针对可叠加零均值高斯白噪声的非线性滤波,利用无迹变换,推导出理论上的误差性能下界Cramér—Rao Low Bound(CRLB)。在利用光电信号对目标进行纯方位角跟踪中,提出一种次优的非线性滤波算法——距离参数化无迹卡尔曼滤波(RPUKF)。仿真中将其和距离参数化扩展卡尔曼滤波(RPEKF)的性能曲线以及理论性能下界做了比较.结果表明,两种次优算法的曲线逐渐逼近理论下界,且PRUKF性能更优。
For the nonlinear filter with overlapped zero-mean Gaussian white noise, a theoretical error performance Carmér-Rao Low Bound (CRLB) was derived using the unscented transform method. A suboptimal algorithm-- the Range Parameterized Unscented Kalman Filter (RPUKF) was presented to deal with the bearings-only target tracking using the opto-electronic signal. The performance curves of the proposed algorithm and the Range Parameterized Extended Kalman Filter (RPEKF) were compared with the CRLB in the simulation. The results show their asymptotical agreement with the theoretical bound and the advantageous RPUKF performance.