Square root parallel Kalman filtering using reduced-order localfilters

The basic parallel Kalman filtering algorithms derived by H.R. Hashemipour et al. (IEEE Trans. Autom. Control. vol.33, p.88-94, 1988) are summarized and generalized to the case of reduced-order local filters. Measurement-update and time-update equations are provided for four implementations: the conventional covariance filter, the conventional information filter, the square-foot covariance filter, and the square-foot information filter. A special feature of the suggested architecture is the ability to accommodate parallel local filters that have a smaller state dimension than the global filter. The estimates and covariance or information matrices (or their square roots) from these reduced-order filters are collated at a central filter at each step to generate the full-size, globally optimal estimates and their associated error covariance or information matrices (or their square roots). Aspects of computational complexity and the ensuing tradeoff with communication are discussed     

Applications of Mininum Variance Reduced-State Estimators

This paper presents an algorithm for a class of suitably constrained reduced-order filters which minimize the variance of the estimated variables. The algorithm generates both the filter gain history and the true estimation error covariance. The algorithm provides a quantitative criterion which can be used to measure the performance of any reduced-order estimator. Both continuous and discrete estimators are considered. Several examples are treated including an application of the technique to a hybrid navigation system of high order.     

Control of a large space structure using MMAE/MMAC techniques

The application of moving-bank multiple model adaptive estimation and control (MMAE/MMAC) algorithms to an actual spade structure (Space Integrated Controls Experiment (SPICE)) being examined at Phillips Laboratory at Kirtland AFB, NM, is presented. The structure consists of a large platform and a smaller platform connected by three legs in a tripod fashion. Kalman filtering and LQG (linear system, quadratic cost, Gaussian noise) control techniques are utilized as the primary design tools for the components of the MMAE/MMAC. Implementing a bank of filters or controllers increases the robustness of the algorithms when uncertainties exist in the system model, whereas the moving bank is utilized to reduce the computational load. Several reduced-order models are developed from the truth model using modal analysis and modal cost analysis. The MMAE/MMAC design with a substantially reduced-order filter model provides an excellent method to estimate a wide range of parameter variations and to quell oscillations in the structure.     

Adaptive Tracking Filter for Maneuvering Targets

A general method of continually restructuring an optimum Bayes-Kalman tracking filter is proposed by conceptualizing a growing tree of filters to maintain optimality on a target exhibiting maneuver variables. This tree concept is then constrained from growth by quantizing the continuously sensed maneuver variables and restricting these to a small value from which an average maneuver is calculated. Kalman filters are calculated and carried in parallel for each quantized variable. This constrained tree of several parallel Kalman filters demands only modest om; puter time, yet provides very good performance. This concept is implemented for a Doppler tracking system and the performance is compared to an extended Kalman filter. Simulation results are presented which show dramatic tracking improvement when using the adaptive tracking filter.     

Federated square root filter for decentralized parallel processors

An efficient, federated Kalman filter is developed for use in distributed multisensor systems. The design accommodates sensor-dedicated local filters, some of which use data from a common reference subsystem. The local filters run in parallel, and provide sensor data compression via prefiltering. The master filter runs at a selectable reduced rate, fusing local filter outputs via efficient square root algorithms. Common local process noise correlations are handled by use of a conservative matrix upper bound. The federated filter yields estimates that are globally optimal or conservatively suboptimal, depending upon the master filter processing rate. This design achieves a major improvement in throughput (speed), is well suited to real-time system implementation, and enhances fault detection, isolation, and recovery capability     

An optimal reduced-order stochastic observer-estimator

An optimal reduced-order observer-estimator (filter) is developed which can provide a full-dimensional vector of state estimates for systems where the dimension of the measurement vector is smaller than that of the state vector and none of the measurements are noise free. The reduced-order filter consists of two subfilters each of which provides a subset of the optimal estimate. A two-step L-K transformation is employed to minimize the estimate error variance of each subfilter. The optimal reduced-order filter developed is computationally efficient     

组合导航系统中一种基于特征值分解的自适应信息融合滤波算法

基于分散滤波理论的联合滤波算法,可以有效地降低组合导航系统的计算负担,并且增强系统的容错性能。给出了一种联合滤波算法中信息分配系数的自适应计算方法,能够使联合系统根据导航过程中各传感器的信息质量的变化合理地反馈全局信息。仿真结果表明,该算法可以有效地降低由于导航子系统降级带来的滤波误差。     

