Finite-dimensional filters with nonlinear drift. XV. New directmethod for construction of universal finite-dimensional filter

We consider the explicit solution of Duncan-Mortensen-Zakai (DMZ) equation for the finite-dimensional filtering system. We show that under certain conditions, the nonlinear filtering system can be solved explicitly with an arbitrary initial condition by solving a system of ordinary differential equations and a Kolmogorov-type equation. Let n be the dimension of state space. We show that we need only n sufficient statistics in order to solve the DMZ equation     

Nonlinear filtering and time varying Schrodinger equation

Based on our previous work we have successfully reduced the nonlinear filtering problem for Yau filtering system to the time-varying Schrodinger equation. In order to solve the nonlinear filtering problem, one needs to solve the time-varying Schrodinger equation with an arbitrary initial condition. We then solve the time-varying Schrodinger equation by constructing the fundamental solution explicitly via a system of nonlinear ODES in case the potential is quadratic in state variables. This system of nonlinear ODES is solved explicitly by the power series method.     

Wavelet filtering of measurement information in unmanned aerial vehicle control system

The problems of filtering the measurement signals in the unmanned aerial vehicle control system are considered. We propose that the methods of filtering based on the wavelet transformation be used.     

Finite-dimensional filters with nonlinear drift. V: solution to Kolmogorov equation arising from linear filtering with non-Gaussian initial condition

Despite its usefulness, the Kalman-Bucy filter is not perfect. One of its weaknesses is that it needs a Gaussian assumption on the initial data. Recently Yau and Yau introduced a new direct method to solve the estimation problem for linear filtering with non-Gaussian initial data. They factored the problem into two parts: (1) the on-line solution of a finite system of ordinary differential equations (ODEs), and (2) the off-line calculation of the Kolmogorov equation. Here we derive an explicit closed-form solution of the Kolmogorov equation. We also give some properties and conduct a numerical study of the solution.     

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.     

Nonlinear filtering: A hybrid approximation scheme

This paper is concerned with nonlinear filtering schemes for systems which allow non-Gaussian noise. Using the most probable trajectory (MPT) approach, a finite-dimensional recursive hybrid filtering scheme is derived. By appropriately selecting a switching process, a linear hybrid system can be obtained that approximates the original nonlinear system. Then the MPT approach is used to obtain the hybrid filtering schemes for the nonlinear systems. Numerical experiments are carried out and reported     

Multitarget Bayes filtering via first-order multitarget moments

The theoretically optimal approach to multisensor-multitarget detection, tracking, and identification is a suitable generalization of the recursive Bayes nonlinear filter. Even in single-target problems, this optimal filter is so computationally challenging that it must usually be approximated. Consequently, multitarget Bayes filtering will never be of practical interest without the development of drastic but principled approximation strategies. In single-target problems, the computationally fastest approximate filtering approach is the constant-gain Kalman filter. This filter propagates a first-order statistical moment - the posterior expectation - in the place of the posterior distribution. The purpose of this paper is to propose an analogous strategy for multitarget systems: propagation of a first-order statistical moment of the multitarget posterior. This moment, the probability hypothesis density (PHD), is the function whose integral in any region of state space is the expected number of targets in that region. We derive recursive Bayes filter equations for the PHD that account for multiple sensors, nonconstant probability of detection, Poisson false alarms, and appearance, spawning, and disappearance of targets. We also show that the PHD is a best-fit approximation of the multitarget posterior in an information-theoretic sense.     

单兵火箭弹捷联导引滤波方法研究

为降低单兵制导火箭弹的成本,同时确保其具有较高的命中精度,进行了单兵火箭弹捷联导引滤波方法研究。首先,推导了视线角速度的解耦公式,去除了导引头测量信息中耦合的弹体姿态信息;然后,建立了视线运动方程和测量模型,为了解决测量信息与弹目距离和接近速度的弱相关性,使用一个时变Gauss-Markov随机向量代替视线运动方程中的非线性部分,采用UKF滤波方法得到可用于制导控制律设计的视线角速度的实时估计值;最后,通过正交仿真验证了所设计的单兵火箭弹捷联导引滤波方法的可行性。     

