贝叶斯估计与跟踪实用指南
贝叶斯估计与跟踪实用指南pdfBayesianEstimationand Tracking园冒国后固目Bayesian Estimation and TrackingA practical Guide内容简介非高斯系统估计的文献一般都存在缺少实用方法的缺点,而高斯方法又缺乏严密、有组织的推导《贝叶斯估计与跟踪实用指南》一书设法解决这个领域中的不足,为读者提供全面的高斯噪声与非高斯噪声驱动的线性与非线性动态系统估计方法的介绍。本书特点在于提供了贝叶斯估计与跟踪的统一方法,重点强调了在贝叶斯框架下所有跟踪算法的推导过程,还给出了用于计算加权密度积分的高效的数值方法,包括加权高斯积分的线性与非线性卡尔曼滤波器,以及非高斯情况下的粒子滤波器。作者首先给出每种估计方法基本原理的详细推导过程,然后分步骤对每一种方法进行详细说明,使得跟踪滤波器的编码更简单易懂。本书利用了案例分析来展示所研究内容的应用。此外,该书还为每个算法提供了框图,让读者可以自己开发 MATLAB估计方法软件工具箱。《贝叶斯估计与跟踪实用指南》是一本优秀的估计与跟踪方法课程的研究生教材。本书还适用于估计与跟踪领域的科学研究人员、数学研究人员和工程技术人员,对他们具有重要的实际应用价值。对广大科技工作者来说,也是一本非常有价值的参考书。作者简介安东,J霍格,博土,美国约翰霍普金斯大学应用物理实验室科研人员,他为防空和导弹防御系(AMDD)提出了先进的目标跟踪方法。霍格博士的研究领域包括目标跟踪,信号和阵列处理与处理设计,主动、被动雷达和声纳设计,数字通信和编码理论以及时间频率分析。责任编辑:牛旭东xinwu@ndip.cn责任校对:苏向颖上架建议:计算机视觉封面设计:蒋秀芹httpt//www.ndip.enISBN978-7-118-09321-6WILEYWILEY eEsCopies of this book sold withouta Wiley sticker on the cover are9W78z118m0932161>unauthorized and illegal定价:79.00元装备科技译著出版基金贝叶斯估计与跟踪实用指南Bayesian Estimation and Tracking: A Practical Guide[美] Anton J.Haug著王欣于晓译图F荤版社北京著作权合同登记图字:军-2013-200号图书在版编目(CIP)数据贝叶斯估计与跟踪实用指南/(美)豪格(Hang,A.J)著;王欣,于晓译.一北京:国防工业出版社,2014.5(高新科技译丛)书名原文 Bayesian estimation and tracking:apractical guideISBN978-7-118-09321-6I.①贝…Ⅱ.①豪…②王…③于…Ⅲ.①贝叶斯估计-指南②贝叶斯估计一应用一目标跟踪一指南Ⅳ①0211.67-62②TN953-62中国版本图书馆CIP数据核字(2014)第068301号Authorized translation from the English language edition, entitled Bayesian Estimation andTracking, ISBN 978-0-470-62170-7, by Anton J. Haug, published by John Wiley SonsCopyright C 2012 by John Wiley Sons, Inc.All rights reserved. This translation published under license. No part of this book may be repro-duced in any form without the written permission of the original copyrights holderCopies of this book sold without a Wiley sticker on the cover are unauthorized and illegal本书简体中文版由 John Wiley&sons,lno.授权国防工业出版社独家出版。版权所有,侵权必究。阍前有:原社出版发行(北京市海淀区紫竹院南路23号邮政编码100048)北京嘉恒彩色印刷有限责任公司新华书店经售开本710×10001/16印张19%字数370千字2014年5月第1版第1次印刷印数1—2000册定价79.00元本书如有印装错误,我社负责调换)国防书店:(010)88540777发行邮购:(010)88540776发行传真:(010)88540755行业务:(010)88540717前言本书以基本原理为出发点,阐述了贝叶斯估计滤波器的完整的发展历程。书中硏究了由高斯噪声和非髙斯噪声驱动的线性、非线性动态系统。这里假设动态系统是连续的,因为只有在研究离散滤波器的时候,才会在离散时间对系统进行观测。本书的主要目标是给读者提供过去60年来所提出的大部分贝叶斯估计方法的一致性的全面描述,以表明每种以贝叶斯范式为基础的基本思想是如何与条件密度相关的。学习本书内容需要的预备知识包括线性代数、贝叶斯概率理论以及有限差分和插值的数值方法。书中第2章介绍了所有这些主题以及掌握书中其它内容所需的基础知识书中涵盖的部分内容来自于马里兰大学帕克分校数学系的一门研究生课程。该门课程的主要目的是让学生自己开发目标跟踪算法的 MATLAB工具箱。课后给学生们提出一些特定的跟踪问题,要求编写一个或多个 MATLAB子程序来实现某些跟踪方法。一般来说,学生开发的子程序是独立的,并且可以应用于多种难度不大的跟踪问题(例如,纯方位跟踪)。本书不包含任何习题集,使用本书的读者可以根据需要来调整跟踪问题的作业。此外,本书包含4个相当复杂的实用案例,使用本书的老师可以选择其中之一作为编码作业的框架。第一个案例贯穿本书的第Ⅱ和第Ⅲ部分;其余的3个案例则被分成了单独的章节,构成了本书的第Ⅳ部分。本书有两个鲜明特点:①运用大量的表格和图形,给出每种估计方法基本原理的详细推导过程;②每种方法都有非常详细的分步指导,使得跟踪滤波器的编码简单且易于理解。递推贝叶斯估计可以求解转移函数或变换函数的加权条件密度积分。转移函数反映动态状态向量随时间变化的路径,变换函数将状态向量变换成观测向量。有多种求解积分的数值方法,每种都有不同的估计方法。本书第Ⅱ部分和第Ⅲ部分的每个章节都涵盖求解这些积分的一个或多个数值逼近方法,第Ⅱ部分是高斯加权积分的卡尔曼滤波器方法,第Ⅲ部分是未知密度的加权密度积分的粒子滤波器方法。本书是作者在此领域多年研究的成果,希望能为贝叶斯估计和跟踪研究做出贡献。同时,也希望在研究改进这些方法并将其应用到新领域、解决新问题的基础上,本书能够开拓贝叶斯估计和跟踪研究的新方向。Anton J. haug目录刊言Ⅲ第Ⅰ部分预备知识第1章简介…………………………………………31.1贝叶斯推理…1.2贝叶斯层次估计法1.3本书研究范畴1.3.I目标1.3.2章节概述…1.4用 MATLAB⑧进行建模和仿真参考文献…第2章数学基础2.1矩阵线性代数简介9992.1.1矢量与矩阵的约定与记法…2.1.2和与乘积……………………………………………………102.1.3矩阵的逆…2.1.4分块矩阵的逆112.1.5矩阵的平方根…………………………………2.2矢量点发生器…………122.3多参数多维非线性函数估计………………………………152.3.1标量非线性函数估计152.3.2多维非线性函数估计182.4多变量统计概述……232.4.1一般定义32.4.2高斯密度………………………………………25参考文献………………………………………………………31第3章贝叶斯估计的基本概念……333.1贝叶斯估计3.2点估计式343.3基于概率密度函数的递推贝叶斯滤波器…363.4基于状态均值和协方差的递推贝叶斯估计,,,着.383.4.1状态矢量预测……393.4.2状态矢量更新…403.5一般估计方法讨论………………………………42参考文献43第4章实用案例:初步探讨4.1仿真、估计与评价过程,,,,,,,.,,,.