Reduced state estimator for systems with parametric inputs

A reduced state estimator is derived for systems with bounded parameters as inputs. Optimal filter gains are derived for minimizing the total covariance of the estimation error due to measurement noise and parameter uncertainty. It is shown that these filter gains for a two-state system with a Gaussian parameter satisfy the Kalata relation in steady state. Equations are also derived for optimally filtering measurements in arbitrary time order. This reduced state estimator offers novelties over a traditional Kalman filter in its application to the class of problems considered. The total error covariance, which is minimized, makes no use of plant noise. Furthermore, the filter is easier to optimize in high dimensional and multiple sensor applications as well as in processing out-of-sequence measurements.     

一种频域插值变化迭代频率估计方法

针对现有频率估计算法存在的复杂度高、频率估计能力弱、估计结果均方差大等缺点,在固定迭代AM（Aboutanios—Mulgrew）无偏频率估计算法基础上,提出一种频域插值变化迭代频率估计算法,推导了不同迭代参数实现无偏估计的充分条件,证明了有偏估计时本算法的收敛性和偏离度,通过设置不同迭代参数,可以实现无偏或有偏估计。仿真分析表明：当具有较高信噪比时,在整个频率估计范围内,该方法均方误差接近CRLB（Cramer-RaoLowerBound,克拉美一罗下限）;当FFT（FastFourierTransform,快速傅里叶变换）粗估计残余频率接近0．5时,该方法的均方误差优于CRLB,为CRLB的96％。     

Novel Nonlinear Filtering & Prediction Method for Maneuvering Target Tracking

A new nonlinear filtering and prediction (NFP) algorithm with input es?imation is proposed for maneuvering target tracking. In the proposed method, the acceleration level is determined by a decision process, where a least squares (LS) estimator plays a major role in detecting target maneuvering within a sliding window. We first illustrate that the optimal solution to minimize the mean squared error (MSE) must consider a trade-off between the bias and error variance. For the application of target tracking, we then derive the MSE of target positions in a closed form by using orthogonal space decompositions. Then we discuss the NFP estimator, and evaluate how well the approach potentially works in the case of a set of given system parameters. Comparing with the traditional unbiased minimum variance filter (UMVF), Kalman filter, and interactive multiple model (IMM) algorithms, numerical results show that the newly proposed NFP method performs comparable or better in all scenarios with significantly less computational requirements.     

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。     

State estimation using an approximate reduced statistics algorithm

The problem of state estimation using nonlinear additive Gaussian noise measurements is addressed. A geometric model for the posterior state density is assumed based on a multidimensional Haar basis representation. An approximate reduced statistics (ARS) algorithm, suggested by the parameter estimator of Kulhavy is then developed, using successive minimization of relative entropy between model densities and an approximate posterior density. The state estimator thus derived is applied to a bearings-only target tracking problem in a multiple sensor scenario     

Recursive 3-D motion estimation from a monocular image sequence

Consideration is given to the design and application of a recursive algorithm to a sequence of images of a moving object to estimate both its structure and kinematics. The object is assumed to be rigid, and its motion is assumed to be smooth in the sense that it can be modeled by retaining an arbitrary number of terms in the appropriate Taylor series expansions. Translational motion involves a standard rectilinear model, while rotational motion is described with quaternions. Neglected terms of the Taylor series are modeled as process noise. A state-space model is constructed, incorporating both kinematic and structural states, and recursive techniques are used to estimate the state vector as a function of time. A set of object match points is assumed to be available. The problem is formulated as a parameter estimation and tracking problem which can use an arbitrarily large number of images in a sequence. The recursive estimation is done using an iterated extended Kalman filter (IEKF), initialized with the output of a batch algorithm run on the first few frames. Approximate Cramer-Rao lower bounds on the error covariance of the batch estimate are used as the initial state estimate error covariance of the IEKF. The performance of the recursive estimator is illustrated using both real and synthetic image sequences     

基于MAP估计和广义高斯分布的SAR图像边缘比率检测方法

 合成孔径雷达(SAR)图像的低信噪比和乘性相干斑噪声给SAR图像的边缘检测带来了极大的困难.通过引入广义高斯(GG)分布作为局部均值功率的先验分布模型,给出了局部均值功率在最大后验概率(MAP)意义下的最优估计,进而提出一种新的SAR图像边缘比率检测算子.利用以梅林变换为基础的对数累积量(MoLC)方法估计GG分布的参数,在此基础上给出一种局部均值功率MAP估计和GG分布参数估计的联合迭代求解方法.利用SAR实测数据对本文提出的边缘检测算子进行仿真验证,并将其与平均比率(RoA)算子和指数加权均值比(ROEWA)算子进行了对比,结果表明该算子可以有效克服相干斑噪声的影响,边缘定位准确且虚假边缘明显减少.     