非线性状态方程自校准滤波方法

针对工程实际中遇到的非线性系统状态方程中含未知输入（如环境因素的影响、模型和参数选取不当等）的情况,采用自校准技术,基于秩滤波与无迹Kalman滤波算法提出了一种非线性状态方程自校准滤波方法,并分别讨论了自校准秩滤波(SRF)与自校准无迹Kalman滤波(SUKF)两种情况。大量仿真结果和工程应用表明:与无迹Kalman滤波(UKF)相比,该方法通过对系统状态方程中的未知输入进行自动估计和补偿,改善了系统受未知输入影响下的滤波效果,从算例中可以看到,估计精度至少提高了80%,且计算简单,便于工程应用。      

Optical moving target detection with 3-D matched filtering

Three-dimensional (3-D) matched filtering has been suggested as a powerful processing technique for detecting weak, moving optical targets immersed in a background noise field. The procedure requires the processing of entire sequences of frames of optical scenes containing the moving targets. The 3-D processor must be properly matched to the target signature and its velocity vector, but will simultaneously detect all targets to which it is matched. The results of a study to evaluate the 3-D processor are presented. Simulation results are reported which show the ability of the processor to detect targets well below the background level. These results demonstrate the capability and robustness of the processor, and show that the algorithms, although somewhat complicated, can be implemented readily. Some effects on the number of frames processed, target flight scenarios, and velocity and signature mismatch are also presented. The ability to detect multiple targets is demonstrated     

Robust H/sub /spl infin// filtering of fuzzy dynamic systems

Robust H/sub /spl infin// filtering of complex nonlinear systems which can be represented by a fuzzy dynamic model is presented. Based on a nominal model, a common positive definite matrix P, and a piecewise continuous Lyapunov function respectively, three kinds of new filtering design methods are proposed using quadratic stability theory and linear matrix inequalities (LMIs). It is shown that the filtering system is quadratically stable with disturbance attenuation if there exists a positive definite matrix solution to a LMI or a set of LMIs. An example is also given to demonstrate the performance of the proposed filtering design methods.     

Optimal filtering for systems with finite-step autocorrelated noises and multiple packet dropouts

This paper addresses the optimal filtering problem for a class of uncertain dynamical systems with multiple packet dropouts and finite-step correlated observation noises. By rearranging the stochastic terms in the transmission and measurement matrices of the dynamical system into the noises directly, the process noises and observation noises in resulted system depend on the state as well as the stochastic uncertain perturbations, and are not only autocorrelated respectively but also cross-correlated. For this complicated dynamical system, instead of designing a Kalman-type filter, a globally optimal filtering in the minimum mean square error sense is developed by exploiting sufficiently the statistical properties of correlated noises. Numerical simulation is provided to demonstrate the performance of the proposed filter.     

Mismatched filtering of odd-periodic binary sequences

Binary sequences with perfect periodic autocorrelation functions, as required in communications, radar, and measuring, are not known for any lengths >4. As a possible remedy, mismatched filtering can be used to entirely suppress any sidelobes of the periodic autocorrelation function at the expense of a reduced signal-to-noise ratio (SNR). In this work, the mismatched filtering method is extended to the odd-periodic autocorrelation function whose technical implementation is no more complex than that of periodic sequences. A new class of odd-periodic binary sequences is constructed that exist for many more lengths and exhibit significantly lower mismatched filtering losses than any known periodic sequences     

基于自适应粒子滤波的涡扇发动机故障诊断

针对涡扇发动机非线性、非高斯的特点,提出了一种自适应的粒子滤波算法用于涡扇发动机气路部件突变故障的诊断.为了减小算法的计算量并且保证滤波精度,分析了滤波精度和样本数目的关系,提出根据滤波过程中状态的方差自适应地调整粒子数,在保证一定的滤波精度下可以有效地减少滤波过程中使用的粒子数,提高了算法的实时性.同时,引入扩展卡尔曼滤波(EKF)用于更新粒子,产生重要概率密度函数,在一定程度上避免了粒子的退化.通过某型涡扇发动机的仿真分析表明:改进的算法相比标准粒子滤波算法用于涡扇发动机气路部件故障诊断时,参数估计的方均根误差减小了50%左右,且算法的计算量减小了30%.     

