Detection of hidden Markov model transient signals

Addressed here is the quickest detection of transient signals which can be represented as hidden Markov models (HMMs), with the application of detection of transient signals. Relying on the fact that Page's test is equivalent to a repeated sequential probability ratio test (SPRT), we are able to devise a procedure analogous to Page's test for dependent observations. By using the so-called forward variable of an HMM, such a procedure is applied to the detection of a change in hidden Markov modeled observations, i.e., a switch from one HMM to another. Performance indices of Page's test, the average run length (ARL) under both hypotheses, are approximated and confirmed via simulation. Several important examples are investigated in depth to illustrate the advantages of the proposed scheme.     

Multiaspect classification of airborne targets via physics-basedHMMs and matching pursuits

Wideband electromagnetic fields scattered from N distinct target-sensor orientations are employed for classification of airborne targets. Each of the scattered waveforms is parsed via physics-based matching pursuits, yielding N feature vectors. The feature vectors are submitted to a hidden Markov model (HMM), each state of which is characterized by a set of target-sensor orientations over which the associated feature vectors are relatively stationary. The N feature vectors extracted from the multiaspect scattering data implicitly sample N states of the target (some states may be sampled more than once), with the state sequence modeled statistically as a Markov process, resulting in an HMM due to the “hidden” or unknown target orientation. In the work presented here, the state-dependent probability of observing a given feature vector is modeled via physics-motivated linear distributions, in lieu of the traditional Gaussian mixtures applied in classical HMMs. Further, we develop a scheme that yields autonomous definitions for the aspect-dependent HMM states. The paradigm is applied to synthetic scattering data for two simple targets     

Spatio-temporal pattern recognition using hidden Markov models

A spatio-temporal method for identifying objects contained in an image sequence is presented. The Hidden Markov Model (HMM) technique is used as the classification algorithm, making classification decisions based on a spatio-temporal sequence of observed object features. A five class problem is considered. Classification accuracies of 100% and 99.7%, are obtained for sequences of images generated over two separate regions of viewing positions. HMMs trained on image sequences of the objects moving in opposite directions showed a 98.1% successful classification rate by class and direction of movement. The HMM technique proved robust to image corruption with additive correlated noise and had a higher accuracy than a single-look nearest neighbor method. A real image sequence of one of the objects used was successfully recognized with the HMMs trained on synthetic data. This study shows the temporal changes that observed feature vectors undergo due to object motion hold information that can yield superior classification accuracy when compared with single-frame techniques     

Multi-aspect radar target recognition method based on scattering centers and HMMs classifiers

A hidden Markov model (HMM)-based method for recognizing aerial targets according to the sequential high-range-resolution (HRR) radar signature is presented. Its recognition features are the location information of scattering centers extracted from the HRR radar echoes by the relax algorithm. The HMM is used to characterize the spatio-temporal information of a target. Several HMMs are cascaded in a chain to model the variation in the target orientation and used as classifiers. Computer simulations with the inverse synthetic aperture radar (ISAR) data are given to demonstrate that for an open-set recognition, average class-recognition rates of 84.50% and 89.88% are achieved, respectively, under two given conditions.     

基于改进的克隆选择算法的多用户检测技术

 根据克隆选择原理的免疫机理，提出了一种改进的克隆选择算法(CSA),进而设计了2种码分多址（CDMA） 多用户检测器：一种方法是混合Hopfield神经网络和克隆选择算法；另一种方法是把多阶段检测器MSD嵌入到克隆选择算法的每一代中。通过混合MSD到克隆选择算法中，可以加快克隆选择算法的收敛速度，减少计算复杂度。另外，克隆选择算法所提供的好的初值可以改善MSD的性能，嵌入的MSD还改善了克隆选择算法的性能。仿真结果证明了该方法无论抗多址干扰能力和抗远近效应能力都优于传统方法和一些应用优化算法的多用户检测器。     

基于隐马尔科夫模型的故障诊断系统研究

在制造行业中,机械设备的状态检测技术能提供关于设备运行状态的实时信息,为避免生产损失和减少设备的致命故障提供保障。提出了一套基于小波变换和隐马尔科夫模型(Hidden Markov Models,HMMs)的故障检测系统。提出了小波模极大值分布(Wavelet Modulus Maxima Distribution),并将之定义为诊断系统的观察量加以验证。同时该系统采用在线模型参数估计和培训算法,通过选取能最大化对数似然度的HMM模型,确定设备所处状态。     

航空器飞行状态预测的混合模型研究

航空器的飞行状态预测是飞行冲突探测的核心问题,也是保障飞行安全的关键所在.为了准确、高效地预测航空器的飞行状态,提出了一种HMM-BP混合模型.首先深入分析了航空器的飞行特点,从不同角度定义飞行状态并建立几何判定方法;然后通过HMM模型分别对航空器的飞行高度、航向以及速度特征进行时序建模;最后利用BP神经网络对航空器的飞行状态进行了推理预测.研究结果表明,该方法通过分析航空器在扇区内最初5min的雷达航迹数据,能够准确地预测其在扇区剩余时间的飞行状态,且计算速度快、预测效率高,可以有效协助管制员正确掌握航空器的飞行状态.     

