基于自适应联邦滤波的相对导航信息融合

针对基于GPS/MV组合导航方式的无人机空中加油问题,分析了对接阶段GPS及视觉传感器存在的条件约束。在建立导航传感器非线性相对位置测量模型的基础上,设计了基于扩展卡尔曼滤波的自适应联邦滤波器,并与集中式滤波进行了对比仿真。结果表明,提出的算法保证了部分传感器失效时导航数据输出的平稳性和容错性,滤波精度完全满足无人机空中加油相对导航系统要求。     

Efficient Approximation of Kalman Filter for Target Tracking

A Kalman filter in the Cartesian coordinates is described for a maneuvering target when the radar sensor measures range, bearing, and elevation angles in the polar coordinates at high data rates. An approximate gain computation algorithm is developed to determine the filter gains for on-line microprocessor implementation. In this approach, gains are computed for three uncoupled filters and multiplied by a Jacobian transformation determined from the measured target position and orientation. The algorithm is compared with the extended Kalman filter for a typical target trajectory in a naval gun fire control system. The filter gains and the tracking errors for the proposed algorithm are nearly identical to the extended Kalman filter, while the computation requirements are reduced by a factor of four.     

基于变分贝叶斯的星载雷达非线性滤波

星载雷达由于其探测范围广、距离远、全天候等优点，在预警防御系统中占有十分重要的地位。然而，由于观测平台的高速运动以及摄动干扰、传感器观测非线性等问题，使得星载雷达目标高精度跟踪带来严峻挑战。针对星载雷达非线性状态估计问题，采用一种基于变分贝叶斯的非线性滤波方法，该方法通过将非线性状态估计问题转化为优化问题，通过迭代优化获得了闭环解析解。此外，针对坐标变换中俯仰角量测缺失问题，提出了一种基于先验目标高度的俯仰角估计方法。通过数值仿真，验证了所提方法较传统非线性滤波方法，如扩展卡尔曼滤波、不敏卡尔曼滤波、转换量测卡尔曼滤波，具有更好的估计精度。     

Adaptive Tracker Field-of-View Variation Via Multiple Model Filtering

Adaptive estimation using multiple model filtering is investigated as a means of changing the field of view as well as the bandwidth of an infrared image tracker when target acceleration can vary over a wide range. The multiple models are created by tuning filters for best performance at differing conditions of exhibited target behavior and differing physical size of their respective fields of view. Probabilistically weighted averaging provides the adaptation mechanism. Each filter involves online identification of the target shape function, so that this algorithm can be used against ill-defined and/or multiple-hot-spot targets. When each individual filter has the form of an enhanced correlator/linear Kalman filter, computational loading is very low. In contrast, an extended Kalman filter processing the raw infrared data directly and assuming a nonlinear constant turn-rate dynamics model provides superior tracking capability, especially for harsh maneuvers, at the cost of a larger computational burden.     

Rao-blackwellised particle filtering in random set multitarget tracking

This article introduces a Rao-Blackwellised particle filtering (RBPF) approach in the finite set statistics (FISST) multitarget tracking framework. The RBPF approach is proposed in such a case, where each sensor is assumed to produce a sequence of detection reports each containing either one single-target measurement, or a "no detection" report. The tests cover two different measurement models: a linear-Gaussian measurement model, and a nonlinear model linearised in the extended Kalman filter (EKF) scheme. In the tests, Rao-Blackwellisation resulted in a significant reduction of the errors of the FISST estimators when compared with a previously proposed direct particle implementation. In addition, the RBPF approach was shown to be applicable in nonlinear bearings-only multitarget tracking.     

基于四元数误差模型的捷联惯导系统对准方法

传统的小干扰方程并不能描述捷联惯导系统在大失准角下的误差传播特性 ,推导了姿态误差为大角度时的四元数误差方程 ,并指出当姿态误差为小量时 ,所推导的误差模型与小干扰方程是等价的。仿真结果表明在大失准角下的空中对准过程中 ,采用四元数误差方程以及非线性滤波技术能有效地提高对准精度     

Interlaced Kalman filtering of 3D angular motion based on Euler'snonlinear equations

A novel Kalman filtering technique is presented that reduces the mean-square-error (MSE) between three-dimensional (3D) actual angular velocity values and estimated ones by an order of magnitude (when compared with the MSE resulting from direct measurements) even under extremely low signal-to-noise ratio conditions. The filtering problem is nonlinear in nature because the dynamics of 3D angular motion are described by Euler's equations. This nonlinear set of differential equations state that the angular acceleration in one axis is proportional to the torque applied to that axis, and to the products of angular velocity components in the other two axes of rotation. Instead of using extended Kalman filtering techniques to solve this complex problem, the authors developed a new approach where the nonlinear Euler's model is decomposed into two pseudolinear models (primary and secondary). The first model describes the time progression of the state vector containing the linear terms, while the other characterizes the propagation of the state vector containing the nonlinearities. This makes it possible to run two interlaced discrete-linear Kalman filters simultaneously. One filter estimates the values of the state vector containing the linear terms, while the other estimates the values of the state vector containing the nonlinear terms in the system. These estimates are then recombined, solving the nonlinear estimation process without linearizing the system. Thus, the new approach takes advantage of the simplicity, computational efficiency and higher convergence speed of the linear Kalman filter form and it overcomes many of the drawbacks typical of conventional extended Kalman filtering techniques. The high performance and effectiveness of this method is demonstrated through a computer simulation case study     

