优化抗差自适应滤波器在深组合导航中的应用

为了提高惯性/卫星深组合导航系统的滤波性能,在抗差自适应滤波算法的 基础上,研究了一种优化抗差自适应滤波算法。该算法通过比较实际预测残差协方差矩 阵和理论协方差阵的差值来生成自适应因子,从而优化抗差自适应滤波。将所研究的算 法应用于惯性/卫星深组合导航系统, 在高动态环境下进行仿真验证, 并与常规卡尔曼 滤波、抗差自适应滤波进行比较。结果表明,优化算法能有效地控制观测异常和动态模 型异常对状态参数估值的影响,所得组合导航位置误差和速度误差明显减小,提高了组 合导航系统的滤波精度。     

抗差自适应分步滤波算法在PPP/INS组合导航中的应用

针对常规抗差自适应滤波算法在PPP/INS组合导航应用中存在难以准确识别和分离观测粗差及运动异常对定位结果影响的问题，基于分类因子自适应滤波原理,提出了一种抗差自适应分步滤波算法。该算法首先执行第一步滤波,对状态模型异常信息进行隔离，仅对观测粗差进行诊断和抗差处理；然后在第一步滤波的基础上，执行第二步滤波，对状态模型异常进行诊断和自适应处理。算法分析表明，抗差自适应分步滤波算法可以准确地识别和分离观测粗差和运动异常扰动。实验结果表明，抗差自适应分步滤波算法能够进一步增强滤波算法抵抗观测粗差和运动异常扰动对滤波结果的影响，提高PPP/INS组合导航系统定位结果的稳定性和可靠性。     

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.     

基于改进强跟踪ASCKF算法的SINS/GNSS组合对准方法

大方位失准角下的SINS/GNSS组合对准系统呈非线性,采用传统的卡尔曼滤波方法进行初始对准易导致对准精度下降甚至滤波发散。基于此,提出了一种基于改进强跟踪自适应平方根容积卡尔曼滤波算法的组合对准方法。该方法采用QR分解求取协方差的分解因子,并在状态预测方差阵的平方根更新中引入多重渐消因子调整滤波增益;同时,基于Sage-Husa自适应滤波,引入改进的时变噪声估计器实时估计噪声的统计特性。仿真结果表明,采用改进的滤波算法进行大方位失准角下的组合对准,对准精度明显提高。     

一种基于冗余测量的自适应卡尔曼滤波算法

针对目前自适应滤波算法的不足,在测量系统量测噪声方差未知的情况下,设计了一种基于冗余测量的自适应卡尔曼滤波(RMAKF)算法。通过对系统冗余测量值的一阶、二阶差分序列进行有效的统计分析,可以准确估计系统量测噪声统计特性,进而在滤波过程中自适应调节噪声方差阵R,提高滤波精度。以全球定位系统/惯性导航系统(GPS/INS)松组合导航系统为对象进行了仿真实验,结果表明该算法在测量系统噪声特性未知或发生改变时,可对其进行准确估计,在采用低精度惯性器件情况下,滤波结果较其他主要自适应卡尔曼滤波算法有较明显的改进。     

基于模糊自适应扩展卡尔曼滤波器的异步电动机无速度传感器控制

针对传统扩展卡尔曼滤波器(EKF)固定的噪声协方差矩阵在观测感应电动机转速时不能同时满足系统动态和静态下精确估计的问题,提出了一种模糊自适应调整噪声协方差的方法。该方法可以根据状态鉴别器输出状态,经模糊自适应调整噪声协方差矩阵参数,解决了系统在动态和静态时对噪声协方差矩阵中不同参数需求的问题。仿真表明所提模糊自适应EKF转速估计精度更高,有效地提高了系统的抗干扰能力。     

A new adaptive Kalman filter for navigation systems of carrier-based aircraft

The features of carrier-based aircraft’s navigation systems during the approach and landing phases are investigated. A new adaptive Kalman filter with unknown state noise statistics is proposed to improve the accuracy of the INS/GNSS integrated navigation system. The adaptive filtering algorithm aims to estimate and adapt the unknown state noise covariance Q in high dynamic conditions, when the measurement noise covariance R is assumed to be known empirically in advance. The new adaptive Kalman ...     

