Reduced spatio-temporal complexity MMPP and image-based tracking filters for maneuvering targets

We present reduced-complexity nonlinear filtering algorithms for image-based tracking of maneuvering targets. In image-based target tracking, the mode of the target is observed as a Markov modulated Poisson process (MMPP) and the aim is to compute optimal estimates of the target's state. We present a reduced complexity algorithm in two steps. First, a gauge transformation is used to reexpress the filtering equations in a form that is computationally more efficient for time discretization than naive discretization of the filtering equations. Second, a spatial aggregation algorithm with guaranteed performance bounds is presented for the time-discretized filters. A numerical example illustrating the performance of the resulting reduced-complexity filtering algorithms for a switching turn-rate model is presented.     

Interval Kalman filtering

The classical Kalman filtering technique is extended to interval linear systems with the same statistical assumptions on noise, for which the classical technique is no longer applicable. Necessary interval analysis, particularly the notion of interval expectation, is reviewed and introduced. The interval Kalman filter (IKF) is then derived, which has the same structure as the classical algorithm, using no additional analysis or computation from such as H/sup /spl infin//-mathematics. A suboptimal IKF is suggested next, for the purpose of real-time implementation. Finally, computer simulations are shown to compare the new interval Kalman filtering algorithm with the classical Kalman filtering scheme and some other existing robust Kalman filtering methods.     

自适应滤波方法研究

证明Ｓａｇｅ－Ｈｕｓａ的自适应卡尔曼滤波算法不能同时估计Ｑ和Ｒ,并分析了该法导致滤波发散的原因。介绍了一种新的自适应卡尔曼滤波算法,该法当Ｒ（或Ｑ）已知时可以准确地估计出Ｑ（或Ｒ）。该法的独特之处在于当对Ｑ（或Ｒ）进行修正估计时,只采用矩阵的乘运算和求逆运算,而不进行加减法运算,因此消除了滤波发散现象。数字仿真表明效果良好。     

一种非线性滤波器的误差分析及应用

针对一类具有未建模误差和扰动的非线性系统的状态估计问题,提出一种在线估计并补偿模型误差的非线性滤波算法,该算法利用非线性预测滤波(NPF)基于预测输出残差的方差最小的基本原则估计模型误差,冉利用扩展卡尔曼滤波(EKF)的思想对补偿后的模型进行状态估计;详细推导了状态估计误差及其方差阵的传播模型.以卫星姿态确定系统为例,...     

优化抗差自适应滤波器在深组合导航中的应用

为了提高惯性/卫星深组合导航系统的滤波性能,在抗差自适应滤波算法的 基础上,研究了一种优化抗差自适应滤波算法。该算法通过比较实际预测残差协方差矩 阵和理论协方差阵的差值来生成自适应因子,从而优化抗差自适应滤波。将所研究的算 法应用于惯性/卫星深组合导航系统, 在高动态环境下进行仿真验证, 并与常规卡尔曼 滤波、抗差自适应滤波进行比较。结果表明,优化算法能有效地控制观测异常和动态模 型异常对状态参数估值的影响,所得组合导航位置误差和速度误差明显减小,提高了组 合导航系统的滤波精度。     

基于双重卡尔曼滤波器的发动机故障诊断

提出了一种基于双重卡尔曼滤波器的航空发动机健康参数估计方法,实现了传感器发生故障情况下发动机故障的准确诊断.采用发动机动态工作点的测量数据,解决了可测量参数偏少导致故障诊断困难的问题;球面采样平方根UKF(UnscentedKalmanfilter)故障诊断滤波器具有更好的滤波稳定性与更低的计算量的要求,提高了故障诊断算法的效率与精度.某型双轴涡扇发动机故障诊断仿真结果表明,该方法可以准确的同步实现气路部件与传感器的故障诊断,是一种有效的航空发动机故障诊断方法.      