混合线性/非线性模型的准高斯Rao-Blackwellized粒子滤波法

 针对混合线性/非线性模型,提出一种新的递推估计滤波算法,称为准高斯Rao-Blackwellized粒子滤波器（Q-GRBPF）。算法采用Rao-Blackwellized思想,将线性状态与非线性状态进行分离,对非线性状态运用准高斯粒子滤波（Q-GPF）算法进行估计,并将其后验分布近似为单个高斯分布,再利用非线性状态的估计值对线性状态进行卡尔曼滤波（KF）估计。将Q-GRBPF应用于目标跟踪的仿真结果表明,与Rao-Blackwellized粒子滤波器（RBPF）相比,Q-GRBPF在保证估计精度的前提下有效降低了计算复杂度,计算时间约为RBPF的58%;与Q-GPF相比,x坐标与y坐标的估计精度分别提升了45％和30％,而计算时间也节省了约30％。     

基于EKF的天线罩误差斜率多模型估计方法

 提出一种新的滤波器结构,利用基于扩展卡尔曼滤波(EKF)的多模型(MM)算法,对天线罩误差斜率进行估计,降低天线罩误差对雷达自寻的导弹的影响,提高系统性能。在三维坐标下,创建包含导弹运动方程、目标运动方程、弹目相对运动方程的滤波模型。采用EKF算法,对包含天线罩误差的非线性观测方程进行线性化处理;依照多模滤波的思想,对天线罩误差进行离散建模,构建伪观测方程,更新模型概率,得到天线罩误差斜率的估计值;将斜率估计结果代入EKF,得到滤除天线罩误差影响的系统状态量估计结果并形成制导指令。仿真结果表明,所提方法可以有效地估计天线罩斜率,提高系统制导精度。     

Quadratic extended Kalman filter approach for GPS/INS integration

GPS/INS integration system has been widely applied for navigation due to their complementary characteristics. And the tightly coupled integration approach has the advantage over the loosely coupled approach by using the raw GPS measurements, but hence introduces the nonlinearity into the measurement equation of the Kalman filter. So the typical method for navigation using measurements of range or pseudorange is by linearizing the measurements in an extended Kalman filter (EKF). However, the modeling errors of the EKF will cause the bias and divergence problems especially under the situation that the low quality inertial devices are included. To solve this problem, a quadratic EKF approach by adding the second-order derivative information to retain some nonlinearities is proposed in this paper. Simulation results indicate that the nonlinear terms included in the filtering process have the great influence on the performance of integration, especially in the case that the low quality INS is used in the integrated system. Furthermore, a two-stage cascaded estimation method is used, which circumvents the difficulty of solving nonlinear equations and greatly decreases the computational complexity of the proposed approach, so the quadratic EKF approach proposed in this paper is of great value in practice.     

Tracking a ballistic target: comparison of several nonlinear filters

This paper studies the problem of tracking a ballistic object in the reentry phase by processing radar measurements. A suitable (highly nonlinear) model of target motion is developed and the theoretical Cramer-Rao lower bounds (CRLB) of estimation error are derived. The estimation performance (error mean and standard deviation; consistency test) of the following nonlinear filters is compared: the extended Kalman filter (EKF), the. statistical linearization, the particle filtering, and the unscented Kalman filter (UKF). The simulation results favor the EKF; it combines the statistical efficiency with a modest computational load. This conclusion is valid when the target ballistic coefficient is a priori known.     

UKF方法及其在方位跟踪问题中的应用

采用UKF(Unscented Kalman Filter)方法处理了平面内地面站对目标的方位跟踪的估计问题。目标的位置和速度由选定的高斯分布采样点来近似，在每个更新过程中，采样点随着状态方程传播并随着非线性测量方程变换，由此不但得到目标位置和速度的均值及较高的计算精度，而且避免了对非线性方程的线性化过程。仿真结果表明，UKF方法比传统的扩展卡尔曼滤波(EKF)算法有更高的估计精度，并能有效地克服非线性严重时，方位跟踪问题中很容易出现的滤波发散问题。     

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     

自校准扩展Kalman滤波方法

提出一种自校准扩展Kalman滤波(SEKF)方法,针对3种含有未知输入(如未知系统误差、突风、故障等)的不同的非线性系统模型,分别给出了滤波递推算法.在导航、信号处理、故障诊断等领域的许多非线性工程中,传统的扩展Kalman滤波(EKF)方法无法消除未知输入的影响,在滤波过程中往往产生较大误差甚至发散.提出的SEKF方法能够对这种未知输入进行补偿和修正,从而提高滤波精度.数值仿真算例表明:SEKF的滤波误差均值和标准差分别减少到传统EKF的1/12和1/4,有效地改善了滤波精度.并且该方法计算简单,便于工程应用.      

