A Novel Adaptive Noise Covariance Matrix Estimation and Filtering Method: Application to Multiobject Tracking
Chao Jiang, Zhiling Wang, Huawei Liang, Yajun Wang
Abstract
This article presents a novel online adaptive method for estimating the process and measurement noise covariance matrices in Kalman filters (KFs) to address the challenge of varying noise characteristics in practical applications. Specifically, the proposed method decomposes the noise covariance matrix into an element distribution matrix and a noise intensity and employs an improved Sage filter to estimate the element distribution matrix. Additionally, a calibration and correction method is introduced to accurately determine and adaptively correct the online bias of the noise intensity. The unbiasedness and convergence of the proposed method are mathematically proven under the condition that the system is detectable. Moreover, this method is applied to multiobject tracking (MOT) based on KFs and light detection and ranging (LiDAR), and it is evaluated on the KITTI dataset and the official KITTI server. The experimental results demonstrate that the proposed method achieves significantly improved MOT performance based on KFs and outperforms other LiDAR-based methods on the KITTI leaderboard. This method provides a new approach for enhancing the performance of KFs and assisting with MOT, and it has practical feasibility for real-world applications.