Efficient recursive state estimator for dynamic systems withoutknowledge of noise covariances

An efficient recursive state estimator for dynamic systems without knowledge of noise covariances is suggested. The basic idea for this estimator is to incorporate the dynamic matrix and the forgetting factor into the least squares (LS) method to remedy the lack of knowledge of noises. We call it the extended forgetting factor recursive least squares (EFRLS) estimator. This estimator is shown to have similar asymptotic properties to a completely specified Kalman filter state estimator. More importantly, the performance of EFRLS greatly exceeds that of existing filtering techniques when the noise variance is misspecified. In addition, EFRLS also performs well when there is cross-correlation between the process and measurement noise streams or temporal dependencies within those streams. Some discussions and a number of simulations are made to provide practical guidance on the choice of an optimal forgetting factor and evaluate the performance of the EFRLS algorithms, which strongly dominates that of the standard forgetting factor recursive least squares (FRLS) and some misspecified Kalman filtering     

一种线运动扰动环境下基于惯性凝固系抗干扰自对准优化算法研究

传统惯性凝固性对准技术可有效隔离角运动干扰环境对捷联惯导自对准精度的影响,但对线运动环境下的抗干扰能力不足.据此,在深入分析线运动干扰对捷联惯导惯性凝固系下自对准精度影响途径之上,对线运动干扰环境划分为速度周期波动、突跳以及速度短期线性漂移.提出采用积分降噪、载体惯性系速度递推拟合与基于带遗忘因子递推最小二乘的速度慢漂提取技术相结合的抗干扰自对准优化算法,并进行了试验验证.试验结果表明,本算法可在5min内实现1.3mil的抗干扰自对准精度.     

基于K-均值聚类和约简最小二乘支持向量回归机的推力估计器设计

提出了一种基K-均值聚类和约简最小二乘支持向量回归机的推力估计器设计方法.首先用K-均值聚类法将全包线范围内的数据进行聚类,然后在每一个类当中,用迭代约简最小二乘支持向量回归机设计一个子推力估计器.在用迭代约简最小二乘支持向量回归机设计子推力估计器的过程中,为了使计算数值更稳定,用Cholesky分解代替原来的迭代方法.最后仿真实验表明,此推力估计器能满足直接推力控制的需要,并和其它的方案比较起来,该方案存在一定的优势.      

基于复Shearlet域高斯混合模型的SAR图像去噪

 结合双树复小波的平移不变性、多分辨率性和剪切波变换的灵活可选的多方向性,提出一种新的图像表达方法——复Shearlet变换。针对合成孔径雷达(Synthetic Aperture Radar,SAR)图像的相干噪声特点,建立了复Shearlet系数域的高斯混合模型(Gaussian Mixture Model,GSM),在此基础上应用贝叶斯最小二乘法进行系数估计,最后进行复Shearlet反变换得到去噪以后的SAR图像。仿真结果和分析表明:本文提出的算法相比其他变换域去噪算法,不仅去噪后的图像的峰值信噪比(Peak Signal to Noise Ratio, PSNR)有所提高,而且去噪后的图像更平滑,且与Shearlet域高斯混合模型相比,本文算法速度快了两倍多。     

一种新的基于TDOA与GROA的无源定位算法

针对基于到达时间差(TDOA)与到达增益比(GROA)的辐射源无源定位问题,提出了一种新的定位算法。首先通过引入一个中间变量,根据TDOA和GROA测量模型,构造一个约束加权最小二乘(CWLS)估计。由于这个CWLS问题是非凸的优化问题,现有的方法不能很好地求解。为此,提出了一种有效的方法可以求解到其全局最优解。最后,所提算法被推广到观测站存在自定位误差时的定位求解。计算机仿真结果验证了所提算法能够获得优于传统两步加权最小二乘法(2WLS)的定位性能,能够在更大的噪声条件下达到克拉美罗下界(CRLB)。     

