再论联邦滤波在组合导航中的应用可行性

在联邦滤波算法中，针对子滤波器存在私有状态从而导致全局状态信息融合估计为次优估计的问题，通过一个简单的3维状态、2维量测系统的数值仿真以及速度+姿态传递对准组合导航仿真，验证了联邦滤波的次优估计结果误差太大，难以满足实际系统的高精度滤波需求。联邦滤波估计的次优程度没有经过严格证明，且难以证明，因而存在应用风险。对于以精度为主要性能指标的组合导航系统，不建议采用联邦滤波算法，否则其精度损失不足以弥补其带来的计算量降低和容错性提高的优势。     

Modified input estimation technique using pseudoresiduals

An adaptive tracking filter for maneuvering targets is proposed using modified input estimation technique. Pseudoresiduals are defined using measurements and the velocity estimate at the hypothesized maneuver onset time. With the pseudoresiduals and a new target model representing transitions of nominal accelerations, a new input estimation method for tracking a maneuvering target is derived. Since the proposed detection technique is more sensitive to maneuvers than previous work, the shorter window length can be employed to detect and compensate target maneuvers. Also shown is that the tracking performance of the proposed filter is similar to that of interacting multiple model method (IMM) with 3 models, while computational loads of our method are drastically reduced     

Noise covariances estimation for systems with bias states

This paper presents a new approach to noise covariances estimation for a linear, time-invariant, stochastic system with constant but unknown bias states. The system is supposed to satisfy controllable/observable conditions without bias states. Based on a restructured data representation, the covariance of a new variable that consists of measurement vectors is expressed as a linear combination of unknown parameters. Noise covariances are then estimated by employing a recursive least-squares algorithm. The proposed method requires no a priori estimates of noise covariances, provides consistent estimates, and can also be applied when the relationship between bias states and other states is unknown. The method has been applied to strapdown inertial navigation system initial alignment. Simulation results indicate a satisfactory performance of the proposed method     

A Polynomial Prediction Filter Method for Estimating Multisensor Dynamically Varying Biases

The estimation of the sensor measurement biases in a multisensor system is vital for the sensor data fusion. A solution is provided for the estimation of dynamically varying multiple sensor biases without any knowledge of the dynamic bias model pa- rameters. It is shown that the sensor bias pseudomeasurement can be dynamically obtained via a parity vector. This is accom- plished by multiplying the sensor uncalibrated measurement equations by a projection matrix so that the measured variable is eliminated from the equations. Once the state equations of the dynamically varying sensor biases are modeled by a polynomial prediction filter, the dynamically varying multisensor biases can be obtained by Kalman filter. Simulation results validate that the proposed method can estimate the constant biases and dynamic biases of multisensors and outperforms the methods reported in literature.     

威布尔分布多元回归分析方法

提出威布尔分布多元回归分析方法,建立回归参数的最佳无偏整体估计及其协方差公式,给出威布尔分布、极值分布和正态分布的百分位值(如可靠寿命和安全强度)的置信限估计。传统的多元回归分析只适用于正态分布和完全数据的情况,而本文则将其推广到威布尔分布、极值分布和截尾数据的情况。与传统的成组试验和最佳线性无偏估计方法相比,本文方法可以将不同条件的试验数据作为一个整体进行统计推断,能够全面开发利用不同条件下试验数据之间的横向信息,在试样数相同的情况下,具有更高的估计精度,而在精度相同的条件下,则可以节省大量试样。      

基于卡尔曼滤波器和遗传算法的航空发动机性能诊断

以某型涡扇发动机为研究对象,构建了基于卡尔曼滤波器和遗传算法的航空发动机性能诊断方法。卡尔曼滤波器根据发动机可测参数偏离额定特性时的变化量,对发动机性能参数进行了估计。当传感器存在测量偏差时,会使滤波器估计结果偏离真实情况。遗传算法以机载模型输出与发动机测量参数之间的误差最小为目标,通过优化计算,找出存在测量偏差的传感器,确定其偏差,并最终消除测量偏差对性能诊断的影响。     