非,,..,,鲁非·4.2利用DFAR浮标场进行匀速运动目标跟踪的场景仿真………454.2.1船舶动态模型………………………454.2.2多浮标观测模型464.2.3场景属性………………………………464.3 DIFAR浮标信号处理4.4DFAR似然函数……………………………………………53参考文献55第Ⅱ部分高斯假设:卡尔曼滤波估计器第5章高斯噪声:高斯加权分布的多维积分595.1第3章中重要结论总结5.2回顾卡尔曼滤波器校正(更新)方程的推导…………615.3贝叶斯点预测积分求解高斯密度5.3.1利用仿射变换来简化流程…645.3.2求解高斯加权积分的一般方法66参考文献…………………………68第6章线性卡尔曼滤波器706.1线性动态模型……………………………………………706.2线性观测模型…716.3线性卡尔曼滤波器…6.4IKF在 DIFAR浮标方位估计中的应用,,·,,,·.,,,..,.1.,·Ⅵ参考文献74第7章线性化卡尔曼滤波器:扩展卡尔曼滤波器…767.1一维情况………………767.1.1-维状态预测767.1.2一维状态估计误差方差预测777.1.3一维观测预测方程7.1.4一维预测方程的变换……787.1.5一维线性化EKF过程7.2多维情况………………………807.2.1状态预测方程817.2.2状态协方差预测方程………………………817.2.3观测预测方程……837.2.4多维预测方程的变换837.2.5线性化多维扩展卡尔曼滤波器过程………857.2.6二阶扩展卡尔曼滤波器…867.3多维协方差预测方程的另一种推导……7.4EKF在DFAR船舶跟踪的应用案例分析887.4.1船舶运动动态模型…………………………887.4.2 DIFAR浮标观测模型…………887.4.3初始化卡尔曼滤波器族中所有滤波器907.4.4选定加速度噪声参数………………………917.4.5EKF跟踪滤波器结果参考文献……93第8章 Sigma点类别:有限差分卡尔曼滤波器……948.1一维有限差分卡尔曼滤波器………………………………948.1.1一维有限差分状态预测…948.1.2一维有限差分状态预测……………………………968.1.3一维有限差分观测预测方程…968.1.4一维有限差分卡尔曼滤波器过程………………………968.1.5简化的一维有限差分预测方程978.2多维有限差分卡尔曼滤波器……………………………988.2.1多维有限差分状态预测…988.2.2多维有限差分状态协方差预测1008.2.3多维有限差分观测预测方程101Ⅶ
- 2020-12-07下载
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RTCM3.3协议全
全新RTCM3.3协议完整版RTCM STANDARD 10403.3DIFFERENTIAL GNSS(GLOBAL NAVIGATION SATELLITE SYSTEMS)SERVICES – VERSION 3DEVELOPED BYRTCM SPECIAL COMMITTEE NO. 104OCTOBER 7, 2016COPYRIGHT©2016 RTCMRadio Technical Commission for Maritime Services1611 N. Kent St., Suite 605Arlington, Virginia 22209-214RTCM Paper 141-2016-SC104-STD000ocRTCMco00c30RTCM 10403. 3, Differential GNSS Global Navigation Satellite Systems)Services- Version 3, October 7, 2016This standard (referred to as version 3 has been developed by rtCm special Committee 104 as a moreefficient alternative to the standards entitled rtcm recommended standards for diffe rentialRecommended Standards for Differential gNss Global Navigation Satellite Systems Service, Version 2.x(Current version is 2. 3, now designated as RTCM 10402. 3. Service providers and vendors represented onthe SC104 Committee wanted a new standard that would be more efficient, easy to use, and more easilyadaptable to new situations. The main complaint was that the version 2. x parity scheme, which useswords with 24 bits of data followed by 6 bits of parity, was wasteful of bandwidth. Another complaint wasthat the parity was not independent from word to word. Still another was that even with so many bitsdevoted to parity the actual integrity of the message was not as high as it should be. Plus, 30-bit wordsare awkward to handle. the new standard version 3 is intended to correct these weaknessesUnlike Version 2. x, this standard does not include tentative messages The messages in Version 3 haveundergone testing for validity and interoperability and are considered to be permanent. amendments tothe standard may change the meaning of reserved bits or provide additional clarifying text, but no changeswill be made in the data fields. Changes will require new messages to be developed. In addition to themessages described in the current standard the committee continues to develop new