包含乘性噪声自适应修正的非合作目标相对导航算法

无人机（UAV）态势感知的任务是利用机载传感器对未知环境进行目标识别和引导，针对无人机与非合作目标间中远距离的相对导航问题，提出了一种基于角度和距离量测的相对状态估计算法。在现有滤波算法的基础上，为了提高精度和稳定性，本文利用了列文伯格-马夸尔特（LM）优化的思想对迭代卡尔曼滤波（IEKF）算法进行改进，提出了一种LM-IEKF算法，并推导该算法在迭代过程中的状态更新方程及协方差阵的递推公式。在此基础上，考虑到距离传感器由于信号相关特性而引入的乘性噪声，现有的加性噪声模型难以适应，因此，进一步提出了基于量测噪声自适应修正的Modified LM-IEKF方法，通过在线实时更新噪声阵提高滤波的精度，并设置渐消记忆指数平滑估计结果。算法验证结果表明，与现有的EKF、IEKF算法相比，在仅含加性噪声的情况下，LM-IEKF算法具有更好的性能；在包含乘性噪声的情况下，Modified LM-IEKF可以有效地估计量测噪声，与目前广泛使用的EKF算法相比，在综合相对位置和相对速度精度上分别提高了10%和23%。     

A novel optimal data fusion algorithm and its application for the integrated navigation system of missile

For Inertial Navigation System(INS)/Celestial Navigation System(CNS)/Global Navigation Satellite System(GNSS) integrated navigation system of the missile, the performance of data fusion algorithms based on the Cubature Kalman Filter(CKF) is seriously degraded when there are non-Gaussian noise and process-modeling errors in the system model. Therefore, a novel method is proposed, which is called Optimal Data Fusion algorithm based on the Adaptive Fading maximum Correntropy generalized high-degree...     

Maneuvering target tracking with colored noise

It is known that colored noise may degrade the performance of a tracking algorithm. A common remedy is to model colored noise as an autoregressive (AR) process and apply the measurement difference method. One problem with the approach is that the AR parameters are usually unknown. In this work, we propose a new method to adaptively estimate the AR parameters. It is shown that this method is simple and practically feasible. We incorporate oar method into the interacting multiple model (IMM) tracking algorithm and show that the performance is almost as good as that in the known parameters case     

有色噪声作用下的机载INS/GPS组合导航方法

针对机载导航过程中有色噪声模型系数难以精确获取的问题,提出了一种基于滤波残差处理有色噪声的方法,并将其应用到INS/GPS组合导航系统中。首先分析了有色状态噪声和有色量测噪声对状态参数估值的影响,接着分别将状态残差和量测残差作为有色状态噪声和有色量测噪声的样本观测值,通过滤波所得的多个历元的残差序列获取拟合模型参数,然后计算有色噪声的预报值并将其进行补偿,从而得到有色噪声修正后的组合导航模型。最后设计了转台试验验证提出的有色噪声作用下的INS/GPS组合导航方法,结果表明该方法能有效地减小有色噪声对组合系统的影响,且当GPS暂时失效时,能显著提高系统的导航精度。     

Probability hypothesis density filter with adaptive parameter estimation for tracking multiple maneuvering targets

The probability hypothesis density (PHD) filter has been recognized as a promising tech-nique for tracking an unknown number of targets. The performance of the PHD filter, however, is sensitive to the available knowledge on model parameters such as the measurement noise variance and those associated with the changes in the maneuvering target trajectories. If these parameters are unknown in advance, the tracking performance may degrade greatly. To address this aspect, this paper proposes to incorporate the adaptive parameter estimation (APE) method in the PHD filter so that the model parameters, which may be static and/or time-varying, can be estimated jointly with target states. The resulting APE-PHD algorithm is implemented using the particle filter (PF), which leads to the PF-APE-PHD filter. Simulations show that the newly proposed algorithm can correctly identify the unknown measurement noise variances, and it is capable of tracking mul-tiple maneuvering targets with abrupt changing parameters in a more robust manner, compared to the multi-model approaches.     

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     

Periodic acoustic source tracking using propagation delayed measurements

There exist a large class of acoustic sources which have an underlying periodic phenomenon. Unlike the well-studied Bearings-Only Tracking(BOT) of an aperiodic acoustic source,this paper considers the problem of tracking a periodic acoustic source. For periodic acoustic tracking, the signal emission time is known. However, the true measurement reception time is unknown because it is corrupted by noise due to propagation delay. We augment the sensor’s signal reception time onto bearing measuremen...     

