基于新息异常检测的改进抗差自适应卡尔曼滤波算法

在工程应用中,量测异常及量测噪声统计特性的时变是引起标准卡尔曼滤波振荡甚至发散的主要原因。经典抗差Sage-Husa自适应滤波方案,对量测中的孤立型异常有所抵抗,并可在线估计量测噪声统计特性改善滤波效果,但当连续型异常值出现时,其滤波效果不佳。针对现有抗差Sage-Husa自适应滤波方案的不足,提出了新的改进滤波方法。在改进算法中,当检测到量测异常时采用模值更大的先验预测方差阵代替原算法中的后验估计方差阵,在估计量测噪声方差时起到放大作用,以降低异常量测权重,提高滤波精度;采用IGG方案构造了新的权函数,可在抑制异常影响的同时调节估计方差阵,以免连续异常时新息持续置零引起的滤波发散;采用标准卡尔曼滤波新息辅助异常检测的双重检测策略,避免了因量测噪声方差阵的调节引起检测阈值变化而导致的漏检率增高。仿真实验表明,与常规抗差自适应滤波算法相比,该方案可更加有效地抑制量测异常值的影响。     

基于协方差矩阵高阶幂的二维DOA估计新算法

 针对稀疏分解方法进行均匀圆阵(UCA)的二维波达方向(DOA)估计运算复杂度大的问题,提出了一种基于协方差矩阵高阶幂稀疏分解的二维DOA估计新算法。该算法首先利用协方差矩阵高阶幂无需进行特征值分解和信源数估计的特性,构建了协方差矩阵高阶幂的稀疏分解向量;然后运用粒度分层思想,构造了粗区域估计和细方位估计的分层多粒度的快速分解模型,分层字典的长度大大减少,在保持估计精度的前提下,算法运算时间远小于现有的恒定冗余字典的稀疏分解方法,从而解决了基于稀疏分解的圆阵二维DOA估计问题。论文提出的算法与二维MUSIC算法相比,估计精度高,且能满足对相干信号的估计。仿真结果验证了算法的有效性和可行性。     

Noise subspace techniques in non-gaussian noise using cumulants

We consider noise subspace methods for narrowband direction-of-arrival or harmonic retrieval in colored linear non-gaussian noise of unknown covariance and unknown distribution. The non-gaussian noise covariance is estimated via higher order cumulants and combined with correlation information to solve a generalized eigenvalue problem. The estimated eigenvectors are used in a variety of noise subspace methods such as multiple signal classification (MUSIC), MVDR and eigenvector. The noise covariance estimates are obtained in the presence of the harmonic signals, obviating the need for noise-only training records. The covariance estimates may be obtained nonparametrically via cumulant projections, or parametrically using autoregressive moving average (ARMA) models. An information theoretic criterion using higher order cumulants is presented which may be used to simultaneously estimate the ARMA model order and parameters. Third- and fourth-order cumulants are employed for asymmetric and symmetric probability density function (pdf) cases, respectively. Simulation results show considerable improvement over conventional methods with no prewhitening. The effects of prewhitening are particularly evident in the dominant eigenvalues, as revealed by singular value decomposition (SVD) analysis     

Decorrelation of broadband signals by Toeplitz-Block-Toeplitzstructuring

We propose F-norm of the cross-correlation part of the array covariance matrix as a measure of correlation between the impinging signals and study the performance of different decorrelation methods in the broadband case using this measure. We first show that dimensionality of the composite signal subspace, defined as the number of significant eigenvectors of the source sample covariance matrix, collapses in the presence of multipath and the spatial smoothing recovers this dimensionality. Using an upper bound on the proposed measure, we then study the decorrelation of the broadband signals with spatial smoothing and the effect of spacing and directions of the sources on the rate of decorrelation with progressive smoothing. Next, we introduce a weighted smoothing method based on Toeplitz-block-Toeplitz (TBT) structuring of the data covariance matrix which decorrelates the signals much faster than the spatial smoothing. Computer simulations are included to demonstrate the performance of the two methods     

The Modified Yule-Walker Method of ARMA Spectral Estimation

An overview of ARMA spectral estimation techniques based on the modified Yule-Walker equations is presented. The importance of using order overestimation, as well as of using an overdetermined set of equations, is emphasized. The Akaike information criterion is proposed for determining the equation order. A procedure for removing spurious noise modes based on modal decomposition of the sample covariance matrix is derived. The role of the singular value decomposition method in solving the modified Yule-Walker equations is discussed. A number of techniques for estimating MA spectral parameters are presented.     

