Spectral Analysis of Optimal and Suboptimal Gyro Monitoring Filters

Gyro monitoring filters are used to estimate and correct gyro drift rates of local-level inertial navigation systems. Conventional gyro monitoring filters are usually designed based on a simplified model of gyro drift rate. Furthermore, the effectiveness of these filters-and of many filters of the "Kalman" type-is often measured in terms of the root mean square (rms) criterion in contrast to the spectral content criterion typical of classical Wiener filtering theory. This paper has two objectives: to propose a gyro monitoring filter which is based on a more detailed model of gyro drift rate; and to propose a method of filter performance evaluation which uses as criterion a measure of the spectral content of the error process. The proposed gyro monitoring filter is shown to have improved spectral contents resulting in superior navigation performance for the gyro error models used in the calculations (comparable to commercial-grade aircraft gyros).     

自适应滤波技术的研究

应用常规卡尔曼滤波器(KF)要求知道系统精确的数学模型和系统噪声与量测噪声的统计特性,才能获得理想的滤波效果,否则可能产生发散现象。人们越来越倾向于利用自适应滤波(AKF)技术来解决发散的问题。针对AKF技术的研究现状,本文探讨一种结构简单、实时性较强、工程上比较实用的AKF算法。仿真结果表明,这种算法具有较强的自适应性,为一种实用而有效的滤波方法。     

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.     

Kalman Filter Applications in Airborne Radar Tracking

This paper studies the application of Kalman filtering to single-target track systems in airborne radar. An angle channel Kalman filter is configured which incorporates measures of range, range rate, and on-board dynamics. Theoretical performance results are given and a discussion of methods for reducing the complexity of the Kalman gain computation is presented. A suboptimal antenna controller which operates on the outputs of the angle Kalman filter is also described. In addition, methodological improvements are shown to exist in the design of range and range-rate trackers using the Kalman filter configuration.     

Real-Time Tracking Filter Evaluation and Selection for Tactical Applications

Five important tracking filters that are often candidates for implementation in systems that must track maneuvering vehicles are compared in terms of tracking accuracy and computer requirements for tactical applications. A rationale for selecting among these filters, which include a Kalman filter, a simplified Kalman filter, an ?-? filter, a Wiener filter, and a two-point extrapolator, is illustrated by two examples taken from the authors' recent experience.     

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     

SINS／GPS／CNS组合导航中的鲁棒滤波算法研究

组合导航系统难以精确建模、噪声统计特性难以获得等问题逐渐突出,严重影响了组合导航系统滤波器的稳定性。为提高SINS／GPS／CNS组合导航系统的鲁棒性,设计了基于H∞滤波理论的鲁棒滤波算法,提高了导航系统对系统模型参数变化的适应能力。通过仿真与线性卡尔曼滤波器进行对比,验证了在系统模型参数变化的情况下,H∞滤波器精度几乎不发生改变,有更好的鲁棒性;提高了组合导航系统在噪声统计特性和模型参数不易确定情况下的导航性能。     

H_∞滤波算法及其在GPS/SINS组合导航系统中的应用

 在对 H∞ 估计问题进行数学描述的基础上,建立了一种 H∞ 次优滤波算法的迭代方程。定性讨论了H∞滤波算法与传统 Kalman滤波器的关系,通过在 GPS/SINS组合系统中的实际应用进一步从精度、鲁棒性等性能指标方面对 H∞ 滤波和 Kalman滤波算法进行了比较。仿真结果表明,在理想条件下,Kalman滤波方法具有较高的精度;但是,当系统模型和外部干扰统计特性发生变化时,H∞ 滤波算法明显具有良好的鲁棒性能,同时,估计精度也较高,有效地克服了 Kalman滤波器存在的局限性。     

无源定位跟踪滤波算法研究及仿真分析

首先介绍了几种无源定位跟踪滤波算法原理,包括扩展卡尔曼滤波（EKF）,无迹卡尔曼滤波器（EKF）,交互多模型滤波器（IMM）;然后通过建立几种不同模型来对每一种滤波算法进行仿真,依据仿真图形和误差结果对滤波算法进行分析,从而实现不同滤波模型根据目标运动状态进行监视和切换,这对无源定位跟踪算法精度的提高和实际应用有很大的...     