Analytical solution of discrete colored noise ECA tracking filter

New analytical solutions of steady-state Kalman gains are presented for a discrete-time tracking filter with correlation in both the measurement noise and the target maneuver. The measurement noise model is a first-order discrete Markov process characterized by a correlation coefficient ρ. The target motion is examined for an exponentially correlated acceleration maneuver type in which the vehicle oscillation such as wind-induced-bending is also considered. The present solution method is based on factorizing the observed spectral density matrix Ψ(z) in frequency domain. The algorithm proposed here gives the Kalman gain matrix directly. For a case when the steady-state error covariance matrix is desired, such gains can be incorporated with the algebraic Riccati equation     

未知测量噪声分布下的多目标跟踪算法

 粒子概率假设密度滤波(SMC-PHDF)在进行粒子更新时需要知道测量噪声的概率分布以计算似然函数,这使得SMC-PHDF依赖于测量噪声的概率模型。针对这一点不足,提出一种未知测量噪声分布下的多目标跟踪算法——基于风险评估的概率假设密度滤波(RE-PHDF)。该算法在SMC-PHDF进行概率假设密度(PHD)粒子更新时采用风险函数计算每个PHD粒子的风险值,并通过一个风险评估函数评估每个PHD粒子,然后用评估后的结果更新粒子的权值。由于粒子更新时避免了在多维测量空间中计算似然函数,算法不仅不依赖于测量噪声的概率分布,还可以节省大量计算时间。仿真结果表明：和SMC-PHDF相比,RE-PHDF在未知的复杂测量噪声环境下具有更高的鲁棒性和稳定性;同时,在两种算法跟踪精度接近的情况下,所提算法节省了50%的运行时间。     

相关法测量中的噪声信号源和扫频信号源的性能比较

时差法相关测量中信号的带宽越宽，互相关函数的峰值点的峰值优势越大，其测量的抗干扰性能越好。通过理论分析和数学仿真研究了两种宽带信号源——噪声信号和扫频信号，并利用相关分析法测量两信号问时差时的性能。结论是：噪声信号频带范围宽，带宽不受所采用信号长短的限制，测量分辨力高，但其频谱与噪声干扰频谱相似，抗干扰能力差；扫频信号的频率和带宽可人为控制，频谱特征明显，抗干扰性能好。     

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。     

低速航空声学风洞背景噪声测试技术研究

介绍了在国内第一个全新设计的0．55m×0．4m航空声学引导风洞开展风洞背景噪声测量的技术方案和方法,对电容式麦克风、脉动压力传感器、预极化和非预极化传声器、自由场和压力场传声器、传声器安装方式以及声学频谱算法进行了比较实验和分析。在初期实验过程中,根据测试结果优化了风洞降噪方案,达到了较为理想的风洞背景噪声指标。测试结果表明：采用电容式麦克风比采用脉动压力传感器得到的频谱和声压级精度高;在消声部段前后的同一侧洞壁上测量,可以得到消声部段传声损失;压力场和自由场传声器在修正后可以互换使用;为得到重复性较好的背景噪声频谱和有效声压级,采用频谱线性平均算法。实验结果对低速航空声学风洞背景噪声测试具有一定的指导意义。     

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     

Joint parameter and state estimation for stochastic uncertain system with multivariate skew t noises

Due to the pulse interference, measurement outliers and artificial modeling errors, the multivariate skew t noise widely exists in the real environment. However, to date, little attention has been paid to the state estimation for systems in which the process noise and the measurement noise are both modeled as the heavy-tailed and skew non-Gaussian noise. In this paper, the multivariate skew t distribution is utilized to model the heavy-tailed and skew non-Gaussian noise. Then a probabilistic gra...     

Analytical solution for continuous-time Kalman tracking filterswith colored measurement noise in frequency domain

New expressions are given for analytical solutions to the steady-state Kalman gains of the two-state exponentially correlated velocity (ECV) and the three-state exponentially correlated acceleration (ECA) tracking filters with position measurements by using spectral factorization method. The measurement colored noise model is characterized by a correlation time 1/λ. The vehicle oscillations such as wind-induced-bending is also considered in the modeling of the system which leads to the most generalized state transition matrix     