A recursive multiple model approach to noise identification

Correct knowledge of noise statistics is essential for an estimator or controller to have reliable performance. In practice, however, the noise statistics are unknown or not known perfectly and thus need to be identified. Previous work on noise identification is limited to stationary noise and noise with slowly varying statistics only. An approach is presented here that is valid for nonstationary noise with rapidly or slowly varying statistics as well as stationary noise. This approach is based on the estimation with multiple hybrid system models. As one of the most cost-effective estimation schemes for hybrid system, the interacting multiple model (IMM) algorithm is used in this approach. The IMM algorithm has two desirable properties: it is recursive and has fixed computational requirements per cycle. The proposed approach is evaluated via a number of representative examples by both Monte Carlo simulations and a nonsimulation technique of performance prediction developed by the authors recently. The application of the proposed approach to failure detection is also illustrated     

K-Nearest Neighbor Particle Filters for Dynamic Hybrid Bayesian Networks

In state estimation of dynamic systems, Kalman filters and HMM filters have been applied to linear-Gaussian models and models with finite state spaces. However, they do not work well in most practical problems with nonlinear and non-Gaussian models. Even when the state space is finite, the dynamic Bayesian networks describing the HMM model could be too complicated to manage. Sequential Monte Carlo methods, also known as particle filters (PFs), have been introduced to deal with these real-world problems. They allow us to treat any type of probability distribution, nonlinearity and nonstationarity although they usually suffer major drawbacks of sample degeneracy and inefficiency in high-dimensional cases. We show how we can exploit the structure of partially dynamic hybrid Bayesian networks (PD-HBN) to reduce ``sample depletion' and increase the efficiency of particle filtering by combining the well-known K-nearest neighbor (KNN) majority voting strategy and the concept of evolution algorithm. Essentially, the novel method resamples the dynamic variables and randomly combines them with the existing samples of static variables to produce new particles. As new observations become available, the algorithm allows the particles to incorporate the latest information so that the fittest particles associated with a proposed objective rule will be kept for resampling. We also conduct a theoretical analysis on the proposed KNN-PF algorithm, and demonstrate the accuracy of the performance prediction with extensive simulations. Performance analysis and numerical results show that this new approach has a superior estimation/classification performance compared to other related algorithms.     

Multiple model PMHT and its application to the benchmark radar tracking problem

The probabilistic multiple hypothesis tracker (PMHT) uses the expectation-maximization (EM) algorithm to solve the measurement-origin uncertainty problem. Here, we explore some of its variants for maneuvering targets and in particular discuss the multiple model PMHT. We apply this PMHT to the six "typical" tracking scenarios given in the second benchmark problem from W. D. Blair and G. A. Watson (1998). The manner in which the PMHT is used to track the targets and to manage radar allocation is discussed, and the results compared with those of the interacting multiple model probabilistic data association filter (IMM/PDAF) and IMM/MHT (multiple hypothesis tracker). The PMHT works well: its performance lies between those of the IMM/PDAF and IMM/MHT both in terms of tracking performance and computational load.     

改进的基于隐马尔可夫模型的自适应IMM算法

针对机动目标跟踪中交互式多模型算法(IMM)的马尔可夫转移概率矩阵固定不变造成跟踪精度降低的问题,在已有的基于隐马尔科夫模型(HMM)的自适应IMM算法的基础上,对隐马尔可夫链的长度和Baum-Welch算法迭代次数的2个参数对该算法跟踪性能的影响,进行了深入研究分析,进一步明确了这2个参数选择的依据;并针对该算法在目标机动转换时峰值误差增大的问题,给出了2种修正方法,从而提出了改进的基于HMM的自适应IMM算法。最后,通过仿真分析了算法的参数和修正方法对跟踪性能的影响,并与传统IMM算法进行对比,证明了文章提出算法的有效性。     

Minimal submodel-set algorithm for maneuvering target tracking

The variable structure multiple model (VSMM) approach to the maneuvering target tracking problem is considered. A new VSMM design, the minimal submodel-set switching (MSMSS) algorithm for tracking a maneuvering target is presented. The MSMSS algorithm adaptively determines the minimal set of models from the total model set and uses this to perform multiple models (MM) estimation. In addition, an iterative MSMSS algorithm with improved maneuver detection and termination properties is developed. Simulations results demonstrate that, compared with a standard interacting MM (IMM), the proposed algorithms require significantly lower computation while maintaining similar tracking performance. Alternatively, for a computational load similar to IMM, the new algorithms display significantly improved performance.     

