一种基于NGA-QPF的航天器姿态估计方法

针对航天器姿态确定中的非线性非高斯的滤波问题,提出一种基于遗传算法的粒子滤波的航天器姿态估计方法。该方法将姿态四元数作为采样粒子进行粒子滤波,并将小生境遗传算法（NGA）引入粒子滤波算法中,以改善粒子滤波的性能;用遗传算法单独进行陀螺偏差估计,以减少粒子滤波的状态维数。该姿态估计方法保持了四元数的归一化性质,通过引入小生境遗传算法解决了重采样阶段的粒子退化问题,并且由于单独估计陀螺偏差避免了粒子滤波状态的扩展。该方法能够在较少粒子的情况下实现高效率高精度的定姿,仿真结果说明了方法的有效性。     

基于CPHD的双层粒子滤波目标跟踪算法

常规基于势概率假设密度滤波(Cardinalized Probability Hypothesis Density,CPHD)的粒子滤波(Particle Fil? ter,PF)跟踪算法应用于多目标跟踪时,容易遇到因粒子数量增加而带来的运算效率下降、目标数目估计不准的问题。文章基于常规粒子滤波 CPHD跟踪算法,通过部署双层粒子,提出基于势概率假设密度滤波的双层粒子滤波 (Two-Layer Particle Filter-CPHD,TLPF-CPHD)算法,以便提高目标数目及状态估计精度。仿真实验结果证明,相比于常规 PF-CPHD算法,新算法具有更好的目标数目和状态估计准确性。     

一种用于解决粒子滤波粒子退化现象的重要性重采样算法的研究

粒子滤波通过蒙特卡罗模拟来实现递推贝叶斯估计,在非线性非高斯系统中体现出良好的特性;但粒子滤波存在粒子退化现象的缺陷,针对这一问题,提出一种新的重采样算法,即分区重采样算法,其主要思想是根据多项式重采样与分层重采样算法的特点,把随机数区间划分成若干个区,每个区内的随机数任意排列,而区与区之间按升序排列。与目前常用的其他重采样算法相比,该方法提高了粒子滤波的平均性能,仿真实验验证了该算法的有效性和实用性。     

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.     

Particle flters for probability hypothesis density flter with the presence of unknown measurement noise covariance

In Bayesian multi-target fltering,knowledge of measurement noise variance is very important.Signifcant mismatches in noise parameters will result in biased estimates.In this paper,a new particle flter for a probability hypothesis density（PHD）flter handling unknown measurement noise variances is proposed.The approach is based on marginalizing the unknown parameters out of the posterior distribution by using variational Bayesian（VB）methods.Moreover,the sequential Monte Carlo method is used to approximate the posterior intensity considering non-linear and non-Gaussian conditions.Unlike other particle flters for this challenging class of PHD flters,the proposed method can adaptively learn the unknown and time-varying noise variances while fltering.Simulation results show that the proposed method improves estimation accuracy in terms of both the number of targets and their states.     

一种基于高斯混合模型粒子滤波的故障预测算法

针对一类故障预测问题提出了一种基于粒子滤波的故障预测算法。在算法的状态估计阶段,采用联合估计和粒子滤波同时估计对象系统故障演化模型状态和未知参数的后验分布。在算法的状态预测阶段,采用了两种不同的计算方法：一种方法是对状态变量当前时刻的后验分布进行迭代采样,从而获得未来时刻的状态变量的先验分布;另一种方法是采用数据驱动的方法预测未来一段时间内对象系统的量测信息,从而将未来时刻状态变量的先验分布的预测问题转化为一个求解后验分布的估计问题。采用高斯混合模型近似随机变量分布密度,从而将两种方法的计算结果在一个统一的预测框架之下进行有效交互,进一步提高了预测的准确性和可靠性。在算法的决策阶段,在获取的故障演化模型状态变量分布基础上,结合一定的故障判据近似计算出对象系统剩余寿命分布。故障预测仿真实验结果证明了所提算法的有效性。     

基于鱼群优化粒子滤波的捷联惯导系统初始对准方法

针对传统捷联惯导系统静基座初始对准模型的维数较高,导致滤波算法的解算实时性较差的问题,设计出一种基于鱼群优化粒子滤波的两位置初始对准方法。首先,建立了捷联惯导系统的两位置初始对准模型。由于该模型中不存在惯性器件的随机常值影响,因此,在确保初始对准精度的前提下,有效降低了初始对准模型维数;然后,利用鱼群优化算法改善了粒子滤波算法中粒子样本的分布,提高了粒子滤波算法的收敛速度和预测精度。仿真结果验证,采用该初始对准方法,可以有效提高初始对准的精度,且满足系统对实时性的要求。     