A Gaussian Mixture PHD Filter for Jump Markov System Models

The probability hypothesis density (PHD) filter is an attractive approach to tracking an unknown and time-varying number of targets in the presence of data association uncertainty, clutter, noise, and detection uncertainty. The PHD filter admits a closed-form solution for a linear Gaussian multi-target model. However, this model is not general enough to accommodate maneuvering targets that switch between several models. In this paper, we generalize the notion of linear jump Markov systems to the multiple target case to accommodate births, deaths, and switching dynamics. We then derive a closed-form solution to the PHD recursion for the proposed linear Gaussian jump Markov multi-target model. Based on this an efficient method for tracking multiple maneuvering targets that switch between a set of linear Gaussian models is developed. An analytic implementation of the PHD filter using statistical linear regression technique is also proposed for targets that switch between a set of nonlinear models. We demonstrate through simulations that the proposed PHD filters are effective in tracking multiple maneuvering targets.     

自适应高阶容积卡尔曼滤波在目标跟踪中的应用

针对传统容积卡尔曼滤波(CKF)在系统状态发生突变时估计精度下降的问题,将强跟踪滤波(STF)算法与高阶容积卡尔曼滤波(HCKF)算法相结合,提出了一种自适应高阶容积卡尔曼滤波(AHCKF)方法。该算法采用高阶球面-相径容积规则,可获得高于传统CKF的估计精度,同时在HCKF算法中引入STF,通过渐消因子在线修正预测误差协方差阵,强迫残差序列正交,提高了算法的鲁棒性,增强了算法应对系统状态突变等不确定因素的能力。将提出的AHCKF算法应用于具有状态突变的机动目标跟踪问题并进行数值仿真,仿真结果表明,AHCKF算法在系统状态发生突变的情况下表现出良好的滤波性能,有效地避免了状态突变造成的滤波精度下降,较传统的CKF、HCKF、交互式多模型-容积滤波(IMM-CKF)和自适应容积卡尔曼滤波(ACKF)算法有更强的鲁棒性和系统自适应能力。     

小波分析在外测数据滤波中的应用研究

为提高弹道估计精度,提出了一种基于小波分析的滤波方法,滤除外测数据中AR（自回归）模型的随机误差。分析讨论了滤波过程中的几个关键问题,提出了利用基于偏自相关系数截尾检验的方法来确定分解层数,然后采用GCV（广义交叉确认）准则来确定均方差意义下最优阈值的方法。本文提出的外测数据滤波方法计算简单,不需要估计噪声的方差。仿真结果表明,该方法能有效滤除外测数据中的AR噪声。     

Multisensor multitarget bias estimation for general asynchronous sensors

A novel solution is provided for the bias estimation problem in multiple asynchronous sensors using common targets of opportunity. The decoupling between the target state estimation and the sensor bias estimation is achieved without ignoring or approximating the crosscovariance between the state estimate and the bias estimate. The target data reported by the sensors are usually not time-coincident or synchronous due to the different data rates. Since the bias estimation requires time-coincident target data from different sensors, a novel scheme is used to transform the measurements from the different times of the sensors into pseudomeasurements of the sensor biases with additive noises that are zero-mean, white, and with easily calculated covariances. These results allow bias estimation as well as the evaluation of the Cramer-Rao lower bound (CRLB) on the covariance of the bias estimate, i.e., the quantification of the available information about the biases in any scenario. Monte Carlo simulation results show that the new method is statistically efficient, i.e., it meets the CRLB. The use of this technique for scale and sensor location biases in addition to the usual additive biases is also presented.     