Passive target tracking using maximum likelihood estimation

Estimation of target trajectory from passive sonar bearings and frequency measurements in the presence of multivariate normally distributed noise, with unknown inhomogeneous general covariance, is modeled as a nonlinear multiresponse parameter estimation problem. It is shown that maximum likelihood estimation in this case is identical to optimizing a determinant criterion which has a concise form and contains no elements of unknown covariance matrix. A Gauss-Newton type algorithm using only the first-order derivatives of the model function and a new convergence criterion, is presented to implement such estimation. The simulation results demonstrate that performance of the maximum likelihood estimation method with the above noise model is superior to that with the traditional noise assumption     

Novel quaternion Kalman filter

This paper presents a novel Kalman filter (KF) for estimating the attitude-quaternion as well as gyro random drifts from vector measurements. Employing a special manipulation on the measurement equation results in a linear pseudo-measurement equation whose error is state-dependent. Because the quaternion kinematics equation is linear, the combination of the two yields a linear KF that eliminates the usual linearization procedure and is less sensitive to initial estimation errors. General accurate expressions for the covariance matrices of the system state-dependent noises are developed. In addition, an analysis shows how to compute these covariance matrices efficiently. An adaptive version of the filter is also developed to handle modeling errors of the dynamic system noise statistics. Monte-Carlo simulations are carried out that demonstrate the efficiency of both versions of the filter. In the particular case of high initial estimation errors, a typical extended Kalman filter (EKF) fails to converge whereas the proposed filter succeeds.     

基于ATSUKF算法的卫星姿控系统故障估计

针对卫星姿态控制过程中可能发生的执行机构或敏感器故障,提出了一种基于无损卡尔曼滤波（UKF）及偏差分离原理的自适应二阶无损卡尔曼滤波（ATSUKF）算法。首先,提出TSUKF算法,通过UKF处理姿态机动时的非线性并通过偏差分离原理将非线性系统的状态及故障分别估计,避免非线性模型的线性化过程同时降低了计算过程中的矩阵维度。然后,在TSUKF算法的基础上提出了ATSUKF算法,通过滑动窗口内的残差计算自适应矩阵,使滤波器在统计特性不准确的情况下仍然具有较快的收敛速度,特别适用于卫星快速机动过程中的姿态与故障估计。数值仿真结果表明,ATSUKF算法相较于TSUKF算法能有效降低统计特性不准对系统造成的不利影响,实现卫星姿态、执行机构/敏感器故障的快速估计。     

子波域自适应滤波方法

推导和给出了噪声能量阈值的理论计算公式,并提出了一种实时估计信号噪声方差的有效方法,从而构成形式完整和实用的自适应相关计算子波阈滤波算法。仿真计算和分析表明：给出的方法具有良好的自适应性能和显著的滤波效果,在有效去除噪声的同时,很好保留了信号的主要细节。     

Time delay estimation with multiple looks in colored Gaussian noise

We present an efficient algorithm for high resolution time delay estimation in colored Gaussian noise with multiple looks. By using a relaxation-based optimization approach and exploiting the Toeplitz property of the noise covariance matrix, the enhanced new algorithm can achieve the corresponding Cramer-Rao bounds (CRBs) with a very small number of independent looks     

Cubature Kalman filter with closed-loop covariance feedback control for integrated INS/GNSS navigation

Cubature Kalman Filter (CKF) offers a promising solution to handle the data fusion of integrated nonlinear INS/GNSS (Inertial Navigation System/Global Navigation Satellite System) navigation. However, its accuracy is degraded by inaccurate kinematic noise statistics which originate from disturbances of system dynamics. This paper develops a method of closed-loop feedback covariance control to address the above problem of CKF. In this method, the posterior state and its covariance are fed back to the filtering process to constitute a closed-loop structure for CKF covariance propagation. Subsequently, based on the maximum likelihood principle, a control scheme of the prior state covariance is established by using the feedback state and covariance within an estimation window and further adopting a proportional coefficient to amplify the feedback terms in recent time steps for the full use of new information to reflect actual system characteristics. Since it does not directly use kinematic noise covariance, the proposed method can effectively avoid the adverse impact of inaccurate kinematic noise statistics on filtering solutions. Further, it can also guarantee the prior state covariance to be positive semi-definite without involving extra measures. The efficacy of the proposed method is validated by simulations and experiments for integrated INS/GNSS navigation.     

Two Methods of Spectral Estimation for SARSAT Signals

Search and rescue satellite aided tracking (SARSAT) depends on the processing of emergency locator transmitter (ELT) signals which are received by a satellite in low polar orbit. Since the signal from a distressed vehicle is normally immersed in a background of other ELT signals (false alarms), interference, and noise, different methods of spectral estimation can provide advantages in estimating carrier frequency. A comparison between average spectrum and minimum spectrum for several real signals is provided here.     