基于加速退化试验和粒子滤波的电子设备故障预测方法

针对导弹电子设备故障预测问题,提出了一种基于综合环境加速退化试验(ADT)和粒子滤波的故障预测新方法。首先,不同于传统的ADT方案,仅以单个样本为试验对象,采用步进加速的思想,将性能退化理论拓展为加速性能退化理论(APDT),建立基于电子设备寿命退化速度的加速寿命退化模型。其次,为克服环境应力等测试不确定性因素对预测精度的影响,定义了电子设备退化度的概念,将寿命预测的不确定性问题转化为设备退化度最优估计问题,利用改进粒子滤波算法求解出电子产品动态退化的最优估计值,进而实现设备的全寿命评估。最后,实例说明该方法可行、有效,并大大提高了试验的效费比。     

用于非线性跟踪问题的一种新的粒子滤波器

机动目标跟踪系统通常是非线性而且不完全观测的 ,所以问题的关键在于每一时刻的目标机动性都是高度不确定的。提出了一种新的平滑粒子滤波算法 ,该算法在粒子滤波器中加入了对系统模型的概率分布密度的平滑处理 ,从而很好的解决了目标的机动性估计问题。在仿真研究中 ,与辅助粒子滤波器的比较验证了本文算法处理非线性跟踪问题的优越性     

Convolution Particle Filter for Parameter Estimation in General State-Space Models

The state-space modeling of partially observed dynamical systems generally requires estimates of unknown parameters. The dynamic state vector together with the static parameter vector can be considered as an augmented state vector. Classical filtering methods, such as the extended Kalman filter (EKF) and the bootstrap particle filter (PF), fail to estimate the augmented state vector. For these classical filters to handle the augmented state vector, a dynamic noise term should be artificially added to the parameter components or to the deterministic component of the dynamical system. However, this approach degrades the estimation performance of the filters. We propose a variant of the PF based on convolution kernel approximation techniques. This approach is tested on a simulated case study.     

Application of Road Information in Ground Moving Target Tracking

A new algorithm is developed to achieve accurate state estimation in ground moving target tracking by means of using road information. It is an adaptive variable structure interacting multiple model estimator with dynamic models modification （DMM VS-IMM for short）. Firstly, road information is employed to modify the target dynamic models used by filter, including modification of state transition matrix and process noise. Secondly, road information is applied to update the model set of a VS-IMM estimator. Predicted state estimation and road information are used to locate the target in the road network on which the model set is updated and finally IMM filtering is implemented. As compared with traditional methods, the accuracy of state estimation is improved for target moving not only on a single road, but also through an intersection. Monte Carlo simulation demonstrates the efficiency and robustness of the proposed algorithm with moderate computational loads.     

基于双模型滤波算法的环控系统换热器故障诊断

 在建立飞机环控系统数学模型的基础上,提出采用双模型滤波方法进行参数估计、状态预测和故障诊断,提高飞机环控系统故障诊断的快速性和准确性。如果采用最小二乘算法,参数估计是静态的,故障诊断延迟一般较大;采用单模型扩展Kalman滤波算法,虽然能够实现动态估计,但不能同时兼顾稳态过程和过渡过程（突发故障）的参数估计,导致误差较大。为了解决上述难题,针对飞机环控系统换热器故障诊断,提出两模型滤波算法。该算法由两个滤波器组成,分别用于跟踪系统的稳态和过渡过程。由于采用了两滤波器模型分别匹配不同的系统特征,能够改善飞机环控系统不同状态下的参数估计和状态预测性能,从而提高系统故障诊断的精度和速度。仿真结果证实了该算法的有效性。     

Kalman filtering for matrix estimation

A general discrete-time Kalman filter (KF) for state matrix estimation using matrix measurements is presented. The new algorithm evaluates the state matrix estimate and the estimation error covariance matrix in terms of the original system matrices. The proposed algorithm naturally fits systems which are most conveniently described by matrix process and measurement equations. Its formulation uses a compact notation for aiding both intuition and mathematical manipulation. It is a straightforward extension of the classical KF, and includes as special cases other matrix filters that were developed in the past. Beyond the analytical value of the matrix filter, it is shown through various examples arising in engineering problems that this filter can be computationally more efficient than its vectorized version.     

An adaptive attitude algorithm based on a current statistical model for maneuvering acceleration

A current statistical model for maneuvering acceleration using an adaptive extended Kalman filter(CS-MAEKF) algorithm is proposed to solve problems existing in conventional extended Kalman filters such as large estimation error and divergent tendencies in the presence of continuous maneuvering acceleration. A membership function is introduced in this algorithm to adaptively modify the upper and lower limits of loitering vehicles' maneuvering acceleration and for realtime adjustment of maneuvering acceleration variance. This allows the algorithm to have superior static and dynamic performance for loitering vehicles undergoing different maneuvers. Digital simulations and dynamic flight testing show that the yaw angle accuracy of the algorithm is 30% better than conventional algorithms, and pitch and roll angle calculation precision is improved by 60%.The mean square deviation of heading and attitude angle error during dynamic flight is less than3.05°. Experimental results show that CS-MAEKF meets the application requirements of miniature loitering vehicles.     

