Orbital reference frame estimation with power spectral density constraints for drag-free satellites

The drag-free satellites are widely used in the field of fundamental science as they enable the high-precision measurement in pure gravity fields. This paper investigates the estimation of local orbital reference frame (LORF) for drag-free satellites. An approach, taking account of the combi-nation of the minimum estimation error and power spectral density (PSD) constraint in frequency domain, is proposed. Firstly, the relationship between eigenvalues of estimator and transfer func-tion is built to analyze the suppression and amplification effect on input signals and obtain the eigenvalue range. Secondly, an optimization model for state estimator design with minimum estima-tion error in time domain and PSD constraint in frequency domain is established. It is solved by the sequential quadratic programming (SQP) algorithm. Finally, the orbital reference frame estimation of low-earth-orbit satellite is taken as an example, and the estimator of minimum variance with PSD constraint is designed and analyzed using the method proposed in this paper.     

基于相似变换的涡扇发动机智能动态推力估计方法

智能推力估计面临飞行包线大、工作状态多变带来的数据采集和处理问题，获得的训练数据难以覆盖整个飞行包线的各种过渡工作状态，为此本文提出一种基于相似变换的推力估计数据处理方法。通过机理分析选择推力估计器输入，以相似变换对推力估计的输入和输出数据进行处理，并设计了基于输入延迟的深层动态神经网络来实现动态推力估计。非训练数据区域的动态仿真结果表明，相似变换后，深层动态神经网络的最大推力估计误差降低了62.20%，平均误差降低了43.50%；未进行相似变换时，相比深层静态神经网络，深层动态神经网络的最大推力估计误差降低了43.42%，平均误差降低了2.35%，仿真结果表明了本文所提出的数据处理方法和动态推力估计结构有效性。     

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。     

Recursive 3-D motion estimation from a monocular image sequence

Consideration is given to the design and application of a recursive algorithm to a sequence of images of a moving object to estimate both its structure and kinematics. The object is assumed to be rigid, and its motion is assumed to be smooth in the sense that it can be modeled by retaining an arbitrary number of terms in the appropriate Taylor series expansions. Translational motion involves a standard rectilinear model, while rotational motion is described with quaternions. Neglected terms of the Taylor series are modeled as process noise. A state-space model is constructed, incorporating both kinematic and structural states, and recursive techniques are used to estimate the state vector as a function of time. A set of object match points is assumed to be available. The problem is formulated as a parameter estimation and tracking problem which can use an arbitrarily large number of images in a sequence. The recursive estimation is done using an iterated extended Kalman filter (IEKF), initialized with the output of a batch algorithm run on the first few frames. Approximate Cramer-Rao lower bounds on the error covariance of the batch estimate are used as the initial state estimate error covariance of the IEKF. The performance of the recursive estimator is illustrated using both real and synthetic image sequences     

基于二阶鲁棒滑模观测器的民用涡扇发动机气路故障诊断

针对状态估计器在航空发动机气路参数估计中响应迟缓、鲁棒性不强等问题,以未知输入重构的思路,提出了一种基于Super-twisting滑模观测器的航空发动机气路故障诊断方法。通过将健康参数考虑为未知输入,设计滑模切换项重构健康参数的变化量,由于避免了状态估计器设计中健康参数导数为零的假设,本文的方法在处理突变故障时拥有更快的响应速度。针对鲁棒性问题,提出了一种新的故障向量增广形式,通过将扰动项增广至健康参数向量中,观测器的重构信号能够同时估计出健康参数变化量以及扰动项的大小,实现扰动与部件故障的解耦,从而避免了不确定项对健康参数估计结果的影响。本文建立了民用涡扇发动机包线范围内的线性变参数模型,通过不同故障模式下的数值仿真,并与状态估计器比较,验证了方法的有效性。结果表明,设计的滑模观测器具有小于0.5%的估计误差,有效地提高了气路健康参数的估计速度,增强了对不确定性的鲁棒性。     

Reduced state estimator for systems with parametric inputs

A reduced state estimator is derived for systems with bounded parameters as inputs. Optimal filter gains are derived for minimizing the total covariance of the estimation error due to measurement noise and parameter uncertainty. It is shown that these filter gains for a two-state system with a Gaussian parameter satisfy the Kalata relation in steady state. Equations are also derived for optimally filtering measurements in arbitrary time order. This reduced state estimator offers novelties over a traditional Kalman filter in its application to the class of problems considered. The total error covariance, which is minimized, makes no use of plant noise. Furthermore, the filter is easier to optimize in high dimensional and multiple sensor applications as well as in processing out-of-sequence measurements.     

