • Xie Wang
    • 1
    • 2
  • Mei-qin Liu
    • 1
    • 2
  • Zhen Fan
    • 2
  • Sen-lin Zhang
    • 2
  1. 1.State Key Laboratory of Industrial Control TechnologyZhejiang UniversityHangzhouChina
  2. 2.College of Electrical EngineeringZhejiang UniversityHangzhouChina

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