改进的Sage-Husa自适应滤波算法在MEMS航姿参考系统中的应用

针对经典Kalman滤波和扩展Kalman滤波融合算法存在的计算量大、精度低、实时性差的缺点,引入了改进的Sage-Husa自适应扩展Kalman滤波算法。该算法对经典扩展Kalman滤波算法进行了自适应改进,并在此基础上利用加权渐消记忆法获取了遗忘因子,并通过预测残差得出了最优解。同时,用调整有偏增益估计的措施来保证系统噪声预测方差矩阵与噪声预测方差矩阵的对称性和正定性,对滤波器发散进行了有效的抑制,减少了算法的计算量。实验结果表明,该算法有效改善了可靠性、精确性及自适应能力。     

多坐标系下目标跟踪的联合滤波

针对雷达目标观测和处理在不同的坐标系下完成，本文提出了联合滤波算法来跟踪机动目标。该算法以卡尔曼滤波器为基础，直角坐标系下和极坐标系下的算法相联合，不仅克服了两种坐标系下滤波算法的不足，而且对机动目标有很好的跟踪效果。仿真实验结果表明了该算法的有效性。     

Maneuvering Target Tracking with Hypothesis Testing

A new approach is proposed for maneuvering target tracking.Target motion is described by nonlinear models in a sphericalcoordinate system. States of these models are estimated byquantization, multiple hypothesis testing, and a suboptimumdecoding algorithm of information theory. This approach does notrequire linearization of nonlinear models. Hence it is superior toclassical estimation techniques, such as the extended Kalman filter.Simulation results, some of which are presented here, haveshown the superiority of the proposed approach over target trackingwith the extended Kalman filter.     

Analytical solution of discrete colored noise ECA tracking filter

New analytical solutions of steady-state Kalman gains are presented for a discrete-time tracking filter with correlation in both the measurement noise and the target maneuver. The measurement noise model is a first-order discrete Markov process characterized by a correlation coefficient ρ. The target motion is examined for an exponentially correlated acceleration maneuver type in which the vehicle oscillation such as wind-induced-bending is also considered. The present solution method is based on factorizing the observed spectral density matrix Ψ(z) in frequency domain. The algorithm proposed here gives the Kalman gain matrix directly. For a case when the steady-state error covariance matrix is desired, such gains can be incorporated with the algebraic Riccati equation     

Interval Kalman filtering

The classical Kalman filtering technique is extended to interval linear systems with the same statistical assumptions on noise, for which the classical technique is no longer applicable. Necessary interval analysis, particularly the notion of interval expectation, is reviewed and introduced. The interval Kalman filter (IKF) is then derived, which has the same structure as the classical algorithm, using no additional analysis or computation from such as H/sup /spl infin//-mathematics. A suboptimal IKF is suggested next, for the purpose of real-time implementation. Finally, computer simulations are shown to compare the new interval Kalman filtering algorithm with the classical Kalman filtering scheme and some other existing robust Kalman filtering methods.     

基于序列图像的航天器自主导航降维滤波方法

非合作目标的运动感知与状态估计,是太空领域技术发展的重要组成部分。非合作目标相对状态的精确估计是相对导航的难点问题。传统的非合作目标扩展卡尔曼滤波算法需要结合非合作目标的质心位置,增加了状态变量的维数,提高了系统不确定性,从而会影响状态扩展卡尔曼滤波的收敛速度。提出了一种基于序列图像的非合作目标相对导航方法,该方法在不对质心进行估计的情况下首先对非合作目标姿态进行估计,在完成非合作目标姿态估计后再对其质心进行估计。本文推导了光学相机测量值与目标真实姿态的关系,构建了基于序列图像的测量模型,分别建立了不含有非合作目标质心位置的状态方程和基于非合作目标位置、速度矢量的状态方程,设计了适用于非合作目标状态估计的扩展卡尔曼滤波算法。仿真实验表明该方法可在10 Hz采样频率下经过50次采样（即5 s）内快速收敛,从而有利于空间飞行器的在轨服务与维护。     