序贯结构的Sage-Husa自适应滤波及其应用

在分析已有的Sage-Husa自适应滤波算法的基础上,本文首先推导了两种量测噪声自适应估计方法的等价性。为充分利用组合系统中已知的部分量测噪声参数,提高滤波稳定性和精度,研究了基于序贯结构的Sage-Husa自适应滤波算法;当组合系统测量噪声参数均为已知时,为降低算法复杂度,提高Sage-Husa自适应滤波的鲁棒性,加入协方差匹配的方法对序贯结构的Sage-Husa自适应滤波算法进行改进;通过在序贯结构下采用相应的信息融合策略,充分利用组合系统的输出信息。将两种算法分别应用于MIMU/GPS/磁强计组合系统中,基于跑车实验的离线数据分析表明,第一种滤波算法的滤波稳定性较标准自适应算法在滤波稳定性上有明显提高;第二种改进的滤波算法既降低了算法复杂度,又提高了抗野值效果,有效保持了组合系统在干扰状态下的导航精度。     

Rapid Convergence Rate in Adaptive Arrays

In many applications, the practical usefulness of adaptive arrays is limited by their convergence rate. The adaptively controlled weights in these systems must change at a rate equal to or greater than the rate of change of the external noise field (e.g., due to scanning in a radar if step scan is not used). This convergence rate problem is most severe in adaptive systems with a large number of degrees of adaptivity and in situations where the eigenvalues of the noise covariance matrix are widely different. A direct method of adaptive weight computation, based on a sample covariance matrix of the noise field, has been found to provide very rapid convergence in all cases, i.e., independent of the eigenvalue distribution. A theory has been developed, based on earlier work by Goodman, which predicts the achievable convergence rate with this technique, and has been verified by simulation.     

Hierarchical adaptive Kalman filtering for interplanetary orbitdetermination

A modular and flexible approach to adaptive Kalman filtering has recently been introduced using the framework of a mixture-of-experts regulated by a gating network. Each expert is a Kalman filter modeled with a different realization of the unknown system parameters. The unknown or uncertain parameters can include elements of the state transition matrix, observation mapping matrix, process noise covariance matrix, and measurement noise covariance matrix. The gating network performs on-line adaptation of the weights given to individual filters based on performance. The mixture-of-experts approach is extended here to a hierarchical architecture which involves multiple levels of gating. The proposed architecture provides a multilevel hypothesis testing capability. The utility of the hierarchical architecture is illustrated via the problem of interplanetary navigation (Mars Pathfinder) using simulated radiometric data. It serves as a useful tool for assisting navigation teams in the process of selecting the parameters of the navigational filter over various operating regimes. It is shown that the scheme has the capability of detecting changes in the system parameters and switching filters appropriately for optimal performance. Furthermore, the expectation-maximization (EM) algorithm is shown to be applicable in the proposed framework     

基于ATSUKF算法的卫星姿控系统故障估计

针对卫星姿态控制过程中可能发生的执行机构或敏感器故障，提出了一种基于无损卡尔曼滤波（UKF）及偏差分离原理的自适应二阶无损卡尔曼滤波（ATSUKF）算法。首先，提出TSUKF算法，通过UKF处理姿态机动时的非线性并通过偏差分离原理将非线性系统的状态及故障分别估计，避免非线性模型的线性化过程同时降低了计算过程中的矩阵维度。然后，在TSUKF算法的基础上提出了ATSUKF算法，通过滑动窗口内的残差计算自适应矩阵，使滤波器在统计特性不准确的情况下仍然具有较快的收敛速度，特别适用于卫星快速机动过程中的姿态与故障估计。数值仿真结果表明，ATSUKF算法相较于TSUKF算法能有效降低统计特性不准对系统造成的不利影响，实现卫星姿态、执行机构/敏感器故障的快速估计。     