Hard-constrained versus soft-constrained parameter estimation

The paper aims at contrasting two different ways of incorporating a priori information in parameter estimation, i.e., hard-constrained and soft-constrained estimation. Hard-constrained estimation can be interpreted, in the Bayesian framework, as maximum a posteriori probability (MAP) estimation with uniform prior distribution over the constraining set, and amounts to a constrained least-squares (LS) optimization. Novel analytical results on the statistics of the hard-constrained estimator are presented for a linear regression model subject to lower and upper bounds on a single parameter. This analysis allows to quantify the mean squared error (MSE) reduction implied by constraints and to see how this depends on the size of the constraining set compared with the confidence regions of the unconstrained estimator. Contrastingly, soft-constrained estimation can be regarded as MAP estimation with Gaussian prior distribution and amounts to a less computationally demanding unconstrained LS optimization with a cost suitably modified by the mean and covariance of the Gaussian distribution. Results on the design of the prior covariance of the soft-constrained estimator for optimal MSE performance are also given. Finally, a practical case-study concerning a line fitting estimation problem is presented in order to validate the theoretical results derived in the paper as well as to compare the performance of the hard-constrained and soft-constrained approaches under different settings     

Optimal sensor selection strategy for discrete-time stateestimators

A novel sensor selection strategy is introduced, which can be implemented on-line in time-varying discrete-time system. We consider a case in which several measurement subsystem are available, each of which may be used to drive a state estimation algorithm. However, due to practical implementation constraints (such as the ability of the on-board computer to process the acquired data), only one of these subsystems can actually by utilized at a measurement update. An algorithm is needed, by which the optimal measurement subsystem to be used is selected at each sensor selection epoch. The approach described is based on using the square root V-Lambda information filter as the underlying state estimation algorithm. This algorithm continuously provides its user with the spectral factors of the estimation error covariance matrix, which are used in this work as the basis for an on-line decision procedure by which the optimal measurement strategy is derived. At each sensor selection epoch, a measurement subsystem is selected, which contributes the largest amount of information along the principal state space direction associated with the largest current estimation error. A numerical example is presented, which demonstrates the performance of the new algorithm. The state estimation problem is solved for a third-order time-varying system equipped with three measurement subsystem, only one of which can be used at a measurement update. It is shown that the optimal measurement strategy algorithm enhances the estimator by substantially reducing the maximal estimation error     

State estimation using an approximate reduced statistics algorithm

The problem of state estimation using nonlinear additive Gaussian noise measurements is addressed. A geometric model for the posterior state density is assumed based on a multidimensional Haar basis representation. An approximate reduced statistics (ARS) algorithm, suggested by the parameter estimator of Kulhavy is then developed, using successive minimization of relative entropy between model densities and an approximate posterior density. The state estimator thus derived is applied to a bearings-only target tracking problem in a multiple sensor scenario     

Application of Road Information in Ground Moving Target Tracking

A new algorithm is developed to achieve accurate state estimation in ground moving target tracking by means of using road information. It is an adaptive variable structure interacting multiple model estimator with dynamic models modification （DMM VS-IMM for short）. Firstly, road information is employed to modify the target dynamic models used by filter, including modification of state transition matrix and process noise. Secondly, road information is applied to update the model set of a VS-IMM estimator. Predicted state estimation and road information are used to locate the target in the road network on which the model set is updated and finally IMM filtering is implemented. As compared with traditional methods, the accuracy of state estimation is improved for target moving not only on a single road, but also through an intersection. Monte Carlo simulation demonstrates the efficiency and robustness of the proposed algorithm with moderate computational loads.     

IMM estimator with out-of-sequence measurements

In multisensor tracking systems that operate in a centralized information processing architecture, measurements from the same target obtained by different sensors can arrive at the processing center out of sequence. In order to avoid either a delay in the output or the need for reordering and reprocessing an entire sequence of measurements, such measurements have to be processed as out-of-sequence measurements (OOSMs). Recent work developed procedures for incorporating OOSMs into a Kalman filter (KF). Since the state of the art tracker for real (maneuvering) targets is the interacting multiple model (IMM) estimator, the algorithm for incorporating OOSMs into an IMM estimator is presented here. Both data association and estimation are considered. Simulation results are presented for two realistic problems using measurements from two airborne GMTI sensors. It is shown that the proposed algorithm for incorporating OOSMs into an IMM estimator yields practically the same performance as the reordering and in-sequence reprocessing of the measurements. Also, it is shown how the range rate from a GMTI sensor can be used as a linear velocity measurement in the tracking filter.     

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,...     

Moving scanning emitter tracking by a single observer using time of interception: Observability analysis and algorithm

The target motion analysis (TMA) for a moving scanning emitter with known fixed scan rate by a single observer using the time of interception (TOI) measurements only is investigated in this paper.By transforming the TOI of multiple scan cycles into the direction difference of arrival (DDOA) model,the observability analysis for the TMA problem is performed.Some necessary conditions for uniquely identifying the scanning emitter trajectory are obtained.This paper also proposes a weighted instrumental variable (WIV) estimator for the scanning emitter TMA,which does not require any initial solution guess and is closed-form and computationally attractive.More importantly,simulations show that the proposed algorithm can provide estimation mean square error close to the Cramer-Rao lower bound (CRLB) at moderate noise levels with significantly lower estimation bias than the conventional pseudo-linear least square (PLS) estimator.     

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.     

