宽带信号近似最大似然方位估计快速算法

 针对短采样宽带信号近似最大似然方位估计（AML）计算量大的问题,将马尔可夫蒙特卡罗(MCMC)方法与近似最大似然方位估计相结合,提出一种基于完美抽样的近似最大似然方位估计快速算法（PAML）。该算法将AML算法的空间谱函数作为信号的概率分布函数,并利用完美抽样方法从该概率分布函数中抽样。与AML和遗传算法的对比实验研究表明,两目标情况下PAML算法在中低信噪比条件下的估计性能与AML和遗传算法性能相当,而计算量分别是二者的1/24和1/3。随着目标个数的增加,PAML算法的计算量优势将更加明显。     

基于MLR的机动平台传感器误差配准算法

 基于固定平台传感器误差极大似然配准(MLR)算法,针对机动平台存在姿态角系统误差的问题,提出了对机动平台传感器系统误差和目标状态进行批处理离线估计的机动极大似然配准(MLRM)算法.该算法利用所有传感器对目标的量测值,通过把传感器量测向目标状态进行投影、对传感器系统误差和目标状态进行期望最大化迭代以及对目标的状态进行融合估计,最终实现量测、姿态角系统误差和目标状态的有效估计.仿真结果表明,该算法迭代收敛速度快,对系统误差估计精度高,对系统误差可观测性较低的配准环境的适应性强并且对传感器姿态角的相关性不敏感,具有很强的工程实用性.     

嵌套阵列最大似然估计测向算法

针对在辐射源个数未知的条件下嵌套阵列难以估计多个辐射源角度的问题,提出了基于最大似然估计(MLE)的嵌套阵列角度估计算法。算法在嵌套阵列模型的基础上,首先通过推导阵列截获多辐射源信号的最大似然函数及其梯度,利用最速下降法估计出空域中所有潜在辐射源的角度;然后,通过多元假设检验,利用最大似然比与门限进行比较,确定出空域中所有潜在辐射源中某一时刻发射信号的活跃辐射源角度,排除其余噪声形成的虚假辐射源角度,解决了在辐射源个数未知条件下嵌套阵列对多个辐射源角度估计问题。仿真结果表明:与传统多重信号分类(MUSIC)算法相比,该算法在辐射源数目未知、存在相干信号、低信噪比(SNR)、低快拍数条件下,均具有较好的角度估计精度,并且算法形成的虚拟阵列自由度是空间平滑MUSIC算法的2倍;多元假设检验法比传统信源数目估计算法在低信噪比条件下和处理相干信号方面具有明显优势。     

基于最大似然估计的TDOA/FDOA无源定位偏差补偿算法

在到达时差/到达频差(TDOA/FDOA)无源定位系统中,定位问题的非线性使得定位的结果存在偏差,特别是在噪声较大或者接收站布站不合理的情况下,定位的偏差尤其显著。针对这一问题,提出了一种基于最大似然估计的偏差补偿算法。该方法分为3步:首先,利用最大似然估计器对目标的位置和速度进行求解;其次,通过利用目标定位的估计值和含噪的测量值,对目标的位置和速度偏差值进行理论分析和推导;最后,将最大似然估计解减去理论偏差值,得到经过偏差补偿的新的目标定位解。理论分析和实验仿真证明,在一定噪声的情况下,所推导的目标位置和速度的理论偏差值与实际偏差值相符,并且经过偏差补偿后的定位算法,在保持目标定位的均方根误差(RMSE)与原最大似然算法一致的情况下,目标的位置和速度偏差值远远小于原最大似然算法的偏差值,目标定位精度得到了有效的提高。     

利用重要性采样的时差-频差联合估计算法

针对无源定位中参考信号真实值未知的时差(TDOA)-频差(FDOA)联合估计问题,构建了一种新的时差-频差最大似然(ML)估计模型,并采用重要性采样(IS)方法求解似然函数极大值,得到时差-频差联合估计。算法通过生成时差-频差样本,并统计样本加权均值得到估计值,克服了传统互模糊函数(CAF)算法只能得到时域和频域采样间隔整数倍估计值的问题,且不存在期望最大化(EM)等迭代算法的初值依赖和收敛问题。推导了时差-频差联合估计的克拉美罗下界(CRLB),并通过仿真实验表明,算法的计算复杂度适中,估计精度优于CAF算法和EM算法,在不同信噪比条件下估计误差接近CRLB。     

