Kalman滤波新结构及其在目标跟踪中的应用
New Structure of Kalman Filter and its Application to Target Tracking
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摘要: 为了提高Kalman滤波器的计算效率,本文通过改变算法结构,提出了有效的串行和并行 方法以解决目标跟踪和故障诊断问题.串行新算法计算量由o(n3)(n为状态维数)下降到 o(n2);应用于单目标和多目标跟踪时可使计算效率达到普通Kalman滤波算法的2.56倍.Abstract: To get a highly efficient, Kalman filter, and some series and parallel methods are developed to solve the problems of target tracking or failure detection. It shows that the number of operations in the series method is reduced from o(n3) to o(n2) (n is the dimension of state). When applied to the problems of target tracking, the efficiency of the new algorithm is 2.56 times higher than the ordinary kalman filter.
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Key words:
- Kalman filter /
- parallel algorithm /
- target tracking /
- computational efficiency
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