SINS/BDS紧组合系统中自适应 两阶段扩展卡尔曼滤波

在实际应用中，以伪距/伪距率为观测量的SINS/BDS紧组合导航系统，存在量测噪声的统计特性与实际不相符的情况，传统扩展卡尔曼滤波（EKF）方法无法有效解决这一问题，从而引起滤波误差增大。提出了一种SINS/BDS紧组合导航系统的GDOP估算及在线估计量测噪声的自适应两阶段EKF（ATEKF）方法，该方法使用经过紧组合修正后的SINS输出的位置，并结合星历数据中提供的卫星位置求解GDOP。在此基础上，利用GDOP值以及新息，实现了紧组合导航系统的量测噪声方差阵（Rk）的在线实时估计，从而达到自适应滤波的效果，改善导航精度。     

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.     

欠观测条件下的扩展增量 Kalman 滤波方法

建立欠观测条件下的非线性增量量测方程,并给出其线性化方法,在此基础上提出一种欠观测条件下的扩展增量Kalman滤波(EIKF)模型及其递推算法.工程实际中,由于环境因素的影响、测量设备的不稳定性等原因往往带来未知的系统误差,传统的扩展Kalman滤波(EKF)无法对这种未知的系统误差进行补偿和校正,结果产生较大的滤波误差,甚至导致发散.提出的扩展增量Kalman滤波方法能够成功地消除测量的系统误差,从而有效地提高非线性滤波的精度.该方法计算简单,便于工程应用.      

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.     

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.      

Use of the radial velocity measurement in target tracking

A new sequential filtering algorithm that incorporates the radial velocity measurement into a Kalman filter, in the presence of correlated range and radial velocity measurement errors, is presented. An analysis is given concerning its asymptotic behavior on the basis of analysis of its stochastic controllability and observability. The simulation results verify the analysis and show that the new algorithm is superior to the conventional extended Kalman filter (EKF) and close to an ideal filter.     

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。     

多渐消因子Kalman滤波器在SINS初始对准中的应用(英文)

针对系统模型和统计信息不能精确已知的条件下Kalman滤波无法给出最优解这一问题,单一渐消因子Kalman滤波算法对于简单的系统是有效的,但是对于复杂的多变量系统,仅仅利用单个的渐消因子是不够的。本文提出了一种多渐消因子滤波算法,通过利用开窗法计算新息序列协方差的无偏估计获得渐消因子矩阵。利用渐消因子矩阵调节一步预测均方误差矩阵k|k1P,对不同的滤波通道提供不同的渐消速率。将该方法应用于SINS的初始对准中,仿真和试验结果表明:当真实系统噪声统计特性同设定参数不一致时,对准精度明显高于其他滤波算法。其对不确定性噪声具有较低的敏感度,对系统参数具有较好的滤波效果。因而,在实际应用中具有重要的参考价值。     

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,...     

Novel quaternion Kalman filter

This paper presents a novel Kalman filter (KF) for estimating the attitude-quaternion as well as gyro random drifts from vector measurements. Employing a special manipulation on the measurement equation results in a linear pseudo-measurement equation whose error is state-dependent. Because the quaternion kinematics equation is linear, the combination of the two yields a linear KF that eliminates the usual linearization procedure and is less sensitive to initial estimation errors. General accurate expressions for the covariance matrices of the system state-dependent noises are developed. In addition, an analysis shows how to compute these covariance matrices efficiently. An adaptive version of the filter is also developed to handle modeling errors of the dynamic system noise statistics. Monte-Carlo simulations are carried out that demonstrate the efficiency of both versions of the filter. In the particular case of high initial estimation errors, a typical extended Kalman filter (EKF) fails to converge whereas the proposed filter succeeds.     

永磁直线同步电机无传感驱动系统全速范围位置估计新方法

为了适应直线电机速度变化范围大的特点,针对永磁直线同步电机(PMLSM)无传感驱动系统中难以在全速范围内精确提取动子位置信息这一问题,提出了一种基于扩展卡尔曼滤波法(EKF)和位置闭环观测器的复合新型位置估计算法。在电机起动与低速时采用EKF,在中高速时采用位置闭环观测器,在速度承接区域采用EKF和闭环观测器算法的加权复合,以实现PMLSM从起动到高速全速范围内高精度的位置估计。仿真试验结果表明,提出的方法在全速范围内能较准确地估计出电机的位置信息。     

基于自适应扩展卡尔曼滤波的载波跟踪算法

精确的载波相位测量是精密测距中一个很重要的研究点。针对传统扩展卡尔曼滤波(EKF)的固定设计在先验信息不充分和动态变化环境中存在的不足,提出了一种基于自适应扩展卡尔曼滤波(AEKF)的载波跟踪算法。该算法通过实时监测滤波器新息或残差的动态变化,以修正状态噪声方差和观测噪声方差,进而调整滤波器增益,控制状态预测值和观测值在滤波结果中的权重。理论分析和仿真结果表明,本算法充分利用了观测信号的统计特性,克服了传统扩展卡尔曼滤波算法的不足,能够获得更好的载波跟踪性能。     

Tracking an incoming ballistic missile using an extended interval Kalman filter

The important tracking problem by radar of an incoming ballistic missile system, which contains uncertainty in modeling and noise in both dynamics and measurements, is studied. The classical extended Kalman filter (EKF) is no longer applicable to such an uncertain system, and so a new extended interval Kalman filter (EIKF) is developed for tracking the missile system. Computer simulation is presented to show the effectiveness of the EIKF algorithm for this uncertain and nonlinear ballistic missile tracking problem.     

