一种新的航空发动机自适应模型设计与仿真

提出了一种基于机载非线性发动机模型,且具有输入端积分补偿的卡尔曼滤波器估计器的发动机自适应模型设计方法。其主旨是经过相似变换,在非线性相对弱化的另一坐标区域内设计常规卡尔曼滤波估计器,利用所得卡尔曼估计器对各估计回路的初步解耦,进一步在各观测回路中引入输入误差积分激励,对滤波器的输入进行实时积分修正,充分实现各估计参数回路的静态解耦。同时,将该卡尔曼滤波器与机载非线性实时模型综合,从而使发动机自适应模型具有大范围无静差参数跟踪能力。最后,对所提出建立的自适应模型的参数估计能力和鲁棒性进行了数字仿真验证。     

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.     

Efficient Approximation of Kalman Filter for Target Tracking

A Kalman filter in the Cartesian coordinates is described for a maneuvering target when the radar sensor measures range, bearing, and elevation angles in the polar coordinates at high data rates. An approximate gain computation algorithm is developed to determine the filter gains for on-line microprocessor implementation. In this approach, gains are computed for three uncoupled filters and multiplied by a Jacobian transformation determined from the measured target position and orientation. The algorithm is compared with the extended Kalman filter for a typical target trajectory in a naval gun fire control system. The filter gains and the tracking errors for the proposed algorithm are nearly identical to the extended Kalman filter, while the computation requirements are reduced by a factor of four.     

Kalman filtering with state equality constraints

Kalman filters are commonly used to estimate the states of a dynamic system. However, in the application of Kalman filters there is often known model or signal information that is either ignored or dealt with heuristically. For instance, constraints on state values (which may be based on physical considerations) are often neglected because they do not fit easily into the structure of the Kalman filter. A rigorous analytic method of incorporating state equality constraints in the Kalman filter is developed. The constraints may be time varying. At each time step the unconstrained Kalman filter solution is projected onto the state constraint surface. This significantly improves the prediction accuracy of the filter. The use of this algorithm is demonstrated on a simple nonlinear vehicle tracking problem     

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.     

Passive Position Location Estimation Using the Extended Kalman Filter

Several papers have been published recently using the method ofleast squares for passive position location estimation. While the Kalman filter is mentioned as an alternative approach in most ofthese papers, none of the papers actually compare the performanceof the Kalman filter with the method of least squares. In this paper,the performances of the extended Kalman filter and the iteratedextended Kalman filter are compared with the method of leastsquares. Monte Carlo results are given showing how the a prioricovariance matrix influences the accuracy of the extended Kalmanfilter.     

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     

基于置信度加权的组合导航数据融合算法

 针对联邦滤波融合算法中由于模型量测噪声统计特性未能被准确描述导致其子滤波器误差变大,进而导致联邦滤波估计出现偏差的问题,为了改进联邦滤波融合方法,将模糊自适应卡尔曼滤波方法和置信度加权方法与联邦滤波融合方法相结合,应用于组合导航系统。该方法首先将模糊自适应卡尔曼滤波方法应用于各子滤波器,使其能够跟踪真实量测噪声统计特性。然后通过模糊方法计算得到各子滤波器的置信度,进而得到联邦滤波器的置信度,再由得到的置信度对各子滤波器及联邦滤波器输出进行加权,得到最终的全局输出。对车载组合导航系统的仿真结果表明,这种算法对量测噪声具有较强的自适应性,能够抑制置信度低的子滤波器在融合系统中所占的权重,提高联邦滤波融合算法的精度,是一种可行的车载组合导航数据融合算法。     

Sensor Netting via the Discrete Time Extended Kalman Filter

An implementation is presented of the discrete time extended Kalman filter which the authors have found useful for sensor netting in a variety of tactical radar and ballistic missile defense (BMD) applications. A Potter square root version of the extended Kalman filter is used where vector measurements are processed serially. Both the state and covariance equations are initialized by processing past measurements. The initialization technique and the filter are used in two tactical radar tracking examples.     

卡尔曼滤波在自旋卫星章动控制中的应用

细长体结构卫星的自旋运动是不稳定的,章动有发散趋势,须进行实时的章动监视,且章动角的测量值包含有误差.通过引入一个离散控制过程的系统,介绍了卡尔曼滤波器的基本原理,建立了自旋卫星自旋运动简化的动力学模型,给出了运动方程和观测方程,详细地推导了适用于自旋卫星章动控制的卡尔曼滤波处理过程,利用该模型对某自旋卫星章动进行仿真计算,并对姿态章动联合控制和应急章动控制情况下的章动控制应用情况进行分析,得出结论：基于卡尔曼滤波的卫星章动角计算的方法正确、结果准确.     

