A modified Gaussian sum approach to estimation of non-Gaussiansignals

A Gaussian sum estimation algorithm has previously been developed to deal with noise processes that are non-Gaussian. Inherent in this algorithm is a serious growing memory problem that causes the number of terms in the Gaussian sum to increase exponentially at each iteration. A modified Gaussian sum estimation algorithm using an adaptive filter is developed that avoids the growing memory problem of the previous algorithm while providing effective state estimation. The adaptive filter is comprised of a fixed set of estimators operating in parallel with each individual estimate possessing its own corresponding weighting term. A simulation example illustrates the new non-Gaussian estimation technique     

超分辨率时延估计研究新进展

从多个具有相同已知波形且在到达时间上相隔很近的叠加回波信号中估计各个回波信号的幅度和到达时间，是一个比较困难的超分辨率时延估计问题。首先对这一问题的研究现状进行了综述，然后，介绍了笔者在此方面取得的最新研究进展，包括一类适用于不同应用背景的简单有效算法。所提出的新方法在许多领域中具有广泛的应用前景。     

A Decision Theoretic Approach to the Angular Resolution and Parameter Estimation Problem for Multiple Targets

The problem of multiple-target resolution and parameter estimation is formulated in a decision theoretic context. The estimation portion of the problem is explicitly solved and experimentally implemented. The results show that it is possible to obtain accurate parameter estimates for targets separated as close as a quarter of a 3-dB beamwidth. This resolution was obtained for reasonable SNR's and with a system that utilized only commercially available components.     

基于改进UKF的组合导航系统航向角估计方法研究

为满足运载体长航时、高精度的导航需求,解决系统可观测性弱导致的航向角易发散的问题,提出了一种基于MEMS非线性组合导航系统的用于提高航向角估计精度的算法。通过采用单天线GNSS航向角作为量测量进行航向约束,解决了MEMS-SINS/GNSS姿态估计中航向角可观测性弱、估计值收敛差的问题;通过转弯判断规则和常规无迹卡尔曼滤波改进算法,抑制了偏流角对系统估计精度的影响。仿真结果表明,该算法有效地抑制了航向角估计精度差的问题,水平姿态精度达到0.01°,航向角精度达到0.1°,提高了系统的导航精度及可靠性。     

Use of the Navy Satellite System in Geodetic Surveying

The question of how multiple-pass data from the Navy Satellite System can be processed to yield an optimal estimate of the latitude, longitude, and elevation of a point on the Earth's surface is considered. It is demonstrated that the problem can be treated by use of modern estimation techniques. Two methods are considered: Kalman estimation and weighted least-squares estimation. The variance of the estimation errors is compared for a simulated sequence of 50 satellite passes.     

一种改进的Lucas—Kanade光流估计方法

Lucas—Kanade算法是一种重要的光流估计技术,在计算机视觉领域有广泛的应用。但对于图像纹理欠丰富的区域,Lucas—Kanade算法光流估计结果较差。文章提出了一种改进的Lucas—Kanade算法：首先,计算跟踪置信度因子;然后,通过阈值检测剔除不可靠的光流估计结果;最后,进行邻域填充。该方法改善了纹理欠丰富区域的光流估计,对矮人模型图像序列进行了实验,证明了方法的有效性及优于Poelman方法和Chiba方法。     

Static Frame Model Validation with Small Samples Solution Using Improved Kernel Density Estimation and Confidence Level Method

An improved method using kernel density estimation (KDE) and confidence level is presented for model validation with small samples. Decision making is a challenging problem because of input uncertainty and only small samples can be used due to the high costs of experimental measurements. However, model validation provides more confidence for decision makers when improving prediction accuracy at the same time. The confidence level method is introduced and the optimum sample variance is determined using a new method in kernel density estimation to increase the credibility of model validation. As a numerical example, the static frame model validation challenge problem presented by Sandia National Laboratories has been chosen. The optimum bandwidth is selected in kernel density estimation in order to build the probability model based on the calibration data. The model assessment is achieved using validation and accreditation experimental data respectively based on the probability model. Finally, the target structure prediction is performed using validated model, which are consistent with the results obtained by other researchers. The results demonstrate that the method using the improved confidence level and kernel density estimation is an effective approach to solve the model validation problem with small samples.     

一种基于非线性跟踪-微分器的角加速度估计方法

针对仅能获取角度信息的角加速度估计问题,基于卡尔曼滤波和非线性跟踪-微分器设计了一种角加速度估计算法。该算法利用卡尔曼滤波得到角速度的估计值,并以此为基础采用非线性跟踪-微分器对角加速度进行估计,通过对卡尔曼滤波与跟踪-微分器角加速度估计进行合理融合获得最终的角加速度输出。仿真结果表明,所设计的估计方法能满足视线角加速度的估计精度要求,具有一定的工程应用价值。     

非稳态表面热流反演算法研究

表面热流的反演是一类典型的热传导逆问题。在采用有限体积法数值求解三维非稳态热传导问题的基础上,将该热传导逆问题转化为优化问题,建立了顺序函数法和共轭梯度法这两类反演算法。采用这两类算法对一个典型算例的计算结果表明:建立的两类反演算法都是有效的,具有较好的抗噪性能。顺序函数法的优势在于算法的推导和实现较为简便,但算法中存在人为确定的参数r,该参数的选取对反演结果有较大影响。共轭梯度法的算法中没有自由参数,但算法的推导和实现都较为复杂,其反演结果的精度和顺序函数法的反演结果精度基本相当。     

Detection and Estimation with Fixed Lag for Abruptly Changing Systems

The problem of state estimation and system structure detection for discrete-time stochastic systems with parameters which may switch among a finite set of values is considered. The switchings are modeled by a semi-Markov, or Markov, chain with known transition statistics. A fixed time delay (lag) is allowed in estimation (smoothing) and detection. The optimal solutions require geometrically increasing computations and storage with time. Suboptimal solutions are proposed to alleviate this problem and simulation results are presented to illustrate the effectiveness of the proposed algorithms and the advantages of introducing a delay in processing of the observations.     

