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     

Nonlinear Estimation Via Kalman Filtering

The extended Kalman-Bucy filtering algorithm is applied to the problem of estimating the system parameters of a single-channel missile attitude control system. In particular, noisy observations of body angular rate, normal acceleration, and control surface deflec tion are used in the algorithm to obtain estimates of body angular rate, angle of attack, control surface deflection, air density, and missile velocity. Computational results obtained for this problem are presented. These results are evaluated to determine the applicapility of this estimator as a part of an adaptive control scheme. In addition, a general approach to the formulation of practical nonlinear estimation problems is suggested.     

信赖域滤子算法在航空发动机在线优化中的应用

主要研究了航空发动机在线优化问题.以非线性发动机部件级模型为优化对象,将信赖域滤子算法应用于航空发动机在线优化,相比基本信赖域算法,该算法由于采用非单调的滤子算法和松弛重置,兼顾了算法在目标函数值下降与可行性保持两方面的品质,通过松弛重置避免子问题的不可行性,滤子算法则保证了算法收敛到全局最小解.最后,基于信赖域滤子算法,以涡扇发动机最小油耗寻优控制为仿真算例,验证了该算法的优越性.      

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。     

非线性滤波方法及其在飞行状态及参数估计中的应用

基于非线性系统高阶近似的思想,提出一种比推广卡尔曼滤波（ＥＫＦ）更接近非线性系统本质的近似滤波方法,并应用于飞行状态的参数估计（或称为飞行轨迹重构）问题。仿真和实际飞行数据计算结果表明：提出的非线性近似滤波方法比ＥＫＦ有更高的估计精度和更好的鲁棒性,对飞机机动形状、数据长度要求不高,滤波收敛速度快。利用飞行状态估计数学模型的具体特点,使计算量和存储量大幅度减少。该方法应用于非线性较强的飞行状态及参数估计问题。可得到比ＥＫＦ更好的结果。     

Observer-type Kalman innovation filter for uncertain linear systems

An observer-type of Kalman innovation filtering algorithm to find a practically implementable "best" Kalman filter, and such an algorithm based on the evolutionary programming (EP) optima-search technique, are proposed, for linear discrete-time systems with time-invariant unknown-but-hounded plant and noise uncertainties. The worst-case parameter set from the stochastic uncertain system represented by the interval form with respect to the implemented "best" filter is also found in this work for demonstrating the effectiveness of the proposed filtering scheme. The new EP-based algorithm utilizes the global optima-searching capability of EP to find the optimal Kalman filter and state estimates at every iteration, which include both the best possible worst case Interval and the optimal nominal trajectory of the Kalman filtering estimates of the system state vectors. Simulation results are included to show that the new algorithm yields more accurate estimates and is less conservative as compared with other related robust filtering schemes     

无速度反馈的航天器姿轨耦合跟踪控制

提出了一种无速度反馈的航天器姿轨耦合跟踪控制算法。首先建立起基于对偶四元数的带扰动和参数不确定性的航天器姿轨耦合动力学模型。然后基于浸入与不变流形理论设计了速度观测器,通过增益注入对非线性项抑制,从而同时估计角速度和线速度。利用李雅普诺夫函数分析了观测器状态量的收敛性以及注入增益的有界性,证明了该观测器的指数稳定性。最后设计了一个比例-微分（PD）位置与姿态跟踪控制器,该控制器可以实现航天器的任意姿态与位置跟踪,分析了这种观测-控制结构的闭环系统渐近稳定性。仿真验证了该速度观测器和控制器的有效性以及对于参数不确定性和测量噪声具有较好的鲁棒性。     

Statistically Linearized Estimation of Reentry Trajectories

Several filters are applied to the problem of state estimation from inertial measurements of reentry drag. This is a highly nonlinear problem of practical significance. It is found that a filter based on the technique of statistical linearization performs better than the extended Kalman in this application. This is believed to be the first application of the statistically linearized filter to a practical dynamics problem. A sensitivity analysis is performed to demonstrate the relative insensitivity of this filter to modeling errors and approximations.     

用于非线性跟踪问题的一种新的粒子滤波器

机动目标跟踪系统通常是非线性而且不完全观测的 ,所以问题的关键在于每一时刻的目标机动性都是高度不确定的。提出了一种新的平滑粒子滤波算法 ,该算法在粒子滤波器中加入了对系统模型的概率分布密度的平滑处理 ,从而很好的解决了目标的机动性估计问题。在仿真研究中 ,与辅助粒子滤波器的比较验证了本文算法处理非线性跟踪问题的优越性     

检测滤波器在FADEC系统传感器FDI中的应用研究

研究将检测滤波器应用于全权限航空发动机控制系统(FADEC)的传感器故障检测和隔离(FDI).完整设计了针对于某型FADEC系统传感器的检测滤波器系统, 然后利用非线性发动机模型进行了仿真。数字仿真结果表明, 检测滤波器是十分有效的。      

