Comparison of two measurement fusion methods forKalman-filter-based multisensor data fusion

Currently there exist two commonly used measurement fusion methods for Kalman-filter-based multisensor data fusion. The first (Method I) simply merges the multisensor data through the observation vector of the Kalman filter, whereas the second (Method II) combines the multisensor data based on a minimum-mean-square-error criterion. This paper, based on an analysis of the fused state estimate covariances of the two measurement fusion methods, shows that the two measurement fusion methods are functionally equivalent if the sensors used for data fusion, with different and independent noise characteristics, have identical measurement matrices. Also presented are simulation results on state estimation using the two measurement fusion methods, followed by the analysis of the computational advantages of each method     

Performance evaluation of track fusion with information matrixfilter

In a multisensor environment, each sensor detects multiple targets and creates corresponding tracks. Fusion of tracks from these, possibly dissimilar, sensors yields more accurate kinematic and attribute information regarding the target. Two methodologies have been employed for such purpose, which are: measurement fusion and state vector fusion. It is well known that the measurement fusion approach is optimal but computationally inefficient and the state vector fusion algorithms are more efficient but suboptimal, in general. This is so because the state vector estimates to be fused obtained from two sensors, are not conditionally independent in general due to the common process noise from the target being tracked. It is to be noted that there are three approaches to state vector fusion, which are: weighted covariance, information matrix, and pseudomeasurement. This research is restricted solely to performance evaluation of the information matrix form of state vector fusion. Closed-form analytical solution of steady state fused covariance has been derived as a measure of performance using this approach. Note that the results are derived under the assumptions that the two sensors are synchronized and no misassociation or merged measurement is considered in the study. Results are compared with those using Monte Carlo simulation, which was used in the past to predict fusion system performance by various authors. These results provide additional insight into the mechanism of track fusion and greatly simplify evaluation of fusion performance. In addition, availability of such a solution facilitates the trade-off studies for designing fusion systems under various operating conditions     

Performance evaluation for MAP state estimate fusion

This paper presents a quantitative performance evaluation method for the maximum a posteriori (MAP) state estimate fusion algorithm. Under ideal conditions where data association is assumed to be perfect, it has been shown that the MAP or best linear unbiased estimate (BLUE) fusion formula provides the best linear minimum mean squared estimate (LMMSE) given local estimates under the linear Gaussian assumption for a static system. However, for a dynamic system where fusion is recursively performed by the fusion center on local estimates generated from local measurements, it is not obvious how the MAP algorithm will perform. In the past, several performance evaluation methods have been proposed for various fusion algorithms, including simple convex combination, cross-covariance combination, information matrix, and MAP fusion. However, not much has been done to quantify the steady state behavior of these fusion methods for a dynamic system. The goal of this work is to present analytical fusion performance results for MAP state estimate fusion without extensive Monte Carlo simulations, using an approach developed for steady state performance evaluation for track fusion. Two different communication strategies are considered: fusion with and without feedback to the sensors. Analytic curves for the steady state performance of the fusion algorithm for various communication patterns are presented under different operating conditions.     

Track-to-track fusion with dissimilar sensors

An analysis is described of a kinematic state vector fusion algorithm when tracks are obtained from dissimilar sensors. For the sake of simplicity, it is assumed that two dissimilar sensors are equipped with nonidentical two-dimensional optimal linear Kalman filters. It is shown that the performance of such a track-to-track fusion algorithm can be improved if the cross-correlation matrix between candidate tracks is positive. This cross-correlation is introduced by noise associated with target maneuver that is common to the tracking filters in both sensors and is often neglected. An expression for the steady state cross-correlation matrix in closed form is derived and conditions for positivity of the cross-correlation matrix are obtained. The effect of positivity on performance of kinematic track-to-track fusion is also discussed     

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.     

基于OTHR与纯角度传感器群数据关联的模式辨识与定位精度提升

 天波超视距雷达(OTHR)目标跟踪面临着"三低"(低检测概率、低数据率和低测量精度)和"多径"(多条传播路径)的挑战,因此传播模式的准确辨识与目标定位精度提升是改善跟踪能力的关键。首先利用纯角度传感器群获得目标地理位置的初步估计,然后采用极大似然估计建立了OTHR的传播模式和杂波模式的辨识规则,进而利用最小方差估计准则实现OTHR和纯角度传感器群的量测融合。仿真结果表明,此算法的模式辨识正确率很高,能明显提升方位角的测量精度,但是不能明显提升径向距的精度。     

A multi-rate sensor fusion approach using information filters for estimating aero-engine performance degradation