Tracking targets using adaptive Kalman filtering

A simple algorithm for estimating the unknown process noise variance of an otherwise known linear plant, using a Kalman filter is suggested. The process noise variance estimator is essentially dead beat, using the difference between the expected prediction error variance, computed in the Kalman filter, and the measured prediction error variance. The estimate is used to adapt the Kalman filter. The use of the adaptive filter is demonstrated in a simulated example in which a wildly maneuvering target is tracked     

A Kalman Filter Based Tracking Scheme with Input Estimation

Beginning with the derivation of a least squares estimator that yields an estimate of the acceleration input vector, this paper first develops a detector for sensing target maneuvers and then develops the combination of the estimator, detector, and a "simple" Kalman filter to form a tracker for maneuvering targets. Finally, some simulation results are presented. A relationship between the actual residuals, assuming target maneuvers, and the theoretical residuals of the "simple" Kalman filter that assumes no maneuvers, is first formulated. The estimator then computes a constant acceleration input vector that best fits that relationship. The result is a least squares estimator of the input vector which can be used to update the "simple" Kalman filter. Since typical targets spend considerable periods of time in the constant course and speed mode, a detector is used to guard against automatic updating of the "simple" Kalman filter. A maneuver is declared, and updating performed, only if the norm of the estimated input vector exceeds a threshold. The tracking sclheme is easy to implement and its capability is illustrated in three tracking examples.     

Adaptive Two-Stage Extended Kalman Filter for a Fault-Tolerant INS-GPS Loosely Coupled System

The well-known conventional Kalman filter requires an accurate system model and exact stochastic information. But in a number of situations, the system model has an unknown bias, which may degrade the performance of the Kalman filter or may cause the filter to diverge. The effect of the unknown bias may be more pronounced on the extended Kalman filter (EKF), which is a nonlinear filter. The two-stage extended Kalman filter (TEKF) with respect to this problem has been receiving considerable attention for a long time. Recently, the optimal two-stage Kalman filter (TKF) for linear stochastic systems with a constant bias or a random bias has been proposed by several researchers. A TEKF can also be similarly derived as the optimal TKF. In the case of a random bias, the TEKF assumes that the information of a random bi?s is known. But the information of a random bias is unknown or partially known in general. To solve this problem, this paper proposes an adaptive two-stage extended Kalman filter (ATEKF) using an adaptive fading EKF. To verify the performance of the proposed ATEKF, the ATEKF is applied to the INS-GPS (inertial navigation system-Global Positioning System) loosely coupled system with an unknown fault bias. The proposed ATEKF tracked/estimated the unknown bias effectively although the information about the random bias was unknown.     

自适应高阶容积卡尔曼滤波在目标跟踪中的应用

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。     

Adaptive Tracking Filter for Maneuvering Targets

A general method of continually restructuring an optimum Bayes-Kalman tracking filter is proposed by conceptualizing a growing tree of filters to maintain optimality on a target exhibiting maneuver variables. This tree concept is then constrained from growth by quantizing the continuously sensed maneuver variables and restricting these to a small value from which an average maneuver is calculated. Kalman filters are calculated and carried in parallel for each quantized variable. This constrained tree of several parallel Kalman filters demands only modest om; puter time, yet provides very good performance. This concept is implemented for a Doppler tracking system and the performance is compared to an extended Kalman filter. Simulation results are presented which show dramatic tracking improvement when using the adaptive tracking filter.     

基于超球体平方根无迹Kalman滤波算法的涡扇发动机气路部件故障诊断

研究了一种超球体平方根无迹Kalman滤波算法用来有效跟踪涡扇发动机气路部件发生渐变性和突变性故障的健康参数.该算法通过超球体单形采样来降低算法的计算量,采用测量残差协方差阵的平方根代替方差阵进行递推运算,提高了算法的计算效率和数值稳定性.分别采用扩展Kalman滤波算法、无迹Kalman滤波算法和超球体平方根无迹Kalman滤波算法对某型涡扇发动机进行仿真,结果表明:超球体平方根无迹Kalman滤波算法的滤波时间减少50%左右,能够实现渐变性和突变性故障中健康参数的准确估计,是一种有效的涡扇发动机气路部件参数估计和故障诊断方法.      

基于视觉的行人引领移动机器人导航方法研究

移动机器人通过跟随领航员以实现导航是一种便捷的导航方式。针对行人引领导航中的领航员定位问题,提出了一种基于视觉的行人引领导航方法。该方法利用卡尔曼滤波器预测领航员的位置和尺度,并基于深度神经网络的行人检测器提供的结果更新滤波器的状态。为了关联检测结果和卡尔曼滤波器预测结果,提出了2个指标用于衡量两者之间的关联性。其中,为了提高在多个行人中辨认领航员的可靠性,创新性地引入了一个孪生神经网络,使用该网络全连接层提取的特征作为候选人的特征描述子,并通过计算特征之间的余弦距离来验证检测器检测到的行人身份。此外,当卡尔曼滤波器跟踪领航员失败时,综合考虑检测结果和孪生网络的判断结果重新初始化卡尔曼滤波器,以实现持续的领航员定位。视频实验和物理机器人实验验证了所提出的方法的有效性和可靠性。     

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。     

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.     

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.