An Adaptive Two-Dimensional Kalman Tracking Filter

A continuously adaptive two-dimensional Kalman tracking filter for a low data rate track-while-scan (TWS) operation is introduced which enhances the tracking of maneuvering targets. The track residuals in each coordinate, which are a measure of track quality, are sensed, normalized to unity variance, and then filtered in a single-pole filter. The magnitude Z of the output of this single-pole filter, when it exceeds a threshold Z1 is used to vary the maneuver noise spectral density q in the Kalman filter model in a continuous manner. This has the effect of increasing the tracking filter gains and containing the bias developed by the tracker due to the maneuvering target. The probability of maintaining track, with reasonably sized target gates, is thus increased, The operational characteristic of q versus Z assures that the tracker gains do not change unless there is high confidence that a maneuver is in progress.     

一种新的基于机动检测的机动目标跟踪算法

针对Kalman滤波跟踪机动目标发散和目前多数自适应Kalman滤波算法对运动模型适应性不强的问题,提出了一种新的基于机动检测的机动目标跟踪算法,通过实时自适应的改变滤波模型提高对机动目标跟踪精度。对这种方法与Kalman滤波算法进行了计算机仿真比较,结果表明,该方法计算量小,可实时精确地自适应匹配目标的运动模型,可实现对机动目标稳定可靠的跟踪。     

Simple Kalman gains for filtering position and velocitymeasurements

An alternate set of equations is given for the exact computation of the Kalman gains under the conditions of no maneuvering input noise and measurements in position and velocity. They are simpler than the standard recursive equations, and are useful in applications where implementation of the standard Kalman filter is not possible due to real-time restrictions. When there is maneuvering input noise, the same gains can still approximate the optimal gains with a very minor degradation in performance, even when some parameters, for example the measurement interval, change during a track. Simulation studies have indicated that there is negligible performance degradation with this method of gain approximation     

非线性系统中多传感器目标跟踪融合算法研究

 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     

一种基于三维到达角的无偏伪线性卡尔曼滤波

为了解决大场景下基于三维到达角的目标跟踪问题，提出了一种具有无偏性的伪线性卡尔曼滤波。首先，基于三维到达角信息对目标运动模型与量测模型进行建模；之后，对量测模型进行了伪线性化处理，得到了线性形式的目标量测模型。为了解决伪线性卡尔曼滤波存在的有偏性问题，提出了一种结合EKF（extend Kalman filter）的三维伪线性无偏卡尔曼滤波。仿真实验表明，该模型能够对非机动目标与机动目标有效跟踪，对于百公里级别的目标，当角测量误差从0.1°变化到0.5°，算法在仿真时间结束时均能将绝对位置误差降低至10 km以内，且算法的运行速度与EKF为同一个量级，同时兼顾了抗干扰能力、定位跟踪精度、运行效率的要求，能够为大场景下的目标跟踪提供有效方法。     

Adaptive Tracker Field-of-View Variation Via Multiple Model Filtering

Adaptive estimation using multiple model filtering is investigated as a means of changing the field of view as well as the bandwidth of an infrared image tracker when target acceleration can vary over a wide range. The multiple models are created by tuning filters for best performance at differing conditions of exhibited target behavior and differing physical size of their respective fields of view. Probabilistically weighted averaging provides the adaptation mechanism. Each filter involves online identification of the target shape function, so that this algorithm can be used against ill-defined and/or multiple-hot-spot targets. When each individual filter has the form of an enhanced correlator/linear Kalman filter, computational loading is very low. In contrast, an extended Kalman filter processing the raw infrared data directly and assuming a nonlinear constant turn-rate dynamics model provides superior tracking capability, especially for harsh maneuvers, at the cost of a larger computational burden.     