基于数字滤波的低频时码秒脉冲抖动平滑方法研究

低频时码授时信号在接收时,由于环境等因素的影响会导致解调得到的低频时码秒脉冲出现抖动。为减小该抖动现象对低频时码定时精度的影响,基于我国低频时码授时系统(BPC),研究并设计基于数字滤波的秒脉冲抖动平滑方法,通过仿真实验,验证分析了最小均方误差(LMS)自适应滤波算法和卡尔曼滤波算法的有效性和抖动平滑性能。结果表明,低频时码秒脉冲的抖动现象可以通过BPC 1PPS (one pulse per second)和本地1PPS之间的相位差波动情况反映;LMS自适应滤波算法和卡尔曼滤波算法对BPC 1PPS的抖动平滑处理均有明显效果,卡尔曼滤波算法的抖动平滑效果更优,但存在一定的收敛时间,LMS自适应滤波算法的滤波结果响应速度快,但抖动平滑性能受滤波器阶数的影响。所以,在实际应用中,应根据实际需求选择合适的滤波器及相关参数。     

基于矢量化检测联邦滤波的INS/BDS/地磁组合导航容错方法

组合导航能够将多种类型的导航信息进行结合,实现优势互补,因此成为了目前导航应用领域的主要发展方向。然而,导航信息的增多势必会引入更多的风险源,从而降低导航系统的可靠性。基于联邦滤波的容错方法是目前抑制故障信息影响的主要解决手段,但是现有的故障容错方法普遍采用统一的检测机制,没有根据各个导航子系统的误差传播特性针对性地构建故障检测模型,因此会引起较高的误警率与漏检率。针对上述问题,提出了基于矢量化检测联邦滤波的INS/BDS/地磁组合导航容错方法。通过构建面向INS/BDS/地磁不同导航信息的故障检测函数,能够实现更加准确的矢量化信息分配,从而可以有效避免可用导航信息的损失以及故障导航信息对整体系统的影响。仿真结果表明,提出的方法可以有效隔离不同类型的故障信息,并减小其对无故障导航信息及整体系统的影响,从而提高了组合导航的精度和可靠性。     

Adaptive distributed filtering in multicoordinated systems

The direct estimation of optimal steady-state gain in the single filtering process introduced by B. Carew et al. (1973) is extended to multicoordinated systems, and the distributed optimal steady-state gains are directly estimated for adaptive distributed filtering. The correlation method using distributed innovation processes is used. The algorithm assumes little prior information about the unknown covariances and adaptively changes the weights to best integrate the distributed estimates obtained in local filtering processes. The term best is used in the sense that the result of the adaptive distributed filtering is as close to that of the optimal distributed filtering as possible     

Optimal robust non-fragile Kalman-type recursive filtering with finite-step autocorrelated noises and multiple packet dropouts

In this paper, the optimal robust non-fragile Kalman-type recursive filtering problem is studied for a class of uncertain systems with finite-step autocorrelated measurement noises and multiple packet dropouts. The system state, measurement output and filter parameters are all subject to stochastic uncertainties or multiplicative noises, where the measurement noises are finite-step autocorrelated. When there exist multiple packet dropouts in the system output, the original system is converted into an auxiliary stochastic uncertain system by the augmentation of system states and measurements. The process noises and measurement noises of the auxiliary system are shown to be finite-step autocorrelated and cross-correlated. Then, a robust non-fragile Kalman-type recursive filter is designed that is optimal in the minimum-variance sense. The proposed filter is not only robust against the uncertainties in the system model and measurement model, but also non-fragile against the implementation error with the filter parameters. Simulation results are employed to demonstrate the effectiveness of the proposed method.     

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.     

多传感器组合导航系统的多尺度异步信息融合算法

首先,将状态方程采用数据块变换的方式得到新的状态块方程,并将量测方程表达为数据块的形式;然后,将量测向量进行多层小波变换以得到新的量测向量,结合状态块方程进行卡尔曼滤波;最后,利用异步贯序滤波的方法,建立了基于全局的最优估计值。将上述算法应用于GPS/SST/高度表/SINS多组合导航系统,仿真结果表明:相对于单一尺度的异步滤波算法,该算法可明显地提高系统的滤波精度。