包含乘性噪声自适应修正的非合作目标相对导航算法

无人机（UAV）态势感知的任务是利用机载传感器对未知环境进行目标识别和引导,针对无人机与非合作目标间中远距离的相对导航问题,提出了一种基于角度和距离量测的相对状态估计算法。在现有滤波算法的基础上,为了提高精度和稳定性,本文利用了列文伯格-马夸尔特（LM）优化的思想对迭代卡尔曼滤波（IEKF）算法进行改进,提出了一种LM-IEKF算法,并推导该算法在迭代过程中的状态更新方程及协方差阵的递推公式。在此基础上,考虑到距离传感器由于信号相关特性而引入的乘性噪声,现有的加性噪声模型难以适应,因此,进一步提出了基于量测噪声自适应修正的Modified LM-IEKF方法,通过在线实时更新噪声阵提高滤波的精度,并设置渐消记忆指数平滑估计结果。算法验证结果表明,与现有的EKF、IEKF算法相比,在仅含加性噪声的情况下,LM-IEKF算法具有更好的性能;在包含乘性噪声的情况下,Modified LM-IEKF可以有效地估计量测噪声,与目前广泛使用的EKF算法相比,在综合相对位置和相对速度精度上分别提高了10%和23%。     

On-Line Vehicle Motion Estimation from Visual Terrain Information Part I: Recursive Image Registration

This paper addresses estimation of motion from the optical flow observed by an airborne down looking electro-optical sensor. The paper is in two parts. Part I addresses the development and analysis of a velocity-to-height ratio estimation algorithm and its principal error characteristics. In part II, it is shown how the information provided by the motion estimator can be integrated with additional on-board sensors to provide a complete autonomous navigation system. Part I as presented here is a summary version of the full length paper.? The algorithm implements recursive registration of successive images by using the gradient of a similarity function between them to control the tracking of their relative shift. The shift estimate provides velocity/height information. Substantial saving in memory and computation as compared to conventional full frame registration is achieved by using only a single line in the TV frame. Stochastic mathematical models for the image, terrain and vehicle velocity perturbations are used in the analysis. The choice of the most appropriate similarity function in the registration algorithm is addressed. Performance analysis indicates very small error variances, as illustrated by numerical examples.     

Three-dimensional trajectory estimation from image position and velocity

A recursive algorithm for estimating the three-dimensional trajectory and structure of a moving rigid object in an image sequence has been previously developed by Broida, Chandrashekhar, and Chellappa [1990]. Since then, steady advances have occurred in the calculation of optical flow. This work improves 3D motion trajectory and structure estimation by incorporating optical flow into the estimation framework. The new solution combines optical flow and feature point measurements and determines their statistical relationship. The feasibility of a hybrid feature point/optical flow algorithm, demonstrated through detailed simulation on synthetic and real image sequences, significantly lowers bias and mean squared error in trajectory estimation over the feature-based approach.     

基于对偶数的航天器多特征融合相对导航算法

针对基于视觉的航天器相对导航问题,利用对偶数推导并给出了航天器相对耦合动力学方程,该方程一体化描述了追踪航天器相对于目标航天器的姿态运动和轨道运动,且考虑了由非质心点引起的相对姿态与相对轨道之间的耦合影响。在对偶代数的框架内,统一描述了目标航天器上的特征点和特征线,并基于特征点、线在像平面的投影建立了多特征融合的单目视觉测量模型。最后通过对系统状态方程以及测量方程的线性化,应用迭代扩展卡尔曼滤波(IEKF)算法对非质心点的相对运动状态进行了估计。仿真结果表明,本文的算法能够对航天器非质心点的相对运动状态进行较高精度的估计。     

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.     

Performance measure for Markovian switching systems using best-fitting Gaussian distributions

This paper considers the theoretical posterior Cramer-Rao lower bound (PCRLB) for the case of tracking a manoeuvring target with Markovian switching dynamics. In a recent article [2] it was proposed to calculate the PCRLB conditional on the manoeuvre sequence and then determine the bound as a weighted average, giving an unconditional PCRLB. However, we demonstrate that this approach can produce an overly optimistic lower bound, because the sequence of manoeuvres is implicitly assumed known. Motivated by this, we develop a general approach and derive a closed-form estimate of the PCRLB in the case of Markovian switching systems. The basis of the approach is to, at each time step, replace the multi-modal prior target probability density function (pdf) with a best-fitting Gaussian (BFG) approximation. We present a recursive formula for calculating the mean and covariance of this Gaussian distribution, and demonstrate how the covariance increases as a result of the potential manoeuvres. We are then able to calculate the PCRLB for this BFG model using an existing Riccati-like recursion. Because of the BFG approximation, we are no longer guaranteed a bound and so we refer to our estimate as an "error performance measure" rather than a bound. The presented approach is applied both to filtering and smoothing cases. The simulation results indicate a very close agreement between the proposed performance measure and the error performance of an interacting multiple model estimator.     

