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TwoStage Kalman Filter Fusion Based on Sequential Decorrelation of Noise
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TN953

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    Abstract:

    Aimed at the problem that the traditional twostage Kalman filtering can only deal with single or part of complex noises, a twostage Kalman filtering fusion algorithm based on sequential decorrelation of noise is proposed in full consideration of the modeling of colored noise and four kinds of noise correlation in multiradar tracking system. First, this paper is to give the order of noise decorrelation which can effectively avoid the coupling of noise correlation, and then to obtain a target tracking fusion model uncorrelated among the colored noise, the process noise and the measurement noise by using the equivalent transformation technology. Finally, the centralized Kalman filtering fusion of multiradar measurement noise correlation system is realized by using the square root decomposition and the unit lower triangular matrix inversion technology.

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  • Received:
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  • Online: April 14,2020
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