自适应高阶容积卡尔曼滤波在目标跟踪中的应用

针对传统容积卡尔曼滤波(CKF)在系统状态发生突变时估计精度下降的问题,将强跟踪滤波(STF)算法与高阶容积卡尔曼滤波(HCKF)算法相结合,提出了一种自适应高阶容积卡尔曼滤波(AHCKF)方法。该算法采用高阶球面-相径容积规则,可获得高于传统CKF的估计精度,同时在HCKF算法中引入STF,通过渐消因子在线修正预测误差协方差阵,强迫残差序列正交,提高了算法的鲁棒性,增强了算法应对系统状态突变等不确定因素的能力。将提出的AHCKF算法应用于具有状态突变的机动目标跟踪问题并进行数值仿真,仿真结果表明,AHCKF算法在系统状态发生突变的情况下表现出良好的滤波性能,有效地避免了状态突变造成的滤波精度下降,较传统的CKF、HCKF、交互式多模型-容积滤波(IMM-CKF)和自适应容积卡尔曼滤波(ACKF)算法有更强的鲁棒性和系统自适应能力。     

Operational modal parameter identification with colored noise excitation

Operational Modal Analysis (OMA) refers to the modal analysis of a structure in its operating state. The advantage of OMA is that only the output vibration signal of a system is used in the analysis process. Classic OMA is based on the white noise excitation assumption and many identification methods have been developed in both time domain and frequency domain. But in reality, many environmental excitations are not compliance with the white noise assumption. In this paper, a method of half power bandwidth analysis is applied to power spectrum analysis to deal with the colored noise and trapezoidal spectral excitation. The modal frequencies and modal damping ratios are derived and the error caused by trapezoidal spectral and colored noise excitation are analyzed. It is proved that the OMA algorithm based on the white noise assumption can be extended to the colored noise environments under certain conditions. Finally, a simulation example with a cantilever beam and a vibration test with four kinds of colored noise and trapezoidal spectrum base excitation are carried out and the results support the proposed method.     

拉普拉斯白噪声下的分组Turbo码

目前,传统航空测控通信所采用的纠错码大多是建立在高斯信道基础上的。然而,航空测控环境中不可避免存在着多种尖锐的噪声,测控通信纠错码的可靠性能在非高斯信道中尚未得到充分的研究。分析了一类国际航空遥测的分组Turbo码（BTC）在拉普拉斯白噪声信道下的译码和性能。将传统Chase迭代译码算法引入到拉普拉斯白噪声信道中,建立相应的数学模型,同时,基于该数学模型设计了3种不同的译码接收器下的BTC译码方案。仿真结果验证了该数学模型的正确性与可行性,在误码率为10^-4时最佳译码方案相比于硬限幅接收机有3.7 dB的增益,相比原有的高斯信道下的接收机仅有0.6 dB的性能损失。     

A fault diagnosis model based on weighted extension neural network for turbo-generator sets on small samples with noise

In data-driven fault diagnosis for turbo-generator sets, the fault samples are usually expensive to obtain, and inevitably with noise, which will both lead to an unsatisfying identification performance of diagnosis models. To address these issues, this paper proposes a fault diagnosis model for turbo-generator sets based on Weighted Extension Neural Network (W-ENN). W-ENN is a novel neural network which has three types of connection weights and an improved correlation function. The performance of the proposed model is validated against Extension Neural Network (ENN), Support Vector Machine (SVM), Relevance Vector Machine (RVM) and Extreme Learning Machine (ELM) based models. The results indicate that, on noisy small sample sets, the proposed model is superior to the other models in terms of higher identification accuracy with fewer samples and strong noise-tolerant ability. The findings of this study may serve as a powerful fault diagnosis model for turbo-generator sets on noisy small sample sets.     

Variational Bayesian labeled multi-Bernoulli filter with unknown sensor noise statistics

It is difficult to build accurate model for measurement noise covariance in complex back-grounds. For the scenarios of unknown sensor noise variances, an adaptive multi-target tracking algorithm based on labeled random finite set and variational Bayesian (VB) approximation is pro-posed. The variational approximation technique is introduced to the labeled multi-Bernoulli (LMB) filter to jointly estimate the states of targets and sensor noise variances. Simulation results show that the proposed method can give unbiased estimation of cardinality and has better performance than the VB probability hypothesis density (VB-PHD) filter and the VB cardinality balanced multi-target multi-Bernoulli (VB-CBMeMBer) filter in harsh situations. The simulations also confirm the robustness of the proposed method against the time-varying noise variances. The computational complexity of proposed method is higher than the VB-PHD and VB-CBMeMBer in extreme cases, while the mean execution times of the three methods are close when targets are well separated.