自适应扩展增量 Kalman 滤波方法

基于扩展增量Kalman滤波方法(EIKF)和自适应增量Kalman滤波(AIKF),建立自适应扩展增量Kalman(AEIKF)模型及其分析方法,给出递推算法.在许多实际情况(如深空探测),由于环境因素的影响、测量设备的不稳定性等原因,量测方程往往存在未知的系统误差,并且模型参数也具有不确定性,结果导致较大的Kalman滤波误差,影响滤波的收敛性.提出的AEIKF方法能够成功消除这种未知的系统误差,并能够实时估计变化的噪声统计量,提高Kalman滤波精度.该方法计算简单,便于工程应用.      

Efficient recursive state estimator for dynamic systems withoutknowledge of noise covariances

An efficient recursive state estimator for dynamic systems without knowledge of noise covariances is suggested. The basic idea for this estimator is to incorporate the dynamic matrix and the forgetting factor into the least squares (LS) method to remedy the lack of knowledge of noises. We call it the extended forgetting factor recursive least squares (EFRLS) estimator. This estimator is shown to have similar asymptotic properties to a completely specified Kalman filter state estimator. More importantly, the performance of EFRLS greatly exceeds that of existing filtering techniques when the noise variance is misspecified. In addition, EFRLS also performs well when there is cross-correlation between the process and measurement noise streams or temporal dependencies within those streams. Some discussions and a number of simulations are made to provide practical guidance on the choice of an optimal forgetting factor and evaluate the performance of the EFRLS algorithms, which strongly dominates that of the standard forgetting factor recursive least squares (FRLS) and some misspecified Kalman filtering     

飞行数据相容性检验技术

飞行试验测量数据中存在过程噪声和测量噪声,导致飞行数据之间不相容,国内目前常用的输出误差法不适用于耦合严重的直升机飞行数据相容性检验。采用增广卡尔曼滤波方法进行状态估计,大幅度地消除测量值中的误差;再用输出误差法对增广卡尔曼滤波估计的结果进行相容性检验,并将其应用于直升机四阶纵向等效模型辨识中。结果表明:提出的这种方法既解决了单独使用增广卡尔曼滤波进行数据相容性分析时由于初期收敛过程造成的滤波误差问题,又克服了单独使用输入误差法进行数据相容性时需手动修改时间延迟问题和测量值中误差过大时输出误差法无法收敛问题,使得检验效果与计算效率大幅提升。     

大失准角下MIMU空中快速对准技术

 为了提高微小型无人机空中的反应速度和作业精度,提出将基于模型误差预测的扩展卡尔曼滤波(MEP-EKF)方法应用在大失准角下微惯性测量单元(MIMU)的空中对准中,通过不同机动飞行策略的仿真结果,证实MEP-EKF算法不仅能够实时估计出系统的模型误差,而且将其与扩展卡尔曼滤波(EKF)和Unscented卡尔曼滤波(UKF)方法进行了仿真比较,结果表明MEP-EKF算法在方位误差角的估计上,取得了比EKF和UKF精度高的仿真结果,使得方位失准角由30°快速下降到1°左右,而且MEP-EKF所需时间仅是UKF的17%。     

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。     

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     

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。     

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。     

A Kalman Filter Based Tracking Scheme with Input Estimation

Beginning with the derivation of a least squares estimator that yields an estimate of the acceleration input vector, this paper first develops a detector for sensing target maneuvers and then develops the combination of the estimator, detector, and a "simple" Kalman filter to form a tracker for maneuvering targets. Finally, some simulation results are presented. A relationship between the actual residuals, assuming target maneuvers, and the theoretical residuals of the "simple" Kalman filter that assumes no maneuvers, is first formulated. The estimator then computes a constant acceleration input vector that best fits that relationship. The result is a least squares estimator of the input vector which can be used to update the "simple" Kalman filter. Since typical targets spend considerable periods of time in the constant course and speed mode, a detector is used to guard against automatic updating of the "simple" Kalman filter. A maneuver is declared, and updating performed, only if the norm of the estimated input vector exceeds a threshold. The tracking sclheme is easy to implement and its capability is illustrated in three tracking examples.     

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.     

基于广义Kalman估计的机载雷达高精度控制系统

 研究了在某型现役机载雷达系统中, 采用广义Kalman 滤波器方法来预估目标机的俯仰角和方位角,产生跟踪目标用的雷达天线驱动信号, 替代传统的速率陀螺测量元件来补偿本机机动所造成的扰动的方法,同时对探测信号本身所具有的延迟起到了补偿作用。对目标的运动采用直角坐标系中的Singer 模型描述, 而对测量信号则是应用极坐标系中的描述, 采用广义Kalman 滤波器来完成估计, 即在每一步的估计和控制中对计算测量方程进行线性化结果, 实现两种坐标系的转换。通过应用Matlab/ Simulink 软件对整个系统的建模、设计及仿真研究, 得到了满意的结果。     

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。     

Sensor Netting via the Discrete Time Extended Kalman Filter

An implementation is presented of the discrete time extended Kalman filter which the authors have found useful for sensor netting in a variety of tactical radar and ballistic missile defense (BMD) applications. A Potter square root version of the extended Kalman filter is used where vector measurements are processed serially. Both the state and covariance equations are initialized by processing past measurements. The initialization technique and the filter are used in two tactical radar tracking examples.     

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.      

基于UKF算法的航天器自主导航研究

针对卫星上配备的多种姿态敏感器，进行了导航方案的设计，利用姿态敏感器的测量信息实现轨道参数的估计。通过UKF(Unscented Kalman Filter)算法研究了卫星的自主导航问题，较传统的扩展卡尔曼滤波方法(EKF)简化了计算过程。数值仿真结果验证了该导航算法的优越性。     

Adaptive Tracking Filter for Maneuvering Targets

A general method of continually restructuring an optimum Bayes-Kalman tracking filter is proposed by conceptualizing a growing tree of filters to maintain optimality on a target exhibiting maneuver variables. This tree concept is then constrained from growth by quantizing the continuously sensed maneuver variables and restricting these to a small value from which an average maneuver is calculated. Kalman filters are calculated and carried in parallel for each quantized variable. This constrained tree of several parallel Kalman filters demands only modest om; puter time, yet provides very good performance. This concept is implemented for a Doppler tracking system and the performance is compared to an extended Kalman filter. Simulation results are presented which show dramatic tracking improvement when using the adaptive tracking filter.     

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.     

一种基于组合导航系统的新融合滤波算法

本文设计了一种可用于地面用户的低成本组合导航系统，提出了基于该系统的新信息融合方法，即模糊卡尔曼滤波算法和地图匹配技术联合起来。仿真结果表明模糊卡尔曼滤波算法相当于一数据平滑处理窗口，具有比常规卡尔曼滤波算法更高的精度。     

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。     

改进的Sage-Husa自适应滤波算法在MEMS航姿参考系统中的应用

针对经典Kalman滤波和扩展Kalman滤波融合算法存在的计算量大、精度低、实时性差的缺点,引入了改进的Sage-Husa自适应扩展Kalman滤波算法。该算法对经典扩展Kalman滤波算法进行了自适应改进,并在此基础上利用加权渐消记忆法获取了遗忘因子,并通过预测残差得出了最优解。同时,用调整有偏增益估计的措施来保证系统噪声预测方差矩阵与噪声预测方差矩阵的对称性和正定性,对滤波器发散进行了有效的抑制,减少了算法的计算量。实验结果表明,该算法有效改善了可靠性、精确性及自适应能力。