利用修正罗德里格参数进行飞行器姿态估计

给出了一种利用修正罗德里格参数（Modified Rodrigues Parameters）进行姿态估计的算法。该算法用于利用矢量观测的无陀螺姿态和姿态角速度的确定，采用切换方法处理了修正罗德里格参数的奇异性问题，修正罗德里格参数的误差定义为从估计姿态到真实姿态的旋转，根据姿态误差运动方程，用扩展卡尔曼滤波方法设计了姿态和姿态角速度估计器，用数值算例验证了算法的可行性。     

Pursuer identification and time-to-go estimation using passive measurements from an evader

We present an algorithm for identifying the parameters of a proportional navigation guidance missile (pursuer) pursuing an airborne target (evader) using angle-only measurements from the latter. This is done for the purpose of classifying the missile so that appropriate counter-measures can be taken. Mathematical models are constructed for a pursuer with a changing velocity, i.e., a direction change and a speed change. Assuming the pursuer is launched from the ground with fixed thrust, its motion can be described by a four-dimensional parameter vector consisting of its proportional navigation constant and three parameters related to thrusting. Consequently, the problem can be solved as a parameter estimation problem, rather than state estimation and we provide an estimator based on maximum likelihood (ML) to solve it. The parameter estimates obtained can be mapped into the time-to-go until intercept estimation results are presented for different scenarios together with the Cramer-Rao lower bound (CRLB), which quantifies the best achievable estimation accuracy. The accuracy of the time-to-go estimate is also obtained. Simulation results demonstrate that the proposed estimator is efficient by meeting the CRLB.     

Reduced state estimators for consistent tracking of maneuvering targets

Linear Kalman filters, using fewer states than required to completely specify target maneuvers, are commonly used to track maneuvering targets. Such reduced state Kalman filters have also been used as component filters of interacting multiple model (IMM) estimators. These reduced state Kalman filters rely on white plant noise to compensate for not knowing the maneuver - they are not necessarily optimal reduced state estimators nor are they necessarily consistent. To be consistent, the state estimation and innovation covariances must include the actual errors during a maneuver. Blair and Bar-Shalom have shown an example where a linear Kalman filter used as an inconsistent reduced state estimator paradoxically yields worse errors with multisensor tracking than with single sensor tracking. We provide examples showing multiple facets of Kalman filter and IMM inconsistency when tracking maneuvering targets with single and multiple sensors. An optimal reduced state estimator derived in previous work resolves the consistency issues of linear Kalman filters and IMM estimators.     

A Weighted Inner Product Estimator in the Geometric Algebra of Euclidean 3-Space for Source Localization Using an EM Vector-sensor

In this paper, the source localization by utilizing the measurements of a single electromagnetic (EM) vector-sensor is investigated in the framework of the geometric algebra of Euclidean 3-space. In order to describe the orthogonality among the electric and magnetic measurements, two multivectors of the geometric algebra of Euclidean 3-space (G3) are used to model the outputs of a spatially collocated EM vector-sensor. Two estimators for the wave propagation vector estimation are then formulated by the inner product between a vector and a bivector in the G3. Since the information used by the two estimators is different, a weighted inner product estimator is then proposed to fuse the two estimators together in the sense of the minimum mean square error (MMSE). Analytical results show that the statistical performances of the weighted inner product estimator are always better than its traditional cross product counterpart. The efficacy of the weighted inner product estimator and the correctness of the analytical predictions are demonstrated by simulation results.     

A Linear-correction Least-squares Approach for Geolocation Using FDOA Measurements Only

  A linear-correction least-squares(LCLS) estimation procedure is proposed for geolocation using frequency difference of arrival (FDOA) measurements only. We first analyze the measurements of FDOA, and further derive the Cram閞-Rao lower bound (CRLB) of geolocation using FDOA measurements. For the localization model is a nonlinear least squares(LS) estimator with a nonlinear constrained, a linearizing method is used to convert the model to a linear least squares estimator with a nonlinear constrained. The Gauss-Newton iteration method is developed to conquer the source localization problem. From the analysis of solving Lagrange multiplier, the algorithm is a generalization of linear-correction least squares estimation procedure under the condition of geolocation using FDOA measurements only. The algorithm is compared with common least squares estimation. Comparisons of their estimation accuracy and the CRLB are made, and the proposed method attains the CRLB. Simulation results are included to corroborate the theoretical development.     

修正Rodrigues参数在飞行器定姿中的应用(英文)

There are two attitude estimation algorithms based on the different representations of attitude errors when modified Rodrigues parameters are applied to attitude estimation. The first is multiplicative error attitude estimator （MEAE）, whose attitude error is expressed by the modified Rodrigues parameters representing the rotation from the estimated to the true attitude. The second is subtractive error attitude estimator （SEAE）, whose attitude error is expressed by the arithmetic difference between the true and the estimated attitudes. It is proved that the two algorithms are equivalent in the case of small attitude errors. It is possible to describe rotation without encountering singularity by switching between the modified Rodrigues parameters and their shadow parameters. The attitude parameter switching does not bring disturbance to MEAE, but it does to SEAE. This article introduces a modification to eliminate the disturbance on SEAE, and simulation results demonstrate the efficacy of the presented algorithm.