Unscented Kalman滤波在空间飞行器被动测距中的应用

介绍了Unscented Kalman滤波及其空间飞行器被动测距中的应用。Unscented Kalman滤波通过设计少量的sigma(抽样)点,计算这些点经过非线性函数的传播,获得滤波值基于非线性方程的更新。Unscented Kalman滤波避免了广义Kalman滤波等线性化方法的缺点,并提高了滤波精度。     

UKF方法及其在方位跟踪问题中的应用

采用UKF(Unscented Kalman Filter)方法处理了平面内地面站对目标的方位跟踪的估计问题。目标的位置和速度由选定的高斯分布采样点来近似，在每个更新过程中，采样点随着状态方程传播并随着非线性测量方程变换，由此不但得到目标位置和速度的均值及较高的计算精度，而且避免了对非线性方程的线性化过程。仿真结果表明，UKF方法比传统的扩展卡尔曼滤波(EKF)算法有更高的估计精度，并能有效地克服非线性严重时，方位跟踪问题中很容易出现的滤波发散问题。     

非线性滤波方法及其在飞行状态及参数估计中的应用

基于非线性系统高阶近似的思想,提出一种比推广卡尔曼滤波（ＥＫＦ）更接近非线性系统本质的近似滤波方法,并应用于飞行状态的参数估计（或称为飞行轨迹重构）问题。仿真和实际飞行数据计算结果表明：提出的非线性近似滤波方法比ＥＫＦ有更高的估计精度和更好的鲁棒性,对飞机机动形状、数据长度要求不高,滤波收敛速度快。利用飞行状态估计数学模型的具体特点,使计算量和存储量大幅度减少。该方法应用于非线性较强的飞行状态及参数估计问题。可得到比ＥＫＦ更好的结果。     

Observer-type Kalman innovation filter for uncertain linear systems

An observer-type of Kalman innovation filtering algorithm to find a practically implementable "best" Kalman filter, and such an algorithm based on the evolutionary programming (EP) optima-search technique, are proposed, for linear discrete-time systems with time-invariant unknown-but-hounded plant and noise uncertainties. The worst-case parameter set from the stochastic uncertain system represented by the interval form with respect to the implemented "best" filter is also found in this work for demonstrating the effectiveness of the proposed filtering scheme. The new EP-based algorithm utilizes the global optima-searching capability of EP to find the optimal Kalman filter and state estimates at every iteration, which include both the best possible worst case Interval and the optimal nominal trajectory of the Kalman filtering estimates of the system state vectors. Simulation results are included to show that the new algorithm yields more accurate estimates and is less conservative as compared with other related robust filtering schemes     

基于可观测性分析的旋转式惯导系统在线自标定方法的设计

本文建立了速度误差外观测量的静基座双轴旋转式惯导系统在线标定卡尔曼滤波模型,其状态向量包括地速误差、姿态失准角和惯性器件零偏、标度因数误差、安装误差,可估计旋转式惯导系统失准角与惯性器件误差参数。通过分段线性定常系统(PWCS)可观测性分析方法分析不同旋转方式下系统可观测性变化情况,得出双轴连续旋转的角运动方案可以改善卡尔曼滤波滤波的可观测性。根据基于奇异值分解的可观测度分析结果进行模型降阶,同时结合旋转式惯导系统的工程应用特性,得到12阶卡尔曼滤波参数模型。降阶系统阶数降低约55%,可以显著降低运算量,有效提高了导航计算机运算效率和实时性。仿真实验表明：降阶模型的估计精度不低于原模型,而且部分状态量的滤波收敛速度有提高。     

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。      

Velocity Estimation from Position Outputs of a Three-Dimensional Radar

Kalman filtering equations to obtain estimates of velocity from radar position information are defined. In a track-while-scan operation, a three-dimensional radar sensor measures range, bearing, and elevation (r, ?, ?) of an airborne target at uniform sampling intervals of time T. The noisy position measurements are converted to x, y, z coordinates and put through a Kalman filter to obtain x, y, z velocity components. The filtering equations together with steady-state error estimates are given.     

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.     

Particle filters for tracking with out-of-sequence measurements

An extension is presented to the particle filtering toolbox that enables nonlinear/non-Gaussian filtering to be performed in the presence of out-of-sequence measurements (OOSMs) with arbitrary lag, without the need to adopt linearising approximations in the filter and without the degradation of performance that would occur if the OOSMs were simply discarded. An estimate of the performance of the OOSM particle filter (OOSM-PF) is obtained for bearings-only tracking scenarios with a single target and a small number of sensors. These performance estimates are then compared with the posterior Cramer-Rao lower bound (CRLB) for the state estimate rms error and similar performance estimates obtained from the oosm extended Kalman filter (OOSM-EKF) algorithms recently introduced in the literature. For a mildly nonlinear bearings-only tracking problem the OOSM-PF and OOSM-EKF are shown to achieve broadly similar performance.     

