广义卡尔曼滤波递推公式的证明

卡尔曼滤波方法是一种应用广泛的估值方法,但其要求系统数学模型已知。而广义卡尔曼滤波与卡尔曼滤波相比并不需要系统数学模型已知,具有更强的现实意义。在广义卡尔曼滤波方法的状态模型和测量模型的基础上讨论了其递推公式的证明问题。最后通过广义卡尔曼滤波与经典卡尔曼滤波仿真曲线的比较,验证了广义卡尔曼滤波的有效性。     

机动目标的广义卡尔曼滤波信号模型的理论推导

卡尔曼滤波方法是一种应用广泛的估值方法,但其要求系统数学模型已知,而广义卡尔曼滤波与卡尔曼滤波相比并不需要系统数学模型已知,具有更强的现实意义。从泛函分析的角度讨论了连续函数的最佳逼近问题,并以此为基础提出了广义卡尔曼滤波的信号模型和递推公式。最后通过广义卡尔曼滤波与经典卡尔曼滤波仿真曲线的比较,验证了广义卡尔曼滤波的有效性。     

预测-五阶容积卡尔曼滤波方法

为适用于强非线性、非高斯过程噪声系统，结合预测滤波（PF）与高阶容积卡尔曼滤波（HCKF），提出一种预测-五阶容积卡尔曼滤波（P5thCKF）方法。通过预测滤波方法对系统模型中的过程噪声及其方差阵进行实时调整，进而将新模型代入到五阶容积卡尔曼滤波框架中进行实时递推状态估计。推导了五阶球面单形-径向积分准则，采用五阶球面单形积分准则处理球面积分，广义高斯-拉盖尔积分准则处理径向积分；描述了预测滤波方法并对模型误差调整量进行了推导。通过2个仿真实验验证了本文方法在强非线性、非高斯过程噪声系统中的可行性以及应用于工程实践的可能性。     

自适应卡尔曼滤波在航空发动机参数估计中的应用

介绍根据实际飞行数据并用卡尔曼滤波方法对某型发动机的参数估计及其结果。重点研究了卡尔曼滤波在航空发动机参数估计中的滤波发散问题和解决这一问题的自适应卡尔曼滤波、飞行条件补偿及模型修正的综合方法。      

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。     

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。     

飞行数据相容性检验方法

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。     

自由段弹道目标跟踪算法在工程中的应用

在对弹道目标跟踪预警的工程实践中,雷达系统对目标运动的信息处理速度尤为重要,因而,文章选取自适应跟踪模型与卡尔曼滤波相结合的方法解决自由段弹道目标的跟踪问题,并与扩展卡尔曼跟踪算法做了对比分析。仿真显示,2种滤波方式分别与自适应跟踪模型相结合后,卡尔曼滤波和扩展卡尔曼滤波跟踪性能相差不大,但其算法简单、运算时间短,可以较好满足自由段弹道目标跟踪的工程需求。     

近地卫星磁测自主定轨及原型化

利用三轴磁强计的测量信息可实时地确定卫星轨道。采用扩展卡尔曼滤波作为处理磁测自主定轨问题的滤波算法．并以地磁场强度幅值作为测量值，建立了近地卫星磁测自主定轨的数学模型。在数学模型的基础上实现了基于PC机、dSPACE一体化系统的原型化(Prototyping)实验。该原型化实验对磁测自主定轨的方案、理论、算法及实时运行特性做了进一步的验证。     

杂波环境下基于数据压缩的多传感器容积滤波算法

针对杂波环境下非线性系统中多传感器多目标跟踪问题,基于广义多维分配(S-D分配)规则获取最佳的量测划分,通过多传感器数据压缩技术得到等效量测点与等效量测协方差,结合容积卡尔曼滤波原理实现多目标跟踪,提出了一种基于数据压缩的多传感器容积滤波算法(SD-DCCKF)。仿真结果表明:相对已有算法,SDDCCKF不仅避免了因模型线性化误差导致的滤波发散问题,而且克服了算法在高维系统中数值不稳定的缺点,算法估计精度较高,收敛速度较快,能够更加有效地解决非线性系统中的多目标跟踪问题。     

