自适应滤波方法研究

证明Ｓａｇｅ－Ｈｕｓａ的自适应卡尔曼滤波算法不能同时估计Ｑ和Ｒ,并分析了该法导致滤波发散的原因。介绍了一种新的自适应卡尔曼滤波算法,该法当Ｒ（或Ｑ）已知时可以准确地估计出Ｑ（或Ｒ）。该法的独特之处在于当对Ｑ（或Ｒ）进行修正估计时,只采用矩阵的乘运算和求逆运算,而不进行加减法运算,因此消除了滤波发散现象。数字仿真表明效果良好。     

改进的Sage-Husa自适应滤波算法在MEMS航姿参考系统中的应用

针对经典Kalman滤波和扩展Kalman滤波融合算法存在的计算量大、精度低、实时性差的缺点，引入了改进的Sage-Husa自适应扩展Kalman滤波算法。该算法对经典扩展Kalman滤波算法进行了自适应改进，并在此基础上利用加权渐消记忆法获取了遗忘因子，并通过预测残差得出了最优解。同时，用调整有偏增益估计的措施来保证系统噪声预测方差矩阵与噪声预测方差矩阵的对称性和正定性，对滤波器发散进行了有效的抑制，减少了算法的计算量。实验结果表明，该算法有效改善了可靠性、精确性及自适应能力。     

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.      

车载组合导航中的自适应滤波技术研究

针对现有的自适应卡尔曼滤波算法结构繁杂,采用了一种自适应卡尔曼滤波的车载SINS/GPS 组合导航算法,并与常规卡尔曼滤波算法作了比较。仿真结果表明,这种算法具有结构简单、实时性好和抗野值等的优点,不失为一种实用而有效的滤波方法。     

A modified adaptive Kalman filter for real-time applications

A modified adaptive Kalman filtering algorithm is derived for the standard linear problem under an irregular environment where all variances of the zero-mean Gaussian white (system and observation) noises are unknown a priori. This algorithm has certain merits over various existing adaptive schemes in that it is simple, efficient, and suitable for real-time applications. An illustrative numerical example is presented     

Adaptive robust cubature Kalman filtering for satellite attitude estimation

This paper is concerned with the adaptive robust cubature Kalman filtering problem for the case that the dynamics model error and the measurement model error exist simultaneously in the satellite attitude estimation system. By using Hubel-based robust filtering methodology to correct the measurement covariance formulation of cubature Kalman filter, the proposed filtering algorithm could effectively suppress the measurement model error. To further enhance this effect and reduce the impact of the dynamics model error, two different adaptively robust filtering algorithms, one with the optimal adaptive factor based on the estimated covariance matrix of the predicted residuals and the other with multiple fading factors based on strong tracking algorithm, are developed and applied for the satellite attitude estimation. The quaternion is employed to represent the global attitude parameter, and three-dimensional generalized Rodrigues parameters are introduced to define the local attitude error. A multiplicative quaternion error is derived from the local attitude error to maintain quaternion normalization constraint in the filter. Simulation results indicate that the proposed novel algorithm could exhibit higher accuracy and faster convergence compared with the multiplicative extended Kalman filter, the unscented quaternion estimator, and the adaptive robust unscented Kalman filter.     

Interval Kalman filtering

The classical Kalman filtering technique is extended to interval linear systems with the same statistical assumptions on noise, for which the classical technique is no longer applicable. Necessary interval analysis, particularly the notion of interval expectation, is reviewed and introduced. The interval Kalman filter (IKF) is then derived, which has the same structure as the classical algorithm, using no additional analysis or computation from such as H/sup /spl infin//-mathematics. A suboptimal IKF is suggested next, for the purpose of real-time implementation. Finally, computer simulations are shown to compare the new interval Kalman filtering algorithm with the classical Kalman filtering scheme and some other existing robust Kalman filtering methods.     

Particle Velocity Estimation Using Kalman Filtering

The velocity of a moving particle can be estimated by using the least squares method (LSM), but the estimation accuracy is not high. Here, a Kalman filtering method (KFM) is applied to estimate this velocity. A Kalman filtering formulation of the moving particle velocity is described and has been realized on a digital computer. According to a vast number of printouts, the advantages of KFM over LSM are a short filtering stability time and a high filtering accuracy.     

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。      

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     

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,...     

Kalman Filter Applications in Airborne Radar Tracking

This paper studies the application of Kalman filtering to single-target track systems in airborne radar. An angle channel Kalman filter is configured which incorporates measures of range, range rate, and on-board dynamics. Theoretical performance results are given and a discussion of methods for reducing the complexity of the Kalman gain computation is presented. A suboptimal antenna controller which operates on the outputs of the angle Kalman filter is also described. In addition, methodological improvements are shown to exist in the design of range and range-rate trackers using the Kalman filter configuration.     