Lightweight hybrid visual-inertial odometry with closed-form zero velocity update

Visual-Inertial Odometry (VIO) fuses measurements from camera and Inertial Measurement Unit (IMU) to achieve accumulative performance that is better than using individual sensors. Hybrid VIO is an extended Kalman filter-based solution which augments features with long tracking length into the state vector of Multi-State Constraint Kalman Filter (MSCKF). In this paper, a novel hybrid VIO is proposed, which focuses on utilizing low-cost sensors while also considering both the computational efficiency and positioning precision. The proposed algorithm introduces several novel contributions. Firstly, by deducing an analytical error transition equation, one-dimensional inverse depth parametrization is utilized to parametrize the augmented feature state. This modification is shown to significantly improve the computational efficiency and numerical robustness, as a result achieving higher precision. Secondly, for better handling of the static scene, a novel closed-form Zero velocity UPdaTe (ZUPT) method is proposed. ZUPT is modeled as a measurement update for the filter rather than forbidding propagation roughly, which has the advantage of correcting the overall state through correlation in the filter covariance matrix. Furthermore, online spatial and temporal calibration is also incorporated. Experiments are conducted on both public dataset and real data. The results demonstrate the effectiveness of the proposed solution by showing that its performance is better than the baseline and the state-of-the-art algorithms in terms of both efficiency and precision. A related software is open-sourced to benefit the community.^①     

传感器参数误差下的运动目标TDOA/FDOA无源定位算法

在运动目标无源定位系统中，许多算法的前提是精确已知传感器的位置以及速度，但实际情况下可利用的传感器的参数均会存在一些噪声扰动。针对这一问题，提出一种改进的两步加权最小二乘（TSWLS）时差（TDOA）与频差（FDOA）定位算法。该算法是一种闭式算法并且分为2步。第1步与经典的两步加权最小二乘算法相同，第2步进一步研究了额外变量与目标参数之间的关系并且建立了新的矩阵方程。随后，利用加权最小二乘技术给出了最终解。理论分析证明了在测量噪声较小时该算法能够达到克拉美罗界（CRLB）。所提算法具有计算复杂度低，实时性高的优点；另外，经过适当的维度调整，该算法同样适用于对多非相交源进行定位求解。计算机仿真进一步证明了理论分析的正确性。     

A multi-rate sensor fusion approach using information filters for estimating aero-engine performance degradation

Gas-path performance estimation plays an important role in aero-engine health management, and Kalman Filter(KF) is a well-known technique to estimate performance degradation. In previous studies, it is assumed that different kinds of sensors are with the same sampling rate, and they are used for state estimation by the KF simultaneously. However, it is hard to achieve state estimation using various kinds of sensor measurements at the same sampling rate due to a complex network and physical characteristic differences between sensors, especially in an advanced multisensor architecture. For this purpose, a multi-rate sensor fusion using the information filtering approach is proposed based on the square-root cubature rule, which is called Multi-rate Squareroot Cubature Information Filter(MSCIF) to track engine performance degradation. Soft measurement synchronization of the MSCIF is designed to provide a sensor fusion condition for multiple sampling rates of measurement, and a fault sensor is isolated by maximum likelihood validation before state estimation. The contribution of this paper is to supply a novel multi-rate informationfilter approach for sensor fault tolerant health estimation of an aero-engine in a multi-sensor system. Tests are conducted for aero-engine performance degradation estimation with multiple sampling rates of sensor measurement on both digital simulation and semi-physical experiment.Experimental results illustrate the superiority of the proposed algorithm in terms of degradation estimation accuracy and robustness to sensor failure in a multi-sensor system.     

On joint track initiation and parameter estimation under measurement origin uncertainty

The problem of joint detection and estimation for track initiation under measurement origin uncertainty is studied. The two well-known approaches, namely the maximum likelihood estimator with probabilistic data association (ML-PDA) and the multiple hypotheses tracking (MHT) via multiframe assignment, are characterized as special cases of the generalized likelihood ratio test (GLRT) and their performance limits indicated. A new detection scheme based on the optimal gating is proposed and the associated parameter estimation scheme modified within the ML-PDA framework. A simplified example shows the effectiveness of the new algorithm in detection performance under heavy clutter. Extension of the results to state estimation with measurement origin uncertainty is also discussed with emphasis on joint detection and recursive state estimation.     

