基于GPR模型的自适应平方根容积卡尔曼滤波算法

与传统算法一样,动态系统的参数化模型(含噪声统计特性)未知或不够准确易导致容积卡尔曼滤波(CKF)效果严重下降,甚至滤波结果发散.为此,利用高斯过程回归(GPR)方法对训练数据进行学习,得到动态系统的状态转移GPR模型和量测GPR模型以及噪声统计特性,用以替代或增强原有动态系统模型,并将其融入到平方根容积卡尔曼滤波(SRCKF)中,分别提出了无模型高斯过程SRCKF (MFGP-SRCKF)和模型增强高斯过程SRCKF (MEGP-SRCKF)两种算法.仿真结果表明:这两种新的自适应滤波算法提高了动态系统模型精度,且实时自适应调整噪声的协方差,克服了传统算法滤波性能易受系统模型限制的问题;与MFGP-SRCKF相比,在给定一个不够准确的参数化模型,且有限的训练数据未能遍布估计状态空间的情况下,MEGP-SRCKF具备更高的滤波精度.     

基于改进强跟踪ASCKF算法的SINS/GNSS组合对准方法

大方位失准角下的SINS/GNSS组合对准系统呈非线性,采用传统的卡尔曼滤波方法进行初始对准易导致对准精度下降甚至滤波发散。基于此,提出了一种基于改进强跟踪自适应平方根容积卡尔曼滤波算法的组合对准方法。该方法采用QR分解求取协方差的分解因子,并在状态预测方差阵的平方根更新中引入多重渐消因子调整滤波增益;同时,基于Sage-Husa自适应滤波,引入改进的时变噪声估计器实时估计噪声的统计特性。仿真结果表明,采用改进的滤波算法进行大方位失准角下的组合对准,对准精度明显提高。     

基于改进容积卡尔曼滤波的奇异避免姿态估计

 利用矢量进行卫星姿态估计可以归结为非线性滤波问题。为了提高卫星姿态估计的精度,利用龙贝格-马尔塔(LM)迭代算法改进了容积卡尔曼滤波(CKF)。继而,提出改进容积卡尔曼滤波与四元数结合的容积四元数估计器(CQE),有效地避免了卫星大角度机动出现的奇异现象。进一步,给出了一种与影子修正罗德里格参数切换的容积修正罗德里格参数估计器(CME)。仿真对比表明,初始误差较大时容积修正罗德里格参数估计器具有更好的收敛速度和鲁棒性。     

GHQF精度分析及其在组合导航中的应用

针对非线性滤波算法在组合导航系统中的应用问题,利用泰勒级数展开对无味卡尔曼滤波(UKF)、容积卡尔曼滤波(CKF)和高斯厄米特积分滤波(GHQF)三种非线性高斯滤波算法的性能进行了比较分析;基于泰勒展开的精度分析表明,UKF和CKF从四阶项开始出现截断误差,而GHQF可以逼近任意阶精度的非线性系统的后验均值;以CNS/SAR/SINS非线性组合导航系统为应用背景,对三种滤波算法的精度进行了仿真验证。数学仿真结果表明,与UKF和CKF相比,GHQF具有更高的滤波估计精度。     

预测-五阶容积卡尔曼滤波方法

为适用于强非线性、非高斯过程噪声系统，结合预测滤波（PF）与高阶容积卡尔曼滤波（HCKF），提出一种预测-五阶容积卡尔曼滤波（P5thCKF）方法。通过预测滤波方法对系统模型中的过程噪声及其方差阵进行实时调整，进而将新模型代入到五阶容积卡尔曼滤波框架中进行实时递推状态估计。推导了五阶球面单形-径向积分准则，采用五阶球面单形积分准则处理球面积分，广义高斯-拉盖尔积分准则处理径向积分；描述了预测滤波方法并对模型误差调整量进行了推导。通过2个仿真实验验证了本文方法在强非线性、非高斯过程噪声系统中的可行性以及应用于工程实践的可能性。     

