具有控制输入滤波器的随机系统自适应条件滤波方法

针对当控制输入为不确知,且测量噪声的统计特性参数也未知的情况,运用将系统状态和控制输入以及未知的噪声统计特性参数进行联合估计的方法,给出了同时对系统状态和控制输入进行递推滤波,并不断地对未知的噪声统计特性参数进行修正估计的新算法。     

A new adaptive Kalman filter for navigation systems of carrier-based aircraft

The features of carrier-based aircraft’s navigation systems during the approach and landing phases are investigated. A new adaptive Kalman filter with unknown state noise statistics is proposed to improve the accuracy of the INS/GNSS integrated navigation system. The adaptive filtering algorithm aims to estimate and adapt the unknown state noise covariance Q in high dynamic conditions, when the measurement noise covariance R is assumed to be known empirically in advance. The new adaptive Kalman ...     

Detectors for Multiomial Input

The binary detection problem is considered. Under an arbitrary noise environment, the input sample space can be transformed into a multinomial vector. Based on observations of this vector, the Neyman-Pearson optimal detector is developed for a known signal. When the signal strength is unknown, the likelihood ratio principle is followed to obtain consistent tests which use the Pearson's chisquare statistic. The resulting detectors are compared to others in terms of asymptotic relative efficiency under some actual noise distributions.     

Near lossless data compression onboard a hyperspectral satellite

To deal with the large volume of data produced by hyperspectral sensors, the Canadian Space Agency (CSA) has developed and patented two near lossless data compression algorithms for use onboard a hyperspectral satellite: successive approximation multi-stage vector quantization (SAMVQ) and hierarchical self-organizing cluster vector quantization (HSOCVQ). This paper describes the two compression algorithms and demonstrates their near lossless feature. The compression error introduced by the two compression algorithms was compared with the intrinsic noise of the original data that is caused by the instrument noise and other noise sources such as calibration and atmospheric correction errors. The experimental results showed that the compression error was not larger than the intrinsic noise of the original data when a test data set was compressed at a compression ratio of 20:1. The overall noise in the reconstructed data that contains both the intrinsic noise and the compression error is even smaller than the intrinsic noise when the data is compressed using SAMVQ. A multi-disciplinary user acceptability study has been carried out in order to evaluate the impact of the two compression algorithms on hyperspectral data applications. This paper briefly summarizes the evaluation results of the user acceptability study. A prototype hardware compressor that implements the two compression algorithms has been built using field programmable gate arrays (FPGAs) and benchmarked. The compression ratio and fidelity achieved by the hardware compressor are similar to those obtained by software simulation     

A practical filter error method for aerodynamic parameter estimation of aircraft in turbulence

It is common for aircraft to encounter atmospheric turbulence in flight tests. Turbulence is usually modeled as stochastic process noise in the flight dynamics equations. In this paper, parameter estimation of nonlinear dynamic system with both process and measurement noise was studied, and a practical filter error method was proposed. The linearized Kalman filter of first-order approximation was used for state estimation, in which the filter gain, along with the system parameters and the initial states, constituted the parameter vector to be estimated. The unknown parameters and measurement noise covariance were estimated alternately by a relaxation iteration method, and the sensitivities of observations to unknown parameters were calculated by finite difference approximation. Some practical aspects of the method application were discussed. The proposed filter error method was validated by the flight simulation data of a research aircraft. Then, the method was applied to the flight tests of a subscale aircraft, and the aerodynamic stability and control derivatives were estimated. All the estimation results were compared with the results of the output error method to demonstrate the effectiveness of the approach. It is shown that the filter error method is superior to the output error method for flight tests in atmospheric turbulence.     

Optimal parity vector sensitive to designated sensor fault

Based on the parity space construction and the orthogonal constraint condition of parity vector, the approach of fault detection and isolation using optimal parity vector is presented. Its main idea is to design a performance criterion similar to the criterion presented by Zhang and Patton (1993), but most sensitive to the designated sensor's fault and least sensitive to other sensor's fault and unknown inputs such as noise. Through the Monte-Carlo simulation, it is shown that the proposed approach of choosing optimal parity vector greatly increases the ability of fault detection and the effectiveness of fault isolation is better than the generalized likelihood test (GLT) approach     

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.     

