14.02.2013 Views

Thesis - Leigh Moody.pdf - Bad Request - Cranfield University

Thesis - Leigh Moody.pdf - Bad Request - Cranfield University

Thesis - Leigh Moody.pdf - Bad Request - Cranfield University

SHOW MORE
SHOW LESS

Create successful ePaper yourself

Turn your PDF publications into a flip-book with our unique Google optimized e-Paper software.

Chapter 4 / Target Tracking<br />

_ _<br />

) )<br />

+ + + )<br />

( µ , X , C ) : = ( µ , X , C )<br />

4.9 IMM Filter Propagation and Update<br />

i<br />

i<br />

i<br />

4-24<br />

i<br />

i<br />

i<br />

Equation 4.8-4<br />

Each filter is propagated to the next measurement reference time. When<br />

processing (m) measurements in parallel the filter weights evolve according<br />

to an m-dimensional Gaussian distribution. The i’th filter weight being,<br />

µ<br />

+<br />

i<br />

exp<br />

⎛<br />

⎜ −<br />

⎝<br />

⋅<br />

0.<br />

5<br />

⋅<br />

µ<br />

+<br />

i<br />

: =<br />

i T<br />

i T −1<br />

i<br />

( Z − Z ( X ) ) ⋅ ( H ⋅ C ⋅ H + R ) ⋅ ( Z − Z ( X ) )<br />

m<br />

i T<br />

( 2 ⋅ π ) ⋅ det ( H ⋅ C ⋅ H + R )<br />

⎞<br />

⎟<br />

⎠<br />

Equation 4.9-1<br />

EKF linearisation is usually improved by serially processing each<br />

measurement. The maximum likelihood function is then constructed from<br />

the individual measurement probability densities,<br />

⎛<br />

⎜<br />

m<br />

+<br />

+<br />

µ i : = ⎜ µ i ⋅ ∏<br />

k : = 1<br />

⎜<br />

⎝<br />

⎛<br />

⎜<br />

⎜<br />

⎝<br />

⎛<br />

1 ⎜<br />

⋅ exp ⎜ −<br />

σ ⎜<br />

⎝<br />

i ( Z − Z ( X ) )<br />

2 ⋅ σ<br />

2<br />

2<br />

⎞ ⎞<br />

⎟ ⎟<br />

⎟ ⎟<br />

⎟ ⎟<br />

⎠ ⎠<br />

⎞<br />

⎟<br />

⎟<br />

⎟<br />

⎠<br />

0.<br />

98<br />

0.<br />

02<br />

Equation 4.9-2<br />

The measurement uncertainty is represented by (σ). The ( ) m −<br />

2 ⋅ π scaling<br />

is omitted as the normalisation process ensures that the weights sum to 1.<br />

4.10 IMM Filter Combination<br />

The weighted sum of the IMM states and covariances before and after<br />

measurement updates is required to determine the new information for the<br />

missile state observer,<br />

IMM<br />

C<br />

−<br />

: =<br />

N<br />

∑<br />

i : = 1<br />

µ<br />

−<br />

i<br />

IMM<br />

⋅<br />

⎛<br />

⎜<br />

⎝<br />

X<br />

−<br />

C<br />

−<br />

i<br />

− − ( µ ⋅ X )<br />

=<br />

N<br />

∑<br />

i : = 1<br />

i i<br />

:<br />

+<br />

Equation 4.10-1<br />

−<br />

− −<br />

−<br />

( X − X ) ⋅ ( X − X )<br />

i<br />

IMM<br />

i<br />

IMM<br />

T<br />

⎞<br />

⎟<br />

⎠<br />

Equation 4.10-2

Hooray! Your file is uploaded and ready to be published.

Saved successfully!

Ooh no, something went wrong!