FDEKF在反辐射无人机抗目标雷达关机中的应用

基于捷联惯导/反辐射导引头组合抗目标雷达关机制导方案,研究了有限差分卡尔曼滤波(FDEKF)方法在对目标雷达被动定位中的应用。考虑反辐射导引头测角存在非线性特性,提出了一种基于扩展状态变量维数的方法实现了目标状态估计和导引头非线性特性补偿。仿真结果表明,FDEKF是一种具有良好性能的非线性滤波方法,可以代替传统的EKF解决反辐射无人机对目标雷达的被动定位问题。     

一种改进的高超声速滑翔目标跟踪方法

针对临近空间高超声速滑翔目标跟踪问题，提出一种基于反向传播神经网络修正改进迭代扩展卡尔曼滤波(Back Propagation Neural Network-aided Improved Iterative Extended Kalman Filter, BP-IIEKF)的目标轨迹跟踪方法。在雷达站坐标系下建立目标运动模型和量测模型。引入阻尼因子修正IEKF算法中的协方差预测矩阵，并定义算法的代价函数，给出迭代终止条件，保证了算法收敛精度，减小状态的观测更新误差，提高了目标状态估计精度。利用BP神经网络修正滤波结果，补偿系统滤波误差，进一步提高了跟踪精度。仿真结果表明所提算法对高超声速滑翔目标具有更高的跟踪精度。     

一种单传感器实时系统误差配准算法

针对运动单传感器系统误差配准问题进行了研究,提出了一种基于位置未知固定目标的单传感器实时系统误差配准算法。算法利用传感器对固定目标的两时刻量测值,构建包含传感器系统误差的等效系统状态及其状态方程与量测方程,并基于扩展卡尔曼滤波技术实现了利用位置未知的固定目标对传感器系统误差的实时精确滤波估计。蒙特卡洛仿真结果验证了算法的有效性,具有对系统误差的稳定估计性能、快速的滤波收敛能力、较高的系统误差配准精度以及较强的工程实用性。     

杂波环境下基于数据压缩的多传感器容积滤波算法

针对杂波环境下非线性系统中多传感器多目标跟踪问题,基于广义多维分配(S-D分配)规则获取最佳的量测划分,通过多传感器数据压缩技术得到等效量测点与等效量测协方差,结合容积卡尔曼滤波原理实现多目标跟踪,提出了一种基于数据压缩的多传感器容积滤波算法(SD-DCCKF)。仿真结果表明:相对已有算法,SDDCCKF不仅避免了因模型线性化误差导致的滤波发散问题,而且克服了算法在高维系统中数值不稳定的缺点,算法估计精度较高,收敛速度较快,能够更加有效地解决非线性系统中的多目标跟踪问题。     

基于IUKF的单星对空间目标仅测角跟踪算法

针对普通UKF(无迹卡尔曼滤波)测量更新方法的非线性近似精度相对较低,导致目标跟踪滤波精度和稳定性较低的问题,在单星对空间目标的天基仅测角跟踪滤波过程中,提出一种基于迭代测量更新方法的IUKF(迭代UKF)算法。通过在测量更新过程中提高非线性系统状态估计的近似精度,进而提高目标跟踪滤波精度,并引入具有全局收敛性的阻尼Gauss-Newton(高斯-牛顿)法来改进IUKF的数值稳定性。理论分析与实验结果表明,该方法不仅避免了求解雅可比矩阵和Hessian矩阵,而且具有较高的滤波精度和数值稳定性。     

基于EKF的天线罩误差斜率多模型估计方法

 提出一种新的滤波器结构,利用基于扩展卡尔曼滤波(EKF)的多模型(MM)算法,对天线罩误差斜率进行估计,降低天线罩误差对雷达自寻的导弹的影响,提高系统性能。在三维坐标下,创建包含导弹运动方程、目标运动方程、弹目相对运动方程的滤波模型。采用EKF算法,对包含天线罩误差的非线性观测方程进行线性化处理;依照多模滤波的思想,对天线罩误差进行离散建模,构建伪观测方程,更新模型概率,得到天线罩误差斜率的估计值;将斜率估计结果代入EKF,得到滤除天线罩误差影响的系统状态量估计结果并形成制导指令。仿真结果表明,所提方法可以有效地估计天线罩斜率,提高系统制导精度。     

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%。     

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,...     

