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1.
非线性滤波方法及其在飞行状态及参数估计中的应用   总被引:4,自引:0,他引:4  
基于非线性系统高阶近似的思想,提出一种比推广卡尔曼滤波(EKF)更接近非线性系统本质的近似滤波方法,并应用于飞行状态的参数估计(或称为飞行轨迹重构)问题。仿真和实际飞行数据计算结果表明:提出的非线性近似滤波方法比EKF有更高的估计精度和更好的鲁棒性,对飞机机动形状、数据长度要求不高,滤波收敛速度快。利用飞行状态估计数学模型的具体特点,使计算量和存储量大幅度减少。该方法应用于非线性较强的飞行状态及参数估计问题。可得到比EKF更好的结果。  相似文献   

2.
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 ...  相似文献   

3.
Adaptive robust cubature Kalman filtering for satellite attitude estimation   总被引:2,自引:2,他引:0  
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.  相似文献   

4.
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。   相似文献   

5.
杨静  冀红霞  魏明坤 《航空学报》2011,32(8):1469-1477
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,...  相似文献   

6.
 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%。  相似文献   

7.
A computational aspect of real-time estimation is considered, in which the estimation algorithm to be used has the standard optimal Kalman filtering structure, but the actual inverse matrix within the Kalman gain is replaced by an expedient approximation at each instant. In real-time applications, most Kalman filtering schemes are approximate to a degree as a consequence of numerical roundoff matrix inversion. The convergence properties and error estimates of such schemes are obtained to provide a theoretical basis for gauging the utility of using the above approximations of the Kalman gain matrix at each time instant. A new exponentially convergent scheme is also suggested for approximating the inverse matrix within the Kalman gain. Conditions are determined under which online approximate matrix inversion can be eliminated as the cause of Kalman filter divergence in real-time implementations  相似文献   

8.
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  相似文献   

9.
针对容积卡尔曼滤波算法在惯性/光流组合测速数据融合时出现由于各系统输出数据频率不一致导致融合精度有限的问题,提出了一种基于多速率残差校正的改进容积卡尔曼滤波算法.通过当前时刻误差估算组合导航系统残差,再使用估算后的残差对速度估计值进行补偿,最终实现惯性/光流组合系统速度测量值的数据融合.实验结果表明,通过提出的改进容积...  相似文献   

10.
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。  相似文献   

11.
首先,将状态方程采用数据块变换的方式得到新的状态块方程,并将量测方程表达为数据块的形式;然后,将量测向量进行多层小波变换以得到新的量测向量,结合状态块方程进行卡尔曼滤波;最后,利用异步贯序滤波的方法,建立了基于全局的最优估计值。将上述算法应用于GPS/SST/高度表/SINS多组合导航系统,仿真结果表明:相对于单一尺度的异步滤波算法,该算法可明显地提高系统的滤波精度。  相似文献   

12.
The discrete-time Kalman filter is an optimal estimator for the states of a linear, stochastic system. It assumes that measurements are linear combinations of the states, and all disturbances are Gaussian. The influence diagram, a decision analysis tool that provides an algorithm for discrete-time filtering equivalent to the Kalman filter when the influence diagram represents Gaussian random variables, is discussed. The influence diagram algorithm is a factored form of the Kalman filter, similar to other factored forms such as the U-D filter. Compared with the Kalman filter, it offers improved numerical properties. Compared with other factored forms, it offers a reduced computational load  相似文献   

13.
基于无迹卡尔曼滤波(UKF)方法,使用姿态、速度、位置等9个导航参数组成状态向量,以GPS系统输出的速度、位置组成6维观测向量,构建直接式结构的UKF滤波器。该滤波器能够直接反映系统导航参数的动态过程,准确显示运动状态演变。针对GPS/SINS组合导航系统的特点,构建了GPS/SINS组合导航直接式卡尔曼滤波仿真验证系统,仿真结果验证了基于UKF的GPS/SINS组合导航直接式滤波算法的有效性,该直接式非线性滤波算法可使惯性组合导航系统的导航精度得到提高。  相似文献   