基于PnP和自适应线性卡尔曼滤波的实时位姿估计

针对实时位姿估计中扩展卡尔曼滤波(EKF)线性化引入非线性误差和依赖已知噪声分布的缺点,提出一种基于PnP的自适应线性卡尔曼滤波位姿估计求解方法。将PnP位姿估计求解策略引入卡尔曼滤波观测方程,通过对动态方程误差统计参数实时估计,自适应调节卡尔曼滤波递推参数。所提算法求解精度高,固定了观测方程的观测向量维度,提高了算法实用性。通过仿真试验,比较了该算法与EKF的位姿估计精度,通过量化误差分析,证明了该方法可以提高三维运动位姿估计精度,也验证了该方法的有效性。     

A method for improving extended Kalman filter performance forangle-only passive ranging

A relatively simple method is presented which eliminates previously reported (Oct. 1985) erratic estimation performance associated with Cartesian formulations of the extended Kalman filter (EKF) for the 2D angle-only emitter location problem. The technique is based on an initialization procedure which combines a priori probability density function (pdf) information with single measurement a posteriori pdf information in a manner which is more efficient than the EKF. Simulation results are presented which demonstrate the utility of the technique as compared with a previously offered modified gain EKF     

基于复合地标导航的动平台四旋翼飞行器自主优化降落技术

针对四旋翼飞行器在依靠地标导航完成动平台自主降落任务中存在的目标易丢失、地标定位死区大和降落可靠性差等问题，设计了一种基于复合地标导航的动平台四旋翼飞行器自主优化降落系统。该系统以圆环地标和二维码构成复合地标来解决仅用单一地标定位时存在的定位死区大和定位范围小等问题。针对地标识别丢失、动平台车轮打滑和码盘标定不精确等问题，建立动平台的精确运动模型同时考虑码盘包含未知测量偏差，基于扩展卡尔曼滤波器实现了对动平台连续位姿的在线估计。最终，基于动平台位姿估计结果以最小Jerk指标设计降落轨迹和降落策略，实现了四旋翼飞行器在动平台上高效平稳的降落。为验证所提系统的有效性，设计了仿真和实际降落实验，验证了所提复合地标实现摄像头距离在0.5~6.0 m内的综合完整定位；所设计的动平台状态估计器能在码盘存在未知测量偏差的情况下准确估计出平台的实时位姿，同时所提自主优化降落策略和轨迹规划算法保证了可靠的动平台降落。     

Design of a practical tracking algorithm with radar measurements

The extended Kalman filter (EKF) has been widely used as a nonlinear filtering method for radar tracking problems. However, it has been found that if cross-range measurement errors of the target position are large, the performance of the conventional EKF degrades considerably due to nonnegligible nonlinear effects. A new filtering algorithm for improving the tracking performance with radar measurements is developed based on the fact that correct evaluation of the measurement error covariance is possible in the Cartesian coordinate system. The proposed algorithm may be viewed as a modification of the EKF in which the variance of the range measurement errors is evaluated in an adaptive manner. The filter structure facilitates the incorporation of the sequential measurement processing scheme, and this makes the resulting algorithm favorable to both estimation accuracy and computational efficiency. Computer simulation results show that the proposed method offers superior performance in comparison to previous methods. Moreover, our developed algorithm provides some useful insight into the radar tracking problem     

捷联制导旋转弹制导信息提取研究CSCD

以捷联式半主动激光导引头为研究对象,研究其应用在旋转弹上制导信息的提取方法。根据坐标转换关系得到旋转弹惯性系视线角解耦模型,由于导引头和速率陀螺仪具有测量误差特性,直接解耦得到的制导信息会产生较大的误差。基于视线角解耦模型的非线性,采用扩展卡尔曼滤波(EKF)的方法对测量信息进行滤波处理,估计出目标的位置,从而得到捷联式半主动激光导引旋转弹的制导信息。将扩展卡尔曼滤波方法与α-β滤波方法进行对比分析,得到扩展卡尔曼滤波方法对捷联式半主动激光导引旋转弹制导信息的估计精度更高,收敛更快。     

基于无迹卡尔曼滤波法的串联型电池系统 荷电状态估计研究

以锂离子电池为载体的电源系统为航天器稳定可靠运行提供了一种有效的方式.多个电池单体经串联可扩大电池系统容量,即串联型电池系统.为准确估计串联型锂离子电池系统的荷电状态(State of Charge,SOC),针对扩展卡尔曼滤波(Extended Kalman Filter,EKF)计算复杂、精度不高等问题,结合串联型电池系统空间状态方程,提出基于无迹卡尔曼滤波法(Unscented Kalman Filter,UKF)的串联型电池系统荷电状态估计算法.在恒流和脉冲两种工况下,通过对比分析UKF与EKF算法的仿真结果与实验数据的匹配情况,证明了提出算法的准确性和高鲁棒性.     

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。