Rao-Blackwellized粒子概率假设密度滤波算法

针对多目标跟踪（MTT）,提出一种新的基于随机集的滤波算法,称为Rao-Blackwellized粒子概率假设密度滤波算法（RBP-PHDF）。算法运用Rao-Blackwellized思想,通过挖掘分析“混合线性/非线性模型”的结构,采用序列蒙特卡罗（SMC）方法预测与估计概率假设密度（PHD）迭代式中各个目标的非线性状态,并利用非线性状态粒子中包含的信息,使用卡尔曼滤波器（KF）对线性状态进行预测与估计。以更好地估计PHD进而提高各目标状态估计精度。分析与MTT仿真的结果表明,在相同的仿真条件下,与现有序列蒙特卡罗概率假设密度滤波算法（SMC-PHDF）相比,RBP-PHDF在降低粒子维数、减少计算量的同时,有效提升了估计精度。     

混合线性/非线性状态空间模型的边缘Rao-Blackwellized粒子滤波法(英文)

本文提出了边缘 Rao-Blackwellized 粒子滤波器(marginal Rao-Blackwellized particle filter, MRBPF)算法,算法融合了 Rao-Blackwellized 粒子滤波器(Rao-Blackwellized particle filter , RBPF)算法和边缘粒子滤波器(marginal particle filter, MPF)算法。算法中状态被分为线形和非线性两部分,分别用 MPF 和卡尔曼滤波器(Kalman Filter)进行估计。地形辅助导航(terrain aided navigation, TAN)的仿真结果表明,与 RBPF 相比,提出算法的非线性状态估计的误差均方根(root mean square error, RMSE)和误差方差分别降低了约 29%和 96%,独立粒子数提高了约80%,获得了更好的收敛结果。分析表明,现有RBPF是MRBPF的一个特例。     

卡尔曼/粒子组合滤波在GPS/INS组合导航中的应用研究

在非线性模型和非高斯噪声条件下,粒子滤波在GPS/INS组合导航系统的观测精度较低时能取得较好的滤波结果,但在高观测精度情况下会导致滤波发散。针对这一问题,在分析了基本粒子滤波器算法原理的基础上提出一种卡尔曼/粒子组合滤波方法,将状态向量分为线性部分和非线性部分,分别用卡尔曼滤波和粒子滤波估计,既保证了简化后滤波算法的结果不会变差,又将运算量大大降低,仿真试验表明,组合滤波器能够获得较高的滤波精度,满足实际的导航要求。     

航空发动机气路故障诊断的SANNWA-PF算法

针对航空发动机非线性、非高斯的特点，提出一种用于航空发动机气路故障诊断的自适应神经网络权值调整粒子滤波（SANNWA PF）算法。该算法根据粒子分布情况确定分裂和调整的粒子数目，进而根据粒子权重采用正态分布的方式进行分裂，采用反向传插(BP)神经网络进行权值调整，缓解了粒子的退化和贫化，具有更强的自适应性能和跟踪能力。通过一维非线性跟踪模型和航空发动机气路故障诊断仿真研究表明:SANNWA PF算法具有良好的非高斯性能，相对粒子滤波一维非线性追踪模型估计精度提高约21%，航空发动机气路故障诊断在高斯噪声和非高斯噪声下分别提高约30%和26%，诊断速度分别提高约7倍和10倍。      

一种改进的类高斯和粒子滤波在大失准角传递对准中的应用

 在小失准角传递对准模型基础上提出了一种大失准角下的速度加姿态匹配的传递对准模型;针对模型中存在的非线性和非高斯性问题,根据二阶马尔可夫过程的时域特性,提出了一种改进的采用类高斯和重采样的粒子滤波算法。理论分析证明了大失准角下传递对准模型和小失准角下传递对准模型的统一性。小失准角下的仿真验证了大失准角传递对准模型的正确性;大失准角下的仿真结果表明在大失准角的非线性、非高斯状态下,相比传统粒子滤波算法只稍微增加了计算量,而传递对准的精度提高了大约40%。     

基于高斯和粒子滤波的动态称重数据处理

由于动态称重过程中的噪声干扰,导致动态称重信号处理中存在数据处理速度慢与精度低等不足。为了提高动态称重的快速性与准确性,本文将高斯和粒子滤波算法应用于动态称重数据处理。在对动态称重系统建立状态空间模型的基础上,引进高斯和粒子滤波算法,利用高斯和逼近状态的后验密度,提高了对状态分布估计的精确性。实验结果证明,高斯和粒子滤波方法有效地提高了动态称重的速度与精度,比较实验结果说明本文方法优于传统的扩展卡尔曼滤波和粒子滤波效果。     