自适应滤波算法在SINS/GPS组合导航系统中的应用研究

以SINS/GPS组合导航系统为应用背景,对具有代表性的Sage自适应滤波和渐消卡尔曼滤波进行了研究,分析了这些方法在SINS/GPS组合导航应用中存在的问题,提出了适合工程应用的改进方法。改进的Sage自适应滤波主要对系统状态噪声协方差阵利用状态误差进行估计,更符合SINS/GPS组合导航系统的实际情况,提高了滤波稳定性。改进的渐消卡尔曼滤波采用矩阵因子的形式直接对状态预测协方差阵各分量进行不同程度的调节,使调节更趋合理。此外,改进算法增加了对观测粗差的处理,降低了观测粗差对滤波结果的影响。最后,用实际跑车试验验证了改进方法的有效性。     

Fast alignment using rotation vector and adaptive Kalman filter

A fast and convenient alignment method is proposed. To improve the speed of convergence, we used rotation vectors instead of traditional Euler angles. Furthermore, we developed an algorithm to automatically tune the measurement noise covariance matrix using adaptive Kalman filtering. Finally, the developed algorithms were applied to an aerial imaging system to automatically geo-locate the centers of the images.     

离散不确定系统的优化鲁棒滤波方法及在飞行试验中的应用

提出了一种离散系统的优化鲁棒滤波方法。为了得到滤波的逼近计算式，通过优化加权矩阵得到了上界不等式逼近和等效系统矩阵，得到了鲁棒滤波的时间更新算法；通过优化加权矩阵得到了下界不等式逼近和等效观测矩阵，得到了鲁棒滤波的测量更新算珐，并且给出了鲁棒滤波算法收敛的条件。飞行试验数据处理的结果表明，提出的方法是有效的。     

基于新息异常检测的改进抗差自适应卡尔曼滤波算法

在工程应用中,量测异常及量测噪声统计特性的时变是引起标准卡尔曼滤波振荡甚至发散的主要原因。经典抗差Sage-Husa自适应滤波方案,对量测中的孤立型异常有所抵抗,并可在线估计量测噪声统计特性改善滤波效果,但当连续型异常值出现时,其滤波效果不佳。针对现有抗差Sage-Husa自适应滤波方案的不足,提出了新的改进滤波方法。在改进算法中,当检测到量测异常时采用模值更大的先验预测方差阵代替原算法中的后验估计方差阵,在估计量测噪声方差时起到放大作用,以降低异常量测权重,提高滤波精度;采用IGG方案构造了新的权函数,可在抑制异常影响的同时调节估计方差阵,以免连续异常时新息持续置零引起的滤波发散;采用标准卡尔曼滤波新息辅助异常检测的双重检测策略,避免了因量测噪声方差阵的调节引起检测阈值变化而导致的漏检率增高。仿真实验表明,与常规抗差自适应滤波算法相比,该方案可更加有效地抑制量测异常值的影响。     

Cubature Kalman filter with closed-loop covariance feedback control for integrated INS/GNSS navigation

Cubature Kalman Filter (CKF) offers a promising solution to handle the data fusion of integrated nonlinear INS/GNSS (Inertial Navigation System/Global Navigation Satellite System) navigation. However, its accuracy is degraded by inaccurate kinematic noise statistics which originate from disturbances of system dynamics. This paper develops a method of closed-loop feedback covariance control to address the above problem of CKF. In this method, the posterior state and its covariance are fed back to the filtering process to constitute a closed-loop structure for CKF covariance propagation. Subsequently, based on the maximum likelihood principle, a control scheme of the prior state covariance is established by using the feedback state and covariance within an estimation window and further adopting a proportional coefficient to amplify the feedback terms in recent time steps for the full use of new information to reflect actual system characteristics. Since it does not directly use kinematic noise covariance, the proposed method can effectively avoid the adverse impact of inaccurate kinematic noise statistics on filtering solutions. Further, it can also guarantee the prior state covariance to be positive semi-definite without involving extra measures. The efficacy of the proposed method is validated by simulations and experiments for integrated INS/GNSS navigation.     