Performance measure for Markovian switching systems using best-fitting Gaussian distributions

This paper considers the theoretical posterior Cramer-Rao lower bound (PCRLB) for the case of tracking a manoeuvring target with Markovian switching dynamics. In a recent article [2] it was proposed to calculate the PCRLB conditional on the manoeuvre sequence and then determine the bound as a weighted average, giving an unconditional PCRLB. However, we demonstrate that this approach can produce an overly optimistic lower bound, because the sequence of manoeuvres is implicitly assumed known. Motivated by this, we develop a general approach and derive a closed-form estimate of the PCRLB in the case of Markovian switching systems. The basis of the approach is to, at each time step, replace the multi-modal prior target probability density function (pdf) with a best-fitting Gaussian (BFG) approximation. We present a recursive formula for calculating the mean and covariance of this Gaussian distribution, and demonstrate how the covariance increases as a result of the potential manoeuvres. We are then able to calculate the PCRLB for this BFG model using an existing Riccati-like recursion. Because of the BFG approximation, we are no longer guaranteed a bound and so we refer to our estimate as an "error performance measure" rather than a bound. The presented approach is applied both to filtering and smoothing cases. The simulation results indicate a very close agreement between the proposed performance measure and the error performance of an interacting multiple model estimator.     

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     

传感器位置误差条件下的约束总体最小二乘时差定位算法

 现代定位系统中,传感器往往被安放在运动平台上,其位置无法精确得知,存在估计误差,将严重影响对目标的定位精度。针对这一问题,提出基于约束总体最小二乘(CTLS)的到达时差(TDOA)定位算法。首先通过引入中间变量,将非线性TDOA定位方程转化为伪线性方程,再利用CTLS技术,全面考虑伪线性方程所有系数中的噪声。在此基础上推导了定位方程的目标函数,再根据牛顿迭代方法,进行数值迭代,快速得到精确解。采用一阶小噪声扰动分析方法,对该算法的理论性能进行了分析,证明了算法的无偏性和逼近克拉美-罗下限(CRLB)。仿真实验表明,该算法克服了现有总体最小二乘(TLS)算法不能达到CRLB、两步加权最小二乘(two-step WLS)算法在较高噪声时性能发散的缺陷,在较高噪声时定位精度仍然能达到CRLB。     

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.     

State Estimation for Discrete Systems with Switching Parameters

The problem of state estimation for discrete systems with parameters which may be switching within a finite set of values is considered. In the general case it is shown that the optimal estimator requires a bank of elemental estimators with its number growing exponentially with time. For the Markov parameter case, it is found that the optimal estimator requires only N2 elemental estimators where N is the number of possible parameter values.     

基于两步最小二乘定位的偏差改进算法

针对传统最小二乘(LS)定位算法在噪声较大时会出现有偏估计的问题。首先详细推导了传统两步最小二乘算法在时差角度联合定位场景下的理论偏差,给出了出现偏差的原因;其次对误差均值加入二次约束条件,提出一种基于时差角度联合定位的改进算法,并详细推导新算法的理论偏差以及均方误差。相比于其他加限制条件的方法,新算法能有效降低估计偏差,另外由于其不需要进行特征值分解且能得到闭式解,计算复杂度较小。仿真结果表明,新算法在保持原有均方误差(MSE)的前提下能显著降低估计偏差,其定位偏差与最大似然估计器相当。     

Reconstruction of a Gaussian Mean from Folded Data

Phasemeters are frequently constructed to alter phase data by folding it into a specified angular interval. As a result, the mean associated with folded measurements is usually shifted from that of the original distribution. When the underlying distribution is Gaussian, efficient unbiased estimators can be used to recover the true mean and variance (modulo 2?) from folded data. The subsequent unwrapping of the folded measurements about this estimator will provide modulo 2? reconstruction of the original Gaussian distribution. Even if the original distribution is not Gaussian, determination of the Gaussian mean and variance, together with unwrapping, allows an analysis of how close to normal the original distribution is. The estimation procedure was used to reconstruct the phase distributions reported from several specific antenna elements. Gaussian behavior had been anticipated for the underlying distributions, but never verified. The results of this study provided support for the Gaussian assumption. In one surprising case, unwrapping of the phase distribution about its estimated mean allowed discovery of defects in the phasemeter hardware.     