MAP estimation of target manoeuvre sequence with theexpectation-maximization algorithm

Two algorithms are derived for the problem of tracking a manoeuvring target based on a sequence of noisy measurements of the state. Manoeuvres are modeled as unknown input (acceleration) terms entering linearly into the state equation and chosen from a discrete set. The expectation maximization (EM) algorithm is first applied, resulting in a multi-pass estimator of the MAP sequence of inputs. The expectation step for each pass involves computation of state estimates in a bank of Kalman smoothers tuned to the possible manoeuvre sequences. The maximization computation is efficiently implemented using the Viterbi algorithm. A second, recursive estimator is then derived using a modified EM-type cost function. To obtain a dynamic programming recursion, the target state is assumed to satisfy a Markov property with respect to the manoeuvre sequence. This results in a recursive but suboptimal estimator implementable on a Viterbi trellis. The transition costs of the latter algorithm, which depend on filtered estimates of the state, are compared with the costs arising in a Viterbi-based manoeuvre estimator due to Averbuch, et al. (1991). It is shown that the two criteria differ only in the weighting matrix of the quadratic part of the cost function. Simulations are provided to demonstrate the performance of both the batch and recursive estimators compared with Averbuch's method and the interacting multiple model filter     

A new adaptive Kalman filter for navigation systems of carrier-based aircraft

The features of carrier-based aircraft’s navigation systems during the approach and landing phases are investigated. A new adaptive Kalman filter with unknown state noise statistics is proposed to improve the accuracy of the INS/GNSS integrated navigation system. The adaptive filtering algorithm aims to estimate and adapt the unknown state noise covariance Q in high dynamic conditions, when the measurement noise covariance R is assumed to be known empirically in advance. The new adaptive Kalman ...     

Kalman filtering for matrix estimation

A general discrete-time Kalman filter (KF) for state matrix estimation using matrix measurements is presented. The new algorithm evaluates the state matrix estimate and the estimation error covariance matrix in terms of the original system matrices. The proposed algorithm naturally fits systems which are most conveniently described by matrix process and measurement equations. Its formulation uses a compact notation for aiding both intuition and mathematical manipulation. It is a straightforward extension of the classical KF, and includes as special cases other matrix filters that were developed in the past. Beyond the analytical value of the matrix filter, it is shown through various examples arising in engineering problems that this filter can be computationally more efficient than its vectorized version.     

噪声协方差估计新算法在惯性导航系统中的仿真研究

研究一种在动态系统常值误差未知的情况下对线性时变随机系统误差协方差进行估计的新方法。该方法通过构造一个新的时间序列,其协方差由未知参数的线性组合组成,然后用递推最小二乘法来计算新序列的协方差,该方法不需要任何关于噪声的先验知识。从仿真结果来看达到了较好的效果。     

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。     

一种系统辨识的递阶算法及其在飞机颤振试飞中的应用

在研究协方差矩阵特性的基础上 ,给出一种最小二乘辨识系统的递阶算法。该算法与自回归模型参数辨识的Levinson方法相似 ,利用协方差矩阵的特性,由低阶模型参数递阶算出高一阶的参数,用阶次辨识方法确定模型阶次。避免了最小二乘系统辨识批处理方法中的高阶矩阵求逆及最小二乘系统辨识递推算法中的循环修正,提高了计算的效率。该辨识方法成功地应用于飞机颤振特性的辨识。     

受地效影响飞机起飞着陆运动模型的参数辨识

利用基于最小模型误差法和线性不连续跳跃多重打靶法建立的非线性辨识法，辨识了飞机起飞着陆过程的非线性动态模型。对于包含复杂非线性项的动态系统，本方法可以从实际试验测量的系统非线性数据，确定飞机处于地面效应影响运动过程的系统模型，而不需要预先详细描述系统的非线性形式。算例表明该方法对于原始近似动态系统的状态估计是足够精确的。     

Identification of the state-space model and payload mass parameter of a flexible space manipulator using a recursive subspace tracking method