Experiments in Adaptive Estimation of Unknown Binary Waveforms

A special-purpose adaptive machine is described which carries out estimation in real time of an unknown binary waveform which is perturbed with additive Gaussian noise. Unknown waveforms of over 103 samples in duration can be recovered. The unknown waveforms are of unknown epoch and can reappear at either random or periodic time intervals. The observed signal is received at moderate or low signal-to-noise ratios so that a single observation of the received data (even if one knew the precise signal arrival time) is not sufficient to provide a good estimate of the signal waveshape. Experimental results are described which show transient behavior waveform estimate. The transient behavior is expressed as the number of errors in the current estimate of the signal plotted vs. time. In a noisy environment, each ``learning' transient is a random time function. These learning transients are shown for several different signal-to-noise ratios and indicate the threshold noise levels for various types of initial states of the machine memory.     

Method for denoising and reconstructing radar HRRP using modified sparse auto-encoder

A high resolution range profile (HRRP) is a summation vector of the sub-echoes of the target scattering points acquired by a wide-band radar. Generally, HRRPs obtained in a non-cooperative complex electromagnetic environment are contaminated by strong noise. Effective pre-processing of the HRRP data can greatly improve the accuracy of target recognition. In this paper, a denoising and reconstruction method for HRRP is proposed based on a Modified Sparse Auto-Encoder, which is a representative non-linear model. To better reconstruct the HRRP, a sparse constraint is added to the proposed model and the sparse coefficient is calculated based on the intrinsic dimension of HRRP. The denoising of the HRRP is performed by adding random noise to the input HRRP data during the training process and fine-tuning the weight matrix through singular-value decomposition. The results of simulations showed that the proposed method can both reconstruct the signal with fidelity and suppress noise effectively, significantly outperforming other methods, especially in low Signal-to-Noise Ratio conditions.     

Robust detection of small stochastic signals

We consider the problem of detecting a stochastic signal in white not-necessarily-Gaussian noise, using vector valued observations. The locally optimal detector is presented and its performance evaluated. The least-favorable signal spectrum and noise density (over specified classes) are found, and it is shown that the detector using these least-favorable assumptions is minimax robust. The class of spectra is that of any stochastic signal of specified power whose spectrum can be bounded from above and from below by two given positive functions. The class of densities is the ε-contamination model. We present examples of the performance achievable with the robust detector in one of these the spectral uncertainty class corresponds to the unknown Doppler shift of a radar return signal. It is demonstrated that the standard matched-filter's performance degradation with increasing Doppler shift can be avoided almost entirely through use of the robust processor     

Passive target tracking using maximum likelihood estimation

Estimation of target trajectory from passive sonar bearings and frequency measurements in the presence of multivariate normally distributed noise, with unknown inhomogeneous general covariance, is modeled as a nonlinear multiresponse parameter estimation problem. It is shown that maximum likelihood estimation in this case is identical to optimizing a determinant criterion which has a concise form and contains no elements of unknown covariance matrix. A Gauss-Newton type algorithm using only the first-order derivatives of the model function and a new convergence criterion, is presented to implement such estimation. The simulation results demonstrate that performance of the maximum likelihood estimation method with the above noise model is superior to that with the traditional noise assumption     

支持向量机在燃气涡轮性能诊断中的应用

由Vapnik统计学习理论得到的支持向量机是一种新的人工智能方法，它具有比人工神经网络更好的泛化性。文中构建了一种基于C—SVC的故障诊断模型（CBFDM），并采用5重交叉验证法来选择模型参数，该模型可给出3个最可能的故障原因。利用PW4000—94发动机巡航态影响系数矩阵产生仿真数据，对CBFDM研究结果表明，即使在噪声级别为正常情况下的3倍时，该模型诊断准确率仍超过93％。该诊断模型也可用于其它领域诊断问题。     

Applications of Optimally Sensitive Control to Systems Involving Time-Varying Uncertainties

The implementation of control systems capable of identifying and adapting to time-varying unknown parameters has become increasingly important in air-traffic control and other applications. In the recent literature the control problem, in which both the initial state vector as well as a vector of constant plant parameters are unknown, has been treated utilizing sensitivity techniques referred to as optimally sensitive control. The concepts of optimally sensitive control as developed by Kokotovic, Perkins, Cruz, and others are extended to the problem in which the state dynamics contain a vector of stochastic inputs which can be represented as Martingale processes. The resulting optimally sensitive system is shown to be an effective and realistic adaptive controller for systems containing unknown time-varying parameters. A numerical example is presented to demonstrate the effectiveness of the resulting control system at identifying and adapting to the levels of the unknown time-varying inputs.     

