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...     

基于冗余伪观测的自适应滤波算法

现有的二阶互差分(SOMD)算法能够给出与状态估计误差解耦的观测噪声协方差估计，但是需要满足冗余测量的条件，但这一条件往往难以满足。 针对这一问题，提出了一种利用状态预测值构造相邻2个时刻伪观测的方法，将原SOMD算法扩展到具有单测量的系统中。使用目标跟踪问题对该算法的有效性进行验证。仿真结果表明，当采样周期较小时，该算法能够忽略状态估计误差的影响并给出较准确的观测噪声方差，在精度和鲁棒性方面优于其他参考算法。     

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.     

带异步相关噪声的战斗机蛇形机动跟踪算法

针对异步相关噪声背景下战斗机蛇形机动模式转弯角速度辨识问题,考虑到目标状态与转弯角速度之间相互耦合的特性,从联合优化的解决思路出发,基于期望最大化（EM）算法框架,提出了一种带异步相关噪声的联合估计与辨识算法。首先采用"去相关框架"解除过程噪声与量测噪声之间的相关性,从而将异步相关噪声背景下的转弯角速度辨识问题转换成具有一步状态延迟的转弯角速度辨识问题,其次通过解除目标状态与转弯角速度之间的非线性耦合关系,基于期望最大化算法实现了战斗机蛇形机动目标状态与转弯角速度的联合估计与辨识,从而获得转弯角速度闭环形式的解析解：在E-step,通过利用异步相关噪声背景下的高阶容积卡尔曼平滑器（HCKS）,获得目标状态的后验估计;在M-step,通过极大化条件似然函数,获得转弯角速度的解析解。最后通过仿真验证了所提算法的目标状态估计与角速度辨识的精度均优越于传统的扩维法。     

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%。     

Adaptive cubature Kalman filter with the estimation of correlation between multiplicative noise and additive measurement noise

Mobile robots are often subject to multiplicative noise in the target tracking tasks, where the multiplicative measurement noise is correlated with additive measurement noise. In this paper,first, a correlation multiplicative measurement noise model is established. It is able to more accurately represent the measurement error caused by the distance sensor dependence state. Then, the estimated performance mismatch problem of Cubature Kalman Filter(CKF) under multiplicative noise is analyzed. An i...     

On joint track initiation and parameter estimation under measurement origin uncertainty

The problem of joint detection and estimation for track initiation under measurement origin uncertainty is studied. The two well-known approaches, namely the maximum likelihood estimator with probabilistic data association (ML-PDA) and the multiple hypotheses tracking (MHT) via multiframe assignment, are characterized as special cases of the generalized likelihood ratio test (GLRT) and their performance limits indicated. A new detection scheme based on the optimal gating is proposed and the associated parameter estimation scheme modified within the ML-PDA framework. A simplified example shows the effectiveness of the new algorithm in detection performance under heavy clutter. Extension of the results to state estimation with measurement origin uncertainty is also discussed with emphasis on joint detection and recursive state estimation.     

利用分数低阶空时矩阵进行冲击噪声环境下的DOA估计

研究冲击噪声环境下的信号DOA估计问题。在对称α稳定(SαS: Symmetric α-stable)分布冲击噪声假设下,定义了一个阵列接收数据的广义分数低阶空时矩阵。理论分析表明,对广义分数低阶空时矩阵进行奇异值分解可获得噪声子空间估计。与信号空间DOA估计技术相结合,提出一种新的基于信号空间分解的DOA估计算法。该算法在低信噪比下对强冲击噪声具有更好的抑制作用。计算机仿真证明了算法的有效性。     

基于稀疏表示的双基地MIMO雷达多目标定位及幅相误差估计

 基于稀疏表示理论,提出一种新的双基地多输入多输出(MIMO)雷达收发角度及幅相误差估计算法。利用接收数据,分别构造发射和接收协方差矩阵,并以列向量化后的发射和接收协方差矩阵为量测信号建立2个一维稀疏线性模型,构造模型求解的 L₂-L₁ 混合范数优化目标函数,通过交替迭代寻优获得目标角度估计和幅相误差估计,最后给出了本文算法的收敛性分析。与现有算法相比,该算法充分利用了目标发射和接收空域的稀疏特性,且能够通过对噪声功率的预估计来抑制噪声。仿真结果表明:在低信噪比(SNR)条件下,本文算法仍能够得到较好的估计精度,且对幅相误差具有一定的稳健性。     