基于自适应粒子滤波的涡扇发动机故障诊断

针对涡扇发动机非线性、非高斯的特点,提出了一种自适应的粒子滤波算法用于涡扇发动机气路部件突变故障的诊断.为了减小算法的计算量并且保证滤波精度,分析了滤波精度和样本数目的关系,提出根据滤波过程中状态的方差自适应地调整粒子数,在保证一定的滤波精度下可以有效地减少滤波过程中使用的粒子数,提高了算法的实时性.同时,引入扩展卡尔曼滤波(EKF)用于更新粒子,产生重要概率密度函数,在一定程度上避免了粒子的退化.通过某型涡扇发动机的仿真分析表明:改进的算法相比标准粒子滤波算法用于涡扇发动机气路部件故障诊断时,参数估计的方均根误差减小了50%左右,且算法的计算量减小了30%.     

引入UPF的交互式多模型的算法

融合交互式多模型和UPF（the unscented particle filter）,提出了一种新的多模型滤波算法。多模型结构能适应目标高度机动,粒子滤波能处理非线性、非高斯问题,而UKF（the unscented Kalman filte,）可以提高估计精度。与其它交互式多模型算法进行了比较,试验仿真结果证实了新滤波算法的有效性。     

一种基于NGA-QPF的航天器姿态估计方法

针对航天器姿态确定中的非线性非高斯的滤波问题,提出一种基于遗传算法的粒子滤波的航天器姿态估计方法。该方法将姿态四元数作为采样粒子进行粒子滤波,并将小生境遗传算法（NGA）引入粒子滤波算法中,以改善粒子滤波的性能;用遗传算法单独进行陀螺偏差估计,以减少粒子滤波的状态维数。该姿态估计方法保持了四元数的归一化性质,通过引入小生境遗传算法解决了重采样阶段的粒子退化问题,并且由于单独估计陀螺偏差避免了粒子滤波状态的扩展。该方法能够在较少粒子的情况下实现高效率高精度的定姿,仿真结果说明了方法的有效性。     

DR/GPS组合导航系统滤波技术研究

陆用航位推算系统（DR）的精度主要受到里程系数和航向误差的制约,其误差模型本质具有非线性,因此采用非线性滤波算法能显著提高里程系数和航向误差的估计精度。本文将粒子滤波应用到航位推算（DR）/GPS组合导航系统数据融合过程中,对航位推算 (DR) 与GPS组合导航系统中的里程系数误差和航向误差进行辨识估计,并对里程系数和航向进行修正。粒子滤波存在的主要问题是粒子的退化现象严重,本文将量子粒子群优化 (PSO) 算法与粒子滤波相结合,提出了量子PSO粒子滤波算法,该算法采用量子位对粒子进行编码,引入量子旋转门与变异操作保持了粒子集的多样性,通过量子PSO搜索寻优重新分配粒子,使粒子集有效地逼近真实的后验概率分布,从而有效地减轻了退化现象,提高了粒子滤波的精度。跑车实验结果表明,该算法有效地抑制了DR导航系统误差的增长,提高了组合导航系统的定位精度。     

The Marginal Rao-Blackwellized Particle Filter for Mixed Linear/Nonlinear State Space Models

In this paper, the marginal Rao-Blackwellized particle filter （MRBPF）, which fuses the Rao-Blackwellized particle filter （RBPF） algorithm and the marginal particle filter （MPF） algorithm, is presented. The state space is divided into linear and non-linear parts, which can be estimated separately by the MPF and the optional Kalman filter. Through simulation in the terrain aided navigation （TAN） domain, it is demonstrated that, compared with the RBPF, the root mean square errors （RMSE） and the error variance of the nonlinear state estimations by the proposed MRBPF are respectively reduced by 29% and 96%, while the unique particle count is increased by 80%. It is also found that the MRBPF has better convergence properties, and analysis has shown that the existing RBPF is nothing more than a special case of the MRBPF.     

Probability hypothesis density filter with adaptive parameter estimation for tracking multiple maneuvering targets

The probability hypothesis density (PHD) filter has been recognized as a promising tech-nique for tracking an unknown number of targets. The performance of the PHD filter, however, is sensitive to the available knowledge on model parameters such as the measurement noise variance and those associated with the changes in the maneuvering target trajectories. If these parameters are unknown in advance, the tracking performance may degrade greatly. To address this aspect, this paper proposes to incorporate the adaptive parameter estimation (APE) method in the PHD filter so that the model parameters, which may be static and/or time-varying, can be estimated jointly with target states. The resulting APE-PHD algorithm is implemented using the particle filter (PF), which leads to the PF-APE-PHD filter. Simulations show that the newly proposed algorithm can correctly identify the unknown measurement noise variances, and it is capable of tracking mul-tiple maneuvering targets with abrupt changing parameters in a more robust manner, compared to the multi-model approaches.     