14.
提出一种有效的实时纵向飞行轨迹重构的新方法。为了得到状态估计的快速算法,本文把非线性飞行轨迹重构转化为线性、离散、时变状态和参数估计问题。将数值稳定性好、计算量也小的序列U-D分解滤波算法用于状态方程为线性、观测方程为线性或非线性的滤波问题中。由于测量值中常常含有系统偏差,本文把这些偏差作为增广状态加入增广状态模型中,并利用模型的一些特点,提出偏差分离的U-D分解算法,使计算量大大减少。仿真和实际试飞数据计算表明、本文的方法可得到比平方根协方差滤波更有效的实时飞行轨迹重构结果。  相似文献   

15.
为了满足航空物探对于高精度姿态基准的需求,对前后向迭代滤波算法进行了研究.在前向捷联惯导算法的基础上,推导了后向捷联惯导算法,基于SINS/GPS组合导航方案构建了15状态Kalman滤波器,提出了前后向迭代滤波算法,通过仿真实验和转台实验对比了前后向迭代滤波算法与R -T -S平滑的估计效果.实验结果表明:经过前后向...  相似文献   

16.
大方位失准角下的SINS/GNSS组合对准系统呈非线性,采用传统的卡尔曼滤波方法进行初始对准易导致对准精度下降甚至滤波发散。基于此,提出了一种基于改进强跟踪自适应平方根容积卡尔曼滤波算法的组合对准方法。该方法采用QR分解求取协方差的分解因子,并在状态预测方差阵的平方根更新中引入多重渐消因子调整滤波增益;同时,基于Sage-Husa自适应滤波,引入改进的时变噪声估计器实时估计噪声的统计特性。仿真结果表明,采用改进的滤波算法进行大方位失准角下的组合对准,对准精度明显提高。  相似文献   

17.
非线性系统中多传感器目标跟踪融合算法研究   总被引:4,自引:1,他引:4  
 研究了在非线性系统中 ,基于转换坐标卡尔曼滤波器的多传感器目标跟踪融合算法。通过分析得出 :在非线性系统的多传感器目标跟踪中 ,基于转换坐标卡尔曼滤波器 ( CMKF)的分布融合估计基本可以重构中心融合估计。仿真实验也证明了此结论。由此可见分布的 CMKFA是非线性系统中较优的分布融合算法  相似文献   

18.
联邦滤波器广泛应用于多传感器信息融合领域,联邦滤波中的信息分配原则影响滤波精度.针对联邦Kalman滤波器进行改进,采用基于估计协方差阵奇异值动态确定信息分配系数.对子滤波器进行重置时,采用新的重置方法,保证了子滤波器误差协方差阵的对称性,确保Kalman滤波器的一致收敛稳定性.新的联邦滤波算法允许每个状态分量拥有不同的动态信息分配因子,从而改进了联邦滤波信息融合的精度.设计了SINS/GPS/电子罗盘组合导航系统,仿真结果说明,与传统联邦滤波算法相比,改进的联邦滤波器估计精度得到了提高,可以更好地对SINS误差进行校准,提高系统的精度.  相似文献   

19.
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  相似文献   

20.
自适应高阶容积卡尔曼滤波在目标跟踪中的应用   总被引:1,自引:1,他引:0  
崔乃刚  张龙  王小刚  杨峰  卢宝刚 《航空学报》2015,36(12):3885-3895
针对传统容积卡尔曼滤波(CKF)在系统状态发生突变时估计精度下降的问题,将强跟踪滤波(STF)算法与高阶容积卡尔曼滤波(HCKF)算法相结合,提出了一种自适应高阶容积卡尔曼滤波(AHCKF)方法。该算法采用高阶球面-相径容积规则,可获得高于传统CKF的估计精度,同时在HCKF算法中引入STF,通过渐消因子在线修正预测误差协方差阵,强迫残差序列正交,提高了算法的鲁棒性,增强了算法应对系统状态突变等不确定因素的能力。将提出的AHCKF算法应用于具有状态突变的机动目标跟踪问题并进行数值仿真,仿真结果表明,AHCKF算法在系统状态发生突变的情况下表现出良好的滤波性能,有效地避免了状态突变造成的滤波精度下降,较传统的CKF、HCKF、交互式多模型-容积滤波(IMM-CKF)和自适应容积卡尔曼滤波(ACKF)算法有更强的鲁棒性和系统自适应能力。  相似文献   

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