涡扇发动机故障诊断中粒子滤波改进方法

针对标准粒子滤波算法诊断步数多且诊断结果噪声水平高的问题,提出伪协方差和自适应似然分布结合的改进粒子滤波算法。该算法通过使用伪协方差代替了粒子集协方差,保证采样得到的粒子能够更真实地反映突变情况,减少诊断步数;通过对似然分布自适应调整,增加其与先验分布的重叠区域,提高抽样率,增加有效粒子数,降低诊断结果噪声水平。发动机健康参数估计仿真结果表明:与标准粒子滤波算法相比,改进的粒子滤波算法能使诊断速度提高约27%,诊断精度提高约38%,有效地减少了突变故障的诊断步数,并显著降低了诊断结果的噪声水平。     

噪声协方差估计新算法在惯性导航系统中的仿真研究

研究一种在动态系统常值误差未知的情况下对线性时变随机系统误差协方差进行估计的新方法。该方法通过构造一个新的时间序列,其协方差由未知参数的线性组合组成,然后用递推最小二乘法来计算新序列的协方差,该方法不需要任何关于噪声的先验知识。从仿真结果来看达到了较好的效果。     

A Stochastic Algorithm for Sensitivity Analysis

A direct stochastic sensitivity analysis algorithm is developed for linear dynamical systems having incompletely known input statistics. The new algorithm extends previous results by applying covariance propagation concepts which utilize as a forcing function the sensitivity covariance matrix associated with the uncertainty in the elements of the system input covariance matrix itself. The developed algorithm is evaluated in the context of a generalized sensitivity analysis formulation involving nonlinear transformations on the input signals. Numerical results are provided to demonstrate the usefulness of the new algorithm.     

Stability of Parameter Estimates for a Gaussian Process

Maximum-likelihood estimates for the levels of the mean value function and the covariance function of a Gaussian random process are investigated. The stability of these estimates is examined as the actual covariance function of the process deviates from the form assumed in the estimators. It is found that the time-bandwidth product for stationary processes represents an upper bound on the number of estimator terms that can be safely used when estimating with uncertainty about the process covariance function. This result is consistent with other interpretations of the time-bandwidth product and tempers the conclusion that, in principle, an infinite number of estimator terms can be used to obtain a perfect estimate of the covariance level. In practice, the estimate of the level can never be perfect, and the accuracy of the estimate depends on the observation interval. Finally, conditions are established to ensure asymptotic stability of the estimates and physical interpretations are presented.     

On the Accuracy And Resolution of Radar Signals

Information matrices are derived for estimates of the range parameters of moving targets as obtained by combining a priori information (if available) with reflected radar signals observed in the presence of additive white Gaussian noise. The inverse of the information matrix provides a lower bound on the covariance matrix of any unbiased parameter estimates. This bound can be approached with a high signal-to-noise ratio and optimum data processing (matched filters). Arbitrary frequency modulation, amplitude modulation, and target motion as well as various assumptions on processing the RF phase are considered. The multiple-target case makes possible investigation of a signal's resolution ability, as well as its accuracy potentials. Results for a carrier frequency much greater than the effective signal bandwidth are obtained as a special case. A main purpose of the paper is the reduction of the original radar problem to a linear model which is equivalent in the sense of having the same information matrix. These models provide valuable insight into the relative effects of multiple targets, choice of modulation, a priori information, and assumptions regarding RF phase and bandwidth. The linear equivalent model also leads to a valuable computational algorithm for investigations using digital or hybrid computers. The various special cases of interest are obtained by simple modifications of the general case, and thus the algorithm can provide a very versatile tool for evaluating and designing radar signals.     

气动声学相似理论与试验研究

本文研究了气动声学的一般性相似原理,为气动声学的模型实验研究方法建立理论基础。由此得到了四个关于气动声场相似的相似准则数,导出了适合于流动分析的相似条件。对非定常流动中所产生的脉动力谱进行的相似分析,证实当气动力学完全相似时,以Strouhal数作为无量纲频率参数的脉动力谱函数也完全相似,此时,在几何相似点上测得的声谱在以St数作为频率坐标的频谱图上完全相同。风扇噪声的试验证实了气动声学的相似律。      

Canonical transform for tracking with kinematic models

A canonical transform is presented that converts a coupled or uncoupled kinematic model for target tracking into a decoupled dimensionless canonical form. The coupling is due to non-zero off-diagonal terms in the covariance matrices of the process noise and/or the measurement noise, which can be used to model the coupling of motion and/or measurement between coordinates. The decoupled dimensionless canonical form is obtained by simultaneously diagonalizing the noise covariance matrices, followed by a spatial-temporal normalization procedure. This canonical form is independent of the physical specifications of an actual system. Each subsystem corresponding to a canonical coordinate is characterized by its process noise standard deviation, called the maneuver index as a generalization of the tracking index for target tracking, which characterizes completely the performance of a steady-state Kalman filter. A number of applications of this canonical form are discussed. The usefulness of the canonical transform is illustrated via an example of performance analysis of maneuvering target tracking in an air traffic control (ATC) system.