自适应高阶容积卡尔曼滤波在目标跟踪中的应用

针对传统容积卡尔曼滤波(CKF)在系统状态发生突变时估计精度下降的问题,将强跟踪滤波(STF)算法与高阶容积卡尔曼滤波(HCKF)算法相结合,提出了一种自适应高阶容积卡尔曼滤波(AHCKF)方法。该算法采用高阶球面-相径容积规则,可获得高于传统CKF的估计精度,同时在HCKF算法中引入STF,通过渐消因子在线修正预测误差协方差阵,强迫残差序列正交,提高了算法的鲁棒性,增强了算法应对系统状态突变等不确定因素的能力。将提出的AHCKF算法应用于具有状态突变的机动目标跟踪问题并进行数值仿真,仿真结果表明,AHCKF算法在系统状态发生突变的情况下表现出良好的滤波性能,有效地避免了状态突变造成的滤波精度下降,较传统的CKF、HCKF、交互式多模型-容积滤波(IMM-CKF)和自适应容积卡尔曼滤波(ACKF)算法有更强的鲁棒性和系统自适应能力。     

基于改进容积卡尔曼滤波的奇异避免姿态估计

 利用矢量进行卫星姿态估计可以归结为非线性滤波问题。为了提高卫星姿态估计的精度,利用龙贝格-马尔塔(LM)迭代算法改进了容积卡尔曼滤波(CKF)。继而,提出改进容积卡尔曼滤波与四元数结合的容积四元数估计器(CQE),有效地避免了卫星大角度机动出现的奇异现象。进一步,给出了一种与影子修正罗德里格参数切换的容积修正罗德里格参数估计器(CME)。仿真对比表明,初始误差较大时容积修正罗德里格参数估计器具有更好的收敛速度和鲁棒性。     

双轴连续旋转调制捷联惯导系统大失准角初始对准技术

由于可以补偿惯性器件在三个轴向上的输出误差，双轴旋转调制技术被广泛应用于捷联惯导系统(SINS)。选择了一种合理且实用的十六次序双轴转位方案，并对其调制原理和误差进行了分析。初始对准技术是捷联惯导系统的一项重要技术，其对准精度直接决定了后续导航的精度。在粗对准完成后，当姿态误差角较大时，后续的精对准误差模型呈非线性特性，故选择了滤波精度高、稳定性强的平方根容积Kalman滤波算法(SCKF)来解决这一问题。考虑到在实际对准过程中，量测噪声的统计特性易发生变化，将SCKF算法与Sage-Husa算法相结合，在传统Sage-Husa SCKF算法的基础上提出了一种改进的自适应滤波算法(ASCKF)。该算法采用QR分解来完成对噪声协方差的平方根矩阵估计，从而避免了传统Sage-Husa SCKF算法中所估噪声协方差矩阵不正定的问题。最后，通过仿真证实了ASCKF算法可被很好地应用于量测噪声统计特性发生变化的初始对准中。     

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。     

利用Singer模型的无陀螺姿态和角速度估计

 给出了一种利用Singer跟踪模型的扩展卡尔曼滤波器 (ExtendedKalmanFilter) ,用于无陀螺姿态和姿态角速度估计。在滤波器中 ,姿态和姿态误差分别由姿态四元数和误差四元数表示 ,而姿态角加速度由一阶Markov过程描述 ,从而避免采用姿态动力学模型。利用数值仿真计算验证了滤波器的性能。在所有的仿真过程 ,滤波器显示出快速收敛能力。稳态估计误差主要由测量更新频率和精度决定。     

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.      

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,...     

基于自适应容积卡尔曼滤波方法的涡扇发动机气路部件故障诊断

针对涡扇发动机气路部件故障诊断中参数存在不同的噪声统计特性,提出了一种自适应平方根容积卡尔曼滤波(ASRCKF)器的自适应滤波方法.该方法直接利用基于3阶容积积分方法近似发动机的非线性统计特性,用于替代非线性无迹卡尔曼滤波方法的系统模型,避免了滤波过程参数选取的问题;采用移动窗口法对噪声协方差矩阵进行自适应估计,提高了算法对不同统计特性噪声的自适应能力和滤波精度.通过对发动机气路部件健康参数蜕化过程仿真结果表明:ASRCKF方法相比平方根容积卡尔曼滤波(SRCKF)方法,精度提高40%~50%,对不同噪声信号具有更好的适应能力.      

鲁棒EKF在脉冲星导航系统中的应用

针对脉冲星导航系统的滤波问题,传统的扩展卡尔曼滤波(EKF)算法存在不能克服系统模型存在不确定性参数以及乘性噪声等缺陷,提出一种鲁棒EKF算法。首先,分析了状态预测误差方程和估计误差方程,利用统计学原理,得到了状态预测方差矩阵和状态估计方差矩阵计算等式。由于系统模型存在不确定性参数,状态预测协方差矩阵和状态估计协方差矩阵无法计算;因此,利用4个重要矩阵不等式,分析并找到预测方差矩阵和状态估计方差矩阵的上界。最后,利用状态估计误差协方差矩阵上界设计状态增益矩阵,使得状态估计协方差矩阵的迹最小。将该算法对脉冲星导航系统进行仿真,仿真结果验证了所提算法的有效性。     

基于星敏感器的卫星姿态估计方法研究

以星敏感器姿态信息作为测量数据,结合卫星姿态动力学方程组,采用增广卡尔曼滤波方法对无陀螺卫星姿态进行估计。研究发现,干扰力矩的变化会降低卫星姿态估计结果的精度,为此提出两种改进的姿态估计算法:增广自适应卡尔曼滤波方法和增广强跟踪卡尔曼滤波方法;仿真表明,两种算法都能很好地克服干扰力矩变化导致的精度下降现象。     

