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This paper addresses the problem of high-resolution parameter estimation (harmonic retrieval) and model-order selection for superimposed sinusoids. The harmonic retrieval problem is analyzed using a nonlinear parameter estimation approach. Estimation is performed using several nonlinear estimators with signals embedded in white and colored Gaussian noise. Simulation results demonstrate that the nonlinear filters perform close to the Cramer-Rao bound. Model order selection is performed in Gaussian and non-Gaussian noise. The problem is formulated using a multiple hypothesis testing approach with assumed known a priori probabilities for each hypothesis. Parameter estimation is performed using the extended Kalman filter when the noise is Gaussian. The extended high-order filter (EHOF) is implemented in non-Gaussian noise. Simulation results demonstrate excellent performance in selecting the correct model order and estimating the signal parameters 相似文献
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针对离散非线性系统的状态平滑问题,基于Rauch-Tung-Striebel(RTS)理论设计了一种容积卡尔曼平滑器(Cubature Kalman Smoother,CKS),即容积Rauch-Tung-Striebel平滑器(RTSCKS)。首先,基于经典贝叶斯状态估计理论框架,推导了状态概率密度分布形式的非线性系统最优平滑算法;其次,基于Rauch-Tung-Striebel理论,建立了相应的最优平滑递推算法;然后,将其与容积卡尔曼滤波算法相结合,建立了递推形式的RTS-CKS平滑器;最后,通过典型的纯方位跟踪模型验证了该平滑器的可行性和有效性。该平滑器为非线性系统的状态估计提供了新的估计算法。 相似文献
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针对被动传感器跟踪系统非线性较强问题,提出了一种基于改进高斯混合粒子滤波的被动传感器目标跟踪算法。该算法基于Sigma点卡曼滤波和粒子滤波的特点,用有限的高斯混合模型来近似后验状态密度、系统噪声和观测噪声的分布。然后结合遗传算法和EM算法来实现模型的降阶,克服了EM算法假定混合成分数为已知、迭代的结果需要依赖初始值、可能收敛到局部最大点或可能收敛到参数空间的边界的缺点,从而改善粒子枯竭的问题。仿真实验结果表明在被动传感器跟踪领域,与传统粒子滤波、基于EM的高斯混合粒子滤波和基于贪心EM的高斯混合粒子滤波相比,该算法在保持高精度估计能力的同时,具有较强的鲁棒性,是解决非线性系统状态估计问题的一种有效方法。 相似文献
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The problem of identification and tracking of time-varying nonlinear systems is addressed. In particular, the Wiener system that consists of a dynamic time-varying linear part followed by a fixed nonlinearity and the Hammerstein system in which the order of these two blocks is reversed are studied. The extended Kalman filter (EKF) algorithm is applied. It is also shown that this algorithm can be reformulated in terms of a nonlinear minimization problem with a quadratic inequality constraint in order to ensure exponential stability, resulting in the algorithm CEKF. As indicated by means of numerical examples, this latter algorithm is less sensitive to the chosen initialization than the EKF. The proposed algorithms depend on certain second-order statistics that may be unknown in a typical scenario. A method for estimation of these quantities is proposed. It is demonstrated that the suggested algorithms can be successfully applied to the problem of acoustic echo cancelation 相似文献
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The Kalman-filter parameter estimator is extended to the case of estimation of the parameters of a linearised model of a nonlinear system. To illustrate the technique, an electric-arc-furnace electrode-controller model, whose parameters are known approximately a priori, is tuned by applying the extended Kalman filter to measurements of pseudorandom binary-sequency system-input disturbance and response. 相似文献