一种基于径向加速度的Singer-EKF机动目标跟踪算法

针对雷达均不能提供目标加速度信息,在目标机动时会出现跟踪精度差甚至跟踪发散的问题,提出一种基于径向加速度的Singer-EKF算法。该算法在信号处理阶段利用Radon-Ambiguity变换（RAT）估计出目标的径向加速度,并通过坐标转换将其引入量测向量中,然后采用基于Singer模型的扩展卡尔曼滤波（EKF）算法实现机动目标的跟踪。仿真验证了该方法的有效性,并与传统的不带径向加速度的扩展卡尔曼滤波（EKF）方法进行了比较,结果表明该方法在径向距离、位置、加速度和速度估计精度方面都有所提高。     

约简二次扩展平方根容积卡尔曼滤波及其应用

对于具有复杂加性噪声特点的非线性动态系统,往往很难直接运用传统非扩展容积卡尔曼滤波(CKF)方法对其状态进行有效估计。针对这一问题,通过非扩展和扩展Cubature变换精度的对比分析,结合扩展Cubature点集的约简特性,提出了一种约简二次扩展平方根容积卡尔曼滤波(RTA-SRCKF)方法。该方法采用二次扩展策略,在时间更新环节将过程噪声进行扩展,在量测更新环节将量测噪声进行扩展,有效缩减了采样点,降低了算法复杂度,具有很好的实时性,且在未损失滤波精度的前提下算法计算量明显降低,适用于具有复杂加性噪声特点的非线性动态系统状态估计。捷联惯性导航系统(SINS)大失准角初始对准仿真结果验证了理论分析结论,方位对准精度接近理论极限对准精度。     

Tracking a ballistic target: comparison of several nonlinear filters

This paper studies the problem of tracking a ballistic object in the reentry phase by processing radar measurements. A suitable (highly nonlinear) model of target motion is developed and the theoretical Cramer-Rao lower bounds (CRLB) of estimation error are derived. The estimation performance (error mean and standard deviation; consistency test) of the following nonlinear filters is compared: the extended Kalman filter (EKF), the. statistical linearization, the particle filtering, and the unscented Kalman filter (UKF). The simulation results favor the EKF; it combines the statistical efficiency with a modest computational load. This conclusion is valid when the target ballistic coefficient is a priori known.     

Streamlining measurement iteration for EKF target tracking

The estimation problem is defined, and a review of how the linear estimation approach of Kalman filtering is extrapolated to form an extended Kalman filter (EKF), applicable for state estimation in nonlinear systems is presented. A mechanization of an EKF variation known as an iterated EKF, offering improved tracking performance, is treated. A streamlined version of an iterated EKF that has a lesser computational burden (fewer operations per cycle or time step) than prior formulations is offered. A nonlinear filtering application example, to be used as a testbed for this new approach, is described, and the detailed modeling considerations as needed for exoatmospheric random-variable radar target tracking are discussed. The performance of the streamlined mechanization is illustrated in this radar target tracking example, and comparisons are made with the performance of an EKF without measurement iteration     

基于PnP和自适应线性卡尔曼滤波的实时位姿估计

针对实时位姿估计中扩展卡尔曼滤波(EKF)线性化引入非线性误差和依赖已知噪声分布的缺点,提出一种基于PnP的自适应线性卡尔曼滤波位姿估计求解方法。将PnP位姿估计求解策略引入卡尔曼滤波观测方程,通过对动态方程误差统计参数实时估计,自适应调节卡尔曼滤波递推参数。所提算法求解精度高,固定了观测方程的观测向量维度,提高了算法实用性。通过仿真试验,比较了该算法与EKF的位姿估计精度,通过量化误差分析,证明了该方法可以提高三维运动位姿估计精度,也验证了该方法的有效性。     

非线性状态方程自校准滤波方法

针对工程实际中遇到的非线性系统状态方程中含未知输入（如环境因素的影响、模型和参数选取不当等）的情况，采用自校准技术，基于秩滤波与无迹Kalman滤波算法提出了一种非线性状态方程自校准滤波方法,并分别讨论了自校准秩滤波(SRF)与自校准无迹Kalman滤波(SUKF)两种情况。大量仿真结果和工程应用表明:与无迹Kalman滤波(UKF)相比，该方法通过对系统状态方程中的未知输入进行自动估计和补偿，改善了系统受未知输入影响下的滤波效果，从算例中可以看到，估计精度至少提高了80%，且计算简单，便于工程应用。      

混合线性/非线性模型的准高斯Rao-Blackwellized粒子滤波法

 针对混合线性/非线性模型,提出一种新的递推估计滤波算法,称为准高斯Rao-Blackwellized粒子滤波器（Q-GRBPF）。算法采用Rao-Blackwellized思想,将线性状态与非线性状态进行分离,对非线性状态运用准高斯粒子滤波（Q-GPF）算法进行估计,并将其后验分布近似为单个高斯分布,再利用非线性状态的估计值对线性状态进行卡尔曼滤波（KF）估计。将Q-GRBPF应用于目标跟踪的仿真结果表明,与Rao-Blackwellized粒子滤波器（RBPF）相比,Q-GRBPF在保证估计精度的前提下有效降低了计算复杂度,计算时间约为RBPF的58%;与Q-GPF相比,x坐标与y坐标的估计精度分别提升了45％和30％,而计算时间也节省了约30％。     