用于非线性跟踪问题的一种新的粒子滤波器

机动目标跟踪系统通常是非线性而且不完全观测的 ,所以问题的关键在于每一时刻的目标机动性都是高度不确定的。提出了一种新的平滑粒子滤波算法 ,该算法在粒子滤波器中加入了对系统模型的概率分布密度的平滑处理 ,从而很好的解决了目标的机动性估计问题。在仿真研究中 ,与辅助粒子滤波器的比较验证了本文算法处理非线性跟踪问题的优越性     

非线性非高斯模型的高斯和PHD滤波算法(英文)

A new multi-target filtering algorithm, termed as the Gaussian sum probability hypothesis density （GSPHD） filter, is proposed for nonlinear non-Gaussian tracking models. Provided that the initial prior intensity of the states is Gaussian or can be identified as a Gaussian sum, the analytical results of the algorithm show that the posterior intensity at any subsequent time step remains a Gaussian sum under the assumption that the state noise, the measurement noise, target spawn intensity, new target birth intensity, target survival probability, and detection probability are all Gaussian sums. The analysis also shows that the existing Gaussian mixture probability hypothesis density （GMPHD） filter, which is unsuitable for handling the non-Gaussian noise cases, is no more than a special case of the proposed algorithm, which fills the shortage of incapability of treating non-Gaussian noise. The multi-target tracking simulation results verify the effectiveness of the proposed GSPHD.     

Maneuvering Target Tracking with Hypothesis Testing

A new approach is proposed for maneuvering target tracking.Target motion is described by nonlinear models in a sphericalcoordinate system. States of these models are estimated byquantization, multiple hypothesis testing, and a suboptimumdecoding algorithm of information theory. This approach does notrequire linearization of nonlinear models. Hence it is superior toclassical estimation techniques, such as the extended Kalman filter.Simulation results, some of which are presented here, haveshown the superiority of the proposed approach over target trackingwith the extended Kalman filter.     

Track labeling and PHD filter for multitarget tracking

Multiple target tracking requires data association that operates in conjunction with filtering. When multiple targets are closely spaced, the conventional approaches (as, e.g., MHT/assignment) may not give satisfactory results. This is mainly because of the difficulty in deciding what the number of targets is. Recently, the probability hypothesis density (PHD) filter has been proposed and particle filtering techniques have been developed to implement the PHD filter. In the particle PHD filter, the track labeling problem is not considered, i.e., the PHD is obtained only for a frame at a time, and it is very difficult to perform the multipeak extraction, particularly in high clutter environments. A track labeling method combined with the PHD approach, as well as considering the finite resolution, is proposed here for multitarget tracking, i.e., we keep a separate tracker for each target, use the PHD in the resolution cell to get the estimated number and locations of the targets at each time step, and then perform the track labeling ("peak-to-track" association), whose results can provide information for PHD peak extraction at the next time step. Besides, by keeping a separate tracker for each target, our approach provides more information than the standard particle PHD filter. For example, in group target tracking, if we are interested in the motion of a specific target, we can track this target, which is not possible for the standard particle PHD filter, since the standard particle PHD filter does not keep track labels. Using our approach, multitarget tracking can be performed with automatic track initiation, maintenance, spawning, merging, and termination     

An improved multiple model GM-PHD filter for maneuvering target tracking

In this paper, an improved implementation of multiple model Gaussian mixture probability hypothesis density (MM-GM-PHD) filter is proposed. For maneuvering target tracking, based on joint distribution, the existing MM-GM-PHD filter is relatively complex. To simplify the filter, model conditioned distribution and model probability are used in the improved MM-GM-PHD filter. In the algorithm, every Gaussian components describing existing, birth and spawned targets are estimated by multiple model method. The final results of the Gaussian components are the fusion of multiple model estimations. The algorithm does not need to compute the joint PHD distribution and has a simpler computation procedure. Compared with single model GM-PHD, the algorithm gives more accurate estimation on the number and state of the targets. Compared with the existing MM-GM-PHD algorithm, it saves computation time by more than 30%. Moreover, it also outperforms the interacting multiple model joint probabilistic data association (IMMJPDA) filter in a relatively dense clutter environment.