messages whichare described in separately published amendments and periodically gathered into a new edition of thestandard. RTCM 10403x for dgNSS services is proving useful in supporting highly accurate differentialand kinematic positioning as well as a wide range of navigation applications worldwideNote that Version 3 messages are not compatible with Version 2. x. Since many receivers have beendesigned and programmed for use with Version 2. x messages, rtCm is maintaining both standards0402 3 and 10403, 3 as" standardsVersion 3.0The initial edition consisted primarily of messages designed to support real-time kinematic (RTK)operations. The reason for this emphasis is that rtk operation involves broadcasting a lot of informationand thus benefits the most from an efficient data format. Version 3.0 provided messages that supportGPS and gloNaSs rTK operations including code and carrier phase observables antenna parametersand ancillary system parametersVersion 3. 1(RTCM Standard 10403.1:The next edition, Version 3. 1 (RTCM Standard 10403. 1), incorporated GPS Network Corrections, whichenable a mobile receiver to obtain accurate rtk information valid over a large area. In addition, new GPSand GLoNaSS messages provide orbital parameters to assist in rapid acquisition a Unicode text messageis also provided for the transmission of textual data. Finally a set of messages are reserved for vendorswho want to encapsulate proprietary data in their broadcasts the gps Network Corrections enable amobile receiver to obtain accurate rtk information valid over a large area. the network rtk correctioninformation provided to a rover can be considered as interpolated corrections between the referencestations in the rtk network this interpolation is not perfect and varies with the actual conditions of theatmosphere. A residual interpolation error has to be expected. With sufficient redundancy in the RtKnetwork, the network server process can provide an estimate for residual interpolation errors. Suchquality estimates may be used by the rover to optimize the performance of rtk solutions The values maybe considered by the rover as a priori estimates only with sufficient tracking data available the rovermight be able to judge residual geometric and ionospheric errors itselfVersion 3. 1. Amendment 1:Amendments 1 was an extensive addition that adds rtcm messages containing transformation data andinformation about Coordinate reference Systems. For rtCm data supporting a rtk service, coordinatesare measured within the itrf or a regional realization surve yors and other users of rtk services mustnormally present their results in the coordinates of local datums. Therefore, coordinate transformationsare necessary. by having RTCM messages that contain transformation data and information about theCoordinate reference systems the users of the rtk service can obtain their results in the desired datumwithout any manual operations. the rtk service providers can then ensure that current information forthe computation of the transformations is always used. the convenience of this method will promote theacceptance of rtK servicesVersion 3. 1. amendment 2:Amendment 2 added residual error messages to support the use of Non-Physical or Computed referenceStations in a network rtk environmentVersion 3. 