非线性系统中多传感器目标跟踪融合算法研究

 研究了在非线性系统中 ,基于转换坐标卡尔曼滤波器的多传感器目标跟踪融合算法。通过分析得出 :在非线性系统的多传感器目标跟踪中 ,基于转换坐标卡尔曼滤波器 ( CMKF)的分布融合估计基本可以重构中心融合估计。仿真实验也证明了此结论。由此可见分布的 CMKFA是非线性系统中较优的分布融合算法     

燃料电池无人机动力系统方案设计与试验

针对燃料电池为主能源的无人机（UAV）动力系统,设计了纯燃料电池动力系统、燃料电池/蓄电池（简称燃蓄）被/主动混合动力系统3种拓扑结构方案。以空冷质子交换膜燃料电池为例,搭建了燃料电池动力系统方案一体化试验平台。考虑阶梯型和阶跃型2种加载形式,试验研究了燃料电池自身的动态特性和启动特性。以阶梯型功率剖面的加载形式,试验研究了纯燃料电池动力系统放电特性;以无人机典型任务剖面作为加载形式,开展燃蓄被/主动混合动力系统对比试验研究。试验结果表明：纯燃料电池动力方案适用于低机动小型无人机,燃蓄被动混合方案可满足小型无人机大机动飞行,燃蓄主动混合方案系统可适应中大型无人机更长航时飞行。     

非线性椭球集员滤波及其在故障诊断中的应用

 针对带有未知但有界噪声的非线性系统,提出一种椭球集员滤波算法,并将其应用于保证故障检测与隔离。对非线性状态方程和量测方程进行泰勒展开之后,通过区间分析的方法给出线性化余项存在区域的盒子外界描述。假设过程和量测噪声由盒子限界,在算法的时间更新和量测更新过程中,分别计算包含椭球与线段的向量和及椭球与带的交的次最小容积椭球。在椭球集员滤波算法的基础之上,给出传感器故障检测与隔离的方法。由于集员滤波是保证状态估计,因而基于集员滤波算法的故障检测与隔离方法也具有保证性,即如果发出故障警报,则一定有故障发生。一个二维非线性系统的例子说明了该方法的有效性。     

一种基于模型误差预测的UKF方法

UnscentedKalman滤波器（UKF）对本质非线性系统具有估计精度高、收敛速度快和容易实现等优点,但是对系统的模型误差比较敏感。针对这一问题,提出了一种基于模型误差预测的UKF方法,称为PUKF（PredictiveUnscentedKalmanFilter）。它利用非线性预测滤波器（NPF）的模型误差预测过程,能够对不准确的系统模型进行实时修正,弥补了UKF方法的不足。仿真结果表明,相对于原始的UKF方法,新方法从滤波精度、收敛速度和收敛的稳定性等几个方面,显著提高了非线性滤波的性能。PUKF可适用于模型不确定、非线性较强系统的滤波。     

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     

结构随机跳变系统的自举滤波方法

针对在结构随机跳变系统的滤波中存在的“基础结构失真”问题,提出了一种对系统结构的非线性、系统状态和噪声的分布形式不再限制的滤波新方法。并就该方法的性能同目前广泛应用的滤波方法做了仿真比较,仿真结果证实了该方法的有效性及其优良性能。     

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     

A Novel PF-LSSVR-based Framework for Failure Prognosis of Nonlinear Systems with Time-varying Parameters

Particle filtering (PF) is being applied successfully in nonlinear and/or non-Gaussian system failure prognosis. However, for failure prediction of many complex systems whose dynamic state evolution models involve time-varying parameters, the traditional PF-based prognosis framework will probably generate serious deviations in results since it implements prediction through iterative calculation using the state models. To address the problem, this paper develops a novel integrated PF-LSSVR framework based on PF and least squares support vector regression (LSSVR) for nonlinear system failure prognosis. This approach employs LSSVR for long-term observation series prediction and applies PF-based dual estimation to collaboratively estimate the values of system states and parameters of the corresponding future time instances. Meantime, the propagation of prediction uncertainty is emphatically taken into account. Therefore, PF-LSSVR avoids over-dependency on system state models in prediction phase. With a two-sided failure definition, the probability distribution of system remaining useful life (RUL) is accessed and the corresponding methods of calculating performance evaluation metrics are put forward. The PF-LSSVR framework is applied to a three-vessel water tank system failure prognosis and it has much higher prediction accuracy and confidence level than traditional PF-based framework.     

Nonlinear robust observer design for strapdown INS in-flight alignment

A nonlinear observer is proposed for a strapdown inertial navigation system (SDINS) in-flight alignment problem using an H/sub /spl infin// filter Riccati equation and a freedom parameter. The proposed observer improves the filtering stability, convergence, and performance. The characteristics of the observer are analyzed using a Lyapunov function. Simulation results demonstrate a significant reduction in alignment errors by employing the proposed nonlinear observer. The observer is developed in general such that it can be applied to estimating nonlinear systems other than the SDINS in-flight alignment.     

