Feedback structure based entropy approach for multiple-model estimation

The variable-structure multiple-model（VSMM）approach,one of the multiple-model（MM）methods,is a popular and effective approach in handling problems with mode uncertainties.The model sequence set adaptation（MSA）is the key to design a better VSMM.However,MSA methods in the literature have big room to improve both theoretically and practically.To this end,we propose a feedback structure based entropy approach that could fnd the model sequence sets with the smallest size under certain conditions.The fltered data are fed back in real time and can be used by the minimum entropy（ME）based VSMM algorithms,i.e.,MEVSMM.Firstly,the full Markov chains are used to achieve optimal solutions.Secondly,the myopic method together with particle flter（PF）and the challenge match algorithm are also used to achieve sub-optimal solutions,a trade-off between practicability and optimality.The numerical results show that the proposed algorithm provides not only refned model sets but also a good robustness margin and very high accuracy.     

A novel variable structure multi-model approach based on error-ambiguity decomposition

Model Set Adaptation (MSA) plays a key role in the Variable Structure Multi-Model tracking approach (VSMM). In this paper, the Error-Ambiguity Decomposition (EAD) principle is adopted to derive the EAD-MSA criterion that is optimal in the sense of minimizing the square error between the estimate and the truth. Consequently, the EAD Variable Structure first-order General Pseudo Bayesian (EAD-VSGPB1) algorithm and the EAD Variable Structure Interacting Multiple Model (EAD-VSIMM) algorithm are constructed. The proposed algorithms are tested in two groups of maneuvering target tracking scenarios under different modes and observation error conditions. The simulation results demonstrate the effectiveness of the EAD-VSMM approach and show that, compared to some existing multi-model algorithms, the proposed EAD-VSMM algorithms achieve more robust and accurate tracking results.     

Multiple-model estimation with variable structure. III. Model-groupswitching algorithm

A general multiple-model (MM) estimator with a variable structure (VSMM), railed model-group switching (MGS) algorithm, is presented. It assumes that the total set of models can be covered by a number of model groups, each representing a cluster of closely related system behavior patterns or structures, and a particular group is running at any given time determined by a hard decision. This algorithm is the first VSMM estimator that is generally applicable to a large class of problems with hybrid (continuous and discrete) uncertainties. It is also easily implementable. It is illustrated, via a simple fault detection and identification example, that the MGS algorithm provides a substantial reduction in computation while having identical performance with the fixed-structure Interacting Multiple-Model (FSIMM) estimator     

Minimal submodel-set algorithm for maneuvering target tracking

The variable structure multiple model (VSMM) approach to the maneuvering target tracking problem is considered. A new VSMM design, the minimal submodel-set switching (MSMSS) algorithm for tracking a maneuvering target is presented. The MSMSS algorithm adaptively determines the minimal set of models from the total model set and uses this to perform multiple models (MM) estimation. In addition, an iterative MSMSS algorithm with improved maneuver detection and termination properties is developed. Simulations results demonstrate that, compared with a standard interacting MM (IMM), the proposed algorithms require significantly lower computation while maintaining similar tracking performance. Alternatively, for a computational load similar to IMM, the new algorithms display significantly improved performance.     

Multiple-model estimation with variable structure. IV. Design andevaluation of model-group switching algorithm

For pt. III see ibid., vol. 35, pp. 225-41 (1999). A variable-structure multiple-model (VSMM) estimator, called model-group switching (MGS) algorithm, has been presented in Part III, which is the first VSMM estimator that is generally applicable to a large class of problem with hybrid (continuous and discrete) uncertainties. In this algorithm, the model-set is made adaptive by switching among a number of predetermined groups of models. It has the potential to be substantially more cost-effective than fixed-structure MM (FSMM) estimators, including the Interacting Multiple-Model (IMM) estimator. A number of issues of major importance in the application of this algorithm are investigated here, including the model-group adaptation logic and model-group design. The results of this study are implemented via a detailed design for a problem of tracking a maneuvering target using a time-varying set of models, each characterized by a representative value of the expected acceleration of the target. Simulation results are given to demonstrate the performance (based on more reasonable and complete measures than commonly used rms errors alone) and computational complexity of the MGS algorithm, relative to the fixed-structure IMM (FSIMM) estimator using all models, under carefully designed and fair random and deterministic scenarios     

