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     

混合线性/非线性模型的准高斯Rao-Blackwellized粒子滤波法

 针对混合线性/非线性模型,提出一种新的递推估计滤波算法,称为准高斯Rao-Blackwellized粒子滤波器（Q-GRBPF）。算法采用Rao-Blackwellized思想,将线性状态与非线性状态进行分离,对非线性状态运用准高斯粒子滤波（Q-GPF）算法进行估计,并将其后验分布近似为单个高斯分布,再利用非线性状态的估计值对线性状态进行卡尔曼滤波（KF）估计。将Q-GRBPF应用于目标跟踪的仿真结果表明,与Rao-Blackwellized粒子滤波器（RBPF）相比,Q-GRBPF在保证估计精度的前提下有效降低了计算复杂度,计算时间约为RBPF的58%;与Q-GPF相比,x坐标与y坐标的估计精度分别提升了45％和30％,而计算时间也节省了约30％。     

基于卡尔曼滤波的星敏感器在轨校准方法

根据星敏感器光学镜头以径向畸变为主的特点,采用一阶径向畸变模型,利用摄像机标定中的径向排列约束(RAC),对其外部姿态和内参数进行在轨校准。以采集到的星点的图像坐标和对应导航星在天球坐标系下的赤经、赤纬信息作为滤波器的输入,外部姿态和内参数作为输出,构造相应的状态方程和观测方程,进行两次卡尔曼滤波迭代,结果作为校准参数的最优估计。仿真实验表明:本方法能消除内部参数与外部参数的耦合,校准过程不依赖外部姿态,且状态方程和观测方程均为线性方程,满足卡尔曼滤波迭代的最优条件,能够精确估计出星敏感器内外参数,在星点成像位置噪声标准差为0.05像素时,校准后x、y方向上的平均误差分别为0.044像素和0.049像素。     

非线性状态方程自校准滤波方法

针对工程实际中遇到的非线性系统状态方程中含未知输入（如环境因素的影响、模型和参数选取不当等）的情况,采用自校准技术,基于秩滤波与无迹Kalman滤波算法提出了一种非线性状态方程自校准滤波方法,并分别讨论了自校准秩滤波(SRF)与自校准无迹Kalman滤波(SUKF)两种情况。大量仿真结果和工程应用表明:与无迹Kalman滤波(UKF)相比,该方法通过对系统状态方程中的未知输入进行自动估计和补偿,改善了系统受未知输入影响下的滤波效果,从算例中可以看到,估计精度至少提高了80%,且计算简单,便于工程应用。      

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     

基于PnP和自适应线性卡尔曼滤波的实时位姿估计

针对实时位姿估计中扩展卡尔曼滤波(EKF)线性化引入非线性误差和依赖已知噪声分布的缺点,提出一种基于PnP的自适应线性卡尔曼滤波位姿估计求解方法。将PnP位姿估计求解策略引入卡尔曼滤波观测方程,通过对动态方程误差统计参数实时估计,自适应调节卡尔曼滤波递推参数。所提算法求解精度高,固定了观测方程的观测向量维度,提高了算法实用性。通过仿真试验,比较了该算法与EKF的位姿估计精度,通过量化误差分析,证明了该方法可以提高三维运动位姿估计精度,也验证了该方法的有效性。     

Adaptive Gaussian sum squared-root cubature Kalman filter with split-merge scheme for state estimation

The paper deals with state estimation problem of nonlinear non-Gaussian discrete dynamic systems for improvement of accuracy and consistency. An efficient new algorithm called the adaptive Gaussian-sum square-root cubature Kalman filter（AGSSCKF） with a split-merge scheme is proposed. It is developed based on the squared-root extension of newly introduced cubature Kalman filter（SCKF） and is built within a Gaussian-sum framework. Based on the condition that the probability density functions of process noises and initial state are denoted by a Gaussian sum using optimization method, a bank of SCKF are used as the sub-filters to estimate state of system with the corresponding weights respectively, which is adaptively updated. The new algorithm consists of an adaptive splitting and merging procedure according to a proposed split-decision model based on the nonlinearity degree of measurement. The results of two simulation scenarios（one-dimensional state estimation and bearings-only tracking） show that the proposed filter demonstrates comparable performance to the particle filter with significantly reduced computational cost.     

