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。     

一种基于协方差矩阵重构的相干信源DOA估计算法

针对空间相干信源的波达方向估计问题,提出了一种基于协方差矩阵重构的TSVD-ESPRIT算法。它利用包含所有信源信息的特征向量构造Toeplitz协方差矩阵,避免了阵列有效孔径的损失,分辨率高且稳定性好;并且利用ESPRIT算法代替MUSIC算法进行DOA估计,避免了谱峰搜索,大大降低了计算量。数据仿真和分析证明了该算法的正确性和有效性。     

Airborne/spacebased radar STAP using a structured covariance matrix

It is shown that partial information about the airborne/spacebased (A/S) clutter covariance matrix (CCM) can be used effectively to significantly enhance the convergence performance of a block-processed space/time adaptive processor (STAP) in a clutter and jamming environment. The partial knowledge of the CCM is based upon the simplified general clutter model (GCM) which has been developed by the airborne radar community. A priori knowledge of parameters which should be readily measurable (but not necessarily accurate) by the radar platform associated with this model is assumed. The GCM generates an assumed CCM. The assumed CCM along with exact knowledge of the thermal noise covariance matrix is used to form a maximum likelihood estimate (MLE) of the unknown interference covariance matrix which is used by the STAP. The new algorithm that employs the a priori clutter and thermal noise covariance information is evaluated using two clutter models: 1) a mismatched GCM, and 2) the high-fidelity Research Laboratory STAP clutter model. For both clutter models, the new algorithm performed significantly better (i.e., converged faster) than the sample matrix inversion (SMI) and fast maximum likelihood (FML) STAP algorithms, the latter of which uses only information about the thermal noise covariance matrix.     

离散不确定系统的优化鲁棒滤波方法及在飞行试验中的应用

提出了一种离散系统的优化鲁棒滤波方法。为了得到滤波的逼近计算式，通过优化加权矩阵得到了上界不等式逼近和等效系统矩阵，得到了鲁棒滤波的时间更新算法；通过优化加权矩阵得到了下界不等式逼近和等效观测矩阵，得到了鲁棒滤波的测量更新算珐，并且给出了鲁棒滤波算法收敛的条件。飞行试验数据处理的结果表明，提出的方法是有效的。     

Characterization of Kalman filter residuals in the presence ofmismodeling

The mean and covariance of a Kalman filter residual are computed for specific cases in which the Kalman filter model differs from a linear model that accurately represents the true system (the truth model). Multiple model adaptive estimation (MMAE) uses a bank of Kalman filters, each with a different internal model, and a hypothesis testing algorithm that uses the residuals from this bank of Kalman filters to estimate the true system model. At most, only one Kalman filter model will exactly match the truth model and will produce a residual whose mean and standard deviation have already been analyzed. All of the other filters use internal models that mismodel the true system. We compute the effects of a mismodeled input matrix, output matrix, and state transition matrix on these residuals. The computed mean and covariance are compared with simulation results of flight control failures that correspond to mismodeled input matrices and output matrices     

组合导航系统中一种基于特征值分解的自适应信息融合滤波算法

基于分散滤波理论的联合滤波算法,可以有效地降低组合导航系统的计算负担,并且增强系统的容错性能。给出了一种联合滤波算法中信息分配系数的自适应计算方法,能够使联合系统根据导航过程中各传感器的信息质量的变化合理地反馈全局信息。仿真结果表明,该算法可以有效地降低由于导航子系统降级带来的滤波误差。     

Polarization diversity detection in compound-Gaussian clutter

We present the problem of polarization diversity detection in compound-Gaussian clutter with unknown covariance matrix. To this end we assume that a set of secondary data, free of signal components and with the same covariance structure of the cell under test, is available. Due to the lack of a uniformly most powerful (UMP) detector we resort to a design procedure based upon the Rao and the Wald tests. Specifically we first derive the Rao and the Wald tests assuming that the covariance matrix is known, and then we substitute into the derived decision rules a suitable estimate of the clutter covariance. Interestingly, the newly proposed detectors share the constant false alarm rate (CFAR) property with respect to the texture statistical characterization. Moreover simulation results have shown that the Wald test based detector ensures a performance level higher than the Rao test. We have also conducted a further performance analysis, in the presence of real clutter data and in comparison with the previously proposed generalized likelihood ratio test (GLRT) based receivers, which highlights that, in general, the Wald test receiver outperforms its counterparts. Finally, since the newly proposed decision rules as well as the previously designed GLRTs do not ensure the CFAR property with respect to the clutter covariance matrix, we have developed a sensitivity analysis on the probability of false alarm (P/sub fa/), based on simulated clutter with covariance matrix estimated from real radar data. The results have shown that (P/sub fa/) is only slightly affected by variations in the clutter correlation properties and hence the CFARness is substantially achieved.     

