Optimum Steady-State Position and Velocity Estimation Using Noisy Sampled Position Data

The Kalman filtering technique is used to obtain analytical expressions for the optimum position and velocity accuracy that can be achieved in a navigation system that measures position at uniform sampling intervals of T seconds through random noise with an rms value of ?x. A one-dimensional dynamic model, with piecewise-constant acceleration assumed, is used in the analysis, in which analytic expressions for position and velocity accuracy (mean square), before and after observations, are obtained. The errors are maximum immediately before position measurements are made. The maximum position error, however, can be bounded by the inherent sensor error by use of a sufficiently high sampling rate, which depends on the sensor accuracy and acceleration level. The steady-state Kalman filter for realizing the optimum estimates consists of a double integrator, the initial conditions of which are reset at each observation.     

Interlaced Kalman filtering of 3D angular motion based on Euler'snonlinear equations

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     

Analytical Results for the x, y Kalman Tracking Filter

A two-dimensional x, y Kalman tracking filter is analyzed for a track-while-scan (TWS) operation when the radar sensor measures range and bearing (r, ?) at uniform sampling intervals T seconds apart. This development explicitly considers the coupling between the quantities measured by the sensor (r, ?) and the Cartesian x, y coordinate system selected for the tracking operation. The steadystate components of the gain and error covariance matrixes are analytically determined under the assumption of a white noise maneuver acceleration model in two dimensions. These results are verified by computer calculation of the Kalman filter matrix equations.     

地形辅助制导系统

本文叙述一种地形辅助制导系统,用来修正惯性系统或其它导航系统的误差,以提高飞行器的制导精度。这种辅助系统含有一个卡尔曼滤波器,它将飞行器所飞过的实际地形信息与预存的地图进行比较和处理,从而估计出导航系统的误差。对于一般的丘陵地形,辅助制导后的精度可达到数十米的范围。它适用于飞机、巡航导弹、弹道导弹和其它武器运载系统,而且所需的设备简单,易于实现。     

Real-Time Wind Estimation and Tracking with Transponder Downlinked Airspeed and Heading Data

The use of magnetic heading and true air speed measurements made on board civil airplanes to assist in radar tracking is described. The data are telemetered via the air-ground data link of the mode S radar system. A new filter, similar to the first-order Kalman filter, is developed using velocity measurements to bias its prediction equations. This filter follows satisfactorily maneuvers, and estimates, in real time, the wind in the vicinity of the airplane. Finally a scheme is described to remove false data due to data-link corruption.     

UKF方法及其在方位跟踪问题中的应用

采用UKF(Unscented Kalman Filter)方法处理了平面内地面站对目标的方位跟踪的估计问题。目标的位置和速度由选定的高斯分布采样点来近似，在每个更新过程中，采样点随着状态方程传播并随着非线性测量方程变换，由此不但得到目标位置和速度的均值及较高的计算精度，而且避免了对非线性方程的线性化过程。仿真结果表明，UKF方法比传统的扩展卡尔曼滤波(EKF)算法有更高的估计精度，并能有效地克服非线性严重时，方位跟踪问题中很容易出现的滤波发散问题。     

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。     

应用卡尔曼滤波的机载雷达跟踪系统

本文论述将滤波理论应用于机载雷达中对单个目标进行距离、速度、方位角和高低角跟踪的多环反馈系统。首先根据目标和天线的相对运动建立控制四坐标跟踪环所需的状态矢量微分方程,然后推导相应的非线性滤波算法。最后给出计算机的模拟结果。计算机模拟的结果清晰地说明采用最佳滤波的系统性能比通常的有很大改善,并且这种瞄准轴坐标系的最佳系统对目标的随机机动是不灵敏的。 本文所讨论的方法和得出的结论可以延用到地面雷达、舰载雷达以及其他有源和无源的跟踪系统。     

非常规机动操纵要求的计算

首先推导了飞机运动的逆动力学模型，为使问题具有一般性，采用了刚体运动模型，其中力方程建立在风轴系中，力矩方程建立在体轴系中，并且已知气动力模型，其次，由于飞行轨变地标位置（ｘ，ｙ，ｚ）的形式给出，因此构造了一种基于坐标位置的算法，当给定坐标值后，即可据此对逆问题进行求解并得出相应的操纵要求，最后以一种非常规机动动作为例进行了逆仿真，得出了操纵要求。     

基于SVD的R-T-S最优平滑在机载SAR运动补偿POS系统中的应用

 机载合成孔径雷达（SAR）运动补偿用位置姿态系统（POS）的导航精度直接影响SAR成像的效果。为进一步提高POS的导航精度和数值稳定性,提出将基于奇异值分解（SVD）的Rauch-Tung-Striebel（R-T-S）最优固定区间平滑应用于POS后处理中。在基于SVD的前向卡尔曼滤波（KF）的基础上,进行了基于SVD的后向R-T-S最优固定区间平滑,获得位置、速度和姿态的最优估计。该方法将原算法中均方误差阵进行奇异值分解,不仅具有很好的数值稳定性和鲁棒性,而且避免了矩阵的求逆。半物理仿真结果表明,该方法在导航精度和数据平滑度上明显优于目前工程中应用的KF,是一种有效的事后处理方法。     

基于改进容积卡尔曼滤波的惯性/光流组合自主测速方法

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...     