基于递推平方根法的神经网络模型辨识

提出一种基于递推平方根法的神经网络模型辨识方法,对Davidon最小二乘法和阻尼最小二乘法进行了改进,既保持了二者简单易行、收敛性的优点,又能提高精度,减少计算量,适合于应用在非线性系统的辨识和自适应控制中。与常规的Davidon最小二乘法和阻尼最小二乘法进行仿真比较,体现出了这种方法的有效性,尤其是在输入及隐含节点个数较多的情况,其优点比较明显。     

A recursive multiple model approach to noise identification

Correct knowledge of noise statistics is essential for an estimator or controller to have reliable performance. In practice, however, the noise statistics are unknown or not known perfectly and thus need to be identified. Previous work on noise identification is limited to stationary noise and noise with slowly varying statistics only. An approach is presented here that is valid for nonstationary noise with rapidly or slowly varying statistics as well as stationary noise. This approach is based on the estimation with multiple hybrid system models. As one of the most cost-effective estimation schemes for hybrid system, the interacting multiple model (IMM) algorithm is used in this approach. The IMM algorithm has two desirable properties: it is recursive and has fixed computational requirements per cycle. The proposed approach is evaluated via a number of representative examples by both Monte Carlo simulations and a nonsimulation technique of performance prediction developed by the authors recently. The application of the proposed approach to failure detection is also illustrated     

Passive tracking scheme for a single stationary observer

While there are many techniques for bearings-only tracking (BOT) in the ocean environment, they do not apply directly to the land situation. Generally, for tactical reasons, the land observer platform is stationary; but, it has two sensors, visible and infrared, for measuring bearings and a laser range finder (LRF) for measuring range. There is a requirement to develop a new BOT data fusion scheme that fuses the two sets of bearing readings, and together with a single LRF measurement, produces a unique track. This paper first develops a parameterized solution for the target speeds, and then heading, prior to the occurrence of the LRF measurement, when the track is unobservable. At, and after the LRF measurement, a BOT, formulated as a least squares (LS) estimator, then produces a unique LS estimate of the target states. Bearing readings from the other sensor serve as instrumental variables in a data fusion setting to eliminate the bias in the BOT estimator. The result is an unbiased and decentralized data fusion scheme. Results from two simulation experiments have corroborated the theoretical development and show also that the scheme is optimal.     

石英加速度计误差模型系数的递推最小二乘辨识方法研究

为探索在线辨识的测试方法,满足实时辨识的需要,本文提出采用递推最小二乘法辨识石英加速度计模型系数,并对其在重力场测试中的应用进行了研究.介绍了递推最小二乘系数估计法原理,为便于实际应用,根据测试领域的习惯,对递推最小二乘方法进行了梳理.以加速度计分度头试验为例,将该方法应用于加速度计重力场试验的误差模型系数辨识.仿真分...     

基于定位误差修正的运动目标TDOA/FDOA无源定位方法

针对时差(TDOA)、频差(FDOA)无源定位的两步加权最小二乘(TSWLS)方法定位均方根误差(RMSE)和定位偏差适应测量噪声能力差的问题,在分析了影响两步法定位性能的因素基础上提出一种基于一阶泰勒级数展开的定位误差修正方法。该方法的第1步和两步法相同;其第2步避免了两步法第2步中引入估计偏差的平方运算,利用一阶泰勒级数展开得到第1步定位误差的线性最小均方估计,修正第1步定位结果得到目标位置和速度的最终估计,从理论上证明了该方法可以达到定位的克拉美罗下限(CRLB)。计算机仿真对比了新方法和TSWLS方法、基于泰勒级数(TS)展开的迭代极大似然(ML)方法以及约束总体最小二乘(CTLS)方法的定位性能,新算法复杂度和两步法相当,且均方误差和定位偏差低于两步法、泰勒级数法和CTLS方法。     

Fast automatic leveling subject to abrupt deterministic input

This investigation applies a modified Kalman filter with a recursive generalized M estimator (GME) of input to a class of leveling problems, that are subject to abrupt environmental disturbances and high noise levels. A least-squares estimator (LSE) based hypothetical testing scheme is also devised to detect the onset and presence of the input. Simulation results demonstrate that the leveling speed of convergence and accuracy is markedly higher than the original unmodified one     