基于Bootstrap滤波的单站无源定位算法

针对非线性测量下的被动定位问题,建立了只测角定位模型。讨论了一种基于贝叶斯理论的 Bootstrap 滤波算法,并将该算法与扩展卡尔曼滤波算法进行了比较,仿真结果表明Bootstrap 滤波算法定位精度更高,抗噪声性能更强。     

基于混合粒子滤波的激光惯导系统误差的补偿

针对激光陀螺捷联惯导系统在动态尤其是高动态环境下的姿态误差显著增大的问题,提出了一种基于改进高斯混合粒子滤波的纯方位跟踪算法。算法基于混合粒子的卡尔曼滤波和粒子滤波的特点,用有限的高斯模型来近似后验状态密度、系统噪声和观测噪声的分布通过EM的算法设计实现模型的降阶,一定程度上克服了EM算法迭代的结果需要依赖初始值、可能收敛到局部最大点或可能收敛到参数空间边界的缺点,从而改善了粒子携带信息的衰减问题。通过仿真与试验结合,在纯动态应用环境下的姿态与定位精度补偿效果,与传统Kalman滤波相比,算法在保持高精度估计能力的同时,具有较强的鲁棒性,是解决非线性系统状态估计问题的一种有效方法。     

基于H?滤波算法的BP网络在SINS/GPS中的应用

实际系统中存在的各种不确定性和非线性将使估计精度降低、卡尔曼滤波发散。针对这些问题,文章提出了基于H∞滤波算法的BP网络自适应滤波技术,采用H∞滤波算法在线调节BP网络的权值,并应用在SISN/GPS中。仿真结果表明,该网络具有较好的鲁棒性,其精度与H∞滤波算法的精度相当。     

自适应滤波技术的研究

应用常规卡尔曼滤波器(KF)要求知道系统精确的数学模型和系统噪声与量测噪声的统计特性,才能获得理想的滤波效果,否则可能产生发散现象。人们越来越倾向于利用自适应滤波(AKF)技术来解决发散的问题。针对AKF技术的研究现状,本文探讨一种结构简单、实时性较强、工程上比较实用的AKF算法。仿真结果表明,这种算法具有较强的自适应性,为一种实用而有效的滤波方法。     

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。     

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.     

巴特沃斯数字滤波器在自动测试中的应用

本文主要研究巴特沃斯低通数字滤波器在自动测试系统中的应用。讨论了高速采样低速输出的自动测试系统中采用低通数字滤波器的必要性;比较了巴特沃斯低通数字滤波器与多点平均滤波的性能,巴特沃斯滤波器具有较理想的特性;介绍了建立巴特沃斯低通数字滤波器的设计方法,以及在实现实时滤波算法时,克服初始瞬变过程和防止滤波器数值不稳的措施。最后,给出了在长时间陀螺漂移测试中的应用结果。     

Unscented粒子滤波在静基座捷联惯导系统大方位失准角初始对准中的应用研究

 静基座大方位失准角的捷联惯导系统误差方程是非线性的，Unscented粒子滤波从非线性系统状态向量概率分布出发，结合Unscented卡尔曼滤波和粒子滤波的特点，无需对非线性系统模型进行处理而能达到较高的滤波精度。本文对Unscented粒子滤波进行了研究，并结合重采样算法，运用于捷联惯导系统静基座大方位失准角初始对准中，计算结果验证了该方法的有效性与优越性。     

SINS/ANS integration for augmented performance navigation solution using unscented Kalman filtering

The fundamental concept of the multisensor integrated navigation system is the utilization of a medium precision INS in conjunction with one or more auxiliary sensors which perform as error bounding sources. Strapdown inertial navigation system (SINS) integrated with astronavigation system (ANS) yields reliable mission capability and enhanced navigational accuracy for spacecrafts. The theory and characteristics of integrated system based on unscented Kalman filtering is investigated in this paper. This Kalman filter structure uses unscented transform to approximate the result of applying a specified nonlinear transformation to a given mean and covariance estimate. The filter implementation subsumed here is in a direct feedback mode. Axes misalignment angles of the SINS are observation to the filter. A simple approach for simulation of axes misalignments using stars observation is presented. The SINS error model required for the filtering algorithm is derived in space-stabilized mechanization. Simulation results of the integrated navigation system using a medium accuracy SINS demonstrates the validity of this method on improving the navigation system accuracy with the estimation and compensation for gyros drift, and the position and velocity errors that occur due to the axes misalignments.     

应用卡尔曼滤波的机载雷达跟踪系统

本文论述将滤波理论应用于机载雷达中对单个目标进行距离、速度、方位角和高低角跟踪的多环反馈系统。首先根据目标和天线的相对运动建立控制四坐标跟踪环所需的状态矢量微分方程,然后推导相应的非线性滤波算法。最后给出计算机的模拟结果。计算机模拟的结果清晰地说明采用最佳滤波的系统性能比通常的有很大改善,并且这种瞄准轴坐标系的最佳系统对目标的随机机动是不灵敏的。 本文所讨论的方法和得出的结论可以延用到地面雷达、舰载雷达以及其他有源和无源的跟踪系统。