Multiple-model estimation with variable structure. III. Model-groupswitching algorithm

A general multiple-model (MM) estimator with a variable structure (VSMM), railed model-group switching (MGS) algorithm, is presented. It assumes that the total set of models can be covered by a number of model groups, each representing a cluster of closely related system behavior patterns or structures, and a particular group is running at any given time determined by a hard decision. This algorithm is the first VSMM estimator that is generally applicable to a large class of problems with hybrid (continuous and discrete) uncertainties. It is also easily implementable. It is illustrated, via a simple fault detection and identification example, that the MGS algorithm provides a substantial reduction in computation while having identical performance with the fixed-structure Interacting Multiple-Model (FSIMM) estimator     

Multiple-model estimation with variable structure. IV. Design andevaluation of model-group switching algorithm

For pt. III see ibid., vol. 35, pp. 225-41 (1999). A variable-structure multiple-model (VSMM) estimator, called model-group switching (MGS) algorithm, has been presented in Part III, which is the first VSMM estimator that is generally applicable to a large class of problem with hybrid (continuous and discrete) uncertainties. In this algorithm, the model-set is made adaptive by switching among a number of predetermined groups of models. It has the potential to be substantially more cost-effective than fixed-structure MM (FSMM) estimators, including the Interacting Multiple-Model (IMM) estimator. A number of issues of major importance in the application of this algorithm are investigated here, including the model-group adaptation logic and model-group design. The results of this study are implemented via a detailed design for a problem of tracking a maneuvering target using a time-varying set of models, each characterized by a representative value of the expected acceleration of the target. Simulation results are given to demonstrate the performance (based on more reasonable and complete measures than commonly used rms errors alone) and computational complexity of the MGS algorithm, relative to the fixed-structure IMM (FSIMM) estimator using all models, under carefully designed and fair random and deterministic scenarios     

Multiple-model estimation with variable structure- part VI: expected-mode augmentation

A new class of variable-structure (VS) algorithms for multiple-model (MM) estimation is presented, referred to as expected-mode augmentation (EMA). In the EMA approach, the original set of models is augmented by a variable set of models intended to match the expected value of the unknown true mode. These models are generated adaptively in real time as (globally or locally) probabilistically weighted sums of mode estimates over the model set. This makes it possible to cover a large continuous mode space by a relatively small number of models at a given accuracy level. The paper presents new theoretical results for model-set design, a general formulation of the EMA approach, along with theoretical analysis and justification, and three algorithms for its practical implementation. The performance of the proposed EMA algorithms is evaluated via simulation of a generic maneuvering target tracking problem.     

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。     

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.     

Reducing geometric dilution of precision using ridge regression

A signal processing technique is proposed for improving position-fix navigation system accuracy performance when the geometry of the navigation landmarks (e.g. sensors) are nearly collinear. In the navigation literature, the accuracy degradation associated with a nearly collinear measure geometry is termed the geometric dilution of precision (GDOP). Its presence causes not only the variance of the position estimates to be highly inflated but also any bias terms which may be present in the model. Since a nearly collinear predictor matrix is mathematically equivalent to GDOP, it is proposed to use the ridge regression technique in a navigation signal processor. A position-fix algorithm based on ridge regression reduces the bias and variance inflation caused by GDOP and the overall mean-squared position error as well. Ridge regression contains the GDOP-sensitive least-mean-square (LMS) estimator as a special case. Even with a matched model, GDOP can inflate the mean-square error (MSE) of the ordinary least-squares estimator, whereas the ridge regression technique chooses a suitable biased estimator that will reduce the MSE, which is the main goal. The ridge concept is extended to include GDOP-amplified bias errors. A simple range/range navigation system is analyzed to illustrate the underlying principles of ridge regression     

无人机-无人车异构时变编队控制与扰动抑制

研究了无人机-无人车异构系统时变输出编队控制与扰动抑制问题，要求多无人机与无人车在受到未知外部扰动的情况下，保持设计的输出时变编队构型。首先，对无人机与无人车进行单体运动学与动力学建模，同时建立扰动模型，并引入代数图论概念，建立异构集群系统的协同控制模型。然后，对各无人机-无人车设计了具有分层架构的分布式时变输出编队控制器，包含基于一致性理论的编队中心估计项和基于内模原理的扰动抑制补偿项。进一步分析异构系统实现输出时变编队的可行性条件，给出了分布式编队控制器的参数选取算法，并证明了时变编队控制器构成的闭环系统的稳定性。最后，通过仿真算例来验证所设计的编队控制器的有效性。     