基于模型的推进系统故障检测与诊断

针对泵压式供应系统液体火箭发动机的健康监控问题，提出了故障检测与诊断的基本框架，并讨论了基于发动机系统非线性数学模型，推广的卡尔曼滤波的故障检测方法的基于低阶线性模型的故障诊断方法。     

Adaptive Two-Stage Extended Kalman Filter for a Fault-Tolerant INS-GPS Loosely Coupled System

The well-known conventional Kalman filter requires an accurate system model and exact stochastic information. But in a number of situations, the system model has an unknown bias, which may degrade the performance of the Kalman filter or may cause the filter to diverge. The effect of the unknown bias may be more pronounced on the extended Kalman filter (EKF), which is a nonlinear filter. The two-stage extended Kalman filter (TEKF) with respect to this problem has been receiving considerable attention for a long time. Recently, the optimal two-stage Kalman filter (TKF) for linear stochastic systems with a constant bias or a random bias has been proposed by several researchers. A TEKF can also be similarly derived as the optimal TKF. In the case of a random bias, the TEKF assumes that the information of a random bi?s is known. But the information of a random bias is unknown or partially known in general. To solve this problem, this paper proposes an adaptive two-stage extended Kalman filter (ATEKF) using an adaptive fading EKF. To verify the performance of the proposed ATEKF, the ATEKF is applied to the INS-GPS (inertial navigation system-Global Positioning System) loosely coupled system with an unknown fault bias. The proposed ATEKF tracked/estimated the unknown bias effectively although the information about the random bias was unknown.     

A novel two-stage extended Kalman filter algorithm for reaction flywheels fault estimation

This paper investigates the problem of two-stage extended Kalman filter(TSEKF)-based fault estimation for reaction flywheels in satellite attitude control systems(ACSs). Firstly, based on the separate-bias principle, a satellite ACSs with actuator fault is transformed into an augmented nonlinear discrete stochastic model; then, a novel TSEKF is suggested such that it can simultaneously estimate satellite attitude information and actuator faults no matter they are additive or multiplicative; finally, the proposed approach is respectively applied to estimating bias faults and loss of effectiveness for reaction flywheels in satellite ACSs, and simulation results demonstrate the effectiveness of the proposed fault estimation approach.     

Further results on radar pointing error reduction using discreteextended Kalman filtering

A recently proposed method of reducing target glint errors in radar systems using extended Kalman filtering is further extended with the inclusion of and compensation for clutter effects. A discrete target model and discrete Kalman filter (DKF) are used. Simulation results demonstrating the DKF are presented, and the limits on the effectiveness of the method are investigated. The major advantage of the DKF is that it can be implemented in software in the digital processor of the radar, offering flexibility over continuous time filters. The ability of the filter to reduce clutter effects further demonstrates the usefulness of this technique for radar pointing error reduction     

Suboptimal filter design with pseudomeasurements for targettracking

A suboptimal Kalman filter design method is presented for the problem of tracking a maneuvering target. The design method is essentially based on linear target dynamics and linear-like structured measurements called pseudomeasurements. The pseudomeasurements are obtained by manipulating the original nonlinear measurements algebraically. The resulting filter has computational advantages over other filters with similar performance. Also, a variant of the Berg model is proposed as a target acceleration model under the assumption of a coordinated turn maneuver. The proposed model is consistent with the underlying assumption. Monte Carlo computer simulation results are included to demonstrate the effectiveness of the proposed suboptimal filter associated with the target acceleration model     

一种基于三维到达角的无偏伪线性卡尔曼滤波

为了解决大场景下基于三维到达角的目标跟踪问题，提出了一种具有无偏性的伪线性卡尔曼滤波。首先，基于三维到达角信息对目标运动模型与量测模型进行建模；之后，对量测模型进行了伪线性化处理，得到了线性形式的目标量测模型。为了解决伪线性卡尔曼滤波存在的有偏性问题，提出了一种结合EKF（extend Kalman filter）的三维伪线性无偏卡尔曼滤波。仿真实验表明，该模型能够对非机动目标与机动目标有效跟踪，对于百公里级别的目标，当角测量误差从0.1°变化到0.5°，算法在仿真时间结束时均能将绝对位置误差降低至10 km以内，且算法的运行速度与EKF为同一个量级，同时兼顾了抗干扰能力、定位跟踪精度、运行效率的要求，能够为大场景下的目标跟踪提供有效方法。