Adaptive Tracker Field-of-View Variation Via Multiple Model Filtering

Adaptive estimation using multiple model filtering is investigated as a means of changing the field of view as well as the bandwidth of an infrared image tracker when target acceleration can vary over a wide range. The multiple models are created by tuning filters for best performance at differing conditions of exhibited target behavior and differing physical size of their respective fields of view. Probabilistically weighted averaging provides the adaptation mechanism. Each filter involves online identification of the target shape function, so that this algorithm can be used against ill-defined and/or multiple-hot-spot targets. When each individual filter has the form of an enhanced correlator/linear Kalman filter, computational loading is very low. In contrast, an extended Kalman filter processing the raw infrared data directly and assuming a nonlinear constant turn-rate dynamics model provides superior tracking capability, especially for harsh maneuvers, at the cost of a larger computational burden.     

一种基于模型误差预测的UKF方法

UnscentedKalman滤波器（UKF）对本质非线性系统具有估计精度高、收敛速度快和容易实现等优点,但是对系统的模型误差比较敏感。针对这一问题,提出了一种基于模型误差预测的UKF方法,称为PUKF（PredictiveUnscentedKalmanFilter）。它利用非线性预测滤波器（NPF）的模型误差预测过程,能够对不准确的系统模型进行实时修正,弥补了UKF方法的不足。仿真结果表明,相对于原始的UKF方法,新方法从滤波精度、收敛速度和收敛的稳定性等几个方面,显著提高了非线性滤波的性能。PUKF可适用于模型不确定、非线性较强系统的滤波。     

Design of a practical tracking algorithm with radar measurements

The extended Kalman filter (EKF) has been widely used as a nonlinear filtering method for radar tracking problems. However, it has been found that if cross-range measurement errors of the target position are large, the performance of the conventional EKF degrades considerably due to nonnegligible nonlinear effects. A new filtering algorithm for improving the tracking performance with radar measurements is developed based on the fact that correct evaluation of the measurement error covariance is possible in the Cartesian coordinate system. The proposed algorithm may be viewed as a modification of the EKF in which the variance of the range measurement errors is evaluated in an adaptive manner. The filter structure facilitates the incorporation of the sequential measurement processing scheme, and this makes the resulting algorithm favorable to both estimation accuracy and computational efficiency. Computer simulation results show that the proposed method offers superior performance in comparison to previous methods. Moreover, our developed algorithm provides some useful insight into the radar tracking problem     

航空发动机气路故障诊断的平方根UKF方法研究

设计了适用于双轴涡扇发动机健康参数估计的平方根UKF滤波算法,解决了线性卡尔曼滤波器估计结果准确性依赖于线性模型精度;常规UKF算法中由于计算误差及噪声信号影响引起误差协方差矩阵负定而导致滤波结果发散等问题.提出了根据测量残差变化改进滤波收敛速度与稳定性的方法.发动机渐变与突变故障模式下仿真结果表明,平方根UKF估计算法收敛速度快,稳定性强,精度高,是一种有效的发动机气路部件健康参数估计与故障诊断方法.      

Interlaced Kalman filtering of 3D angular motion based on Euler'snonlinear equations

A novel Kalman filtering technique is presented that reduces the mean-square-error (MSE) between three-dimensional (3D) actual angular velocity values and estimated ones by an order of magnitude (when compared with the MSE resulting from direct measurements) even under extremely low signal-to-noise ratio conditions. The filtering problem is nonlinear in nature because the dynamics of 3D angular motion are described by Euler's equations. This nonlinear set of differential equations state that the angular acceleration in one axis is proportional to the torque applied to that axis, and to the products of angular velocity components in the other two axes of rotation. Instead of using extended Kalman filtering techniques to solve this complex problem, the authors developed a new approach where the nonlinear Euler's model is decomposed into two pseudolinear models (primary and secondary). The first model describes the time progression of the state vector containing the linear terms, while the other characterizes the propagation of the state vector containing the nonlinearities. This makes it possible to run two interlaced discrete-linear Kalman filters simultaneously. One filter estimates the values of the state vector containing the linear terms, while the other estimates the values of the state vector containing the nonlinear terms in the system. These estimates are then recombined, solving the nonlinear estimation process without linearizing the system. Thus, the new approach takes advantage of the simplicity, computational efficiency and higher convergence speed of the linear Kalman filter form and it overcomes many of the drawbacks typical of conventional extended Kalman filtering techniques. The high performance and effectiveness of this method is demonstrated through a computer simulation case study