Grid Based Solution of Zakai Equation with Adaptive Local Refinement for Bearings-only Tracking
ZHANG, Huilong
Quality control and dynamic reliability [CQFD]
Institut de Mathématiques de Bordeaux [IMB]
Quality control and dynamic reliability [CQFD]
Institut de Mathématiques de Bordeaux [IMB]
ZHANG, Huilong
Quality control and dynamic reliability [CQFD]
Institut de Mathématiques de Bordeaux [IMB]
< Réduire
Quality control and dynamic reliability [CQFD]
Institut de Mathématiques de Bordeaux [IMB]
Langue
en
Communication dans un congrès
Ce document a été publié dans
Proceedings of IEEE Aerospace Conference, Proceedings of IEEE Aerospace Conference, IEEE Aerospace Conference, 2008-11-03, BigSky. 2008-03-03p. 1217
Résumé en anglais
The solution of the Zakai equation provides the complete conditional probability density of the state, given the observations. Numerical solution of this equation by the finite difference method usually leads to large ...Lire la suite >
The solution of the Zakai equation provides the complete conditional probability density of the state, given the observations. Numerical solution of this equation by the finite difference method usually leads to large systems of equations which have to be solved at each time step, especially when the dimension of state space is more than two. We propose in this paper, for the first time to our best knowledge, a grid-based four dimensional algorithm to solve the Zakai equation. Our approach is based on an adaptive local grid refinement method and is illustrated with a bearings-only target motion analysis example.< Réduire
Mots clés en anglais
Zakai Equation
FAC
local refinement
grid based method
Bearings-Only TMA
Unscented Kalman Filter
Origine
Importé de halUnités de recherche