基于通道校准和HMM的机载雷达健康状态评估

性能退化与间歇故障是机载雷达健康状态的重要反映。针对传统机载雷达健康评估方法缺乏整机级的监测指标、未能综合考虑性能退化和间歇故障，传统BIT电路难以监测间歇故障等工程难题，提出了基于通道校准链路，综合运用通道校准仿真技术、正态云、HMM建立起健康状态评估流程。首先，对通道误差与间歇故障进行分析，得到4类校正系数，建立误差与间歇故障注入仿真流程；然后，基于正态云，利用校正系数的样本方差来表征雷达系统的健康状态，提出统一健康模型，并给出HMM拓扑结构与参数设计方法；最后，建立起基于数据驱动的评估流程并开展应用研究。仿真实验验证了误差和间歇故障仿真流程的可行性、健康状态评估方法的有效性，可获得大于95%的评估准确率；应用案例表明所提方法可行，能解决工程上机载雷达健康状态评估的问题。     

Detection and diagnosis of sensor and actuator failures using IMMestimator

An approach to detection and diagnosis of multiple failures in a dynamic system is proposed. It is based on the interacting multiple-model (IMM) estimation algorithm, which is one of the most cost-effective adaptive estimation techniques for systems involving structural as well as parametric changes. The proposed approach provides an integrated framework for fault detection, diagnosis, and state estimation. It is able to detect and isolate multiple faults substantially more quickly and more reliably than many existing approaches. Its superiority is illustrated in two aircraft examples for single and double faults of both sensors and actuators, in the forms of “total”, “partial”, and simultaneous failures. Both deterministic and random fault scenarios are designed and used for testing and comparing the performance fairly. Some new performance indices are presented. The robustness of the proposed approach to the design of model transition probabilities, fault modeling errors, and the uncertainties of noise statistics are also evaluated     

A model-based prognostics method for fatigue crack growth in fuselage panels

This paper proposes a model-based prognostics method that couples the Extended Kalman Filter (EKF) and a new developed linearization method. The proposed prognostics method is developed in the context of fatigue crack propagation in fuselage panels where the model parameters are unknown and the crack propagation is affected by different types of uncertainties. The coupled method is composed of two steps. The first step employs EKF to estimate the unknown model parameters and the current damage state. In the second step, the proposed efficient linearization method is applied to compute analytically the statistical distribution of the damage evolution path in some future time. A numerical case study is implemented to evaluate the performance of the proposed method. The results show that the coupled EKF-linearization method provides satisfactory results: the EKF algorithm well identifies the model parameters, and the linearization method gives comparable prediction results to Monte Carlo (MC) method while leading to very significant computational cost saving. The proposed prognostics method for fatigue crack growth can be used for developing predictive maintenance strategy for an aircraft fleet, in which case, the computational cost saving is significantly meaningful.     

Ergodic sum rate for uplink NOMA transmission in satellite-aerial-ground integrated networks

The application of Non-Orthogonal Multiple Access (NOMA) technology into satellite-aerial-ground integrated networks can meet the requirements of ultra-high rate and massive connectivity for the Sixth-Generation (6G) communication systems. We consider an uplink NOMA scenario for such a satellite-aerial-ground integrated network where multiple users communicate with satellite under the help of an Unmanned Aerial Vehicle (UAV) as an aerial relay equipped with a phased array. Supposing that buffer-aided decode-and-forward protocol is adopted at the UAV relay, we first formulate an optimization problem to maximize Ergodic Sum Rate (ESR) of the considered system subject to individual power constraint and quality-of-service constraint of each user. Then, with known imperfect channel state information of each user, we propose a joint power allocation and robust Beam Forming (BF) iterative algorithm to maximize ESR for the user-to-UAV link. Besides, to take the advantages of Free-Space Optical (FSO) and millimeter Wave (mmWave) communications, we present a switch-based hybrid FSO/mmWave scheme and a robust BF algorithm for the UAV-to-satellite link to achieve higher rate. Moreover, a closed-form ESR expression is derived. Finally, the effectiveness and correctness of the proposed solutions are verified by numerical simulations, and the performance evaluation results show that the proposed solutions not only achieve performance enhancement and robustness, but also outperform the orthogonal multiple access significantly.