Gas-path performance estimation plays an important role in aero-engine health management, and Kalman Filter(KF) is a well-known technique to estimate performance degradation. In previous studies, it is assumed that different kinds of sensors are with the same sampling rate, and they are used for state estimation by the KF simultaneously. However, it is hard to achieve state estimation using various kinds of sensor measurements at the same sampling rate due to a complex network and physical characteristic differences between sensors, especially in an advanced multisensor architecture. For this purpose, a multi-rate sensor fusion using the information filtering approach is proposed based on the square-root cubature rule, which is called Multi-rate Squareroot Cubature Information Filter(MSCIF) to track engine performance degradation. Soft measurement synchronization of the MSCIF is designed to provide a sensor fusion condition for multiple sampling rates of measurement, and a fault sensor is isolated by maximum likelihood validation before state estimation. The contribution of this paper is to supply a novel multi-rate informationfilter approach for sensor fault tolerant health estimation of an aero-engine in a multi-sensor system. Tests are conducted for aero-engine performance degradation estimation with multiple sampling rates of sensor measurement on both digital simulation and semi-physical experiment.Experimental results illustrate the superiority of the proposed algorithm in terms of degradation estimation accuracy and robustness to sensor failure in a multi-sensor system.     

均值检验方法及其在冗余惯性导航系统中的应用

采用了非线性滤波的方法对影响故障检测及分离（FDI）性能的传感器误差进行了补偿,同时提出了故障检测与分离的均值检验方法（MVT）,该方法可以对2个传感器同时出现故障的情况进行检测与隔离。5个陀螺冗余惯性导航系统仿真结果验证了本文算法的有效性。     

An optimal reduced-order stochastic observer-estimator

An optimal reduced-order observer-estimator (filter) is developed which can provide a full-dimensional vector of state estimates for systems where the dimension of the measurement vector is smaller than that of the state vector and none of the measurements are noise free. The reduced-order filter consists of two subfilters each of which provides a subset of the optimal estimate. A two-step L-K transformation is employed to minimize the estimate error variance of each subfilter. The optimal reduced-order filter developed is computationally efficient     

Passive tracking scheme for a single stationary observer

While there are many techniques for bearings-only tracking (BOT) in the ocean environment, they do not apply directly to the land situation. Generally, for tactical reasons, the land observer platform is stationary; but, it has two sensors, visible and infrared, for measuring bearings and a laser range finder (LRF) for measuring range. There is a requirement to develop a new BOT data fusion scheme that fuses the two sets of bearing readings, and together with a single LRF measurement, produces a unique track. This paper first develops a parameterized solution for the target speeds, and then heading, prior to the occurrence of the LRF measurement, when the track is unobservable. At, and after the LRF measurement, a BOT, formulated as a least squares (LS) estimator, then produces a unique LS estimate of the target states. Bearing readings from the other sensor serve as instrumental variables in a data fusion setting to eliminate the bias in the BOT estimator. The result is an unbiased and decentralized data fusion scheme. Results from two simulation experiments have corroborated the theoretical development and show also that the scheme is optimal.     

一种星敏感器-陀螺组合定姿的实时在轨标定方法

研究了一种星敏感器一陀螺组合定姿方式中的姿态敏感器误差的实时在轨标定方法。首先,选择直观的欧拉角作为姿态描述参数,根据星敏感器和陀螺的测量原理建立星敏感器一陀螺在轨标定的测量方程和状态方程,并以此建立数学模型。其次,采用简单高效的EKF（ExtendedKalmanFilter,扩展卡尔曼滤波）作为估值算法,进行了在轨标定数值仿真。对于航天器姿态定向中出现的姿态角和星敏感器安装角之间的耦合问题,通过在特定姿态通道上施加简单姿态机动实现了解耦。数值结果表明,该实时在轨标定方法,尤其是所提出的姿态角和星敏感器安装角解耦策略,可以实现对航天器姿态的实时精确估计以及对星敏感器安装误差、陀螺常值漂移和相关漂移等误差的实时在轨标定。该方法可用于航天器姿态测量设备的实时在轨标定和航天器姿态的高精度实时确定。     

An improved quaternion Gauss–Newton algorithm for attitude determination using magnetometer and accelerometer

For the vector attitude determination, the traditional optimal algorithms which are based on quaternion estimator(QUEST) measurement noise model are complicated for just two observations. In our application, the magnetometer and accelerometer are not two comparable kinds of sensors and both are not small field-of-view sensors as well. So in this paper a new unit measurement model is derived. According to the Wahba problem, the optimal weights for each measurement are obtained by the error variance researches. Then an improved quaternion Gauss–Newton method is presented and adopted to acquire attitude. Eventually, simulation results and experimental validation employed to test the proposed method demonstrate the usefulness of the improved algorithm.     

Fusion of distributed extended forgetting factor RLS state estimators

For single-target multisensor systems, two fusion methods are presented for distributed recursive state estimation of dynamic systems without knowledge of noise covariances. The estimator at every local sensor embeds the dynamics and the forgetting factor into the recursive least squares (RLS) method to remedy the lack of knowledge of noise statistics, developed before as the extended forgetting factor recursive least squares (EFRLS) estimator. It is proved that the two fusion methods are equivalent to the centralized EFRLS that uses all measurements from local sensors directly and their good performance is shown by simulation examples.     