Robust adaptive filtering method for SINS/SAR integrated navigation system

This paper presents a new robust adaptive filtering method for SINS/SAR (Strap-down Inertial Navigation System/Synthetic Aperture Radar) integrated navigation system. This method adopts the principle of robust estimation to adaptive filtering of observational data. A robust adaptive filter is developed to adaptively determine the covariance matrix of observation noise, and adaptively adjust the covariance matrix of system state noise according to the adaptive factor constructed based on predicted residuals. Experimental results and comparison analysis demonstrate that the proposed method cannot only effectively resist disturbances due to system state noise and observation noise, but it can also achieve higher accuracy than the adaptive Kalman filtering method.     

A Comparison of Complementary and Kalman Filtering

A technique used in the flight control industry for estimation when combining measurements is the complementary filter. This filter is usually designed without any reference to Wiener or Kalman filters, although it is related to them. This paper, which is mainly tutorial, reviews complementary filtering and shows its relationship to Kalman and Wiener filtering.     

Streamlining measurement iteration for EKF target tracking

The estimation problem is defined, and a review of how the linear estimation approach of Kalman filtering is extrapolated to form an extended Kalman filter (EKF), applicable for state estimation in nonlinear systems is presented. A mechanization of an EKF variation known as an iterated EKF, offering improved tracking performance, is treated. A streamlined version of an iterated EKF that has a lesser computational burden (fewer operations per cycle or time step) than prior formulations is offered. A nonlinear filtering application example, to be used as a testbed for this new approach, is described, and the detailed modeling considerations as needed for exoatmospheric random-variable radar target tracking are discussed. The performance of the streamlined mechanization is illustrated in this radar target tracking example, and comparisons are made with the performance of an EKF without measurement iteration     

变截面悬臂梁结构动载荷辨识方法

在航空航天领域，作用在结构上动载荷的确定对结构健康监测是非常必要和重要的。为此，本文以类似机翼结构的变截面悬臂梁结构为研究对象，提出了一种基于光纤光栅传感器与卡尔曼滤波器的动载荷识别方法。首先，根据变截面梁单元形式，推导出变截面梁的质量矩阵与刚度矩阵，建立动力学运动方程。然后，以光纤光栅传感器测得的应变信息作为观测信号，通过卡尔曼滤波器生成的增益矩阵、新息序列矩阵以及协方差矩阵，得到灵敏度矩阵和估计力的增益矩阵。在此基础上，利用广义回归模型及其最小二乘算法，估算出动载荷大小、判断出动载荷激励位置。借助数值仿真与实验手段，分别验证了该方法对于单点正弦激励、方波激励、锯齿波激励以及多点同时激励等工况下的动载荷识别效果。结果表明，本文所提算法具有较好的动载荷识别效果和噪声抑制能力，能够为未来风洞试验和真实飞行试验环境中诸如大展弦比机翼表面气动压力等载荷实时辨识、气动外形自适应控制以及结构健康监测提供技术支撑。     

基于改进联邦Kalman滤波的组合校准方法研究

联邦滤波器广泛应用于多传感器信息融合领域,联邦滤波中的信息分配原则影响滤波精度.针对联邦Kalman滤波器进行改进,采用基于估计协方差阵奇异值动态确定信息分配系数.对子滤波器进行重置时,采用新的重置方法,保证了子滤波器误差协方差阵的对称性,确保Kalman滤波器的一致收敛稳定性.新的联邦滤波算法允许每个状态分量拥有不同的动态信息分配因子,从而改进了联邦滤波信息融合的精度.设计了SINS/GPS/电子罗盘组合导航系统,仿真结果说明,与传统联邦滤波算法相比,改进的联邦滤波器估计精度得到了提高,可以更好地对SINS误差进行校准,提高系统的精度.     

H_∞滤波算法及其在GPS/SINS组合导航系统中的应用

 在对 H∞ 估计问题进行数学描述的基础上,建立了一种 H∞ 次优滤波算法的迭代方程。定性讨论了H∞滤波算法与传统 Kalman滤波器的关系,通过在 GPS/SINS组合系统中的实际应用进一步从精度、鲁棒性等性能指标方面对 H∞ 滤波和 Kalman滤波算法进行了比较。仿真结果表明,在理想条件下,Kalman滤波方法具有较高的精度;但是,当系统模型和外部干扰统计特性发生变化时,H∞ 滤波算法明显具有良好的鲁棒性能,同时,估计精度也较高,有效地克服了 Kalman滤波器存在的局限性。     

直接根据性能指标进行航空发动机LQG/LTR控制器设计

本文提出了一种根据性能指标要求设计航空发动机LQG/LTR控制器的方法。采用这种方法,可根据发动机模型及性能指标要求直接获得卡尔曼滤波器增益,而无需求解Riccati方程。随后的仿真结果表明,所设计的控制系统具有较好的稳定鲁棒性及较好的动态性能。