Nonstochastic adaptive decision fusion in distributed-detection systems

Implementing the optimal Neyman-Pearson (NP) fusion rule in distributed detection systems requires the sensor error probabilities to be a priori known and constant during the system operation. Such a requirement is practically impossible to fulfil for every resolution cell in a multiflying target multisensor environment. The true performance of the fusion center is often worse than expected due to fluctuations of the observed environment and instabilities of sensor thresholds. This work considers a nonparametric data fusion situation in which the fusion center knows only the number of the sensors, but ignores their error probabilities and cannot control their thresholds. A data adaptive approach to the problem is adopted, and combining P reports from Q independent distributed sensors through a least squares (LS) formulation to make a global decision is investigated. Such a fusion scheme does not entail strict stationarity of the noise environment nor strict invariance of the sensor error probabilities as is required in the NP formulation. The LS fusion scheme is analyzed in detail to simplify its form and determine its asymptotic behavior. Conditions of performance improvement as P increases and of quickness of such improvement are found. These conditions are usually valid in netted radar surveillance systems.     

A Linear-correction Least-squares Approach for Geolocation Using FDOA Measurements Only

  A linear-correction least-squares(LCLS) estimation procedure is proposed for geolocation using frequency difference of arrival (FDOA) measurements only. We first analyze the measurements of FDOA, and further derive the Cram閞-Rao lower bound (CRLB) of geolocation using FDOA measurements. For the localization model is a nonlinear least squares(LS) estimator with a nonlinear constrained, a linearizing method is used to convert the model to a linear least squares estimator with a nonlinear constrained. The Gauss-Newton iteration method is developed to conquer the source localization problem. From the analysis of solving Lagrange multiplier, the algorithm is a generalization of linear-correction least squares estimation procedure under the condition of geolocation using FDOA measurements only. The algorithm is compared with common least squares estimation. Comparisons of their estimation accuracy and the CRLB are made, and the proposed method attains the CRLB. Simulation results are included to corroborate the theoretical development.     

Discrete-time min-max tracking

The problem of optimal state estimation of linear discrete-time systems with measured outputs that are corrupted by additive white noise is addressed. Such estimation is often encountered in problems of target tracking where the target dynamics is driven by finite energy signals, whereas the measurement noise is approximated by white noise. The relevant cost function for such tracking problems is the expected value of the standard H/sub /spl infin// performance index, with respect to the measurement noise statistics. The estimator, serving as a tracking filter, tries to minimize the mean-square estimation error, and the exogenous disturbance, which may represent the target maneuvers, tries to maximize this error while being penalized for its energy. The solution, which is obtained by completing the cost function to squares, is shown to satisfy also the matrix version of the maximum principle. The solution is derived in terms of two coupled Riccati difference equations from which the filter gains are derived. In the case where an infinite penalty is imposed on the energy of the exogenous disturbance, the celebrated discrete-time Kalman filter is recovered. A local iterations scheme which is based on linear matrix inequalities is proposed to solve these equations. An illustrative example is given where the velocity of a maneuvering target has to be estimated utilizing noisy measurements of the target position.     

A Kalman Tracker with a Simple Input Estimator

Two Kalman filter based schemes are proposed for tracking maneuvering targets. Both schemes use least squares to estimate a target's acceleration input vector and to update the tracker by this estimate. The first scheme is simpler and by an approximation to its input estimator the computation can be considerably reduced with insignificant performance degradation. The second scheme requires two Kalman filters and hence is more complex. However, since one of its two filters assumes input noise, it may outperform the first scheme when input noise is indeed present. A detector that compares the weighted norm of the estimated input vector to a threshold is used in each scheme. Its function is to guard against false updating of the trackers and to keep the error covariance small during constant velocity tracks. Simulation results for various target profiles are included. They show that in terms of tracking performance, both schemes are comparable. However, because of its computation simplicity, the first scheme is far superior.     