非线性系统中多传感器目标跟踪融合算法研究

 研究了在非线性系统中 ,基于转换坐标卡尔曼滤波器的多传感器目标跟踪融合算法。通过分析得出 :在非线性系统的多传感器目标跟踪中 ,基于转换坐标卡尔曼滤波器 ( CMKF)的分布融合估计基本可以重构中心融合估计。仿真实验也证明了此结论。由此可见分布的 CMKFA是非线性系统中较优的分布融合算法     

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。     

基于变分贝叶斯的星载雷达非线性滤波

星载雷达由于其探测范围广、距离远、全天候等优点，在预警防御系统中占有十分重要的地位。然而，由于观测平台的高速运动以及摄动干扰、传感器观测非线性等问题，使得星载雷达目标高精度跟踪带来严峻挑战。针对星载雷达非线性状态估计问题，采用一种基于变分贝叶斯的非线性滤波方法，该方法通过将非线性状态估计问题转化为优化问题，通过迭代优化获得了闭环解析解。此外，针对坐标变换中俯仰角量测缺失问题，提出了一种基于先验目标高度的俯仰角估计方法。通过数值仿真，验证了所提方法较传统非线性滤波方法，如扩展卡尔曼滤波、不敏卡尔曼滤波、转换量测卡尔曼滤波，具有更好的估计精度。     

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％。     

应用卡尔曼滤波的机载雷达跟踪系统

本文论述将滤波理论应用于机载雷达中对单个目标进行距离、速度、方位角和高低角跟踪的多环反馈系统。首先根据目标和天线的相对运动建立控制四坐标跟踪环所需的状态矢量微分方程,然后推导相应的非线性滤波算法。最后给出计算机的模拟结果。计算机模拟的结果清晰地说明采用最佳滤波的系统性能比通常的有很大改善,并且这种瞄准轴坐标系的最佳系统对目标的随机机动是不灵敏的。 本文所讨论的方法和得出的结论可以延用到地面雷达、舰载雷达以及其他有源和无源的跟踪系统。     

Bearings-only and Doppler-bearing tracking using instrumentalvariables

In bearings-only tracking (BOT) or Doppler and bearing tracking (DBT), both common passive sonar problems, the measurement equations are nonlinear. To apply the Kalman filter, it is necessary either to linearize the equations or to embed the nonlinearities into the noise terms. The former sometimes leads to filter divergence, while the latter produces biased estimates. A formulation of BOT and DBT which has a constant state vector and simplifies the tracking problem to one of constant parameter estimation is given. The solution is by the instrumental variable method. The instrumental variables are obtained from predictions based on past measurements and are therefore independent of the present noisy measurements. The result is a recursive unbiased estimator. The theoretical developments are verified by simulation, which also shows that the formulation leads to near optimal estimators whose errors are close to the Cramer-Rao lower bound (CRLB)     

A Stratified Statistical Filter with Nonlinear Application

This paper introduces a statistical filter (or, more strictly, a filtering algorithm) which has intended application in the area of nonlinear systems. Within this context, the filter enables one to investigate the convergence effects produced by varying the initial estimates associated with the respective state variables, together with the various system parameters. The present algorithm is not intended to replace the more powerful optimal statistical filters used in linear theory, but rather to provide a simulation tool which can readily be applied to a given nonlinear system. The application considered in this paper bears a similarity to a tracking problem which might be encountered by an optical device, where angular information is the primary observable quanity. In this particular application, angular observations are available, and statistical estimates are desired for a position variable, together with an unknown parameter. The application is introduced primarily for the purpose of demonstrating the behavior of the filter when applied to a relatively simple nonlinear system.     

自校准扩展Kalman滤波方法

提出一种自校准扩展Kalman滤波(SEKF)方法,针对3种含有未知输入(如未知系统误差、突风、故障等)的不同的非线性系统模型,分别给出了滤波递推算法.在导航、信号处理、故障诊断等领域的许多非线性工程中,传统的扩展Kalman滤波(EKF)方法无法消除未知输入的影响,在滤波过程中往往产生较大误差甚至发散.提出的SEKF方法能够对这种未知输入进行补偿和修正,从而提高滤波精度.数值仿真算例表明:SEKF的滤波误差均值和标准差分别减少到传统EKF的1/12和1/4,有效地改善了滤波精度.并且该方法计算简单,便于工程应用.      

Sensor Netting via the Discrete Time Extended Kalman Filter

An implementation is presented of the discrete time extended Kalman filter which the authors have found useful for sensor netting in a variety of tactical radar and ballistic missile defense (BMD) applications. A Potter square root version of the extended Kalman filter is used where vector measurements are processed serially. Both the state and covariance equations are initialized by processing past measurements. The initialization technique and the filter are used in two tactical radar tracking examples.     

Unscented Kalman滤波用于再入飞行器跟踪

本文引入Unscented Kalman滤波用于再入飞行器跟踪。Unscented Kalman滤波通过设计少量的σ点，并计算这些σ点经由非线性函数的传播，从而获得滤波值基于非线性状态方程的更新。在应用中，由于Un-scented Kalman滤波无需象广义Kalman滤波那样求动力学系统函数和观测系统函数关于状态向量的导数。给计算带来了极大的方便。     

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,...