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.     

Reiterative median cascaded canceler for robust adaptive array processing

A new robust adaptive processor based on reiterative application of the median cascaded canceler (MCC) is presented and called the reiterative median cascaded canceler (RMCC). It is shown that the RMCC processor is a robust replacement for the sample matrix inversion (SMI) adaptive processor and for its equivalent implementations. The MCC, though a robust adaptive processor, has a convergence rate that is dependent on the rank of the input interference-plus-noise covariance matrix for a given number of adaptive degrees of freedom (DOF), N. In contrast, the RMCC, using identical training data as the MCC, exhibits the highly desirable combination of: 1) convergence-robustness to outliers/targets in adaptive weight training data, like the MCC, and 2) fast convergence performance that is independent of the input interference-plus-noise covariance matrix, unlike the MCC. For a number of representative examples, the RMCC is shown to converge using ~ 2.8N samples for any interference rank value as compared with ~ 2N samples for the SMI algorithm. However, the SMI algorithm requires considerably more samples to converge in the presence of outliers/targets, whereas the RMCC does not. Both simulated data as well as measured airborne radar data from the multichannel airborne radar measurements (MCARM) space-time adaptive processing (STAP) database are used to illustrate performance improvements over SMI methods.     

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。     

加权最小二乘—卡尔曼滤波算法在动基座对准中的应用

利用卡尔曼滤波算法进行估计需要给定初始状态估计值和初始误差方差阵.通常,初始状态估计值和初始误差方差阵由经验给定,而初始状态估计值和初始误差方差阵的选取影响着卡尔曼滤波的估计精度.文中提出了加权最小二乘-卡尔曼滤波算法,并运用到惯导系统动基座初始对准中,进行了仿真.仿真结果表明,利用加权最小二乘算法可得到更加精确的卡尔曼滤波的初始状态估计值和初始误差方差阵,提高卡尔曼滤波的估计精度,进而提高了初始对准的精度.     

基于先验知识及其定量评估的自适应杂波抑制研究

 为了改善训练样本数受限的非均匀杂波环境中的系统检测性能,研究了基于先验知识及其定量评估的自适应杂波抑制算法。提出了使用经真实杂波信息白化后的先验杂波协方差矩阵与单位矩阵之差的谱范数,来定量评估杂波先验知识的准确程度,并给出了真实杂波协方差矩阵未知时的矩阵谱范数估计方法。结合先验知识定量评估结果,获得了具有先验知识约束时的杂波协方差矩阵最大似然估计方法。分别基于多脉冲相参雷达以及空时自适应雷达进行了杂波建模,在此基础之上分析了算法性能。仿真结果证实了该算法优于使用样本协方差矩阵及先验杂波信息形成杂波抑制权值的性能。     

Sensitivity analysis of the maximum likelihood direction-findingalgorithm

A first-order analysis is performed of the sensitivity of the maximum likelihood (ML) direction-finding algorithm to system errors which cause differences between the array manifold used by the algorithm and the true array manifold. The effect of such errors on the directions-of-arrival (DOA) estimates is investigated. The ability of the ML algorithm to resolve two closely spaced sources in the presence of phase and gain errors in the array elements or in the receivers, or errors in the element locations, is analyzed. A formula for computing the failure threshold of the algorithm as a function of source separation and other system parameters is derived and tested by simulation. The analysis assumes that the exact covariance matrix of array element outputs is known     

