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针对机动目标跟踪中固定延迟平滑估计算法的精度问题,当具有一般相关过程噪声和量测噪声时,提出了离散线性系统最优固定延迟平滑估计算法.该算法通过将延迟区间内全部量测进行集中式扩维,并对误差传递进行分析,从而精确地给出了误差间的相关性.在线性无偏最小方差意义下对系统状态进行递推估计,新算法在噪声的高斯分布假设下是最优的.仿真实验结果表明了该算法的有效性.
Aiming at the accuracy problem of fixed delay smoothing algorithm in maneuvering target tracking, an optimal stationary delay smoothing algorithm for discrete linear systems is proposed when there is general process noise and measurement noise. The algorithm, Centralized expansion and analysis of error propagation, so that the correlation between errors is precisely given.Under the condition of linear unbiased minimum variance, the state of the system is recursively estimated, the new algorithm is Gaussian distribution of noise under the assumption that Optimal simulation results show the effectiveness of the algorithm.