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。     

混合线性/非线性状态空间模型的边缘Rao-Blackwellized粒子滤波法(英文)

本文提出了边缘 Rao-Blackwellized 粒子滤波器(marginal Rao-Blackwellized particle filter, MRBPF)算法,算法融合了 Rao-Blackwellized 粒子滤波器(Rao-Blackwellized particle filter , RBPF)算法和边缘粒子滤波器(marginal particle filter, MPF)算法。算法中状态被分为线形和非线性两部分,分别用 MPF 和卡尔曼滤波器(Kalman Filter)进行估计。地形辅助导航(terrain aided navigation, TAN)的仿真结果表明,与 RBPF 相比,提出算法的非线性状态估计的误差均方根(root mean square error, RMSE)和误差方差分别降低了约 29%和 96%,独立粒子数提高了约80%,获得了更好的收敛结果。分析表明,现有RBPF是MRBPF的一个特例。     

The Marginal Rao-Blackwellized Particle Filter for Mixed Linear/Nonlinear State Space Models

In this paper, the marginal Rao-Blackwellized particle filter （MRBPF）, which fuses the Rao-Blackwellized particle filter （RBPF） algorithm and the marginal particle filter （MPF） algorithm, is presented. The state space is divided into linear and non-linear parts, which can be estimated separately by the MPF and the optional Kalman filter. Through simulation in the terrain aided navigation （TAN） domain, it is demonstrated that, compared with the RBPF, the root mean square errors （RMSE） and the error variance of the nonlinear state estimations by the proposed MRBPF are respectively reduced by 29% and 96%, while the unique particle count is increased by 80%. It is also found that the MRBPF has better convergence properties, and analysis has shown that the existing RBPF is nothing more than a special case of the MRBPF.     

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     

Data fusion of decentralized local tracker outputs

An approach for fusing offboard track-level data at a central fusion node is presented. The case where the offboard tracker continues to update its local track estimate with measurement and system dynamics models that are not necessarily linear is considered. An algorithm is developed to perform this fusion at a central node without having access to the offboard measurements, their noise statistics, or the location of the local estimator. The algorithm is based on an extension of results that were originally established for linear offboard trackers. A second goal of this work is to develop an inequality constraint for selecting the proper sampling interval for the incoming state estimates to the fusion node. This interval is selected to allow use of conventional Kalman filter algorithms at the fusion node without suffering error performance degradation due to processing a correlated sequence of track state estimates     

一种基于非线性跟踪-微分器的角加速度估计方法

针对仅能获取角度信息的角加速度估计问题,基于卡尔曼滤波和非线性跟踪-微分器设计了一种角加速度估计算法。该算法利用卡尔曼滤波得到角速度的估计值,并以此为基础采用非线性跟踪-微分器对角加速度进行估计,通过对卡尔曼滤波与跟踪-微分器角加速度估计进行合理融合获得最终的角加速度输出。仿真结果表明,所设计的估计方法能满足视线角加速度的估计精度要求,具有一定的工程应用价值。     

Dynamics modeling and pressure control of composites tape winding system based on LQSMC

Pressure fluctuations during the composite fiber winding process seriously affect the product's compactness strength, fatigue resistance, stress uniformity, and resin content. The accuracy of pressure control systems is affected by nonlinear disturbances, such as friction, parameter perturbation, and measurement noise. A robust control algorithm based on linear quadratic optimal control and sliding mode control (LQSMC) is proposed to overcome these problems. The method is based on the system state space expression and linear quadratic optimal control. The state space model of the system is improved by using a Kalman filter and control input for state estimation, and a new sliding surface equation is defined. The ameliorated control algorithm exhibits good performance and can effectively suppress sliding mode control (SMC) chattering. Simulation and experimental results show that LQSMC offers high control precision, much stronger anti-interference, and robustness, which can effectively improve the positioning and tracking accuracy of a pressure control system compared with linear quadratic optimal control (LQC). The winding pressure control precision is improved by 45% to 50%. The results show that the porosity of composite fiber tape winding products decreased thanks to our method.     

