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。     

混合线性/非线性模型的准高斯Rao-Blackwellized粒子滤波法

 针对混合线性/非线性模型,提出一种新的递推估计滤波算法,称为准高斯Rao-Blackwellized粒子滤波器（Q-GRBPF）。算法采用Rao-Blackwellized思想,将线性状态与非线性状态进行分离,对非线性状态运用准高斯粒子滤波（Q-GPF）算法进行估计,并将其后验分布近似为单个高斯分布,再利用非线性状态的估计值对线性状态进行卡尔曼滤波（KF）估计。将Q-GRBPF应用于目标跟踪的仿真结果表明,与Rao-Blackwellized粒子滤波器（RBPF）相比,Q-GRBPF在保证估计精度的前提下有效降低了计算复杂度,计算时间约为RBPF的58%;与Q-GPF相比,x坐标与y坐标的估计精度分别提升了45％和30％,而计算时间也节省了约30％。     

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,...     

Intelligent SINS/RDSS Integrated Algorithms for Land Vehicle Navigation

This is a discussion of the design of strap-down inertial navigation systems (SINS) and radio determination satellite service (RDSS) integrated navigation algorithms. The research aims at testing the effectiveness of artificial intelligence (AI)-aided Kalman filtering (KF) approaches for land vehicle applications. A back-propagation neural network (BPNN)-aided K*F algorithm and a fuzzy inference-based KF algorithm are presented in order to overcome the time delay of RDSS positioning provided by a double-star positioning system in China. Traditional KF causes biased solutions, and indeed, leads to filter instability easily since the time delay of RDSS positioning, in an active mode, is hard to be modeled and sometimes suffers from RDSS outages. Therefore, a fuzzy inference is used to correct the variance matrix of KE measurement noises adaptively; and a trained BPNN corrects the outputs of the Kalman filter. The algorithms proposed herein have been verified on real SINSIRDSS data. collected in land vehicle tests and are compared with other approaches. The results demonstrate that fuzzy inference-based KF algorithms improve the positioning accuracy to over 40 % better than KF algorithms, and BPNN-aided KF algorithms have the same precision as GPS which is the reference station In dynamic experiments without RDSS outages. The test results with RDSS outages indicate that the fuzzy inference-based KF is feasible but with positioning errors of hundreds of meters, so the BPNN-aided KF is designed to efficiently compensate for RDSS outages and improve system performance.     

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.     

Precision large scale air traffic surveillance using IMM/assignmentestimators

We present the development and implementation of a multisensor-multitarget tracking algorithm for large scale air traffic surveillance based on interacting multiple model (IMM) state estimation combined with a 2-dimensional assignment for data association. The algorithm can be used to track a large number of targets from measurements obtained with a large number of radars. The use of the algorithm is illustrated on measurements obtained from 5 FAA radars, which are asynchronous, heterogeneous, and geographically distributed over a large area. Both secondary radar data (beacon returns from cooperative targets) as well as primary radar data (skin returns from noncooperative targets) are used. The target IDs from the beacon returns are not used in the data association. The surveillance region includes about 800 targets that exhibit different types of motion. The performance of an IMM estimator with linear motion models is compared with that of the Kalman filter (KF). A number of performance measures that can be used on real data without knowledge of the ground truth are presented for this purpose. It is shown that the IMM estimator performs better than the KF. The advantage of fusing multisensor data is quantified. It is also shown that the computational requirements in the multisensor case are lower than in single sensor case, Finally, an IMM estimator with a nonlinear motion model (coordinated turn) is shown to further improve the performance during the maneuvering periods over the IMM with linear models     

A multi-rate sensor fusion approach using information filters for estimating aero-engine performance degradation

Gas-path performance estimation plays an important role in aero-engine health management, and Kalman Filter(KF) is a well-known technique to estimate performance degradation. In previous studies, it is assumed that different kinds of sensors are with the same sampling rate, and they are used for state estimation by the KF simultaneously. However, it is hard to achieve state estimation using various kinds of sensor measurements at the same sampling rate due to a complex network and physical characteristic differences between sensors, especially in an advanced multisensor architecture. For this purpose, a multi-rate sensor fusion using the information filtering approach is proposed based on the square-root cubature rule, which is called Multi-rate Squareroot Cubature Information Filter(MSCIF) to track engine performance degradation. Soft measurement synchronization of the MSCIF is designed to provide a sensor fusion condition for multiple sampling rates of measurement, and a fault sensor is isolated by maximum likelihood validation before state estimation. The contribution of this paper is to supply a novel multi-rate informationfilter approach for sensor fault tolerant health estimation of an aero-engine in a multi-sensor system. Tests are conducted for aero-engine performance degradation estimation with multiple sampling rates of sensor measurement on both digital simulation and semi-physical experiment.Experimental results illustrate the superiority of the proposed algorithm in terms of degradation estimation accuracy and robustness to sensor failure in a multi-sensor system.     