A method for aircraft magnetic interference compensation based on small signal model and LMS algorithm

Aeromagnetic interference could not be compensated effectively if the precision of parameters which are solved by the aircraft magnetic field model is low. In order to improve the compensation effect under this condition, a method based on small signal model and least mean square（LMS） algorithm is proposed. According to the method, the initial values of adaptive filter＇s weight vector are calculated with the solved model parameters through small signal model at first,then the small amount of direction cosine and its derivative are set as the input of the filter, and the small amount of the interference is set as the filter＇s expected vector. After that, the aircraft magnetic interference is compensated by LMS algorithm. Finally, the method is verified by simulation and experiment. The result shows that the compensation effect can be improved obviously by the LMS algorithm when original solved parameters have low precision. The method can further improve the compensation effect even if the solved parameters have high precision.     

Minimal submodel-set algorithm for maneuvering target tracking

The variable structure multiple model (VSMM) approach to the maneuvering target tracking problem is considered. A new VSMM design, the minimal submodel-set switching (MSMSS) algorithm for tracking a maneuvering target is presented. The MSMSS algorithm adaptively determines the minimal set of models from the total model set and uses this to perform multiple models (MM) estimation. In addition, an iterative MSMSS algorithm with improved maneuver detection and termination properties is developed. Simulations results demonstrate that, compared with a standard interacting MM (IMM), the proposed algorithms require significantly lower computation while maintaining similar tracking performance. Alternatively, for a computational load similar to IMM, the new algorithms display significantly improved performance.     

EM-ML algorithm for track initialization using possibly noninformative data

Initializing and maintaining a track for a low observable (LO) (low SNR, low target detection probability and high false alarm rate) target can be very challenging because of the low information content of measurements. In addition, in some scenarios, target-originated measurements might not be present in many consecutive scans because of mispointing, target maneuvers, or erroneous preprocessing. That is, one might have a set of noninformative scans that could result in poor track initialization and maintenance. In this paper an algorithm based on the expectation-maximization (EM) algorithm combined with maximum likelihood (ML) estimation is presented for tracking slowly maneuvering targets in heavy clutter and possibly noninformative scans. The adaptive sliding-window EM-ML approach, which operates in batch mode, tries to reject or weight down noninformative scans using the Q-function in the M-step of the EM algorithm. It is shown that target features in the form of, for example, amplitude information (AI), can also be used to improve the estimates. In addition, performance bounds based on the supplemented EM (SEM) technique are also presented. The effectiveness of new algorithm is first demonstrated on a 78-frame long wave infrared (LWIR) data sequence consisting of an Fl Mirage fighter jet in heavy clutter. Previously, this scenario has been used as a benchmark for evaluating the performance of other track initialization algorithms. The new EM-ML estimator confirms the track by frame 20 while the ML-PDA (maximum likelihood estimator combined with probabilistic data association) algorithm, the IMM-MHT (interacting multiple model estimator combined with multiple hypothesis tracking) and the EVIM-PDA estimator previously required 28, 38, and 39 frames, respectively. The benefits of the new algorithm in terms of accuracy, early detection, and computational load are illustrated using simulated scenarios as well.     

具有丢包补偿的分布式一致性融合估计器

研究了具有随机丢包的网络化分布式一致性估计问题。丢包现象存在于各节点间局部状态估计值的传输过程中,引入一组服从Bernoulli分布的随机变量来描述。当发生丢包时,以融合节点前一时刻融合估计值的一步预测值进行补偿。建立了以估计器增益为决策变量,以所有传感器有限时域下状态融合估计误差和为代价函数的优化问题。在给定一致性权重下,通过最小化代价函数的上界得到了一组次优的估计器增益,并给出了融合估计器渐进稳定的充分条件。最后,通过算例仿真验证了算法的有效性。     

Numerically robust implementation of multiple-model algorithms

Standard implementation of multiple-model (MM) estimation algorithms may suffer from numerical problems, especially numerical underflows, which occur when the true model is vastly different from one or more models used in the algorithm. This may be devastating to the performance of the MM algorithm. Numerical robust implementations of some of the most popular MM algorithms are presented. Simulation results are provided to verify the proposed implementation and to compare with the implementations with a lower bound     