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。     

利用卡尔曼滤波求取直升机气动导数的应用研究

本文主要介绍利用低通滤波、卡尔曼滤波及最小二乘法求取直升机气动导数的方法。本方法的特点是,通过低通滤波使旋翼高频成份的影响减至最小,同时求取试验数据的测量噪声和过程噪声,然后通过卡尔曼滤波使试验数据包含的随机噪声减至最小,最后用最小二乘法求得直升机的气动导数,为了提高卡尔曼滤波的准确度,用最小二乘法由试验数据求取直升机的气动导数作为卡尔曼滤波时的初始导数。计算结果表明,该方法可使试验数据中包含的噪声大大减小,误差带减少70％以上,而计算工作量又远远小于最大似然法。     

基于UKF的GPS/SINS组合导航直接式滤波算法

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。     

基于双重卡尔曼滤波器的发动机故障诊断

提出了一种基于双重卡尔曼滤波器的航空发动机健康参数估计方法,实现了传感器发生故障情况下发动机故障的准确诊断.采用发动机动态工作点的测量数据,解决了可测量参数偏少导致故障诊断困难的问题;球面采样平方根UKF(UnscentedKalmanfilter)故障诊断滤波器具有更好的滤波稳定性与更低的计算量的要求,提高了故障诊断算法的效率与精度.某型双轴涡扇发动机故障诊断仿真结果表明,该方法可以准确的同步实现气路部件与传感器的故障诊断,是一种有效的航空发动机故障诊断方法.      

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.     

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。     

一种改进的数字滤波平方定时的频域算法

在数字滤波平方定时的频域算法基础上,采用了前端进行带通滤波和后端实施卡尔曼滤波的处理方法对其进行改进。带通滤波器减小了定时误差估计的方差,而卡尔曼滤波则降低了整个定时误差估计过程中噪声的影响。实验与仿真的结果表明,改进后的方法达到了预期的效果。     

An alternate algorithm for discrete-time filtering

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     

自适应扩展增量 Kalman 滤波方法

基于扩展增量Kalman滤波方法(EIKF)和自适应增量Kalman滤波(AIKF),建立自适应扩展增量Kalman(AEIKF)模型及其分析方法,给出递推算法.在许多实际情况(如深空探测),由于环境因素的影响、测量设备的不稳定性等原因,量测方程往往存在未知的系统误差,并且模型参数也具有不确定性,结果导致较大的Kalman滤波误差,影响滤波的收敛性.提出的AEIKF方法能够成功消除这种未知的系统误差,并能够实时估计变化的噪声统计量,提高Kalman滤波精度.该方法计算简单,便于工程应用.      

航空发动机气路故障诊断的平方根UKF方法研究

设计了适用于双轴涡扇发动机健康参数估计的平方根UKF滤波算法,解决了线性卡尔曼滤波器估计结果准确性依赖于线性模型精度;常规UKF算法中由于计算误差及噪声信号影响引起误差协方差矩阵负定而导致滤波结果发散等问题.提出了根据测量残差变化改进滤波收敛速度与稳定性的方法.发动机渐变与突变故障模式下仿真结果表明,平方根UKF估计算法收敛速度快,稳定性强,精度高,是一种有效的发动机气路部件健康参数估计与故障诊断方法.      

自适应滤波方法研究

证明Ｓａｇｅ－Ｈｕｓａ的自适应卡尔曼滤波算法不能同时估计Ｑ和Ｒ,并分析了该法导致滤波发散的原因。介绍了一种新的自适应卡尔曼滤波算法,该法当Ｒ（或Ｑ）已知时可以准确地估计出Ｑ（或Ｒ）。该法的独特之处在于当对Ｑ（或Ｒ）进行修正估计时,只采用矩阵的乘运算和求逆运算,而不进行加减法运算,因此消除了滤波发散现象。数字仿真表明效果良好。