改进自适应抗差容积卡尔曼滤波多源室内定位

针对容积卡尔曼滤波在多源融合定位中存在跟踪能力不强和自适应能力差的问题,在传 统容积卡尔曼滤波的基础上,提出了改进自适应抗差容积卡尔曼滤波算法。建立了基于新息的自 适应判决准则与修正方法,使得滤波算法能够及时跟踪目标真实状态;引入抗差因子调节观测协 方差矩阵,以减小观测值异常问题对滤波精度的影响;采用奇异值分解代替容积卡尔曼中的Cholesky 分解,提高数值计算的稳定性。超宽带/惯性导航联合定位实验结果表明,与扩展卡尔曼滤波 和容积卡尔曼滤波相比,改进的自适应抗差容积卡尔曼滤波定位精度更高,数值稳定性更好,增强 了定位系统在粗差干扰下的鲁棒性。     

基于自适应容积卡尔曼滤波方法的涡扇发动机气路部件故障诊断

针对涡扇发动机气路部件故障诊断中参数存在不同的噪声统计特性,提出了一种自适应平方根容积卡尔曼滤波(ASRCKF)器的自适应滤波方法.该方法直接利用基于3阶容积积分方法近似发动机的非线性统计特性,用于替代非线性无迹卡尔曼滤波方法的系统模型,避免了滤波过程参数选取的问题;采用移动窗口法对噪声协方差矩阵进行自适应估计,提高了算法对不同统计特性噪声的自适应能力和滤波精度.通过对发动机气路部件健康参数蜕化过程仿真结果表明:ASRCKF方法相比平方根容积卡尔曼滤波(SRCKF)方法,精度提高40%~50%,对不同噪声信号具有更好的适应能力.      

七阶正交容积卡尔曼滤波算法

在高斯滤波框架下,阶次越高,近似精度越高。为提高滤波精度,通过提高阶次,提出了七阶正交容积卡尔曼滤波(CQKF)算法。在传统CQKF算法的基础上,该算法扩展了线性积分的近似阶次,提出了七阶球面积分的确定性采样方法;进而扩展了球-半径准则,提高了滤波估计精度。飞行器目标跟踪的仿真实验证明了该算法的有效性,证明了七阶CQKF比五阶CQKF、三阶容积卡尔曼滤波器(CKF)和无迹卡尔曼滤波器(UKF)有更高的滤波精度。     

基于改进的自适应平方根容积卡尔曼滤波相对导航算法

针对无人机编队飞行时由于目标建模的不确定性导致相对导航滤波算法精度降低甚至出现滤波发散的问题,提出了一种自适应平方根容积卡尔曼滤波算法。首先,建立了无人机双机编队时的相对导航模型。然后,基于新息的自适应修正准则,对滤波状态预测量进行修正,进行了基于自适应修正的平方根容积卡尔曼滤波相对导航算法设计。最后,开展了仿真计算与结果分析。仿真结果表明,该算法具有较好的滤波精度和稳定性,且当目标运动状态与模型不匹配时,该算法与平方根容积卡尔曼滤波算法相比有更好的滤波性能。     

基于边缘采样的简化高阶CKF在非线性快速传递对准中的应用

针对舰载机惯导系统非线性传递对准问题中误差模型不完善的问题，同时考虑了挠曲运动和动态杆臂的影响，提出了一种新的适用于大方位失准角情形下的挠曲变形和杆臂效应加速度一体化误差模型。采用高阶容积卡尔曼滤波（HCKF）算法对状态进行滤波估计，考虑到HCKF具有较大的计算量，分析了传递对准模型的状态方程与量测方程结构，设计了一种基于边缘采样的简化高阶容积卡尔曼滤波（M-RHCKF）算法，其在时间更新中使用边缘采样算法，在量测更新过程中使用简化量测更新过程，并给出了该算法的证明过程。采用"速度+姿态"组合匹配方式，对提出的误差模型进行仿真实验。结果表明，该模型可以满足对准精度和对准时间的要求，相比于未考虑动态杆臂的传递对准模型具有更高的对准精度。     

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...     