Multiple-model estimation with variable structure- part VI: expected-mode augmentation

A new class of variable-structure (VS) algorithms for multiple-model (MM) estimation is presented, referred to as expected-mode augmentation (EMA). In the EMA approach, the original set of models is augmented by a variable set of models intended to match the expected value of the unknown true mode. These models are generated adaptively in real time as (globally or locally) probabilistically weighted sums of mode estimates over the model set. This makes it possible to cover a large continuous mode space by a relatively small number of models at a given accuracy level. The paper presents new theoretical results for model-set design, a general formulation of the EMA approach, along with theoretical analysis and justification, and three algorithms for its practical implementation. The performance of the proposed EMA algorithms is evaluated via simulation of a generic maneuvering target tracking problem.     

鲁棒EKF在脉冲星导航系统中的应用

针对脉冲星导航系统的滤波问题,传统的扩展卡尔曼滤波(EKF)算法存在不能克服系统模型存在不确定性参数以及乘性噪声等缺陷,提出一种鲁棒EKF算法。首先,分析了状态预测误差方程和估计误差方程,利用统计学原理,得到了状态预测方差矩阵和状态估计方差矩阵计算等式。由于系统模型存在不确定性参数,状态预测协方差矩阵和状态估计协方差矩阵无法计算;因此,利用4个重要矩阵不等式,分析并找到预测方差矩阵和状态估计方差矩阵的上界。最后,利用状态估计误差协方差矩阵上界设计状态增益矩阵,使得状态估计协方差矩阵的迹最小。将该算法对脉冲星导航系统进行仿真,仿真结果验证了所提算法的有效性。     

Numerically robust implementation of multiple-model algorithms

Standard implementation of multiple-model (MM) estimation algorithms may suffer from numerical problems, especially numerical underflows, which occur when the true model is vastly different from one or more models used in the algorithm. This may be devastating to the performance of the MM algorithm. Numerical robust implementations of some of the most popular MM algorithms are presented. Simulation results are provided to verify the proposed implementation and to compare with the implementations with a lower bound     

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。     

基于小波域贝叶斯估计模糊萎缩的SAR图像降斑算法

提出了基于小波域高斯混合模型贝叶斯估计模糊萎缩的SAR图像降斑算法.该算法分析了SAR图像在平稳小波变换(SWT)域中的统计模型,并用高斯混合模型对其进行描述,推导出基于贝叶斯估计的信号最小均方误差(MMSE)的模糊萎缩因子.籍此再根据小波域相邻尺度间小波系数的相关性,采用分区域模糊萎缩思想,很好地得到无斑点真实信号小波系数的估计值.仿真结果表明该算法在大大抑制斑点噪声的同时,有效地保持了边缘,其性能优于改进Lee滤波、小波软阈值和SWT萎缩降斑算法.     

面向再入目标跟踪的估计与辨识联合优化算法

准确的弹道系数辨识和精确的目标状态估计是再入目标高精度跟踪与高可靠识别的关键。一方面,状态估计的误差会造成模型参数(弹道系数)的辨识风险;另一方面,模型参数的辨识偏差又会导致模型失配从而降低目标状态的估计精度。因此,需要实现再入目标的状态估计和参数辨识的联合优化。针对再入目标弹道系数未知情形,提出了一种基于期望最大化(EM)框架并采用粒子滤波(PF)平滑器实现的PF-EM联合优化算法。在E步基于粒子平滑器得到目标状态的后验平滑估计,M步采用数值优化算法更新上一次迭代的弹道系数,通过E步和M步的不断迭代,以保证状态估计和弹道系数辨识的一致性。算法仿真对比表明:所提算法的状态估计和参数辨识精度均优于传统的状态增广算法。     

Moving target localization in distributed MIMO radar with transmitter and receiver location uncertainties

In this paper, the problem of moving target localization from Bistatic Range(BR) and Bistatic Range Rate(BRR) measurements in a Multiple-Input Multiple-Output(MIMO) radar system having widely separated antennas is investigated. We consider a practically motivated scenario,where the accurate knowledge of transmitter and receiver locations is not known and only the nominal values are available for processing. With the transmitter and receiver location uncertainties,which are usually neglected in MIMO radar systems by prior studies, taken into account in the measurement model, we develop a novel algebraic solution to reduce the estimation error for moving target localization. The proposed algorithm is based on the pseudolinear set of equations and two-step weighted least squares estimation. The Cramer-Rao Lower Bound(CRLB) is derived in the presence of transmitter and receiver location uncertainties. Theoretical accuracy analysis demonstrates that the proposed solution attains the CRLB, and numerical examples show that the proposed solution achieves significant performance improvement over the existing algorithms.     

