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Study on Levenberg-Marquardt for Target Motion Analysis

표적기동분석을 위한 Levenberg-Marquardt 적용에 관한 연구

  • Cho, Sunil (Naval combat systems PEO, Agency for Defence Development)
  • 조선일 (국방과학연구소 제 6기술연구본부 함정전투 체계개발단)
  • Received : 2015.02.09
  • Accepted : 2015.07.30
  • Published : 2015.08.25

Abstract

The Levenberg-Marquardt method is a well known solution about the least square problem. However, in a Target Motion Analysis(TMA) application most of researches have used the Gauss-Newton method as a batch estimator, which of inverse matrix calculation may causes instability problem. In this paper, Levenberg-Marquardt method is applied to TMA problem to prevent its divergence. In experiment, its performance is compared with Gauss-Newton in domain of range, course and speed. Monte Carlo simulation reveals the convergence time and reliability of the TMA based on Levenberg-Marquardt.

Levenberg-Marquardt은 최소자승법 문제의 풀이법으로 잘 알려져 있다. 하지만 이전의 표적기동분석(TMA)의 추적필터의 경우 대부분 Gauss-Newton방법을 사용하고 있으며 Gauss-Newton은 역행열 연산이 요구되어 시스템을 불안정하게 만드는 문제점이 있다. 본 논문에서는 Gauss-Newton의 수치적 불안정성을 해결하기 위해 TMA에 Levenberg-Marquardt을 적용하여 Levenberg-Marquardt이 적용된 표적기동분석 알고리즘의 안정성을 실험으로 보인다. 이를 위해 실험에서는 Monte-Calro 시물레이션을 3개 시나리오에 대하여 수행하였으며 그 결과 Levenberg-Marquardt이 Gauss-Newton에 비하여 표적기동분석 결과인 거리, 침로, 속력의 수렴되는 시간이 빨라졌으며 행렬의 발산빈도가 저하되어 표적기동분석 결과가 안정화되었다.

Keywords

References

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