基于最优样条节点的导弹主动段弹道估计方法

拟合导弹主动段弹道并估计其弹道参数是天基红外系统(SBIRS)的重要任务之一。首先采用三次样条函数对导弹主动段弹道进行描述,并建立主动段弹道的运动模型和测量模型;其次采用最大似然估计方法将导弹弹道估计问题转化为非线性最小二乘准则下的样条系数和样条节点分布最优估计问题;最后利用投影定理将样条系数估计和样条节点分布估计分离开来,并通过迭代逼近给出了最优样条节点数的确定方法。仿真实验结果表明,所提方法不仅对主动段弹道的拟合精度高,而且还减少了待估参数的数目,简化了求解过程,可在无先验信息条件下较好地解决导弹主动段弹道的估计问题。     

一种基于极大似然估计的信号盲抽取算法

针对盲信号抽取问题,根据极大似然估计原理,给出一种基于极大似然估计的分步盲抽取算法。根据信号不同的延时特性确立抽取信号,完成第一步抽取。由于初步抽取信号存在噪声污染,根据极大似然估计,估计抽取信号的概率密度函数,确立优化代价函数,利用自然梯度方法进行优化,确立最终抽取向量迭代方式,完成对抽取信号优化处理。通过仿真证明算法具有良好的收敛性和抗噪性,在SNR17 d B时,抽取信号与源信号的相似度达到95%。     

基于MCIS技术的相位差变化率单站无源定位

针对最大似然估计（ML）方法求解测相位差变化率单站无源定位问题计算量大、定位慢的问题,本文提出一种利用蒙特卡洛重要性抽样技术（MCIS）高精度、低复杂度的估计方法。根据Pincus定理推导出ML问题的近似全局解,利用重要性抽样（IS）技术构建符合高斯分布概率密度（PDF）的重要性函数,作为样本选取的依据,通过逆变换采样获得样本集,统计样本均值直接得到辐射源位置估计结果。MCIS方法简单易实现且运算量低,能够克服传统ML估计多维网格搜索耗时较长的缺陷,而且对目标位置初始估计误差有较低的敏感性。实验结果表明,MCIS算法在相同测量噪声水平下,定位精度优于EKF、NLS算法,有效减小了初始化估计误差对算法定位精度的影响,也进一步讨论分析了算法参数和不同观测条件对定位性能的影响。     

基于最大似然估计法的加速度计误差参数标定方法

为降低捷联惯导系统误差参数标定过程对高精度转台的要求,提出一种基于最大似然估计的模观测标定方法。在考虑噪声影响的情况下建立加速度计的误差参数模型,运用最大似然估计法对误差参数进行标定计算,并将标定结果的精度与所考虑参数模型的克拉美限相比较。结果表明,与传统标定方法相比,该方法标定精度相当,降低了对标定转台的要求,减少了标定时间,有较高的工程应用价值。     

非等间距相关系数平稳序列分析方法

工程实际中由于数据缺损或受测试条件所限,常常得到非等间距的时间序列。而传统的时序分析方法只适用于等间距采样的数据,目前工程上对这类问题通常采用插值等近似处理方法,这往往导致较大误差。本文提出非等间距相关系数平稳序列的概念,建立了非等间距相关系数平稳序列自回归模型,给出了非等间距相关系数AR(p)序列的精确极大似然估计和条件极大似然估计,能够高精度地确定非等间距序列的均值函数、方差函数和相关系数函数。      

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...     

Analysis of Modeling and Bias Errors in Discrete-Time State Estimation

This paper concerns the effects of modeling and bias errors in discrete-time state estimation. The newly derived algorithms include the effect of correlation between plant and measurement noise in the system. The effects of nonzero mean noise terms and bias errors are considered. With plant or measurement matrix errors, divergence can occur. The local or linear sensitivity approach to error analysis, where the sensitivity is defined as a partial derivative with respect to a variable parameter taken about the modeled value, will not show this divergence due to neglect of higher order terms. Approximate algorithms are presented which circumvent the problem inherent in the local sensitivity approach. These make use of a "conditional bias" concept which views system error as a bias, conditioned on knowledge of the state estimates. It is shown that the actual error in optimum estimation is orthogonal to the residue error for suboptimum estimation where the residue error is defined as the difference between the actual estimation error and the optimum estimation error. Two examples, one concerning an integrated navigation system, demonstrate the theoretical results.     