飞机结冰在线辨识方法研究

开展飞机结冰气动特性在线辨识研究,不仅可以用于分析结冰对飞机气动特性的影响,而且对于飞机结冰在线识别具有重要的意义。近年来卡尔曼滤波和 H ∞算法在飞机结冰在线辨识中应用较多,二者均具有可靠性高、收敛快等特点,但对于噪声环境下算法的可靠性和精度评估还不够充分。本文针对飞机结冰在线辨识需求,探讨了扩展卡尔曼滤波和 H ∞算法作为结冰在线辨识算法的应用。首先通过 NASA 双水獭结冰研究飞机算例,利用扩展卡尔曼滤波和 H ∞算法,辨识双水獭飞机结冰后的俯仰方向导数,通过考虑阵风扰动和测量噪声后的仿真数据快速估计该飞机俯仰方向上的三个稳定和控制导数,并将辨识结果与参考值对比,发现两种算法均能在2s 之内快速收敛到参考值附近,且滤波得到的状态量与仿真数据吻合较好,说明算法可靠性高且收敛快,具备飞机结冰在线探测的能力。在此基础上利用不同测量噪声统计特性的仿真数据,评估测量噪声对两种算法辨识精度的影响,经分析发现随着测量噪声标准差取值增大,扩展卡尔曼滤波辨识结果精度明显降低,而 H ∞算法的辨识精度变化较小,说明扩展卡尔曼滤波辨识精度依赖于噪声先验信息的准确性,而 H ∞算法不依赖于噪声先验信息,即使数据质量较差,H ∞算法也能得到精度相当的辨识结果。     

Generalized input-estimation technique for tracking maneuveringtargets

A new input estimation technique for target tracking problem is proposed. Conventional input estimation techniques assume that the target maneuver level is constant within the detection window, which has been the major drawback of the techniques. The proposed technique is developed to overcome this drawback by modeling the target maneuver as a linear combination of some basic time functions. The resulting algorithm has a generalized formulation including earlier works on input estimation. A detection performance of the proposed algorithm is analyzed by investigating the detection sensitivity according to the selection of maneuver models and other design parameters such as the detection window size, measurement noise level, and sampling step size. A computer simulation study shows that the estimation performance of the proposed algorithm is comparable to Bogler's input estimation method while the computation time is greatly reduced     

Analysis of Modeling and Bias Errors in Discrete-Time State Estimation

This paper concerns the effects of modeling and bias errors in discrete-time state estimation. The newly derived algorithms include the effect of correlation between plant and measurement noise in the system. The effects of nonzero mean noise terms and bias errors are considered. With plant or measurement matrix errors, divergence can occur. The local or linear sensitivity approach to error analysis, where the sensitivity is defined as a partial derivative with respect to a variable parameter taken about the modeled value, will not show this divergence due to neglect of higher order terms. Approximate algorithms are presented which circumvent the problem inherent in the local sensitivity approach. These make use of a "conditional bias" concept which views system error as a bias, conditioned on knowledge of the state estimates. It is shown that the actual error in optimum estimation is orthogonal to the residue error for suboptimum estimation where the residue error is defined as the difference between the actual estimation error and the optimum estimation error. Two examples, one concerning an integrated navigation system, demonstrate the theoretical results.     

涡扇发动机变参数鲁棒H_∞滤波器设计

针对存在建模误差及测量噪声干扰条件下的涡扇发动机性能参数估计问题,标准卡尔曼滤波及其改进算法滤波估计误差收敛速度慢,滤波估计精度低,对不确定测量噪声及建模误差较为敏感,为此本文提出了一种变参数鲁棒H_∞滤波器设计方法。该方法采用仿射参数依赖Lyapunov函数设计满足H_∞性能指标要求的鲁棒滤波器,通过引入凸多胞技术,将参数依赖线性矩阵不等式(Linear Matrix Inequality,LMI)中变参数Lyapunov矩阵与系统系数矩阵之间耦合乘积导致的非凸优化问题,转化为常规LMI约束下的凸优化问题进行求解,降低了线性变参数(Linear Parameter Varying,LPV)鲁棒滤波器设计的保守性,得到了全局解。针对涡扇发动机的仿真结果表明:与扩展卡尔曼滤波器对比,采用该方法设计的滤波器具有较快的动态跟踪速度和较高的滤波精度,ΔFn的稳态估计误差不大于0.1%,ΔFn的相对估计误差不大于2.5%,同时对建模误差和测量噪声干扰具有较强的抑制能力。     

Dynamic Cramer-Rao bound for target tracking in clutter

Recently, there have been several new results for an old topic, the Cramer-Rao lower bound (CRLB). Specifically, it has been shown that for a wide class of parameter estimation problems (e.g. for objects with deterministic dynamics) the matrix CRLB, with both measurement origin uncertainty (i.e., in the presence of false alarms or random clutter) and measurement noise, is simply that without measurement origin uncertainty times a scalar information reduction factor (IRF). Conversely, there has arisen a neat expression for the CRLB for state estimation of a stochastic dynamic nonlinear system (i.e., objects with a stochastic motion); but this is only valid without measurement origin uncertainty. The present paper can be considered a marriage of the two topics: the clever Riccati-like form from the latter is preserved, but it includes the IRF from the former. The effects of plant and observation dynamics on the CRLB are explored. Further, the CRLB is compared via simulation to two common target tracking algorithms, the probabilistic data association filter (PDAF) and the multiframe (N-D) assignment algorithm.     