非线性分离算法及其在飞行试验中的应用

 本文根据最小方差估计和分离算法原理,提出一种新的非线性状态估计和偏差辨识的分离算法。并用此算法确定飞行状态和测试仪器的误差,同时U-D分解保证计算效率和数值稳定性。为了得到数据相容性检验的准确结果,本文采用直接离散化的飞机运动模型,以减小模型误差。通过仿真并在我国两种歼击机上实际应用,结果表明本文所给的算法对不同的初值和噪声统计特性都能得到飞行数据相容性检验的一致结果,并能用于低采样率下的数据相容性检验。     

Exact multisensor dynamic bias estimation with local tracks

An exact solution is provided for the multiple sensor bias estimation problem based on local tracks. It is shown that the sensor bias estimates can be obtained dynamically using the outputs of the local (biased) state estimators. This is accomplished by manipulating the local state estimates such that they yield pseudomeasurements of the sensor biases with additive noises that are zero-mean, white, and with easily calculated covariances. These results allow evaluation of the Cramer-Rao lower bound (CRLB) on the covariance of the sensor bias estimates, i.e., a quantification of the available information about the sensor biases in any scenario. Monte Carlo simulations show that this method has significant improvement in performance with reduced rms errors of 70% compared with commonly used decoupled Kalman filter. Furthermore, the new method is shown to be statistically efficient, i.e., it meets the CRLB. The extension of the new technique for dynamically varying sensor biases is also presented.     

一种基于NGA-QPF的航天器姿态估计方法

针对航天器姿态确定中的非线性非高斯的滤波问题,提出一种基于遗传算法的粒子滤波的航天器姿态估计方法。该方法将姿态四元数作为采样粒子进行粒子滤波,并将小生境遗传算法（NGA）引入粒子滤波算法中,以改善粒子滤波的性能;用遗传算法单独进行陀螺偏差估计,以减少粒子滤波的状态维数。该姿态估计方法保持了四元数的归一化性质,通过引入小生境遗传算法解决了重采样阶段的粒子退化问题,并且由于单独估计陀螺偏差避免了粒子滤波状态的扩展。该方法能够在较少粒子的情况下实现高效率高精度的定姿,仿真结果说明了方法的有效性。     

Limits in tracking with extended Kalman filters

The classical linearized conversion of measurements from polar or spherical coordinates to Cartesian ones generates a bias restricting the use of this conversion to cases where the bias can be neglected. In this work, the validity limits for the classical 2D transformation from polar to Cartesian coordinates, as derived in previous work, are shown to be too restrictive and the limits for the 3D transformation from spherical to Cartesian coordinates are introduced. Furthermore, quantitative measures for the performance degradation of the commonly used extended Kalman filter (EKF) in comparison with the best linear unbiased estimation (BLUE) filter are obtained by simulating typical tracking scenarios.     

图象序列中机动目标的形心跟踪

从边检测边跟踪的角度探讨了图象序列中机动目标的形心跟踪问题,深入分析了强高斯噪声背景下目标形心估计的统计性质及用于形心估计的图象预处理方法。指出经典的图象二值化变换分割后作形心估计的方法面临着估计偏差和方差的矛盾,提出了用自适应交互三模型(ATIMM)跟踪图象序列中机动目标的方法,同时发现在了解目标形状的条件下,空间匹配滤波,二值变换点集聚类和 ATIMM三者的结合对图象序列中的机动目标具有最好的跟踪性能。     

基于Kalman滤波的变体飞行器T-S模糊控制

针对变体飞行器的跟踪控制问题,提出了一种基于Kalman滤波的T-S模糊控制方法。考虑飞行器系统状态不可测,引入惯导数据作为辅助信息,利用Kalman滤波算法融合飞控信息与惯导信息实现状态估计。由于变体飞行器在不同变形结构下气动特性变化较大,为便于控制器设计,采用小扰动线性化方法得到飞行器在不同平衡点处的局部线性模型,并通过状态反馈方法设计局部控制器,局部线性模型和局部控制器通过模糊集和模糊规则聚合成一个连续光滑的全局T-S模糊模型和T-S模糊控制器。通过综合Kalman滤波器与T-S模糊控制器得到一个基于Kalman滤波的T-S模糊控制器。仿真结果表明,该控制器在变形过程中能够实现状态估计,保证飞机的跟踪性能。     