The on-orbit parameter identification of a space structure can be used for the modification of a system dynamics model and controller coefficients. This study focuses on the estimation of a system state-space model for a two-link space manipulator in the procedure of capturing an unknown object, and a recursive tracking approach based on the recursive predictor-based subspace identification (RPBSID) algorithm is proposed to identify the manipulator payload mass parameter. Structural rigid motion and elastic vibration are separated, and the dynamics model of the space manipulator is linearized at an arbitrary working point (i.e., a certain manipulator configuration). The state-space model is determined by using the RPBSID algorithm and matrix transformation. In addition, utilizing the identified system state-space model, the manipulator payload mass parameter is estimated by extracting the corresponding block matrix. In numerical simulations, the presented parameter identification method is implemented and compared with the classical algebraic algorithm and the recursive least squares method for different payload masses and manipulator configurations. Numerical results illustrate that the system state-space model and payload mass parameter of the two-link flexible space manipulator are effectively identified by the recursive subspace tracking method.     

Optimum Filters for Image Registration

Two-dimensional cross-correlation techniques are applied to the problem of image registration under the assumption of small geometric distortion. Optimum filter functions for use with arbitrary window functions are derived for two performance measures of interest: peak-to-sidelobe ratio, and mean- square registration error; the latter is examined in terms of the contribution due to distortion and the contribution due to noise. A generalized Lagrange multiplier approach is used to derive at least approximate ate solutions to the case where the images are modeled as random processes and to the case where the images are assumed to be deterministic.     

回溯降维相干分布式非圆信号DOA快速估计

在相干分布式非圆(CDNC)信号波达方向(DOA)估计中,针对阵列输出矩阵扩展后维数增加带来的较大运算量问题,基于降维的多级维纳滤波(MSWF)技术,引入回溯优化思想,提出了一种快速估计算法。该算法首先利用信号非圆特性扩展阵列输出矩阵,然后通过MSWF递推分解快速求出信号子空间,避免了计算阵列协方差矩阵及特征分解,并且在递推过程中引入回溯优化机制提高了各级匹配滤波器的估计性能,最后由最小二乘(LS)或者总体最小二乘(TLS)得到DOA估计。仿真分析表明,所提算法与相干分布式非圆信号旋转不变子空间算法(CDNC-ESPRIT)性能相当,但复杂度得到了大幅度降低,相比于基于MSWF的非圆信号快速子空间(NC-MSWF-FS)算法,在较小的复杂度代价下大幅度提升了低信噪比时的估计性能,并且对初始参考信号的选取具有了较强的鲁棒性。     

Comparison of motion and stereo methods in passive ranging systems

The authors compare the estimates in passive ranging systems using motion and stereo approaches. It is shown that an integrated approach is necessary to provide better range estimates over a field-of-view (FOV) of interest in helicopter flight. The recursive approach for processing a sequence of stereo images, described together with a recursive motion algorithm (RMA), provides the basis for an integrated method to provide more accurate range information. Results based on motion sequences of stereo images are presented     

Application of Recursive Estimation and Kalman Filtering to Doppler Tracking

The techniques of recursive estimation and Kalman filtering are applied to the problem of estimation of space vehicle orbits and trajectories using only measurements of the Doppler shifts in radio signals transmitted by or reflected from the target. Two approaches are described. One is a global fit technique in which the parameters of an assumed trajectory model are estimated. The second is a pointwise mapping technique in which the trajectory estimate is extrapolated as the target tracking data is received. The paper provides a tutorial illustration of the direct application of recursive optimization techniques to a class of engineering problems.     

利用输出误差时间序列模型识别结构时变模态参数

基于振动系统运动方程,建立了描述系统输入和输出关系的输出误差时间序列模型,论证了该模型中外源多项式系数的性质。利用基于UD分解的递归最小二乘参数估计方法估计OE模型的参数,从而得到结构的时变模态参数。数值仿真结果表明用此方法来识别时变模态参数是可行的。     

多渐消因子Kalman滤波器在SINS初始对准中的应用(英文)

针对系统模型和统计信息不能精确已知的条件下Kalman滤波无法给出最优解这一问题,单一渐消因子Kalman滤波算法对于简单的系统是有效的,但是对于复杂的多变量系统,仅仅利用单个的渐消因子是不够的。本文提出了一种多渐消因子滤波算法,通过利用开窗法计算新息序列协方差的无偏估计获得渐消因子矩阵。利用渐消因子矩阵调节一步预测均方误差矩阵k|k1P,对不同的滤波通道提供不同的渐消速率。将该方法应用于SINS的初始对准中,仿真和试验结果表明:当真实系统噪声统计特性同设定参数不一致时,对准精度明显高于其他滤波算法。其对不确定性噪声具有较低的敏感度,对系统参数具有较好的滤波效果。因而,在实际应用中具有重要的参考价值。