基于联邦滤波的容错组合导航系统仿真分析

设计INS／GPS组合导航系统时,考虑到观测量GPS位置和速度是正相关的,可通过降低单个滤波器的维度形成两个局部滤波器,主滤波器融合局部滤波器的状态估计,得到整个组合导航系统的误差状态估计值。同时,根据各局部滤波器的故障情况选择输出,仅利用未失效系统的局部滤波器得到可靠的最优误差状态估计值,使得容错性能大大提高。结果表明,由于采用了并行运算,增加了系统的余度,有效提高了导航系统的精度和可靠性,有较好的容错性和环境适应性,具有较高的应用价值。     

Reduced-order H/sub /spl infin// and L/sub 2/-L/sub /spl infin// filtering via linear matrix inequalities

Necessary and sufficient conditions are derived for the existence of a solution to the continuous-time and discrete-time reduced-order H/sub /spl infin// and L/sub 2/-L/sub /spl infin// filtering problems. These conditions are expressed in terms of linear matrix inequalities (LMIs) and a coupling nonconvex matrix rank constraint. Convex LMI problems are obtained for the full-order and the zeroth-order filtering. An explicit parametrization of all reduced-order filters that correspond to a feasible solution is derived in terms of a contractive matrix, and iterative algorithms are proposed to solve the reduced-order filtering problems using alternating projections.     

A reduced-order model for integrated GPS/INS

The dominant factor in determining the computation time of the Kalman filter is the dimension n of the model state vector. The number of computations per iteration is on the order of n³. Any reduction in the number of states will benefit directly in terms of increased computation time. In this paper, a high order model in integrated GPS/INS is described first, then a reduced-order model based on the high-order model, is developed. Finally, a faster tracking approach for Kalman filters is discussed. A typical aircraft trajectory is designed for a complex high-dynamic aircraft flight experiment. A Monte Carlo analysis shows that the reduced order model presented in this paper provides satisfactory accuracy for aircraft navigation     

基于数字滤波的低频时码秒脉冲抖动平滑方法研究

低频时码授时信号在接收时，由于环境等因素的影响会导致解调得到的低频时码秒脉冲出现抖动。为减小该抖动现象对低频时码定时精度的影响，基于我国低频时码授时系统（BPC），研究并设计基于数字滤波的秒脉冲抖动平滑方法，通过仿真实验，验证分析了最小均方误差（LMS）自适应滤波算法和卡尔曼滤波算法的有效性和抖动平滑性能。结果表明，低频时码秒脉冲的抖动现象可以通过BPC 1PPS (one pulse per second)和本地1PPS之间的相位差波动情况反映；LMS自适应滤波算法和卡尔曼滤波算法对BPC 1PPS的抖动平滑处理均有明显效果，卡尔曼滤波算法的抖动平滑效果更优，但存在一定的收敛时间，LMS自适应滤波算法的滤波结果响应速度快，但抖动平滑性能受滤波器阶数的影响。所以，在实际应用中，应根据实际需求选择合适的滤波器及相关参数。     

A Stratified Statistical Filter with Nonlinear Application

This paper introduces a statistical filter (or, more strictly, a filtering algorithm) which has intended application in the area of nonlinear systems. Within this context, the filter enables one to investigate the convergence effects produced by varying the initial estimates associated with the respective state variables, together with the various system parameters. The present algorithm is not intended to replace the more powerful optimal statistical filters used in linear theory, but rather to provide a simulation tool which can readily be applied to a given nonlinear system. The application considered in this paper bears a similarity to a tracking problem which might be encountered by an optical device, where angular information is the primary observable quanity. In this particular application, angular observations are available, and statistical estimates are desired for a position variable, together with an unknown parameter. The application is introduced primarily for the purpose of demonstrating the behavior of the filter when applied to a relatively simple nonlinear system.     

Kalman filtering with state equality constraints

Kalman filters are commonly used to estimate the states of a dynamic system. However, in the application of Kalman filters there is often known model or signal information that is either ignored or dealt with heuristically. For instance, constraints on state values (which may be based on physical considerations) are often neglected because they do not fit easily into the structure of the Kalman filter. A rigorous analytic method of incorporating state equality constraints in the Kalman filter is developed. The constraints may be time varying. At each time step the unconstrained Kalman filter solution is projected onto the state constraint surface. This significantly improves the prediction accuracy of the filter. The use of this algorithm is demonstrated on a simple nonlinear vehicle tracking problem     