Adaptive detection threshold optimization for tracking in clutter

The adaptive optimization of detection thresholds for tracking in clutter is investigated for the probabilistic data association (PDA) filter. Earlier work on this problem by T.E. Fortmann et al. (1985) involved an approximate steady-state analysis of the state error covariance and is only suitable for time-invariant systems. Furthermore, the method requires numerous assumptions and approximations about the error covariance update equation, and uses a cumbersome graphical optimization algorithm. In this work we propose two adaptive schemes for threshold optimization, namely prior and posterior optimization algorithms which minimize the mean-square state estimation error over detection thresholds which depend on data up to the previous and current time-step, respectively. These algorithm are suitable for real-time implementation in time-varying systems. Some simulation results are presented     

回溯降维相干分布式非圆信号DOA快速估计

在相干分布式非圆(CDNC)信号波达方向(DOA)估计中,针对阵列输出矩阵扩展后维数增加带来的较大运算量问题,基于降维的多级维纳滤波(MSWF)技术,引入回溯优化思想,提出了一种快速估计算法。该算法首先利用信号非圆特性扩展阵列输出矩阵,然后通过MSWF递推分解快速求出信号子空间,避免了计算阵列协方差矩阵及特征分解,并且在递推过程中引入回溯优化机制提高了各级匹配滤波器的估计性能,最后由最小二乘(LS)或者总体最小二乘(TLS)得到DOA估计。仿真分析表明,所提算法与相干分布式非圆信号旋转不变子空间算法(CDNC-ESPRIT)性能相当,但复杂度得到了大幅度降低,相比于基于MSWF的非圆信号快速子空间(NC-MSWF-FS)算法,在较小的复杂度代价下大幅度提升了低信噪比时的估计性能,并且对初始参考信号的选取具有了较强的鲁棒性。     

Optimization of waveform and detection threshold for range and range-rate tracking in clutter

We address an optimization problem to obtain the combined sequence of waveform parameters (pulse amplitudes and lengths, and FM sweep rates) and detection thresholds for optimal range and range-rate tracking in clutter. The optimal combined sequence minimizes a tracking performance index under a set of parameter constraints. The performance index includes the probability of track loss and a function of estimation error covariances. The track loss probability and the error covariances are predicted using a hybrid conditional average algorithm. The effect of the false alarms and clutter interference is taken into account in the prediction. A measurement model in explicit form is also presented which is developed based on the resolution cell in the delay-Doppler plane for a single Gaussian pulse. Numerical experiments were performed to solve the optimization problem for several examples.     

Covariance matrix estimation for adaptive CFAR detection incompound-Gaussian clutter

We address the estimation of the structure of the covariance matrix and its application to adaptive radar detection of coherent pulse trains in clutter-dominated disturbance modeled as a compound-Gaussian process. For estimation purposes we resort to range cells in spatial proximity with that under test and assume that these cells, free of signal components, can be clustered into groups of data with one and the same value of the texture. We prove that, plugging the proposed estimator of the structure of the covariance matrix into a previously derived detector, based upon the generalized likelihood ratio test (GLRT), leads to an adaptive detector which ensures the constant false alarm rate (CFAR) property with respect to the clutter covariance matrix as well as the statistics of the texture. Finally, we show that this adaptive receiver has an acceptable loss with respect to its nonadaptive counterpart in cases of relevant interest for radar applications     

联合截获威胁下的雷达射频隐身目标搜索算法

针对基于射频(RF)隐身需求的机载雷达目标搜索问题进行了研究。通过分析实际作战中射频辐射面临的截获威胁,提出了一种基于联合截获威胁的射频隐身性能表征方法,并给出了具体的值估算方法;对机载雷达搜索任务中辐射参数的优化问题进行了建模,并采用优化算法对目标函数进行求解。通过分析典型情景下解集的分布特点,给出了从最优解集中选取最终解的方法。结果表明,提出的射频隐身性能表征方法能更好地反映截获实现过程的多域需求,提出的雷达搜索方法能够在保证探测性能的同时,提高射频隐身性能和搜索速度,能够为相控阵雷达搜索任务中参数的优化控制提供方法和依据。     

Efficient particle filtering for road-constrained target tracking

The variable-structure multiple-model particle filtering approach for state estimation of road-constrained targets is addressed. The multiple models are designed to account for target maneuvers including "move-stop-move" and motion ambiguity at an intersection; the time-varying active model sets are adaptively selected based on target state and local terrain condition. The hybrid state space is partitioned into the mode subspace and the target subspace. The mode state is estimated based on random sampling; the target state as well as the relevant likelihood function associated with a mode sample sequence is approximated as Gaussian distribution, of which the conditional mean and covariance are deterministically computed using a nonlinear Kalman filter which accounts for road constraints in its update. The importance function for the sampling of the mode state approximates the optimal importance function under the same Gaussian assumption of the target state.