Performance bounds for hot and cold clutter mitigation

A new method is presented for describing the theoretical interference space-time covariance matrix that will be observed in an adaptive airborne radar system under specific topographical conditions. Both hot clutter that is induced by interfering sources and cold clutter that results from the radar transmitter are considered. This method incorporates phenomenology observed under site specific conditions as well as system effects such as array geometry, receiver filtering, and system bandwidth. Use of this formulation rather than sample data analyses that are generally employed enables one to infer performance bounds for site-specific, and thus generally, heterogeneous terrain that are tighter and therefore more meaningful than the thermal noise floor limit     

鲁棒Kalman滤波及其在水下组合导航中的应用

在水下捷联惯导(SINS)/多普勒计程仪(DVL)组合导航系统中,当外部辅助信息受到野值等非高斯噪声污染时,选取调节因子γ为固定值将会降低基于Huber方法的鲁棒Kalman滤波(HRKF)算法的精度和鲁棒性。针对此问题,提出了一种基于马氏距离(MD)算法的调节因子自适应的鲁棒Kalman滤波(HRAKF)算法。首先利用MD算法对正常/异常的观测量进行辨识;进而建立γk递推关系式,并根据量测噪声特性对γ值进行实时调整;最后利用γk求取Huber权函数,并对量测噪声阵进行修正。选取8000s船载实测数据,分别利用Kalman滤波(KF)、HRKF及HRAKF算法进行水下组合导航半物理仿真试验。试验结果初步表明:在观测量受到野值或混合高斯分布噪声污染时,相较于KF和HRKF,HRAKF可实现更高精度、更加稳定的组合导航。     

包含乘性噪声自适应修正的非合作目标相对导航算法

无人机（UAV）态势感知的任务是利用机载传感器对未知环境进行目标识别和引导，针对无人机与非合作目标间中远距离的相对导航问题，提出了一种基于角度和距离量测的相对状态估计算法。在现有滤波算法的基础上，为了提高精度和稳定性，本文利用了列文伯格-马夸尔特（LM）优化的思想对迭代卡尔曼滤波（IEKF）算法进行改进，提出了一种LM-IEKF算法，并推导该算法在迭代过程中的状态更新方程及协方差阵的递推公式。在此基础上，考虑到距离传感器由于信号相关特性而引入的乘性噪声，现有的加性噪声模型难以适应，因此，进一步提出了基于量测噪声自适应修正的Modified LM-IEKF方法，通过在线实时更新噪声阵提高滤波的精度，并设置渐消记忆指数平滑估计结果。算法验证结果表明，与现有的EKF、IEKF算法相比，在仅含加性噪声的情况下，LM-IEKF算法具有更好的性能；在包含乘性噪声的情况下，Modified LM-IEKF可以有效地估计量测噪声，与目前广泛使用的EKF算法相比，在综合相对位置和相对速度精度上分别提高了10%和23%。     

传统组合导航中的实用Kalman滤波技术评述

在随机线性系统建模准确的情况下,Kalman滤波是线性最小方差无偏估计。针对传统惯导/卫导组合导航的实际应用,难以精确建模,给出了常用的建模方法、状态量选取原则、离散化方法及滤波快速计算方法。讨论了平方根滤波、自适应滤波、联邦滤波和非线性滤波等技术的适用场合,并给出了使用建议。针对前人研究可观测度中未考虑随机系统噪声的缺陷,提出了更加合理的以初始状态均方误差阵为参考的可观测度定义和分析方法。提出了均方误差阵边界限制方法,可有效抑制滤波器的过度收敛和滤波发散。该讨论可为工程技术人员提供一些有实用价值的参考。