抗差自适应分步滤波算法在PPP/INS组合导航中的应用

针对常规抗差自适应滤波算法在PPP/INS组合导航应用中存在难以准确识别和分离观测粗差及运动异常对定位结果影响的问题，基于分类因子自适应滤波原理,提出了一种抗差自适应分步滤波算法。该算法首先执行第一步滤波,对状态模型异常信息进行隔离，仅对观测粗差进行诊断和抗差处理；然后在第一步滤波的基础上，执行第二步滤波，对状态模型异常进行诊断和自适应处理。算法分析表明，抗差自适应分步滤波算法可以准确地识别和分离观测粗差和运动异常扰动。实验结果表明，抗差自适应分步滤波算法能够进一步增强滤波算法抵抗观测粗差和运动异常扰动对滤波结果的影响，提高PPP/INS组合导航系统定位结果的稳定性和可靠性。     

基于联邦滤波的SINS/GNSS/OD/高度计多源组合导航算法研究

针对城市情况下车载导航时单一导航源易受干扰的问题,提出了一种基于自适应联邦Kalman滤波的多源组合导航算法.该模型具有两级结构,由子滤波器进行各信息源局部估计后,通过主滤波器进行最优融合估计.融合具有不同工作特点的导航传感器的输出信息组成多源信息组合导航系统,从而提高了导航系统的精度和鲁棒性,且通过故障诊断算法实时检...     

基于自适应SRCKF的空间非合作目标实时轨道确定

针对天基测角对非合作目标跟踪定轨的动力学模型简化误差问题,提出一种基于非线性预测滤波和SRCKF(Square Root Cubature Kalman Filter,平方根容积Kalman滤波)的自适应滤波方法.采用考虑地球J2摄动影响的轨道动力学模型作为状态方程,在跟踪滤波过程中,用NPF(Nonlinear Predictive Filter,非线性预测滤波)对动力学模型进行实时修正,利用SRCKF对修正后的动力学模型进行状态估计.将该方法应用于高轨航天器对非合作低轨目标的实时测角定轨任务中,进行数字仿真,仿真结果证明,该方法相比传统的滤波方法具有更高的精度、更强的鲁棒性和稳定性.     

Spacecraft attitude/rate estimation using vector-aided GPSobservations

A sequential filtering algorithm is presented for spacecraft attitude and attitude-rate estimation from Global Positioning System (GPS) differential carrier phase measurements. A third-order, minimal-parameter method for solving the attitude matrix kinematic equation is used to parameterize the state of the filter, which renders the resulting estimator computationally efficient. Borrowing from tracking theory concepts, the angular acceleration is modeled as an exponentially autocorrelated stochastic process, thus avoiding the use of the uncertain spacecraft dynamic model. The new formulation facilitates the use of aiding vector observations in a unified filtering algorithm, which can enhance the robustness and accuracy of the method. Numerical examples are used to demonstrate the performance of the method     

非线性椭球集员滤波及其在故障诊断中的应用

 针对带有未知但有界噪声的非线性系统，提出一种椭球集员滤波算法，并将其应用于保证故障检测与隔离。对非线性状态方程和量测方程进行泰勒展开之后，通过区间分析的方法给出线性化余项存在区域的盒子外界描述。假设过程和量测噪声由盒子限界，在算法的时间更新和量测更新过程中，分别计算包含椭球与线段的向量和及椭球与带的交的次最小容积椭球。在椭球集员滤波算法的基础之上，给出传感器故障检测与隔离的方法。由于集员滤波是保证状态估计，因而基于集员滤波算法的故障检测与隔离方法也具有保证性，即如果发出故障警报，则一定有故障发生。一个二维非线性系统的例子说明了该方法的有效性。     

Adaptive robust cubature Kalman filtering for satellite attitude estimation

This paper is concerned with the adaptive robust cubature Kalman filtering problem for the case that the dynamics model error and the measurement model error exist simultaneously in the satellite attitude estimation system. By using Hubel-based robust filtering methodology to correct the measurement covariance formulation of cubature Kalman filter, the proposed filtering algorithm could effectively suppress the measurement model error. To further enhance this effect and reduce the impact of the dynamics model error, two different adaptively robust filtering algorithms, one with the optimal adaptive factor based on the estimated covariance matrix of the predicted residuals and the other with multiple fading factors based on strong tracking algorithm, are developed and applied for the satellite attitude estimation. The quaternion is employed to represent the global attitude parameter, and three-dimensional generalized Rodrigues parameters are introduced to define the local attitude error. A multiplicative quaternion error is derived from the local attitude error to maintain quaternion normalization constraint in the filter. Simulation results indicate that the proposed novel algorithm could exhibit higher accuracy and faster convergence compared with the multiplicative extended Kalman filter, the unscented quaternion estimator, and the adaptive robust unscented Kalman filter.     