密集杂波背景下的水下多目标跟踪方法

水下多目标跟踪是水声信号处理领域研究的热点和难点问题。高斯混合概率假设密度(Gaussian mixture probability hypothesis density, GM-PHD)滤波器以其高效的计算效率为解决水下多目标跟踪问题提供了保证。然而,GM-PHD滤波器在跟踪目标时需要先验已知新生目标的强度,否则其性能会出现严重退化。针对该问题,提出一种滑动窗两步初始化高斯混合概率假设密度(sliding window two step initialization GM-PHD, SWTSI-GMPHD)滤波器。将提出的滑动窗两步初始化方法嵌入GM-PHD滤波器,利用滑动窗两步初始化方法估计新生目标强度,减少杂波干扰导致跟踪结果中出现的虚假目标。仿真实验表明,在杂波密集环境下,相较于其他跟踪方法,提出方法将跟踪精度提高69.84%,52.62%和41.05%。     

基于IMMKF算法的ADS-B监视应用目标跟踪

目标跟踪是机载广播式自动相关监视（ADS-B）应用的基础功能,对提升航空器周边的弱机动民航飞机目标跟踪性能具有重要意义。提出一种基于交互式多模型卡尔曼滤波（IMMKF）算法的ADS-B 监视应用目标跟踪方法。首先,针对弱机动背景下的民航飞机的飞行特点,建立包含匀速模型和标准协同转弯模型的运动模型集,并对模型进行线性化近似;然后,将模型预测和ADS-B 状态矢量量测数据作为IMMKF 算法中多个并行卡尔曼滤波器的输入,进行并行滤波;最后,计算得到目标状态矢量的估计和模型近似概率,并作为下一次迭代的输入。结果表明：相比于基于匀速模型的卡尔曼滤波目标跟踪方法,IMMKF 方法的位置跟踪误差降低了59%,速度跟踪误差降低了77%,显著提升了状态估计性能,具备较高的跟踪精度、稳健性与计算效率,在ADS-B 监视应用中具有实际应用价值与借鉴意义。     

Probability hypothesis density filter with adaptive parameter estimation for tracking multiple maneuvering targets

The probability hypothesis density (PHD) filter has been recognized as a promising tech-nique for tracking an unknown number of targets. The performance of the PHD filter, however, is sensitive to the available knowledge on model parameters such as the measurement noise variance and those associated with the changes in the maneuvering target trajectories. If these parameters are unknown in advance, the tracking performance may degrade greatly. To address this aspect, this paper proposes to incorporate the adaptive parameter estimation (APE) method in the PHD filter so that the model parameters, which may be static and/or time-varying, can be estimated jointly with target states. The resulting APE-PHD algorithm is implemented using the particle filter (PF), which leads to the PF-APE-PHD filter. Simulations show that the newly proposed algorithm can correctly identify the unknown measurement noise variances, and it is capable of tracking mul-tiple maneuvering targets with abrupt changing parameters in a more robust manner, compared to the multi-model approaches.     

Enhanced variable dimension filter for maneuvering target tracking

An enhancement of the variable dimension (VD) filter for maneuvering-target tracking is presented. The use of measurement concatenation, a procedure whereby fast sampled measurements are stacked while maintaining their proper relationships with the states, leads to significant reduction in estimation error by low processing rate algorithms. The use of double decision logic (DDL) for the maneuver onset and ending detection as well as appropriate procedures for reinitialization of the estimation filters results in improved maneuver detection and filter adaptation. Simulation results show the performance of the proposed enhanced variable dimension (EVD) filter