1. amendment 3:Amendment 3 addressed differences in the way gnss receiver manufacturers have implemented carrierphase encoding of some Version 3 messages so that carrier phase observations are in phase for all carrierphases of a specific frequency i e. they correct for quarter cycle phase shifts. others retain the quartercycle offset between the carrier phase observations in the data. this amendment documents the waydifferent manufacturers have handled the phase shift issue and prescribes a uniform approach for futureproducts.∨ersiⅰon3.1, Amendment4:Amendment 4 added sections 3.5.13 on glONASS Network rtK Correction Messages and 3.5. 14 on FKPNetwork Rtk Correction Messages Related revisions were also made elsewhere in the document.Version 3. 1. amendment 5Amendment 5 added section 3. 5. 12 on State Space Representation related revisions are also madeelsewhere in the document, along with some editorial correctionsVersion 3. 2(RTCM Standard 10403.2)Version 3.2 consolidates Version 3. 1 and all five amendments into a new edition, and it adds MultipleSignal Messages (MSM)as well. the Multiple Signal Message (MSm)format generates receiverobservables in the same way for all included satellite systems. the messages include compact and fullmessages for Pseudorange, PhaseRange, Carrier to Noise Ratio (standard and high resolution), andPhaseRangeratea table near the beginning of the standard lists which messages were included in each separate editionand amendment, so it should not be necessary for users to refer to older versions. Multiple signalMessages are a generic format that will be followed for all GNSs systems. version 3 originally consisted ofmessages for GPS and GLONASS, each in their own format Now with the imminent addition of signals forBeiDou, Galileo, and QZSS, as well as new signals provided by modernized GPS and GloNASS satellitesthe need for a consistent generic format became evident. service providers and users are urged to migrateto the MsM messages to make it easier to accommodate new gNss services(See The RTCM Multiple Signal Messages: A New Step in GNSS Data Standardization")Another newmessage is the gloNaSS Bias Information message. This message provides information which is intendedto compensate for the first-order inter-frequency phase range biases introduced by the reference receivercode- phase biasVersion 3.2, Amendment 1:Added Galileo F/NAv Satellite Ephemeris Data(msg. 1045 )and Bds MSM(msgs. 1121-1127)Version 3.2 amendment 2Added qzss ephemeris(msg. 1044 )and QZss MSm (msgs. 1111-1117Version 3. 3(RTCM Standard 10403.3)This new edition adds Satellite-Based Augmentation System Multiple Signal Messages to previouslydopted messages for GPS, GLONASS, Galileo, and QzssA new ephemeris message has been added for BeiDou(BDS)and a new I/NAV ephemeris message hasbeen added for Galileo. The new edition also reserves 100 messages be used exclusively by sc104 fornew message developmentFinally, the new edition makes consolidates previous amendments and makes numerous editorialImprovementsNavstar GPS Service, Version 2. x. Service providers and vendors represented on the scco000c30z1O2co00c30Contentsco00c30
- 2020-06-27下载
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