采用一组卡尔曼滤波器检测发动机传感器故障

在发动机全功能数字电子控制系统中,提高传感器工作的可靠性是十分重要的,除了不断对传感器本身的性能加以改进提高外,现在广泛地采用了余度技术。近二十年来对解析余度(Analyt ical Redundancy)进行了广泛的研究,解析余度(AR)方法是基于各状态变量之间存在的解析关系,在系统可观条件下,利用无故障的输出测量值去估计(构造)已故障传感器正常工作状态时的输出信息,从而实现对故障的检测、隔离与重构,保证控制系统具有预定的控制性能。      

基于混合粒子滤波的激光惯导系统误差的补偿

针对激光陀螺捷联惯导系统在动态尤其是高动态环境下的姿态误差显著增大的问题,提出了一种基于改进高斯混合粒子滤波的纯方位跟踪算法。算法基于混合粒子的卡尔曼滤波和粒子滤波的特点,用有限的高斯模型来近似后验状态密度、系统噪声和观测噪声的分布通过EM的算法设计实现模型的降阶,一定程度上克服了EM算法迭代的结果需要依赖初始值、可能收敛到局部最大点或可能收敛到参数空间边界的缺点,从而改善了粒子携带信息的衰减问题。通过仿真与试验结合,在纯动态应用环境下的姿态与定位精度补偿效果,与传统Kalman滤波相比,算法在保持高精度估计能力的同时,具有较强的鲁棒性,是解决非线性系统状态估计问题的一种有效方法。     

用于检测操纵面损伤的故障检测滤波器

针对飞行中典型的操纵面损伤故障,以故障检测滤波器为基础,开发了一种建立在离散模型上的快速、稳定的故障检测及诊断算法,可以在几个采样周期内同时精确检测出多个操纵面的损伤程度,故障检测滤波器的稳定性、收敛性也得到证明,具有较好的实用性。几种组合故障下的仿真研究证实了上述结论。     

On a decoupled multitarget tracking algorithm

An analysis is conducted of the optimality of a decoupled tracking filtering algorithm for addressing the problem of tracking multiple targets with correlated measurements and maneuvers. It is proved that the decoupled filters are, in general, suboptimal and are not in fact Kalman filters. However, it is shown also that if the standard Kalman filter is asymptotically stable, the decoupled filters will converge asymptotically to the stable version of the standard Kalman filter. For the case of time-invariant measurement and process noise covariance, a simple sufficient condition guaranteeing the asymptotical stability of the decoupled filters are given     

一种基于数字综合算法的MTD滤波器设计方法

利用空间阵列方向图合成中的数字综合算法 ,提出了一种新的MTD滤波器设计方法。该方法通过在滤波器频率响应的副瓣区放置大量的干扰信号 ,改变干扰信号的功率强度 ,从而自适应地控制滤波器频率响应的副瓣电平。这种方法所设计的MTD滤波器 ,其频率响应不仅在零频附近有宽而深的零陷 ,而且在其他副瓣区域可以为任意形状 ,具有较好的实用性。设计实例证实了这种方法的有效性。     

基于LMI的鲁棒滤波在无人机飞控系统中的应用

针对无人机在实际飞行过程中存在外界干扰以及传感器量测噪声的问题,应用线性矩阵不等式理论对无人机飞控系统进行了降阶鲁棒滤波器设计.讨论了适用于连续系统的降阶鲁棒滤波算法以及滤波器存在的条件.最后,进行了无人机纵向高度保持阶段的数字仿真,给出迎角与俯仰角速度的仿真曲线,仿真结果验证了该算法的合理性和有效性.     

Poly-phase codes and optimal filters for multiple user ranging

A technique is introduced to select poly-phase codes and optimal filters of a pulse compression system that have specific temporal and frequency characteristics. In the particular problem under study, multiple vehicles are assigned unique codes and receiver filters that have nearly orthogonal signatures. Narrowband users, that act as interference, are also present within the system. A code selection algorithm is used to select codes which have low autocorrelation sidelobes and low cross correlation peaks. Optimal mismatched filters are designed for these codes which minimize the peak values in the autocorrelation and the cross correlation functions. An adjustment to the filter design technique produces filters with nulls in their frequency response, in addition to having low correlation peaks. The method produces good codes and filters for a four-user system with length 34 four-phase codes. There is considerable improvement in cross and autocorrelation sidelobe levels over the matched filter case with only a slight decrease in the signal-to-noise ratio (SNR) of the system. The mismatched filter design also allows the design of frequency nulls at any frequency with arbitrary null attenuation, null width, and sidelobe level, at the cost of a slight decrease in processing gain