Adaptive Gaussian sum squared-root cubature Kalman filter with split-merge scheme for state estimation

The paper deals with state estimation problem of nonlinear non-Gaussian discrete dynamic systems for improvement of accuracy and consistency. An efficient new algorithm called the adaptive Gaussian-sum square-root cubature Kalman filter（AGSSCKF） with a split-merge scheme is proposed. It is developed based on the squared-root extension of newly introduced cubature Kalman filter（SCKF） and is built within a Gaussian-sum framework. Based on the condition that the probability density functions of process noises and initial state are denoted by a Gaussian sum using optimization method, a bank of SCKF are used as the sub-filters to estimate state of system with the corresponding weights respectively, which is adaptively updated. The new algorithm consists of an adaptive splitting and merging procedure according to a proposed split-decision model based on the nonlinearity degree of measurement. The results of two simulation scenarios（one-dimensional state estimation and bearings-only tracking） show that the proposed filter demonstrates comparable performance to the particle filter with significantly reduced computational cost.     

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.     

A novel strong tracking cubature Kalman filter and its application in maneuvering target tracking

The fading factor exerts a significant role in the strong tracking idea. However, traditional fading factor introduction method hinders the accuracy and robustness advantages of current strong-tracking-based nonlinear filtering algorithms such as Cubature Kalman Filter (CKF) since traditional fading factor introduction method only considers the first-order Taylor expansion. To this end, a new fading factor idea is suggested and introduced into the strong tracking CKF method. The new fading factor introduction method expanded the number of fading factors from one to two with reselected introduction positions. The relationship between the two fading factors as well as the general calculation method can be derived based on Taylor expansion. Obvious superiority of the newly suggested fading factor introduction method is demonstrated according to different nonlinearity of the measurement function. Equivalent calculation method can also be established while applied to CKF. Theoretical analysis shows that the strong tracking CKF can extract the third-order term information from the residual and thus realize second-order accuracy. After optimizing the strong tracking algorithm process, a Fast Strong Tracking CKF (FSTCKF) is finally established. Two simulation examples show that the novel FSTCKF improves the robustness of traditional CKF while minimizing the algorithm time complexity under various conditions.     

Adaptive cubature Kalman filter with the estimation of correlation between multiplicative noise and additive measurement noise

Mobile robots are often subject to multiplicative noise in the target tracking tasks, where the multiplicative measurement noise is correlated with additive measurement noise. In this paper,first, a correlation multiplicative measurement noise model is established. It is able to more accurately represent the measurement error caused by the distance sensor dependence state. Then, the estimated performance mismatch problem of Cubature Kalman Filter(CKF) under multiplicative noise is analyzed. An i...     

双轴连续旋转调制捷联惯导系统大失准角初始对准技术

由于可以补偿惯性器件在三个轴向上的输出误差，双轴旋转调制技术被广泛应用于捷联惯导系统(SINS)。选择了一种合理且实用的十六次序双轴转位方案，并对其调制原理和误差进行了分析。初始对准技术是捷联惯导系统的一项重要技术，其对准精度直接决定了后续导航的精度。在粗对准完成后，当姿态误差角较大时，后续的精对准误差模型呈非线性特性，故选择了滤波精度高、稳定性强的平方根容积Kalman滤波算法(SCKF)来解决这一问题。考虑到在实际对准过程中，量测噪声的统计特性易发生变化，将SCKF算法与Sage-Husa算法相结合，在传统Sage-Husa SCKF算法的基础上提出了一种改进的自适应滤波算法(ASCKF)。该算法采用QR分解来完成对噪声协方差的平方根矩阵估计，从而避免了传统Sage-Husa SCKF算法中所估噪声协方差矩阵不正定的问题。最后，通过仿真证实了ASCKF算法可被很好地应用于量测噪声统计特性发生变化的初始对准中。     

自由段弹道目标跟踪算法在工程中的应用

在对弹道目标跟踪预警的工程实践中,雷达系统对目标运动的信息处理速度尤为重要,因而,文章选取自适应跟踪模型与卡尔曼滤波相结合的方法解决自由段弹道目标的跟踪问题,并与扩展卡尔曼跟踪算法做了对比分析。仿真显示,2种滤波方式分别与自适应跟踪模型相结合后,卡尔曼滤波和扩展卡尔曼滤波跟踪性能相差不大,但其算法简单、运算时间短,可以较好满足自由段弹道目标跟踪的工程需求。