连续时间系统的定常状态估计器

 对于线性定常的连续时间系统,当系统和测量噪声为平稳白噪声过程时,研究了定常的状态估计器的设计方法。为了改进传统的Kalman-Bucy滤波器的瞬态性能,提出了两种新的性能函数的定义,从而给出了两种便于工程应用的修正的Kalman-Bucy滤波器。     

Optimum Signal and Filter Design in Underwater Acoustic Echo Ranging Systems

Optimization of the filter, the signal, and the signal and filter jointly are studied in the sonar environment under noise and reverberation limited conditions. The maximization of the receiver output signal-to-interference ratio is used as a performance criterion with unit energy constraint on both signal and filter. In the filter design problem, the optimum filter function is the solution of a linear integral equation. The kernel of the integral equation is a function of the target and medium scattering functions and the reverberation distribution. In the signal design problem, a similar type of integral equation is obtained as in the filter optimization problem. In the joint signal and filter design problem, it is shown that the optimum signal and filter functions are the solutions to a pair of linear integral equations with the largest (SIR)O. Several examples are investigated for different mediums and reverberation distributions with the finite matrix approximation method. An interative technique is used to compute the joint optimization of signal and filter.     

基于B样条模型的参数化卡尔曼滤波器设计

以标准B样条函数为基础,建立了以位置、样条系数为状态变量的参数化卡尔曼滤波器,用于解决外测数据的实时滤波问题。按照时间更新跨节点与否,分2种情况给出了状态转移方程。在时间更新跨样条节点时,使用样条函数的一阶连续导数条件,估计新增样条节点系数,由此实现滤波器在跨节点处的平滑过渡。通过仿真数据对新方法进行验证,并与已有的2类典型滤波方法进行比较,结果表明,本方法的滤波精度与另一类直接基于弹道信号表示的样条递推滤波方法精度相当,且可表现出更优的收敛性。新方法具有样条参数化模型的相同优点,可对时域信号全时段建模,可利用先验信息设计弹道优选节点而实现滤波性能优化,缺点在于状态更新的策略较为复杂。     

Kalman Filter Compensation for a Special Class of Systems

Filter compensation techniques for several special but practical cases are discussed. A general set of bias and covariance equations for linear filters with modeling errors is first summarized. A method for relating the modeling errors to the selection of the covariance of "process noise" for model error compensation is suggested. A performance ordering for cases when the true system becomes a subsystem of the model used for the filter construction is given. A bias correcting filter is derived for the case when the filter is matched only to a subsystem of the actual system.     

Optimum Constrained Image Restoration Filters

An optimum image restoration filter is described which minimizes the radius of gyration of the corrected or composite system point-spread function subject to constraints on the radius of gyration of the restoration fitter point-spread function, the total noise power in the restored image, and the shape of the composite system frequency spectrum. The filter function is obtained as the solution to a set of simultaneous differential equations subject to nonlinear integral constraints. Except for an assumption regarding the general shape of noise spectral density, the filter design is data independent. By constraining the radius of gyration of the restoration filter point-spread function, truncation errors resulting from edge effects are controlled. An iterative technique is introduced which virtually eliminates the sidelobes of the composite system point-spread function. The resulting suboptimal restoration filter effectively suppresses undesirable secondary oscillations which may otherwise appear in the composite system point-spread function and introduce "ghosts" in the restored data. A detailed study of the restoration filter performance as a function of its parameter variations is described and a number of examples are provided to demonstrate the fundamental properties of the restoration filter.     

Simple Kalman gains for filtering position and velocitymeasurements

An alternate set of equations is given for the exact computation of the Kalman gains under the conditions of no maneuvering input noise and measurements in position and velocity. They are simpler than the standard recursive equations, and are useful in applications where implementation of the standard Kalman filter is not possible due to real-time restrictions. When there is maneuvering input noise, the same gains can still approximate the optimal gains with a very minor degradation in performance, even when some parameters, for example the measurement interval, change during a track. Simulation studies have indicated that there is negligible performance degradation with this method of gain approximation     

Waveform selective probabilistic data association

An adaptive, waveform selective probabilistic data association (WSPDA) algorithm for tracking a single target in clutter is presented. The assumption of an optimal receiver allows the inclusion of transmitted waveform specification parameters in the tracking subsystem equations, leading to a waveform selection scheme where the next transmitted waveform parameters are selected so as to minimize the average total mean-square tracking error at the next time step. Semiclosed form solutions are given to the local (one-step-ahead) adaptive waveform selection problem for the case of one-dimensional target motion. A simple simulation example is given to compare the performance of a tracking system using a WSFDA based tracking filter with that of a conventional system with a fixed waveform shape and probabilistic data association (PDA) tracking filter.     