Unscented Kalman滤波在空间飞行器被动测距中的应用

介绍了Unscented Kalman滤波及其空间飞行器被动测距中的应用。Unscented Kalman滤波通过设计少量的sigma(抽样)点,计算这些点经过非线性函数的传播,获得滤波值基于非线性方程的更新。Unscented Kalman滤波避免了广义Kalman滤波等线性化方法的缺点,并提高了滤波精度。     

一种地理围栏内无人机航迹跟踪方法

针对UTM体制中无人机在地理围栏内的飞行监视问题,提出一种约束状态相关模态转换混合估计算法(CSDTHE)。采用随机线性混杂系统模型对无人机运动状态进行建模,利用CV、CT和CA三种模态描述无人机的飞行状态,以构建地理围栏内无人机运行的通用模态转换模型框架。利用飞行模态改变点(FMCP)定义相关模态转换参数,设计模态转换条件,生成模态转换概率矩阵,从而建立与状态相关的模态转换模型。运用约束卡尔曼滤波(CKF)方法对直线阶段和转弯阶段的无人机运动速度分别施加等式约束,并通过仿真实验验证了CSDTHE算法对无人机跟踪的有效性。     

涡轴发动机健康管理跟踪滤波器技术

以反映部件健康状态的变几何涡轴发动机部件级数学模型为基础,利用线性化方法建立了反映航空发动机健康状态的线性状态空间数学模型;利用Kalman滤波器原理,构建了涡轴发动机健康状态跟踪滤波器。对线性状态空间模型和健康状态跟踪滤波器进行了仿真,结果表明：线性状态数学模型准确、实时;健康状态跟踪滤波器可准确地估计出涡轴发动机健康状态的变化。     

基于变分贝叶斯的星载雷达非线性滤波

星载雷达由于其探测范围广、距离远、全天候等优点,在预警防御系统中占有十分重要的地位。然而,由于观测平台的高速运动以及摄动干扰、传感器观测非线性等问题,使得星载雷达目标高精度跟踪带来严峻挑战。针对星载雷达非线性状态估计问题,采用一种基于变分贝叶斯的非线性滤波方法,该方法通过将非线性状态估计问题转化为优化问题,通过迭代优化获得了闭环解析解。此外,针对坐标变换中俯仰角量测缺失问题,提出了一种基于先验目标高度的俯仰角估计方法。通过数值仿真,验证了所提方法较传统非线性滤波方法,如扩展卡尔曼滤波、不敏卡尔曼滤波、转换量测卡尔曼滤波,具有更好的估计精度。     

基于改进混合卡尔曼滤波器的航空发动机机载自适应模型

提出了基于改进混合卡尔曼滤波器的航空发动机机载自适应模型方法,即以机载非线性模型的输出作为分段线性卡尔曼滤波器的稳态基准值,将性能蜕化因子作为该滤波器的增广状态量进行在线估计,并反馈给机载非线性模型使其完成在线更新.同时,根据工作模式切换机制使该模型获得有效输出.通过将该方法应用于某型涡扇发动机进行一系列仿真表明,在全飞行包线内、不同工作状态以及性能蜕化严重的情况下,该模型能够始终与实际发动机相匹配,满足实际应用需求.      

卡尔曼/粒子组合滤波在GPS/INS组合导航中的应用研究

在非线性模型和非高斯噪声条件下,粒子滤波在GPS/INS组合导航系统的观测精度较低时能取得较好的滤波结果,但在高观测精度情况下会导致滤波发散。针对这一问题,在分析了基本粒子滤波器算法原理的基础上提出一种卡尔曼/粒子组合滤波方法,将状态向量分为线性部分和非线性部分,分别用卡尔曼滤波和粒子滤波估计,既保证了简化后滤波算法的结果不会变差,又将运算量大大降低,仿真试验表明,组合滤波器能够获得较高的滤波精度,满足实际的导航要求。