EMD-EKF方法研究

应用扩展卡尔曼滤波(EKF)时需要估计量测噪声的统计特性。文中针对观测噪声统计特性描述不准确导致的EKF性能下降的问题,利用经验模态分解方法(Empirical Mode Decomposition,EMD)可以分离信号和噪声的特性,提出了一种在未知量测噪声条件下的EKF方法。该方法可以跟踪观测噪声的变化,即实现了对量测噪声的估计,从而解决了在未知量测噪声的情况下的EKF问题。仿真结果表明可运用于无源定位中。     

Statistically Optimum Optical Data Processing with Automatic Focus Estimation

The problem of optimally processing data with unknown focus is investigated. Optimum data processors are found by the method of maximum likelihood under a variety of assumptions that apply to most of the situations arising in practice. The unknown focus may be either an unknown parameter or an unknown random variable; the signal may be of known form or a random function; it is further assumed that the signal is received in additive, white, Gaussian noise. The problems of jointly estimating other unknown parameters and, in the case of a random signal, jointly estimating the signal, are also treated. The asymptotic variance and correlation of the estimators is discussed. Electrooptical realizations of the maximum likelihood computers are given. An iterative method of solution of the likelihood equation is also discussed. The discussion and results are directly applicable to the processing of synthetic aperture radar data.     

余度传感器系统中传感器配置结构和奇偶向量的最优化

 本文研究了余度传感器系统传感器的配置和奇偶向量的选择问题,从输出和检测性能最优的准则出发,给出了配置结构和奇偶向量的求解途径,并将它同现有的一些方法进行了比较。     

Noise covariances estimation for systems with bias states

This paper presents a new approach to noise covariances estimation for a linear, time-invariant, stochastic system with constant but unknown bias states. The system is supposed to satisfy controllable/observable conditions without bias states. Based on a restructured data representation, the covariance of a new variable that consists of measurement vectors is expressed as a linear combination of unknown parameters. Noise covariances are then estimated by employing a recursive least-squares algorithm. The proposed method requires no a priori estimates of noise covariances, provides consistent estimates, and can also be applied when the relationship between bias states and other states is unknown. The method has been applied to strapdown inertial navigation system initial alignment. Simulation results indicate a satisfactory performance of the proposed method     

Theory of partially adaptive radar

This work extends the recently introduced cross-spectral metric for subspace selection and dimensionality reduction to partially adaptive space-time sensor array processing. A general methodology is developed for the analysis of reduced-dimension detection tests with known and unknown covariance. It is demonstrated that the cross-spectral metric results in a low-dimensional detector which provides nearly optimal performance when the noise covariance is known. It is also shown that this metric allows the dimensionality of the detector to be reduced below the dimension of the noise subspace eigenstructure without significant loss. This attribute provides robustness in the subspace selection process to achieve reduced-dimensional target detection. Finally, it is demonstrated that the cross-spectral subspace reduced-dimension detector can outperform the full-dimension detector when the noise covariance is unknown, closely approximating the performance of the matched filter.     

Radar target identification using the bispectrum: a comparativestudy

Radar target identification is performed using time-domain bispectral features. The classification performance is compared with the performance of other classifiers that use either the impulse response or frequency domain response of the unknown target. The classification algorithms developed here are based on the spectral or the bispectral energy of the received backscatter signal. Classification results are obtained using simulated radar returns derived from measured scattering data from real radar targets. The performance of classifiers in the presence of additive Gaussian (colored or white), exponential noise, and Weibull noise are considered, along with cases where the azimuth position of the target is unknown. Finally, the effect on classification performance of responses horn extraneous point scatterers is investigated     

利用互相关函数进行环境激励下的模态分析

对互相关函数理论的进一步发展作了详细推导 ,探索出一条将互相关函数理论同多种经典模态分析方法相结合进行环境激励下模态分析的方法。以一悬臂梁为试验模型 ,在白噪声激励下将互相关函数代替脉冲响应函数用于多参考点复指数法和特征实现算法进行模态识别 ,并同功率谱峰值法结果进行了对比。研究表明 ,利用互相关函数理论同某些经典模态识别方法相结合能够有效地识别出环境激励下的系统模态参数