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...     

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.     

用于非线性跟踪问题的一种新的粒子滤波器

机动目标跟踪系统通常是非线性而且不完全观测的 ,所以问题的关键在于每一时刻的目标机动性都是高度不确定的。提出了一种新的平滑粒子滤波算法 ,该算法在粒子滤波器中加入了对系统模型的概率分布密度的平滑处理 ,从而很好的解决了目标的机动性估计问题。在仿真研究中 ,与辅助粒子滤波器的比较验证了本文算法处理非线性跟踪问题的优越性     

Detection and diagnosis of sensor and actuator failures using IMMestimator

An approach to detection and diagnosis of multiple failures in a dynamic system is proposed. It is based on the interacting multiple-model (IMM) estimation algorithm, which is one of the most cost-effective adaptive estimation techniques for systems involving structural as well as parametric changes. The proposed approach provides an integrated framework for fault detection, diagnosis, and state estimation. It is able to detect and isolate multiple faults substantially more quickly and more reliably than many existing approaches. Its superiority is illustrated in two aircraft examples for single and double faults of both sensors and actuators, in the forms of “total”, “partial”, and simultaneous failures. Both deterministic and random fault scenarios are designed and used for testing and comparing the performance fairly. Some new performance indices are presented. The robustness of the proposed approach to the design of model transition probabilities, fault modeling errors, and the uncertainties of noise statistics are also evaluated     

一种非线性滤波器的误差分析及应用

针对一类具有未建模误差和扰动的非线性系统的状态估计问题,提出一种在线估计并补偿模型误差的非线性滤波算法,该算法利用非线性预测滤波(NPF)基于预测输出残差的方差最小的基本原则估计模型误差,冉利用扩展卡尔曼滤波(EKF)的思想对补偿后的模型进行状态估计;详细推导了状态估计误差及其方差阵的传播模型.以卫星姿态确定系统为例,...     

Efficient particle filtering for road-constrained target tracking

The variable-structure multiple-model particle filtering approach for state estimation of road-constrained targets is addressed. The multiple models are designed to account for target maneuvers including "move-stop-move" and motion ambiguity at an intersection; the time-varying active model sets are adaptively selected based on target state and local terrain condition. The hybrid state space is partitioned into the mode subspace and the target subspace. The mode state is estimated based on random sampling; the target state as well as the relevant likelihood function associated with a mode sample sequence is approximated as Gaussian distribution, of which the conditional mean and covariance are deterministically computed using a nonlinear Kalman filter which accounts for road constraints in its update. The importance function for the sampling of the mode state approximates the optimal importance function under the same Gaussian assumption of the target state.     

A novel particle filter approach for indoor positioning by fusing WiFi and inertial sensors

WiFi fingerprinting is the method of recording WiFi signal strength from access points(AP) along with the positions at which they were recorded, and later matching those to new measurements for indoor positioning. Inertial positioning utilizes the accelerometer and gyroscopes for pedestrian positioning. However, both methods have their limitations, such as the WiFi fluctuations and the accumulative error of inertial sensors. Usually, the filtering method is used for integrating the two approaches to achieve better location accuracy. In the real environments, especially in the indoor field, the APs could be sparse and short range. To overcome the limitations, a novel particle filter approach based on Rao Blackwellized particle filter(RBPF) is presented in this paper. The indoor environment is divided into several local maps, which are assumed to be independent of each other. The local areas are estimated by the local particle filter, whereas the global areas are combined by the global particle filter. The algorithm has been investigated by real field trials using a WiFi tablet on hand with an inertial sensor on foot. It could be concluded that the proposed method reduces the complexity of the positioning algorithm obviously, as well as offers a significant improvement in position accuracy compared to other conventional algorithms, allowing indoor positioning error below 1.2 m.