基于广义Kalman估计的机载雷达高精度控制系统

 研究了在某型现役机载雷达系统中, 采用广义Kalman 滤波器方法来预估目标机的俯仰角和方位角,产生跟踪目标用的雷达天线驱动信号, 替代传统的速率陀螺测量元件来补偿本机机动所造成的扰动的方法,同时对探测信号本身所具有的延迟起到了补偿作用。对目标的运动采用直角坐标系中的Singer 模型描述, 而对测量信号则是应用极坐标系中的描述, 采用广义Kalman 滤波器来完成估计, 即在每一步的估计和控制中对计算测量方程进行线性化结果, 实现两种坐标系的转换。通过应用Matlab/ Simulink 软件对整个系统的建模、设计及仿真研究, 得到了满意的结果。     

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     

Some Remarks on Velocity-Aided Kalman Filtering

This paper extends recent work of Nishimura to consider velocity-aided Kalman filtering for one-dimensional motion under random acceleration. It is shown through examination of the steady-state solution and the transient time constants that estimates incorporating velocity observations can be significantly improved over estimates based on range data alone.     

Multiradar Tracking System Using Radial Velocity Measurements

Multiradar tracking using both position and radial velocity measurements is discussed. The measurement of two or more different radial velocity components allows the calculation of rectangular velocity components. The measurement noise of the velocity components is filtered using a Kalman filter in the same way as the Cartesian position components. Before the conversion of velocity components from radial to Cartesian coordinates, the radial velocities are aligned on a time scale to account for the time shift of the radar measurements. In order to compare multiradar tracking system performance with and without radial velocity, some simulation tests have been performed for typical paths. The simulation results show a significant improvement when radial velocity is used for tracking.     

Particle Velocity Estimation Using Kalman Filtering

The velocity of a moving particle can be estimated by using the least squares method (LSM), but the estimation accuracy is not high. Here, a Kalman filtering method (KFM) is applied to estimate this velocity. A Kalman filtering formulation of the moving particle velocity is described and has been realized on a digital computer. According to a vast number of printouts, the advantages of KFM over LSM are a short filtering stability time and a high filtering accuracy.     

Nonlinear Estimation with Radar Observations

The nonlinearities of the radar measurement model equation are examined and their influence upon the accuracy of filtering and smoothing is determined. A simple algorithm by which the effects from these nonlinearities can be significantly reduced is derived. It consists of processing the radar observations in this order: azimuth, elevation, and range, using the azimuth residual to evaluate the elevation residual, and then using this combined result to evaluate the range residual. The accuracy of estimates obtained via the algorithm is compared with and shown to be superior to that of the extended Kalman filter (EKF). Furthermore, use of the algorithm does not increase the computational complexity of estimation beyond that of the EKF.     

Design of a practical tracking algorithm with radar measurements

The extended Kalman filter (EKF) has been widely used as a nonlinear filtering method for radar tracking problems. However, it has been found that if cross-range measurement errors of the target position are large, the performance of the conventional EKF degrades considerably due to nonnegligible nonlinear effects. A new filtering algorithm for improving the tracking performance with radar measurements is developed based on the fact that correct evaluation of the measurement error covariance is possible in the Cartesian coordinate system. The proposed algorithm may be viewed as a modification of the EKF in which the variance of the range measurement errors is evaluated in an adaptive manner. The filter structure facilitates the incorporation of the sequential measurement processing scheme, and this makes the resulting algorithm favorable to both estimation accuracy and computational efficiency. Computer simulation results show that the proposed method offers superior performance in comparison to previous methods. Moreover, our developed algorithm provides some useful insight into the radar tracking problem     

基于速度积分匹配的旋转调制惯导系统动基座对准方法

卫星导航信息辅助动基座对准过程中,速度噪声会影响对准精度和快速性,制约了旋转调制惯导角秒级高精度快速对准的实现.针对这一问题,提出了一种基于旋转调制惯导速度积分匹配的快速动基座对准方法,通过建立旋转调制惯导动基座对准误差方程和卡尔曼滤波观测模型,以消除动基座对准对载机特殊运动的要求.最后,在实验室静态环境和车载环境下,分别开展了速度积分匹配和速度十位置组合导航动基座对准仿真实验.仿真结果表明,提出的速度积分匹配方法具有误差估计量收敛速度快的特点,在对准精度不降低的情况下相对组合导航匹配方式能有效缩短动基座对准时间,并能基于旋转调制惯导取消动基座对准对载机的机动需求.     

Kalman弹道滤波器的快速收敛性研究

在弹道修正过程中,需根据一段实测弹道参数,准确地估算常规弹箭的飞行弹道。工程中,常应用Kalman滤波方法,结合质点弹道模型建立六状态滤波弹道模型。速度初值估计的准确性,是对滤波过程造成影响的主要因素。为改善这一状况,采用多项式拟合用以对速度状态进行估计并以此作为滤波初始值。在此种估计下滤波,速度滤波过程可快速收敛,位置滤波过程收敛速度大幅度提高,可使最优弹道诸元参数获取时间缩短30%。