Streamlining measurement iteration for EKF target tracking

The estimation problem is defined, and a review of how the linear estimation approach of Kalman filtering is extrapolated to form an extended Kalman filter (EKF), applicable for state estimation in nonlinear systems is presented. A mechanization of an EKF variation known as an iterated EKF, offering improved tracking performance, is treated. A streamlined version of an iterated EKF that has a lesser computational burden (fewer operations per cycle or time step) than prior formulations is offered. A nonlinear filtering application example, to be used as a testbed for this new approach, is described, and the detailed modeling considerations as needed for exoatmospheric random-variable radar target tracking are discussed. The performance of the streamlined mechanization is illustrated in this radar target tracking example, and comparisons are made with the performance of an EKF without measurement iteration     

Robust H/sub /spl infin// filtering of fuzzy dynamic systems

Robust H/sub /spl infin// filtering of complex nonlinear systems which can be represented by a fuzzy dynamic model is presented. Based on a nominal model, a common positive definite matrix P, and a piecewise continuous Lyapunov function respectively, three kinds of new filtering design methods are proposed using quadratic stability theory and linear matrix inequalities (LMIs). It is shown that the filtering system is quadratically stable with disturbance attenuation if there exists a positive definite matrix solution to a LMI or a set of LMIs. An example is also given to demonstrate the performance of the proposed filtering design methods.     

A chirp scaling approach for processing squint mode SAR data

Image formation from squint mode synthetic aperture radar (SAR) is limited by image degradations caused by neglecting the range-variant filtering required by secondary range compression (SRC). Introduced here is a nonlinear FM chirp scaling, an extension of the chirp scaling algorithm, as an efficient and accurate approach to range variant SRC. Two methods of implementing the approach are described. The nonlinear FM filtering method is more accurate but adds a filtering step to the chirp scaling algorithm, although the extra computation is less than that of a time domain residual compression filter. The nonlinear FM pulse method consists of changing the phase modulation of the transmitted pulse, thus avoiding an increase in computation. Simulations show both methods significantly improve resolution width and sidelobe level, compared with existing SAR processors for squint angles above 10 deg for L-band and 20 deg for C-band     

Nonlinear filtering and time varying Schrodinger equation

Based on our previous work we have successfully reduced the nonlinear filtering problem for Yau filtering system to the time-varying Schrodinger equation. In order to solve the nonlinear filtering problem, one needs to solve the time-varying Schrodinger equation with an arbitrary initial condition. We then solve the time-varying Schrodinger equation by constructing the fundamental solution explicitly via a system of nonlinear ODES in case the potential is quadratic in state variables. This system of nonlinear ODES is solved explicitly by the power series method.     

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。     

A recursive multiple model approach to noise identification

Correct knowledge of noise statistics is essential for an estimator or controller to have reliable performance. In practice, however, the noise statistics are unknown or not known perfectly and thus need to be identified. Previous work on noise identification is limited to stationary noise and noise with slowly varying statistics only. An approach is presented here that is valid for nonstationary noise with rapidly or slowly varying statistics as well as stationary noise. This approach is based on the estimation with multiple hybrid system models. As one of the most cost-effective estimation schemes for hybrid system, the interacting multiple model (IMM) algorithm is used in this approach. The IMM algorithm has two desirable properties: it is recursive and has fixed computational requirements per cycle. The proposed approach is evaluated via a number of representative examples by both Monte Carlo simulations and a nonsimulation technique of performance prediction developed by the authors recently. The application of the proposed approach to failure detection is also illustrated     

Hybrid partition- and network-level scheduling design for distributed integrated modular avionics systems

Distributed Integrated Modular Avionics (DIMA) develops from Integrated Modular Avionics (IMA) and realizes distributed integration of multiple sub-function areas. Time-triggered network provides effective support for time synchronization and information coordination in DIMA systems. However, inconsistency between processing resources and communication network destroys the time determinism benefiting from partitions and time-triggered mechanism. To ensure such time determinism and achieve guaranteed real-time performance, system design should collectively provide a global communication scheme for messages in network domain and a corresponding execution scheme for partitions in processing domain. This paper firstly establishes a general DIMA model which coordinates partitioned processing and time-triggered communication, and then proposes a hybrid scheduling algorithm using Mixed Integer Programming to produce feasible system schemes. Furthermore, incrementally integrating new functions causes upgrades or reconfigurations of DIMA systems and will generate integration cost. To control such cost, this paper further develops an optimization algorithm based on Maximum Satisfiability Problem and guarantees that the scheduling design for upgraded DIMA systems inherit their original schemes as much as possible. Finally, two typical cases, including a simple fully connected DIMA system case and an industrial DIMA system case, are constructed to illustrate our DIMA model and validate the effectiveness of our hybrid scheduling algorithms.     

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,...     

Optimal nonlinear filtering in GPS/INS integration

The application of optimal nonlinear/non-Gaussian filtering to the problem of INS/GPS integration in critical situations is described. This approach is made possible by a new technique called particle filtering, and exhibits superior performance when compared with classical suboptimal techniques such as extended Kalman filtering. Particle filtering theory is introduced and GPS/INS integration simulation results are discussed.     

Efficient particle filtering for road-constrained target tracking

The variable-structure multiple-model particle filtering approach for state estimation of road-constrained targets is addressed. The multiple models are designed to account for target maneuvers including "move-stop-move" and motion ambiguity at an intersection; the time-varying active model sets are adaptively selected based on target state and local terrain condition. The hybrid state space is partitioned into the mode subspace and the target subspace. The mode state is estimated based on random sampling; the target state as well as the relevant likelihood function associated with a mode sample sequence is approximated as Gaussian distribution, of which the conditional mean and covariance are deterministically computed using a nonlinear Kalman filter which accounts for road constraints in its update. The importance function for the sampling of the mode state approximates the optimal importance function under the same Gaussian assumption of the target state.