Optimal Detection and Performance of Distributed Sensor Systems

Global optimization of a distributed sensor detection system withfusion is considered, where the fusion rule and local detectors aresolved to obtain overall optimal performance. This yields coupledequations for the local detectors and the fusion center.The detection performance of the distributed system with fusionis developed. The globally optimal system performance is comparedwith two suboptimal systems. Receiver operating characteristics(ROCs) are computed numerically for the problem of detecting aknown signal embedded in non-Gaussian noise.     

传感器位置误差条件下的约束总体最小二乘时差定位算法

 现代定位系统中,传感器往往被安放在运动平台上,其位置无法精确得知,存在估计误差,将严重影响对目标的定位精度。针对这一问题,提出基于约束总体最小二乘(CTLS)的到达时差(TDOA)定位算法。首先通过引入中间变量,将非线性TDOA定位方程转化为伪线性方程,再利用CTLS技术,全面考虑伪线性方程所有系数中的噪声。在此基础上推导了定位方程的目标函数,再根据牛顿迭代方法,进行数值迭代,快速得到精确解。采用一阶小噪声扰动分析方法,对该算法的理论性能进行了分析,证明了算法的无偏性和逼近克拉美-罗下限(CRLB)。仿真实验表明,该算法克服了现有总体最小二乘(TLS)算法不能达到CRLB、两步加权最小二乘(two-step WLS)算法在较高噪声时性能发散的缺陷,在较高噪声时定位精度仍然能达到CRLB。     

基于自适应PID的异步电机电流控制

在异步电机矢量控制电流环中采用参数自适应PID算法。该算法采用带遗忘因子的递推最小二乘算法对PID参数进行在线估计,能够根据不同情况实时调整PID参数。试验结果表明,该算法鲁棒性强、稳定性好、自适应性强、计算量小,能够满足对电流控制的要求,并且提高了速度的抗干扰能力。     

Blind adaptive decision fusion for distributed detection

We consider the problem of decision fusion in a distributed detection system. In this system, each detector makes a binary decision based on its own observation, and then communicates its binary decision to a fusion center. The objective of the fusion center is to optimally fuse the local decisions in order to minimize the final error probability. To implement such an optimal fusion center, the performance parameters of each detector (i.e., its probabilities of false alarm and missed detection) as well as the a priori probabilities of the hypotheses must be known. However, in practical applications these statistics may be unknown or may vary with time. We develop a recursive algorithm that approximates these unknown values on-line. We then use these approximations to adapt the fusion center. Our algorithm is based on an explicit analytic relation between the unknown probabilities and the joint probabilities of the local decisions. Under the assumption that the local observations are conditionally independent, the estimates given by our algorithm are shown to be asymptotically unbiased and converge to their true values at the rate of O(1/k/sup 1/2/) in the rms error sense, where k is the number of iterations. Simulation results indicate that our algorithm is substantially more reliable than two existing (asymptotically biased) algorithms, and performs at least as well as those algorithms when they work.     

Approximate Maximum Likelihood Algorithm for Moving Source Localization Using TDOA and FDOA Measurements

 A closed-form approximate maximum likelihood (AML) algorithm for estimating the position and velocity of a moving source is proposed by utilizing the time difference of arrival (TDOA) and frequency difference of arrival (FDOA) measurements of a signal received at a number of receivers. The maximum likelihood (ML) technique is a powerful tool to solve this problem. But a direct approach that uses the ML estimator to solve the localization problem is exhaustive search in the solution space, and it is very computationally expensive, and prohibits real-time processing. On the basis of ML function, a closed-form approximate solution to the ML equations can be obtained, which can allow real-time implementation as well as global convergence. Simulation results show that the proposed estimator achieves better performance than the two-step weighted least squares (WLS) approach, which makes it possible to attain the Cram閞-Rao lower bound (CRLB) at a sufficiently high noise level before the threshold effect occurs.