Trajectory Estimation with Multi-range-rate System Based on Sparse Representation and Spline Model Optimization

The classic state methods for trajectory estimation in boost phase with multi-range-rate system include method of point-by-point manner and that of spline-model-based manner. Both are deficient in terms of model-approximation accuracy and systematic error determination thus resulting in the estimation errors well beyond the requirements, especially, concerning the maneuvering trajectory. This article proposes a new high-precision estimation approach based on the residual error analysis. The residual error comprises three components, i. e. systematic error, model truncation error and random error. The approach realizes self-adaptive estimation of systematic errors in measurements following the theory of sparse representation of signals to minimize the low-frequency components of residual errors. By taking median- and high-frequency components as indexes, the spline model-approximation is improved by optimizing node sequence of the spline function and the weight selection for data fusion through iteration. Simulation has validated the performances of the proposed method.     

鲁棒EKF在脉冲星导航系统中的应用

针对脉冲星导航系统的滤波问题,传统的扩展卡尔曼滤波(EKF)算法存在不能克服系统模型存在不确定性参数以及乘性噪声等缺陷,提出一种鲁棒EKF算法。首先,分析了状态预测误差方程和估计误差方程,利用统计学原理,得到了状态预测方差矩阵和状态估计方差矩阵计算等式。由于系统模型存在不确定性参数,状态预测协方差矩阵和状态估计协方差矩阵无法计算;因此,利用4个重要矩阵不等式,分析并找到预测方差矩阵和状态估计方差矩阵的上界。最后,利用状态估计误差协方差矩阵上界设计状态增益矩阵,使得状态估计协方差矩阵的迹最小。将该算法对脉冲星导航系统进行仿真,仿真结果验证了所提算法的有效性。     

攻击活动目标的一种最优弹道估计

 为分析活动目标的随机飞行状态和减小导弹的脱靶量,提出了数学模拟打靶的一种新方法。其中包括卡尔曼滤波理论结合最大似然法的应用,以及建立相对运动的离散化模型和灵敏度矩阵。为改善飞行状态的估计精度,论述了确立飞行弹道修正协方差矩阵的概念。除此之外,还讨论了导引敏感器静态误差影响脱靶量的估计问题。     

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,...     

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.     

基于半马尔可夫模型的民用航空发动机热端组件系统检查间隔优化

根据采集的民用航空发动机热端组件系统检修信息和专家对系统退化状态的判别，在系统状态退化过程为离散半马尔可夫链过程的假设前提下，分别建立了基于专家估计数据、基于检查数据以及基于融合数据的各宏观退化状态驻留时间估计模型，并应用最大似然函数法和MCMC（Markov chain Monte Carlo）法对模型参数进行估计，得到基于不同数据源的各宏观退化状态下驻留时间估计值和状态转移系数，并以一定使用周期内的检修费用最优为目标建立状态转移概率模型，仿真得到3个典型宏观退化状态下的最优检查间隔分别为1750、350、70循环。该仿真结果与目前的民航运行生产工程实际情况非常接近，可以为民航运输企业的检修决策提供客户化的决策支持并提高经济效益。      

飞行数据相容性检验的极大似然方法

 本文提出了一种有效的飞行仪器偏差估计的极大似然方法。为了提高对偏差估计的精度,采用了最小二乘方法对角速率,过载的测量量进行平滑,以减小系统噪声对估计精度的影响;并给出了灵敏度矩阵和初值的确定方法以保证算法的收敛速度。通过数字仿真和对我国几种不同类型飞机的飞机数据实际计算表明,提出的方法能够较准确地辨识出测量仪器的偏差,比普通极大似然法更有效。     

Ballistic missile track initiation from satellite observations

An algorithm is presented to initiate tracks of a ballistic missile in the initial exoatmospheric phase, using line of sight (LOS) measurements from one or more moving platforms (typically satellites). The major feature of this problem is the poor target motion observability which results in a very ill-conditioned estimation problem. The Gauss-Newton iterative least squares minimization algorithm for estimating the state of a nonlinear deterministic system with nonlinear noisy measurements has been previously applied to the problem of angles-only orbit determination using more than three observations. A major shortcoming of this approach is that convergence of the algorithm depends strongly on the initial guess. By using the more sophisticated Levenberg-Marquardt method in place of the simpler Gauss-Newton algorithm and by developing robust new methods for obtaining the initial guess in both single and multiple satellite scenarios, the above mentioned difficulties have been overcome. In addition, an expression for the Cramer-Rao lower bound (CRLB) on the error covariance matrix of the estimate is derived. We also incorporate additional partial information as an extra pseudomeasurement and determine a modified maximum likelihood (ML) estimate of the target state and the associated bound on the covariance matrix. In most practical situations, probabilistic models of the target altitude and/or speed at the initial point constitute the most useful additional information. Monte Carlo simulation studies on some typical scenarios were performed, and the results indicate that the estimation errors are commensurate with the theoretical lower bounds, thus illustrating that the proposed estimators are efficient