概率盒全局灵敏度和活跃子空间跨层降维

航空航天仿真系统中的不确定性通常是多源的、混合的,并且系统参数的维数众多。针对高维混合不确定性量化问题,提出一种结合概率盒全局灵敏度和活跃子空间的跨层降维方法。在随机和认知不确定的概率盒表征基础上,使用不确定性缩减法分析参数的全局灵敏度继而进行参数筛选;基于输出梯度协方差矩阵的特征分解,使用活跃子空间法对参数进行降维;构造出一种概率盒表征下的参数筛选和跨层降维方法。最后以NASA多学科不确定性量化挑战问题为例,通过概率盒全局灵敏度分析进行第1层次的参数筛选,原有的21维输入参数减为13维;随后采用活跃子空间进行第2层次的参数降维,维数进一步降至一维。研究结果表明,所提出的方法能够对混合不确定性参数进行灵敏度排序,还能够有效降低模型输入参数的维度,为高维系统混合不确定性量化和进一步的优化工作奠定了基础。     

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。     

Robust adaptive filtering method for SINS/SAR integrated navigation system

This paper presents a new robust adaptive filtering method for SINS/SAR (Strap-down Inertial Navigation System/Synthetic Aperture Radar) integrated navigation system. This method adopts the principle of robust estimation to adaptive filtering of observational data. A robust adaptive filter is developed to adaptively determine the covariance matrix of observation noise, and adaptively adjust the covariance matrix of system state noise according to the adaptive factor constructed based on predicted residuals. Experimental results and comparison analysis demonstrate that the proposed method cannot only effectively resist disturbances due to system state noise and observation noise, but it can also achieve higher accuracy than the adaptive Kalman filtering method.     

Efficient L-D factorization algorithms for PDA, IMM, and IMMPDAfilters

Efficient algorithms exist for the square-root probabilistic data association filter (PDAF). The same approach is extended to develop square-root versions of the interacting multiple model (IMM) Kalman filter and the IMMPDAF algorithms. The computational efficiency of the method stems from the fact that the terms needed in the overall covariance updates of PDAF, IMM, and IMMPDAF can be obtained as part of the square-root covariance update of an ordinary Kalman filter. In addition, a new square-root covariance prediction algorithm that is substantially faster than the usual modified weighted Gram-Schmidt (MWG-S) algorithm, whenever the process noise covariance matrix is time invariant, is proposed     

Covariance matrix estimation errors and diagonal loading inadaptive arrays

Simulations were used to investigate the effect of covariance matrix sample size on the system performance of adaptive arrays using the sample matrix inversion (SMI) algorithm. Inadequate estimation of the covariance matrix results in adapted antenna patterns with high sidelobes and distorted mainbeams. A technique to reduce these effects by modifying the covariance matrix estimate is described from the point of view of eigenvector decomposition. This diagonal loading technique reduces the system nulling capability against low-level interference, but parametric studies show that it is an effective approach in many situations     

Passive target tracking using maximum likelihood estimation

Estimation of target trajectory from passive sonar bearings and frequency measurements in the presence of multivariate normally distributed noise, with unknown inhomogeneous general covariance, is modeled as a nonlinear multiresponse parameter estimation problem. It is shown that maximum likelihood estimation in this case is identical to optimizing a determinant criterion which has a concise form and contains no elements of unknown covariance matrix. A Gauss-Newton type algorithm using only the first-order derivatives of the model function and a new convergence criterion, is presented to implement such estimation. The simulation results demonstrate that performance of the maximum likelihood estimation method with the above noise model is superior to that with the traditional noise assumption     

基于协方差矩阵高阶幂的二维DOA估计新算法

 针对稀疏分解方法进行均匀圆阵(UCA)的二维波达方向(DOA)估计运算复杂度大的问题,提出了一种基于协方差矩阵高阶幂稀疏分解的二维DOA估计新算法。该算法首先利用协方差矩阵高阶幂无需进行特征值分解和信源数估计的特性,构建了协方差矩阵高阶幂的稀疏分解向量;然后运用粒度分层思想,构造了粗区域估计和细方位估计的分层多粒度的快速分解模型,分层字典的长度大大减少,在保持估计精度的前提下,算法运算时间远小于现有的恒定冗余字典的稀疏分解方法,从而解决了基于稀疏分解的圆阵二维DOA估计问题。论文提出的算法与二维MUSIC算法相比,估计精度高,且能满足对相干信号的估计。仿真结果验证了算法的有效性和可行性。