跟飞编队卫星相对导航自适应EKF算法研究

针对跟踪星对目标星跟飞编队的相对导航问题,提出了基于自适应扩展卡尔曼滤波（EKF）的相对导航算法。以线性离散化的椭圆参考轨道相对动力学模型为导航状态方程．设计了虚拟测量量及相应的测量矩阵,避免了求解雅可比矩阵的复杂计算。为了适应构型尺寸变化引起的模型误差变化,提出了模型误差在线估计算法。仿真显示,算法具有较快的收敛速度和较高的估计精度。该研究成果可作为卫星编队应用的有益参考。     

Adaptive cubature Kalman filter with the estimation of correlation between multiplicative noise and additive measurement noise

Mobile robots are often subject to multiplicative noise in the target tracking tasks, where the multiplicative measurement noise is correlated with additive measurement noise. In this paper,first, a correlation multiplicative measurement noise model is established. It is able to more accurately represent the measurement error caused by the distance sensor dependence state. Then, the estimated performance mismatch problem of Cubature Kalman Filter(CKF) under multiplicative noise is analyzed. An i...     

基于超球体平方根无迹Kalman滤波算法的涡扇发动机气路部件故障诊断

研究了一种超球体平方根无迹Kalman滤波算法用来有效跟踪涡扇发动机气路部件发生渐变性和突变性故障的健康参数.该算法通过超球体单形采样来降低算法的计算量,采用测量残差协方差阵的平方根代替方差阵进行递推运算,提高了算法的计算效率和数值稳定性.分别采用扩展Kalman滤波算法、无迹Kalman滤波算法和超球体平方根无迹Kalman滤波算法对某型涡扇发动机进行仿真,结果表明:超球体平方根无迹Kalman滤波算法的滤波时间减少50%左右,能够实现渐变性和突变性故障中健康参数的准确估计,是一种有效的涡扇发动机气路部件参数估计和故障诊断方法.      

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 ...     

Adaptive Gaussian sum squared-root cubature Kalman filter with split-merge scheme for state estimation

The paper deals with state estimation problem of nonlinear non-Gaussian discrete dynamic systems for improvement of accuracy and consistency. An efficient new algorithm called the adaptive Gaussian-sum square-root cubature Kalman filter（AGSSCKF） with a split-merge scheme is proposed. It is developed based on the squared-root extension of newly introduced cubature Kalman filter（SCKF） and is built within a Gaussian-sum framework. Based on the condition that the probability density functions of process noises and initial state are denoted by a Gaussian sum using optimization method, a bank of SCKF are used as the sub-filters to estimate state of system with the corresponding weights respectively, which is adaptively updated. The new algorithm consists of an adaptive splitting and merging procedure according to a proposed split-decision model based on the nonlinearity degree of measurement. The results of two simulation scenarios（one-dimensional state estimation and bearings-only tracking） show that the proposed filter demonstrates comparable performance to the particle filter with significantly reduced computational cost.     

仅用星敏感器的卫星姿态估计UKF算法研究

针对无陀螺或陀螺失效等情况下的卫星姿态确定问题,应用基于Unscented变换的Unscented滤波理论,提出了仅利用星敏感器矢量观测信息来确定无陀螺卫星姿态的Unscented卡尔曼滤波算法,并进行了数学仿真,仿真结果表明了所提出的UKF算法在无陀螺情况下对卫星姿态估计的有效性和可靠性。     

Interlaced optimal-REQUEST and unscented Kalman filtering for attitude determination

 Aimed at low accuracy of attitude determination because of using low-cost components which may result in non-linearity in integrated attitude determination systems, a novel attitude determination algorithm using vector observations and gyro measurements is presented. The various features of the unscented Kalman filter (UKF) and optimal-REQUEST (quaternion estimator) algorithms are introduced for attitude determination. An interlaced filtering method is presented for the attitude determination of nano-spacecraft by setting the quaternion as the attitude representation, using the UKF and optimal-REQUEST to estimate the gyro drifts and the quaternion, respectively. The optimal-REQUEST and UKF are not isolated from each other. When the optimal-REQUEST algorithm estimates the attitude quaternion, the gyro drifts are estimated by the UKF algorithm synchronously by using the estimated attitude quaternion. Furthermore, the speed of attitude determination is improved by setting the state dimension to three. Experimental results show that the presented method has higher performance in attitude determination compared to the UKF algorithm and the traditional interlaced filtering method and can estimate the gyro drifts quickly.     

基于卫星和星敏感器的冗余激光惯组在轨标定

采用高精度卫星导航速度、位置信息以及星敏感器提供的姿态信息设计十表冗余捷联惯组的标定模型,包含陀螺和加速度计的零次项和标度因数,对卫星和星敏感器辅助的冗余激光陀螺捷联惯组进行实时在轨标定.利用标准Kalman滤波和Sage-Husa自适应滤波作为估计算法,对十表冗余捷联惯组参数进行在线估计.数值仿真结果表明:参数标定精度均在7％以内,是一种实时的在轨标定方法,满足误差补偿要求.冗余惯组在轨标定方法为航天器高精度定姿和定轨提供了一种理论参考.     

自主姿态测量最优算法研究

针对利用地球重力场和磁场矢量观测进行自主姿态测量的应用问题,提出了一种新的最优递推估计算法。该算法采用卡尔曼滤波框架,利用加权统计线性回归并结合自适应滤波技术进行测量更新,与现有方法相比,在提高测量精度的同时,增加了同步提供姿态速率信息的功能。仿真结果表明,新算法的姿态估计精度比目前常用的直接计算方法提高近两倍。     

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