Distributed filtering using set models

A distributed filtering algorithm using set models with confidence values is derived. No noise distribution statistics are needed. The only information required is the confidence values from which the modeling and measurement errors and the initial values are obtained. Therefore, the algorithm has great potential for real-world applications     

基于带有事件触发机制的集员滤波的RSSI室内移动定位

在室内移动定位系统中,由于待定位节点易受统计特性未知的噪声干扰影响,采用Kalman滤波和粒子滤波等经典的噪声抑制方法,已无法有效满足室内定位精度不断提升的要求。针对这一问题,提出了一种基于事件触发的集员滤波室内移动定位算法。首先,针对基于接收信号强度指数(RSSI)测距误差导致传统三边定位算法无法获取可行解的问题,提出了一种椭圆三边定位算法;其次,考虑待定位节点的移动性,为了提高定位精度,提出了一种锚节点自主切换算法;最后,针对噪声统计特性未知的情形,考虑使用带有事件触发机制的集员滤波算法来估计待定位节点位置。通过仿真实验验证了所提方法的有效性。     

非线性系统中多传感器目标跟踪融合算法研究

 研究了在非线性系统中 ,基于转换坐标卡尔曼滤波器的多传感器目标跟踪融合算法。通过分析得出 :在非线性系统的多传感器目标跟踪中 ,基于转换坐标卡尔曼滤波器 ( CMKF)的分布融合估计基本可以重构中心融合估计。仿真实验也证明了此结论。由此可见分布的 CMKFA是非线性系统中较优的分布融合算法     

Interacting multiple model fixed-lag smoothing algorithm forMarkovian switching systems

We investigate a suboptimal approach to the fixed-lag smoothing problem for Markovian switching systems. A fixed-lag smoothing algorithm is developed by applying the basic Interacting Multiple Model (IMM) approach to a state-augmented system. The computational load is roughly d (the fixed lag) times beyond that of filtering for the original system. In addition, an algorithm that approximates the “fixed-lag” mode probabilities given measurements up to current time is proposed. The algorithm is illustrated via a target tracking simulation example where a significant improvement over the filtering algorithm is achieved at the cost of a time delay (i.e., data up to time k are used to produce the smoothed state estimate at time k-d where the fixed large d>0). the IMM fixed-lag smoothing performance for the given example is comparable to that of an existing IMM fixed-interval smoother. Compared with fixed-interval smoothers, the fixed-lag smoothers can be implemented in real-time with a small delay     

A modified adaptive Kalman filter for real-time applications

A modified adaptive Kalman filtering algorithm is derived for the standard linear problem under an irregular environment where all variances of the zero-mean Gaussian white (system and observation) noises are unknown a priori. This algorithm has certain merits over various existing adaptive schemes in that it is simple, efficient, and suitable for real-time applications. An illustrative numerical example is presented     

Observer-type Kalman innovation filter for uncertain linear systems

An observer-type of Kalman innovation filtering algorithm to find a practically implementable "best" Kalman filter, and such an algorithm based on the evolutionary programming (EP) optima-search technique, are proposed, for linear discrete-time systems with time-invariant unknown-but-hounded plant and noise uncertainties. The worst-case parameter set from the stochastic uncertain system represented by the interval form with respect to the implemented "best" filter is also found in this work for demonstrating the effectiveness of the proposed filtering scheme. The new EP-based algorithm utilizes the global optima-searching capability of EP to find the optimal Kalman filter and state estimates at every iteration, which include both the best possible worst case Interval and the optimal nominal trajectory of the Kalman filtering estimates of the system state vectors. Simulation results are included to show that the new algorithm yields more accurate estimates and is less conservative as compared with other related robust filtering schemes     

基于多参量信息的水下地磁滤波导航算法

由于水下运载器使用地磁滤波导航方法时难收敛、易发散,根据水下运载 器的特点设计了一种基于多参量信息的水下地磁滤波导航算法。针对单纯使用地磁数据 进行位置匹配精度较差的问题,该算法在匹配及滤波过程中引入了地磁强度、航向、航 速等多参量信息,采用非线性滤波框架进行信息融合,采用粒子群算法根据多参量信息 进行位置搜索,并以之为系统滤波的观测值,通过提高位置观测精度改进滤波的收敛性 和鲁棒性。仿真结果表明,算法滤波精度高,稳定性好,能够较好地抑制各类传感器干 扰和误差对滤波估计的影响,适用于水下运载器的地磁导航定位。     

短波信道多普勒扩展仿真与实现

针对直接FIR滤波和多级内插滤波生成衰落因子的算法中存在算法复杂度高、计算效率低、存储空间大等问题,文章研究了一种多级迭代滤波的算法,以降低算法复杂度和减少存储空间,实时生成衰落因子;并进行了算法的复杂度分析和仿真实现,验证了算法的有效性.