Discrete-time min-max tracking

The problem of optimal state estimation of linear discrete-time systems with measured outputs that are corrupted by additive white noise is addressed. Such estimation is often encountered in problems of target tracking where the target dynamics is driven by finite energy signals, whereas the measurement noise is approximated by white noise. The relevant cost function for such tracking problems is the expected value of the standard H/sub /spl infin// performance index, with respect to the measurement noise statistics. The estimator, serving as a tracking filter, tries to minimize the mean-square estimation error, and the exogenous disturbance, which may represent the target maneuvers, tries to maximize this error while being penalized for its energy. The solution, which is obtained by completing the cost function to squares, is shown to satisfy also the matrix version of the maximum principle. The solution is derived in terms of two coupled Riccati difference equations from which the filter gains are derived. In the case where an infinite penalty is imposed on the energy of the exogenous disturbance, the celebrated discrete-time Kalman filter is recovered. A local iterations scheme which is based on linear matrix inequalities is proposed to solve these equations. An illustrative example is given where the velocity of a maneuvering target has to be estimated utilizing noisy measurements of the target position.     

False alarm effects on estimation in multitarget trackers

An analysis of false alarm effects on tracking filter performance in multitarget track-while-scan radars, using variable correlation gates, is presented. The false alarms considered originate from noise, clutter, and crossing targets. The dimensions of the correlation gates are determined by filter prediction and measurement error variances. Track association is implanted either by means of a distance weighted average of the observations or by the nearest neighbor rule. State estimation is performed by means of a second-order discrete Kalman filter, taking into consideration random target maneuvers. Measurements are made in polar coordinates, while target dynamics are estimated in Cartesian coordinates, resulting in coupled linear filter equations. the effect of false alarms on the observation noise covariance matrix, and hence on state estimation errors, is analyzed. A computer simulation example, implementing radar target tracking with a variable correlation gate in the presence of false alarms, is discussed     

Performance Evaluation of Suboptimal Filters

The use of a Kalman filter in an applications problem requires a detailed model of both the system dynamics and the measurement dynamics. The model for many problems may be extremely large in dimensionality. However, in many instances one has a limited computer capability and, thus, must purposely introduce modeling errors into the filter in order to gain a computational advantage. However, as is well known, this may lead to the phenomenon of filter divergence. This paper considers the development of equations which allow one to evaluate a filter of reduced state. The equations are based upon using covariance analysis techniques in order to determine the true root-mean-square estimation error. These equations are computationally more advantageous than others appearing in the literature.     

新生目标强度未知的双门限粒子PHD滤波器

传统粒子概率假设密度(PHD)滤波器假定新生目标强度已知,当新生目标在整个观测区域随机出现时不再适用。为解决新生目标强度未知时的多目标跟踪问题,提出了一种基于量测信息的双门限粒子PHD(PHD-DT)滤波器。首先基于似然函数设定门限对存活目标量测进行粗提取,利用上一时刻的目标估计值构建圆形波门进行精细提取,并对门限设定方法进行分析,然后根据提取结果对目标PHD进行分解,得到存活目标和新生目标的PHD预测及更新表达式,最后给出了滤波器的实现方法并同基于量测驱动的PHD(PHD-M)滤波器和Logic+联合概率数据互联(JPDA)方法进行了仿真对比。仿真结果表明,在新生目标强度未知时,PHD-DT可有效避免Logic+JPDA在杂波背景下因航迹起始错误带来的估计误差,并较好地解决了PHD-M的目标数目过估问题,多目标估计性能更优,且杂波越强性能优势越明显。     