新的变步长LMS算法及其在自适应噪声对消中的应用

介绍了一种基于均方误差估计的新变步长LMS自适应滤波算法。与传统的LMS算法相比,该算法具有较快的收敛速度和较小的稳态失调。将该算法应用于自适应噪声对消系统的仿真中,给出了计算机仿真结果,仿真结果与理论分析一致,证明了新算法的优越性。     

Novel Nonlinear Filtering & Prediction Method for Maneuvering Target Tracking

A new nonlinear filtering and prediction (NFP) algorithm with input es?imation is proposed for maneuvering target tracking. In the proposed method, the acceleration level is determined by a decision process, where a least squares (LS) estimator plays a major role in detecting target maneuvering within a sliding window. We first illustrate that the optimal solution to minimize the mean squared error (MSE) must consider a trade-off between the bias and error variance. For the application of target tracking, we then derive the MSE of target positions in a closed form by using orthogonal space decompositions. Then we discuss the NFP estimator, and evaluate how well the approach potentially works in the case of a set of given system parameters. Comparing with the traditional unbiased minimum variance filter (UMVF), Kalman filter, and interactive multiple model (IMM) algorithms, numerical results show that the newly proposed NFP method performs comparable or better in all scenarios with significantly less computational requirements.     

Interacting multiple model methods in target tracking: a survey

The Interacting Multiple Model (IMM) estimator is a suboptimal hybrid filter that has been shown to be one of the most cost-effective hybrid state estimation schemes. The main feature of this algorithm is its ability to estimate the state of a dynamic system with several behavior modes which can “switch” from one to another. In particular, the IMM estimator can be a self-adjusting variable-bandwidth filter, which makes it natural for tracking maneuvering targets. The importance of this approach is that it is the best compromise available currently-between complexity and performance: its computational requirements are nearly linear in the size of the problem (number of models) while its performance is almost the same as that of an algorithm with quadratic complexity. The objective of this work is to survey and put in perspective the existing IMM methods for target tracking problems. Special attention is given to the assumptions underlying each algorithm and its applicability to various situations     

An Adaptive Array Signal Processing Algorithm for Communications

An algorithm is described for initial synchronization in a communication system with a digital adaptive array. This algorithm can also be used for message extraction. A set of consecutive complex video samples of the array output is processed to obtain optimum adaptive array weights, based on a least mean square (LMS) error criterion. This computation is performed for each of the possible alternative signals which may be present during an observation interval. The correct synchronization time or message symbol is selected as the one which yields the minimum LMS error. Assuming orthogonality of the alternative codes, a probability distribution for the output of this processor has been derived.     

驾驶员结构模型参数辨识

给出一种驾驶员结构模型的参数辨识方法：根据人—机实时仿真试验测量的驾驶员描述函数,按最小二乘准则辨识驾驶员模型参数。推导出驾驶员结构模型的灵敏度公式,用于参数辨识过程,使计算方便、收敛性改善。针对驾驶员完成俯仰跟踪任务的人—机仿真试验结果,进行了实例计算,表明该方法是一种确定驾驶员结构模型参数的简单实用的方法     

GPS/INU/MM车辆定位导航系统研究

根据分段、特征提取等地图匹配关键技术探讨了地图匹配的一般原理。提出了基于航向信息的INU(Inertial Navigation Unit) /MM(Map Matching)算法、以及基于卡尔曼滤波的GPS/INU/MM组合导航算法,仿真结果表明上述方法是行之有效的。     

Instantaneous Frequency Estimation Using Adaptive Linear Predictor Weights

A computationally efficient scheme for estimating the digital instantaneous frequencies of narrowband inputs is introduced. The frequency estimates are obtained by searching for minima of the inverse input power spectrum. This spectrum is estimated at each input sample from the weights of an adaptive linear predictor which uses the LMS (least mean square) algorithm to update its weights. The related minima are sought via an iterative search algorithm, referred to as the iterative frequency estimator. This algorithm is computationally more efficient than available methods, and also provides a higher resolution. Simulation results are included; these include tracking of random message sequences in FM signals, and the formant frequency estimation of speech.     

非常规机动操纵要求的计算

首先推导了飞机运动的逆动力学模型，为使问题具有一般性，采用了刚体运动模型，其中力方程建立在风轴系中，力矩方程建立在体轴系中，并且已知气动力模型，其次，由于飞行轨变地标位置（ｘ，ｙ，ｚ）的形式给出，因此构造了一种基于坐标位置的算法，当给定坐标值后，即可据此对逆问题进行求解并得出相应的操纵要求，最后以一种非常规机动动作为例进行了逆仿真，得出了操纵要求。