A Polynomial Prediction Filter Method for Estimating Multisensor Dynamically Varying Biases

The estimation of the sensor measurement biases in a multisensor system is vital for the sensor data fusion. A solution is provided for the estimation of dynamically varying multiple sensor biases without any knowledge of the dynamic bias model pa- rameters. It is shown that the sensor bias pseudomeasurement can be dynamically obtained via a parity vector. This is accom- plished by multiplying the sensor uncalibrated measurement equations by a projection matrix so that the measured variable is eliminated from the equations. Once the state equations of the dynamically varying sensor biases are modeled by a polynomial prediction filter, the dynamically varying multisensor biases can be obtained by Kalman filter. Simulation results validate that the proposed method can estimate the constant biases and dynamic biases of multisensors and outperforms the methods reported in literature.     

弹载大视场星惯组合深度融合导航技术

为了降低弹载星惯组合（Stellar-INS）飞行中段对调姿观星的要求，提高星惯组合姿态精度，提出了大视场（LFOV）星惯组合深度融合导航方法。小视场（NFOV）星敏感器输出星矢量为主，大视场星敏感器可同时输出姿态和星矢量信息，分别推导了基于星敏感器输出姿态和星矢量信息的观测方程，分析了星矢量和姿态观测方法之间的关联性。建立了包含星惯安装误差、陀螺误差以及初始平台误差角的星惯组合全误差项模型，基于线性卡尔曼滤波给出了深度融合导航方法。开展了数学仿真验证，分析了不同调姿观星路径约束下，大/小视场星惯组合性能差异。结果表明，大视场星惯组合深度融合导航方法不仅可以降低调姿观星约束要求，还可以实现组合姿态性能提升。     

The modeling and estimation of asynchronous multirate multisensor dynamic systems

An asynchronous data fusion problem based on a kind of multirate multisensor dynamic system is studied. The system is observed by multirate sensors independently, with the state model known at the finest scale. Under the assumption that the sampling rates of sensors decrease successively by any positive integers, the discrete dynamic system models are established based on each single sensor and an asynchronous multirate multisensor state fusion estimation algorithm is presented. Theoretically, the estimate is proven to be unbiased and the optimal in the sense of linear minimum covariance, the fused estimate is better than the Kalman filtering results based on each single sensor, and the accuracy of the fused estimate will decrease if any of the sensors' information is neglected. The feasibility and effectiveness of the algorithm are shown through simulations.     

磁强计数据辨识卫星自旋状态

针对近地低轨三轴稳定卫星在轨管理后期,除磁强计外其他姿态敏感器都无效情况下的姿态异常问题,分析了三轴稳定卫星失去姿态基准后,星体自旋状态下三轴磁强计测量数据的特点,提出了使用磁强计测量数据的矢量信息,以找到能够获取卫星状态的方法,从而建立了磁强计测量矢量与卫星自旋轴的几何关系,给出了处于自旋状态下的卫星自旋轴确定方法。通过此种辨识方法,获得了某气象卫星姿态异常翻转状态下的自旋矢量方向和自旋角速度,从而证明了该辨识方法快速、有效,可以作为姿态异常卫星自旋状态的辨识手段,为恢复卫星姿态提供了重要信息,具有一定的工程应用价值。     

Optimal distributed decision fusion

The problem of decision fusion in distributed sensor systems is considered. Distributed sensors pass their decisions about the same hypothesis to a fusion center that combines them into a final decision. Assuming that the sensor decisions are independent of each other for each hypothesis, the authors provide a general proof that the optimal decision scheme that maximizes the probability of detection at the fusion for fixed false alarm probability consists of a Neyman-Pearson test (or a randomized N-P test) at the fusion and likelihood-ratio tests at the sensors     

基于EMD熵特征融合的滚动轴承故障诊断方法

研究了滚动轴承故障诊断单一故障信号的局限性和故障特征的非线性,从信息融合的理论出发,利用非线性动力学参数熵作为特征,提出了基于经验模态分解(EMD)熵特征融合的方法来解决滚动轴承故障诊断问题.首先将原始信号进行EMD,利用EMD的自适应多分辨率的特点计算EMD得到的固有模态函数(IMF)信号的多种熵值,然后采用核主元分析(KPCA)对提取的状态特征进行信息融合,从而得到互补的特征,最后将提取的融合特征通过支持向量机(SVM)进行故障诊断.滚动轴承故障诊断实验表明:该方法结合了EMD、信息熵理论和KPCA强大的非线性处理能力的特点,可以进行滚动轴承故障诊断.      

Distributed state estimation for heterogeneous mobile sensor networks with stochastic observation loss

The problem of distributed fusion and random observation loss for mobile sensor networks is investigated herein. In view of the fact that the measured values, sampling frequency and noise of various sensors are different, the observation model of a heterogeneous network is constructed. A binary random variable is introduced to describe the drop of observation component and the topology switching problem caused by complete observation loss is also considered. A cubature information filtering algo...