Tracking of crossing targets with imaging sensors

The authors present an algorithm for the tracking of crossing targets using the centroid measurement and the centroid offset measurement of the distributed image formed by the targets. The measurements are obtained by a forward-looking infrared (FLIR) imaging sensor. The joint probabilistic data association merged-measurement coupled filter (JPDAMCF) is used for state estimation which performs filtering in a coupled manner for the targets with common measurements. Two filters are examined: one assuming the displacement noise white and the other one modeling it correctly as autocorrelated. The latter is shown to yield substantially better performance. The proposed algorithm demonstrates the usefulness of the JPDAMCF for tracking crossing targets in combination with the models for the centroid and offset measurements. Even though the centroid offset measurement requires more computations and a more complex model for estimation, it yields significantly better results if the filter accounts for its colored measurement noise     

基于标签多伯努利滤波的衍生目标跟踪算法

针对现有随机有限集(RFS)滤波器在低信噪比环境下对衍生目标跟踪性能严重下降的问题,提出了一种基于Delta扩展标签多伯努利(δ-GLMB)滤波器的改进算法。基于随机集理论和伯努利衍生模型,推导了新的预测方程,并采用了假设裁剪及分组手段和多伯努利近似技术以降低算法的计算量。针对假设增多引起的虚警问题,将多帧平滑思想和算法相结合,利用标签信息对新目标进行回溯处理。仿真结果表明,所提算法能对目标数目进行无偏估计,在低探测概率和强杂波环境下性能明显优于概率假设密度(PHD)算法,计算开销在衍生初始阶段增长快于PHD,目标较分散时低于PHD。     

基于混合粒子滤波的激光惯导系统误差的补偿

针对激光陀螺捷联惯导系统在动态尤其是高动态环境下的姿态误差显著增大的问题,提出了一种基于改进高斯混合粒子滤波的纯方位跟踪算法。算法基于混合粒子的卡尔曼滤波和粒子滤波的特点,用有限的高斯模型来近似后验状态密度、系统噪声和观测噪声的分布通过EM的算法设计实现模型的降阶,一定程度上克服了EM算法迭代的结果需要依赖初始值、可能收敛到局部最大点或可能收敛到参数空间边界的缺点,从而改善了粒子携带信息的衰减问题。通过仿真与试验结合,在纯动态应用环境下的姿态与定位精度补偿效果,与传统Kalman滤波相比,算法在保持高精度估计能力的同时,具有较强的鲁棒性,是解决非线性系统状态估计问题的一种有效方法。     

A measurement-driven adaptive probability hypothesis density filter for multitarget tracking

This paper studies the dynamic estimation problem for multitarget tracking. A novel gating strategy that is based on the measurement likelihood of the target state space is proposed to improve the overall effectiveness of the probability hypothesis density(PHD) filter. Firstly, a measurement-driven mechanism based on this gating technique is designed to classify the measurements. In this mechanism, only the measurements for the existing targets are considered in the update step of the existing targets while the measurements of newborn targets are used for exploring newborn targets. Secondly, the gating strategy enables the development of a heuristic state estimation algorithm when sequential Monte Carlo(SMC) implementation of the PHD filter is investigated, where the measurements are used to drive the particle clustering within the space gate.The resulting PHD filter can achieve a more robust and accurate estimation of the existing targets by reducing the interference from clutter. Moreover, the target birth intensity can be adaptive to detect newborn targets, which is in accordance with the birth measurements. Simulation results demonstrate the computational efficiency and tracking performance of the proposed algorithm.     

基于IMMKF算法的ADS-B监视应用目标跟踪

目标跟踪是机载广播式自动相关监视（ADS-B）应用的基础功能,对提升航空器周边的弱机动民航飞机目标跟踪性能具有重要意义。提出一种基于交互式多模型卡尔曼滤波（IMMKF）算法的ADS-B 监视应用目标跟踪方法。首先,针对弱机动背景下的民航飞机的飞行特点,建立包含匀速模型和标准协同转弯模型的运动模型集,并对模型进行线性化近似;然后,将模型预测和ADS-B 状态矢量量测数据作为IMMKF 算法中多个并行卡尔曼滤波器的输入,进行并行滤波;最后,计算得到目标状态矢量的估计和模型近似概率,并作为下一次迭代的输入。结果表明：相比于基于匀速模型的卡尔曼滤波目标跟踪方法,IMMKF 方法的位置跟踪误差降低了59%,速度跟踪误差降低了77%,显著提升了状态估计性能,具备较高的跟踪精度、稳健性与计算效率,在ADS-B 监视应用中具有实际应用价值与借鉴意义。     

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％。