离散不确定系统的优化鲁棒滤波方法及在飞行试验中的应用

提出了一种离散系统的优化鲁棒滤波方法。为了得到滤波的逼近计算式，通过优化加权矩阵得到了上界不等式逼近和等效系统矩阵，得到了鲁棒滤波的时间更新算法；通过优化加权矩阵得到了下界不等式逼近和等效观测矩阵，得到了鲁棒滤波的测量更新算珐，并且给出了鲁棒滤波算法收敛的条件。飞行试验数据处理的结果表明，提出的方法是有效的。     

Attitude Determination from Vector Observations: Quaternion Estimation

Two recursive estimation algorithms, which use pairs of measured vectors to yield minimum variance estimates of the quaternion of rotation, are presented. The nonlinear relations between the direction cosine matrix and the quaternion are linearized, and a variant of the extended Kalman filter is used to estimate the difference between the quaternion and its estimate. With each measurement this estimate is updated and added to the whole quaternion estimate. This operation constitutes a full state reset in the estimation process. Filter tuning is needed to obtain a converging filter. The second algorithm presented uses the normality property of the quaternion of rotation to obtain, in a straightforward design, a filter which converges, with a smaller error, to a normal quaternion. This algorithm changes the state but not the covariance computation of the original algorithm and implies only a partial reset. Results of Monte-Carlo simulation runs are presented which demonstrate the superiority of the normalized quaternion.     

基于UKF的大失准角船舶行进间对准技术研究

由于标准卡尔曼滤波只适用于线性系统,通常在SINS/GPS组合导航初始对准过程中,先通过基于惯性系的粗对准方法,将失准角转化为小量,然后再进行卡尔曼滤波精对准。由于杆臂效应,使用的基准信息存在一定误差,导致初始对准精度降低。因此,首先设计UKF的大失准角初始对准算法;其次将基准信息杆臂在UKF方程中建模,对杆臂误差进行补偿;最后通过仿真验证算法的可行性,并利用海试实验数据对UKF算法与传统动基座算法进行对比,实验结果表明该方法具有明显优势。     

U-D分解的固定点平滑新算法及其在飞行试验中的应用

 本文根据Rauch固定点平滑公式,提出了一种U-D分解的固定点平滑新算法。这一算法不仅具有良好的数值稳定性和可靠性,而且计算量较少;计算效率是Bryson-Ho Y C固定点平滑计算效率的1.5倍以上。将这种新算法用于飞机运动状态初值的确定,提高了飞机气动参数辨识精度。     

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     

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.     

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.     

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.      

Characterization of Kalman filter residuals in the presence ofmismodeling

The mean and covariance of a Kalman filter residual are computed for specific cases in which the Kalman filter model differs from a linear model that accurately represents the true system (the truth model). Multiple model adaptive estimation (MMAE) uses a bank of Kalman filters, each with a different internal model, and a hypothesis testing algorithm that uses the residuals from this bank of Kalman filters to estimate the true system model. At most, only one Kalman filter model will exactly match the truth model and will produce a residual whose mean and standard deviation have already been analyzed. All of the other filters use internal models that mismodel the true system. We compute the effects of a mismodeled input matrix, output matrix, and state transition matrix on these residuals. The computed mean and covariance are compared with simulation results of flight control failures that correspond to mismodeled input matrices and output matrices     

A modified Gaussian sum approach to estimation of non-Gaussiansignals

A Gaussian sum estimation algorithm has previously been developed to deal with noise processes that are non-Gaussian. Inherent in this algorithm is a serious growing memory problem that causes the number of terms in the Gaussian sum to increase exponentially at each iteration. A modified Gaussian sum estimation algorithm using an adaptive filter is developed that avoids the growing memory problem of the previous algorithm while providing effective state estimation. The adaptive filter is comprised of a fixed set of estimators operating in parallel with each individual estimate possessing its own corresponding weighting term. A simulation example illustrates the new non-Gaussian estimation technique     

组合导航系统中一种基于特征值分解的自适应信息融合滤波算法

基于分散滤波理论的联合滤波算法,可以有效地降低组合导航系统的计算负担,并且增强系统的容错性能。给出了一种联合滤波算法中信息分配系数的自适应计算方法,能够使联合系统根据导航过程中各传感器的信息质量的变化合理地反馈全局信息。仿真结果表明,该算法可以有效地降低由于导航子系统降级带来的滤波误差。     

基于改进联邦Kalman滤波的组合校准方法研究

联邦滤波器广泛应用于多传感器信息融合领域,联邦滤波中的信息分配原则影响滤波精度.针对联邦Kalman滤波器进行改进,采用基于估计协方差阵奇异值动态确定信息分配系数.对子滤波器进行重置时,采用新的重置方法,保证了子滤波器误差协方差阵的对称性,确保Kalman滤波器的一致收敛稳定性.新的联邦滤波算法允许每个状态分量拥有不同的动态信息分配因子,从而改进了联邦滤波信息融合的精度.设计了SINS/GPS/电子罗盘组合导航系统,仿真结果说明,与传统联邦滤波算法相比,改进的联邦滤波器估计精度得到了提高,可以更好地对SINS误差进行校准,提高系统的精度.     

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.