Optimal sensor selection strategy for discrete-time stateestimators

A novel sensor selection strategy is introduced, which can be implemented on-line in time-varying discrete-time system. We consider a case in which several measurement subsystem are available, each of which may be used to drive a state estimation algorithm. However, due to practical implementation constraints (such as the ability of the on-board computer to process the acquired data), only one of these subsystems can actually by utilized at a measurement update. An algorithm is needed, by which the optimal measurement subsystem to be used is selected at each sensor selection epoch. The approach described is based on using the square root V-Lambda information filter as the underlying state estimation algorithm. This algorithm continuously provides its user with the spectral factors of the estimation error covariance matrix, which are used in this work as the basis for an on-line decision procedure by which the optimal measurement strategy is derived. At each sensor selection epoch, a measurement subsystem is selected, which contributes the largest amount of information along the principal state space direction associated with the largest current estimation error. A numerical example is presented, which demonstrates the performance of the new algorithm. The state estimation problem is solved for a third-order time-varying system equipped with three measurement subsystem, only one of which can be used at a measurement update. It is shown that the optimal measurement strategy algorithm enhances the estimator by substantially reducing the maximal estimation error     

基于信息论匀质性测度的各向异性扩散相干斑抑制算法

 针对传统各向异性扩散抑斑算法存在的均匀区域噪声平滑不充分、边缘随迭代弱化及迭代次数的确定缺乏理论指导等问题,提出了一种新的各向异性扩散抑斑算法,该算法采用信息论匀质性测度作为图像中匀质区域与边缘的鉴别因子,使扩散系数能够更准确地控制扩散强度与扩散速率,从而达到充分平滑均匀区域噪声及保护边缘的目的。基于各向异性扩散方程求解与鲁棒误差范数最小化的等效性,提出了一种各向异性扩散方程的迭代停止准则。利用合成孔径雷达图像对本文算法的抑斑和边缘保持性能进行了仿真实验验证。结果表明,本文算法在均匀区域相干斑噪声抑制、边缘保持等方面均取得了优于传统算法的效果。     

Time delay estimation at high signal-to-noise ratio

The estimation of the delay between two signals is examined in the limit of high signal-to-noise ratio (SNR). It is shown that for the case of white noise, cross correlation with no prefiltering approaches the optimal maximum-likelihood (ML) estimator as the SNR grows to infinity. In simulation experiments with SNRs greater than 1, it outperforms the approximate ML estimator, which is based on estimated spectra. Other algorithms, such as generalized cross correlation or parameter estimation algorithms, are shown to be suboptimal at high SNRs     

基于压缩感知的信源个数与信号参数估计算法

信源个数与信号参数估计是盲信号处理的关键环节,对后续信号的侦察处理意义重大。针对当前盲信号信源个数与信源参数估计研究割裂的问题,提出了一种联合估计算法。通过分析信号的稀疏系数在不同测量矩阵相同稀疏字典下位置相同的特点,提高了信源个数和信号参数的估计精度,实现算法的自适应控制;通过数理分析确定了多级搜索策略的最优级次,大大降低了稀疏字典的原子数目。仿真结果表明：算法在一定信噪比下能够实现信源个数和信号参数的有效估计;信源个数和信号参数的估计精度随着压缩比的降低而逐渐提高,随着信噪比的提高而逐步增强;噪声对信源个数和信号参数估计精度的影响很大,尤其是低信噪比下;第2个信源载波频率和调频斜率的估计误差明显高于第1个信源参数的估计误差。     

序贯结构的Sage-Husa自适应滤波及其应用

在分析已有的Sage-Husa自适应滤波算法的基础上,本文首先推导了两种量测噪声自适应估计方法的等价性。为充分利用组合系统中已知的部分量测噪声参数,提高滤波稳定性和精度,研究了基于序贯结构的Sage-Husa自适应滤波算法;当组合系统测量噪声参数均为已知时,为降低算法复杂度,提高Sage-Husa自适应滤波的鲁棒性,加入协方差匹配的方法对序贯结构的Sage-Husa自适应滤波算法进行改进;通过在序贯结构下采用相应的信息融合策略,充分利用组合系统的输出信息。将两种算法分别应用于MIMU/GPS/磁强计组合系统中,基于跑车实验的离线数据分析表明,第一种滤波算法的滤波稳定性较标准自适应算法在滤波稳定性上有明显提高;第二种改进的滤波算法既降低了算法复杂度,又提高了抗野值效果,有效保持了组合系统在干扰状态下的导航精度。     

Effect of bias on bearing-only target location

The influence of angle measurement bias on passive target location estimation is investigated. First the conditions for target observability are found and generalized to the non-zero-mean measurement noise case. Then the Cramer-Rao lower bound on the estimation error is derived. Numerical examples are included, illustrating the target location uncertainty in the presence of measurement bias