关键词: 目标跟踪, 噪声统计特性, 无迹变换, 柯西分解, [H&infin, ]滤波

Abstract: In order to promote the target tracking accuracy in noise circumstance, this paper proposes an improved unscented [H]-infinity filter method based on Cauchy decomposition. First of all, Unscented（UT） transform is used to replace the complex Jacobi matrix calculation within the framework of the extended [H]-infinity filtering. The method reduces the approximate truncation errors, and improves the ability to deal with nonlinear system. Second, this method adopts diagonal elements to decompose the root mean square of state covariance matrix. This decomposition method reduces the effect of observation noise variance to filtering estimation precision effectively. The simulation results show that the proposed method obviously improves the object tracking accuracy and stability in different noise statistical properties.

Key words: object tracking, noise statistical properties, unscented transform, Cauchy decomposition, [H]-infinity filtering