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。     

基于压缩感知的嵌套FDA 雷达距离- 角度联合估计

针对频率分集技术，与非均匀阵列、压缩感知理论相结合，实现目标距离- 角度的联合估计。通过 频率分集技术提高信号空间自由度，将距离参数引入导向矢量矩阵，实现距离- 角度参数的联合。并结合嵌套 阵列，显著提高雷达阵列孔径。该方法针对嵌套阵虚拟阵列流型矩阵的优化过程导致的秩亏缺问题，传统的空 间平滑算法会以牺牲部分阵列孔径为代价将单快拍问题转化为多快拍问题，采用正交匹配追踪算法可以实现单 快拍下的高精度参数估计，避免了空间平滑技术对阵列孔径的影响。并通过压缩感知理论的应用降低信号维度， 减小了计算复杂度。     

竞争性故障模型可靠性评估的非参数估计方法

针对航空发动机现场数据的可靠性评估面临着小子样与随机删失问题,对可靠性评估中的非参数估计方法进行了对比分析.应用蒙特卡罗方法,在竞争性故障模型下,设计了一种对比可靠性评估方法优劣性的仿真方法.该方法以三重威布尔分布为例,通过模拟产生具有随机删失特点的航空发动机现场故障数据,分别对比4种可靠性评估非参数估计方法的优劣性.最后通过一个工程应用案例验证了模型的有效性.仿真结果表明:在三重威布尔竞争性故障模型下,非参数估计方法的优劣顺序依次是Kaplan-Meier估计、平均秩次法、Herd-Johnson估计、Nelson-Aalen估计.      

涡扇发动机变参数鲁棒H_∞滤波器设计

针对存在建模误差及测量噪声干扰条件下的涡扇发动机性能参数估计问题,标准卡尔曼滤波及其改进算法滤波估计误差收敛速度慢,滤波估计精度低,对不确定测量噪声及建模误差较为敏感,为此本文提出了一种变参数鲁棒H_∞滤波器设计方法。该方法采用仿射参数依赖Lyapunov函数设计满足H_∞性能指标要求的鲁棒滤波器,通过引入凸多胞技术,将参数依赖线性矩阵不等式(Linear Matrix Inequality,LMI)中变参数Lyapunov矩阵与系统系数矩阵之间耦合乘积导致的非凸优化问题,转化为常规LMI约束下的凸优化问题进行求解,降低了线性变参数(Linear Parameter Varying,LPV)鲁棒滤波器设计的保守性,得到了全局解。针对涡扇发动机的仿真结果表明:与扩展卡尔曼滤波器对比,采用该方法设计的滤波器具有较快的动态跟踪速度和较高的滤波精度,ΔFn的稳态估计误差不大于0.1%,ΔFn的相对估计误差不大于2.5%,同时对建模误差和测量噪声干扰具有较强的抑制能力。     

航空发动机气路故障诊断的平方根UKF方法研究

设计了适用于双轴涡扇发动机健康参数估计的平方根UKF滤波算法,解决了线性卡尔曼滤波器估计结果准确性依赖于线性模型精度;常规UKF算法中由于计算误差及噪声信号影响引起误差协方差矩阵负定而导致滤波结果发散等问题.提出了根据测量残差变化改进滤波收敛速度与稳定性的方法.发动机渐变与突变故障模式下仿真结果表明,平方根UKF估计算法收敛速度快,稳定性强,精度高,是一种有效的发动机气路部件健康参数估计与故障诊断方法.      

自适应卡尔曼滤波在航空发动机参数估计中的应用

介绍根据实际飞行数据并用卡尔曼滤波方法对某型发动机的参数估计及其结果。重点研究了卡尔曼滤波在航空发动机参数估计中的滤波发散问题和解决这一问题的自适应卡尔曼滤波、飞行条件补偿及模型修正的综合方法。      

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     

基于空域稀疏性的宽带DOA估计

利用宽带阵列接收信号的空域稀疏性,将宽带信号的波达方向(DOA)估计转化为一个稀疏信号重构的问题,提出了一种新的宽带信号DOA估计算法。该算法将宽带信号分解为多个子带信号,联合利用多个子带信号的空域稀疏性进行重构。它是对用于稀疏重构的标准的稀疏贝叶斯学习算法的推广,可适用于多冗余字典的信号模型。另外,通过对多快拍的阵列接收信号进行奇异值分解(SVD),提取信号子空间作为算法的输入数据,可以在有效减少运算复杂度的同时,提高对噪声的稳健性。与传统的宽带阵列DOA估计方法相比,该算法能够用于低信噪比、快拍有限和信源相关性较高的场合,同时算法的性能对信源个数的估计值不太敏感。仿真实验表明,该算法相对现有的基于子空间类的方法,具有更好的DOA估计性能。