Adaptive robust cubature Kalman filtering for satellite attitude estimation

This paper is concerned with the adaptive robust cubature Kalman filtering problem for the case that the dynamics model error and the measurement model error exist simultaneously in the satellite attitude estimation system. By using Hubel-based robust filtering methodology to correct the measurement covariance formulation of cubature Kalman filter, the proposed filtering algorithm could effectively suppress the measurement model error. To further enhance this effect and reduce the impact of the dynamics model error, two different adaptively robust filtering algorithms, one with the optimal adaptive factor based on the estimated covariance matrix of the predicted residuals and the other with multiple fading factors based on strong tracking algorithm, are developed and applied for the satellite attitude estimation. The quaternion is employed to represent the global attitude parameter, and three-dimensional generalized Rodrigues parameters are introduced to define the local attitude error. A multiplicative quaternion error is derived from the local attitude error to maintain quaternion normalization constraint in the filter. Simulation results indicate that the proposed novel algorithm could exhibit higher accuracy and faster convergence compared with the multiplicative extended Kalman filter, the unscented quaternion estimator, and the adaptive robust unscented Kalman filter.     

Interrelationship of single-filter and multiple-model adaptivealgorithms

An equivalent filter bank structure for multiple model adaptive estimation (MMAE) is developed that uses the residual and state estimates from a single Kalman filter and linear transforms to produce equivalent residuals of a complete Kalman filter bank. The linear transforms, which are a function of the differences between the system models used by the various Kalman filters, are developed for modeling differences in the system input matrix, the output matrix, and the state transition matrix. The computational cost of this new structure is compared with the cost of the standard Kalman filter bank (SKFB) for each of these modeling differences. This structure is quite similar to the generalized likelihood ratio (GLR) structure, where the linear transforms can be used to compute the matched filters used in the GLR approach. This approach produces the best matched filters in the sense that they truly represent the time history of the residuals caused by a physically motivated failure model     

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     

Kalman filtering with state equality constraints

Kalman filters are commonly used to estimate the states of a dynamic system. However, in the application of Kalman filters there is often known model or signal information that is either ignored or dealt with heuristically. For instance, constraints on state values (which may be based on physical considerations) are often neglected because they do not fit easily into the structure of the Kalman filter. A rigorous analytic method of incorporating state equality constraints in the Kalman filter is developed. The constraints may be time varying. At each time step the unconstrained Kalman filter solution is projected onto the state constraint surface. This significantly improves the prediction accuracy of the filter. The use of this algorithm is demonstrated on a simple nonlinear vehicle tracking problem     

A novel optimal data fusion algorithm and its application for the integrated navigation system of missile

For Inertial Navigation System(INS)/Celestial Navigation System(CNS)/Global Navigation Satellite System(GNSS) integrated navigation system of the missile, the performance of data fusion algorithms based on the Cubature Kalman Filter(CKF) is seriously degraded when there are non-Gaussian noise and process-modeling errors in the system model. Therefore, a novel method is proposed, which is called Optimal Data Fusion algorithm based on the Adaptive Fading maximum Correntropy generalized high-degree...     

卡尔曼滤波在某型组合导航系统模拟器中的应用

为提高某型GPS／INS组合导航系统模拟器模拟数据的真实性和飞行软件包、GPS模拟器、组合导航系统模拟器三者交联的有效性,在该模拟器中设计了卡尔曼滤波器。文中在介绍模拟器工作原理的基础上,建立了GPS／INS位置与速度组合方式下的卡尔曼滤波器的状态方程和量测方程,用U-D分解法建立了卡尔曼滤波方程,给出了纯惯导及组合后系统的位置与速度误差仿真曲线,并对仿真结果进行了系统测试,最后与其它模拟器进行了组网导航训练测试。     

基于不敏变换的动基座传感器偏差估计方法

提出了一种新的基于合作目标的动基座传感器误差绝对配准方法。该方法利用所获得的合作目标位置信息,将载体平台姿态角偏差转换为传感器测量偏差中的一部分,并建立偏差状态方程和测量方程。在此基础上,采用广义最小二乘方法以实现传感器测距误差的估计,不敏滤波的方法则用于实现平台载体的姿态偏差和角度测量偏差的实时估计。仿真结果表明,该方法实现简单,收敛速度快,可以实现单部动基座传感器的偏差估计。     

高超声速飞行器组合导航鲁棒滤波算法

高超声速飞行器由于其飞行环境的影响,使得GPS和星敏感器的量测噪声表现出非高斯特性。针对常规基于Kalman滤波的组合导航在非高斯噪声下性能下降的问题,提出了基于鲁棒滤波的高超声速飞行器组合导航算法。方法在惯性／GPS／＆异步量测建模的基础上,通过随机去耦将量测更新转化为线性回归问题,并基于M估计获得状态量最优估计。仿真结果表明,方法对非高斯噪声具有更好的鲁棒性,有效提高了高超声速飞行器组合导航系统的性能。