INS/GPS组合系统在反舰导弹导航制导中的应用

为了提高反舰导弹的精确制导效率,提出了INS／GPS(惯性导航/卫星导航)相结合的导航方法,分析了INS与GPS相结合时的误差模型、整个系统的性能及滤波算法,并对INS／GPS 组合导航的应用前景做了一般性的分析。     

Alpha-beta filters in polar coordinates with accelerationcorrections

The use of polar coordinates is sometimes computationally advantageous for tracking, but complications arise because the position of constant velocity targets is no longer a linear function of time as it is for cartesian coordinates. However, this difficulty can be avoided by using pseudoacceleration correction factors which are added to the prediction equations to give approximately correct system dynamics, but at the expense of an increase in system noise. For alpha-beta tracking filters, these correction factors can be included with minimal degradation in the steady-state error performance of the filter while simultaneously providing substantial reductions in bias errors     

UKF方法及其在方位跟踪问题中的应用

采用UKF(Unscented Kalman Filter)方法处理了平面内地面站对目标的方位跟踪的估计问题。目标的位置和速度由选定的高斯分布采样点来近似，在每个更新过程中，采样点随着状态方程传播并随着非线性测量方程变换，由此不但得到目标位置和速度的均值及较高的计算精度，而且避免了对非线性方程的线性化过程。仿真结果表明，UKF方法比传统的扩展卡尔曼滤波(EKF)算法有更高的估计精度，并能有效地克服非线性严重时，方位跟踪问题中很容易出现的滤波发散问题。     

Principles and Simulation of JTIDS Relative Navigation

The time-synchronous operation and high accuracy time-of arrival (TOA) measurement capability of Joint Tactical Information Distribution System (JTIDS) terminals makes possible a high performance relative nagivaton (RELNAV) function through addition of only software in the terminal's computer program. The principles of operation, the basic observation equations, and the system architecture for both absolute (geographic) and relative navigation are described. Sequential passive ranging by means of the TOA measurements, in conjunction with appropriate source selection logic and a recursive (e. g., Kalman) filter mechanization are employed to determine the user's position, velocity, and time bias. The filter algorithms and error sources, the software functional flow, and some simulation results are presented.     

Improved tracking with mode-S data-linked velocity measurements

The use of downlinked airspeed and magnetic heading data to enhance tracking in mode-S equipped air traffic control (ATC) systems is examined. A tracker performing satisfactorily during straight line flight as well as during steep maneuvers is discussed. The filter copes easily with longitudinally accelerating targets and is suitable for tracking low-velocity targets like helicopters in all phases of flight. The filter assumes that the target flies in a circular path from sample to sample, which results in nonlinear system equations. The filter is suitable for implementation in three-dimensional tracking systems, particularly on the vertical axis, where target velocities are usually small     

Digital tracking filters with high order correlated measurement noise

The existing algorithms for the design of digital filters with colored measurement noise involve a restriction on the dimension of the measurement error model. Kalman filter equations and state space partition are used to formulate an optimal tracking filter without such restrictions. The input to the new filter are two consecutive measurements, and it is initialized by using the first available measurements and the error model correlation matrix. Several examples illustrate the filter formulation and initialization.     

On Lyapunov stability analyses of the switching regulator/filtersystem

The stability design criteria for the fourth-order switching regulator/low-pass filter system are obtained directly from the solution to the resultant simultaneous equations for the Lyapunov matrix equation. The regulator/filter system is asymptotically stable if the values of the filter components are chosen to satisfy the derived Lyapunov stability design criterion for a given value of the switcher dynamic resistance     

自适应增量粒子滤波方法

提出自适应增量粒子滤波(AIPF)的概念和定义,建立AIPF模型,给出了分析方法和主要的计算步骤.对于许多实际工程(如深空探测)中存在的由未知系统误差的影响而无法精确建立量测似然函数及滤波过程中的粒子匮乏等问题,通过增量粒子滤波模型对滤波过程中的粒子数进行自适应调整,从而消除这种未知系统和滤波粒子匮乏的影响,自动调整粒子,提高非线性滤波的精度.仿真计算中,滤波误差均值和方差分别降低为原来的3.8%和19.6%.该方法有效地改善了滤波效果,计算简单,便于工程应用.