一种基于组合导航系统的新融合滤波算法

本文设计了一种可用于地面用户的低成本组合导航系统，提出了基于该系统的新信息融合方法，即模糊卡尔曼滤波算法和地图匹配技术联合起来。仿真结果表明模糊卡尔曼滤波算法相当于一数据平滑处理窗口，具有比常规卡尔曼滤波算法更高的精度。     

一类新型机动目标跟踪算法

阐述了当跟踪非机动目标时,传统的Kalman滤波可以得到很好的跟踪精度。但是当日标机动时,传统的Kalman滤波不能对目标的突然变化做出及时的改正和预测,因此跟踪精度很差,甚至出现丢失目标的情况。文中采用的基于截断正态概率模型的改进自适应目标跟踪算法, 其结构和计算简单,鲁棒性好,较好地解决了使用Kalman滤波带来的不足。     

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。     

Best linear unbiased filtering with nonlinear measurements for target tracking

In tracking applications, target dynamics are usually modeled in the Cartesian coordinates, while target measurements are directly available in the original sensor coordinates. Measurement conversion is widely used such that the Kalman filter can be applied in the Cartesian coordinates. A number of improved measurement-conversion techniques have been proposed recently. However, they have fundamental limitations, resulting in performance degradation, as pointed out in a recent survey conducted by the authors. A filter is proposed here that is theoretically optimal in the sense of minimizing the mean-square error among all linear unbiased filters in the Cartesian coordinates. The proposed filter is free of the fundamental limitations of the measurement-conversion approach. Results of an approximate, recursive implementation are compared with those obtained by two state-of-the-art conversion techniques. Simulation results are provided.     

基于自适应联邦滤波的相对导航信息融合

针对基于GPS/MV组合导航方式的无人机空中加油问题,分析了对接阶段GPS及视觉传感器存在的条件约束。在建立导航传感器非线性相对位置测量模型的基础上,设计了基于扩展卡尔曼滤波的自适应联邦滤波器,并与集中式滤波进行了对比仿真。结果表明,提出的算法保证了部分传感器失效时导航数据输出的平稳性和容错性,滤波精度完全满足无人机空中加油相对导航系统要求。     

基于可观测度分析的稳定姿态滤波器

提出一种适用于惯性/天文组合航天飞行器的稳定姿态滤波器,可以在不降低系统可观测度的前提下解决滤波计算中的奇异问题。对于奇异问题的传统解决方案是删除观测方程的一行,通过对比删除前后系统可观测度的变化,证明此解决方案会导致系统可观测度下降,并指出如何选择最优删除方案以使系统可观测度下降最小。根据对传统解决方案的分析结果,提出了不降低系统可观测度的投影算法。理论分析和仿真试验证明,应用了投影算法的姿态滤波器更为稳定,估计效率更高。     

Limits in tracking with extended Kalman filters

The classical linearized conversion of measurements from polar or spherical coordinates to Cartesian ones generates a bias restricting the use of this conversion to cases where the bias can be neglected. In this work, the validity limits for the classical 2D transformation from polar to Cartesian coordinates, as derived in previous work, are shown to be too restrictive and the limits for the 3D transformation from spherical to Cartesian coordinates are introduced. Furthermore, quantitative measures for the performance degradation of the commonly used extended Kalman filter (EKF) in comparison with the best linear unbiased estimation (BLUE) filter are obtained by simulating typical tracking scenarios.     

绕月探测器的自主光学导航研究

提出了一种利用高斯-马尔科夫过程和Unscented卡尔曼滤波的绕月探测器自主光学导航算法。针对很难事先确定精确地绕月探测器轨道动力学模型问题,提出利用高斯-马尔科夫过程来近似轨道动力学中的无模型加速度,进而提高了轨道动力学模型的精度;考虑到基于扩展卡尔曼滤波的轨道确定存在的问题,提出利用基于Unscented卡尔曼滤波来估计探测器的位置、速度及无模型加速度,提高了轨道估计精度和保证了算法的稳定性。最后,通过数学仿真验证了自主光学导航算法的有效性。