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分析了标准kalman滤波(KF)和自适应kalman滤波(AKF)的原理,通过仿真实验,对两种滤波算法的性能进行比较.结合各种声纳的探测特性和水下目标的特点,建立了舰艇编队的数据融合方案.选用简单凸组合融合算法作为舰艇编队协同反潜的航迹融合算法,将多声纳融合系统的融合结果和简单交叉定位算法进行了比较研究.仿真实验结果表明:自适应kalman滤波比标准kalman滤波具有更好的目标跟踪性能,多声纳融合结果较简单交叉定位结果的性能有大幅度提高,所选用的融合算法航迹能够较好的与真实航迹吻合. 相似文献
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卡尔曼滤波算法的几何解释 总被引:5,自引:0,他引:5
对低维卡尔曼滤波算法作了几何解释 ,这种解释对卡尔曼滤波有一种直观的理解 ,使人们对卡尔曼滤波有更本质的认识。 相似文献
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传统的粒子滤波算法在重要性采样估计时忽略了当前量测影响。在非线性场景下,传统的粒子滤波导致个别粒子具有大权值,造成估计结果精度差。针对该问题,结合均方根容积卡尔曼滤波(SCKF)算法和Gating技术,提出了一种新的重要性函数估计算法。本算法将后验概率作为重要性采样函数,通过利用SCKF和统计距离,建立粒子与量测的关联关系,实现对重要性采样函数的均值和协方差矩阵的估计。而后,使用粒子滤波算法,对多目标状态和数目进行估计。实验表明,在非线性跟踪场景下,本算法估计精度高,估计结果稳定。 相似文献
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We study a stochastic inventory model of a firm that periodically orders a product from a make‐to‐order manufacturer. Orders can be shipped by a combination of two freight modes that differ in lead‐times and costs, although orders are not allowed to cross. Placing an order as well as each use of each freight mode has a fixed and a quantity proportional cost. The decision of how to allocate units between the two freight modes utilizes information about demand during the completion of manufacturing. We derive the optimal freight mode allocation policy, and show that the optimal policy for placing orders is not an (s,S) policy in general. We provide tight bounds for the optimal policy that can be calculated by solving single period problems. Our analysis enables insights into the structure of the optimal policy specifying the conditions under which it simplifies to an (s,S) policy. We characterize the best (s,S) policy for our model, and through extensive numerical investigation show that its performance is comparable with the optimal policy in most cases. Our numerical study also sheds light on the benefits of the dual freight model over the single freight models. © 2011 Wiley Periodicals, Inc. Naval Research Logistics, 2011 相似文献