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针对移动外辐射源跟踪问题,提出一种融合到达角(Angle of Arrival,AOA)与到达时间差(Time Difference of Arrival,TDOA)观测量的量测转换Kalman滤波(Converted Measurement Kalman Filter,CMKF)算法。首先,采用了一种考虑了传感器位置偏差影响的无源定位算法作为转换非线性的AOA与TDOA观测量至笛卡尔坐标系下观测量的方法,并证明了当AOA与TDOA的测量噪声以及传感器位置偏差都服从高斯分布且噪声强度不大时,该量测转换方法的位置转换误差能达到克拉美罗(Cramér-Rao Lower Bound,CRLB)界;其次,在量测转换的基础上构建了关于移动外辐射源的线性状态空间模型,将非线性的目标跟踪问题转化为线性滤波问题,并最终使用标准Kalman滤波器实时跟踪移动外辐射源位置。仿真结果不仅验证了量测转换精度与理论分析结论吻合,还表明了所提CMKF算法的跟踪精度同时优于扩展Kalman滤波器、无迹滤波器以及粒子滤波器。 相似文献
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Galantowicz J.F. Entekhabi D. Njoku E.G. 《Geoscience and Remote Sensing, IEEE Transactions on》1999,37(4):1860-1870
Sequential data assimilation (Kalman filter optimal estimation) techniques are applied to the problem of retrieving near-surface soil moisture and temperature state from periodic terrestrial radiobrightness observations that update soil heat and moisture diffusion models. The retrieval procedure uses a time-explicit numerical model to continuously propagate the soil state profile, its error of estimation, and its interdepth covariances through time. The model's coupled soil moisture and heat fluxes are constrained by micrometeorology boundary conditions drawn from observations or atmospheric modeling. When radiometer data are available, the Kalman filter updates the state profile estimate by weighing the propagated state, error, and covariance estimates against an a priori estimate of radiometric measurement error. The Kalman filter compares predicted and observed radiobrightnesses directly, so no inverse algorithm relating brightness to physical parameters is required. The authors demonstrate Kalman filter model effectiveness using field observations and a simulation study. An observed 1 m soil state profile is recovered over an eight-day period from daily L-band observations following an intentionally poor initial state estimate. In a four-month simulation study, they gauge the longer term behavior of the soil state retrieval and Kalman gain through multiple rain events, soil dry-downs, and updates from radiobrightnesses 相似文献
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多站无源跟踪量测方程非线性强,对跟踪算法的稳定性及精度提出了更高的要求。为实现稳定高精度跟踪,提出了新的基于边缘化卡尔曼滤波(MKF)的多机无源跟踪算法。该算法将非线性的量测方程表示为p阶Hermite多项式的加权和,将加权矩阵的先验分布建模为高斯过程,求得其后验分布后对其进行积分来消除加权矩阵的影响,最终可得对状态及其协方差矩阵估计的闭式解。以只测角跟踪为例对所提算法性能进行验证,仿真结果表明,相对于扩展卡尔曼滤波(EKF)算法、不敏卡尔曼滤波(UKF)算法及容积卡尔曼滤波(CKF)算法,所提算法具有更好的跟踪性能。 相似文献
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使用汽车雷达进行多目标跟踪时,为了提高航迹关联效率并改善非线性场景跟踪效果,提出了结合匈牙利指派和卡尔曼重要性采样的粒子滤波(Particle Filter with Kalman Importance Sampling,PF-KIS)算法。首先,将航迹关联分解为聚类和指派,通过密度聚类筛选并整合有效目标,经过匈牙利指派得到目标和航迹的最佳匹配关系,避免产生多余联合事件,提高关联效率;其次,以卡尔曼滤波的结果作为粒子滤波的先验,使采样粒子分布更合理,提高估计精度,进而改善非线性跟踪能力。实验表明,算法平均航迹关联正确率约为95%;非线性场景误差约为卡尔曼滤波的1/2,有效地改善了非线性场景跟踪能力。 相似文献
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This article deals with the problem of maneuvering target tracking which results in a mixed linear/non-linear model estimation problem.For maneuvering tracking system,extended Kalman filter (EKF) or particle filter (PF) is traditionally used to estimate the states.In this article,marginalized particle filter (MPF) is presented for application in a mixed linear/non-linear model estimation problem.MPF is a combination of Kalman filter (KF) and PF.So it holds both advantage of them and can be used for mixed linear/non-linear substructure,where the conditionally linear states are estimated using KF and the nonlinear states are estimated using PF.Simulation results show that MPF guarantees the estimation accuracy and alleviates the potential computational burden problem compared with PF and EKF in maneuvering target tracking application. 相似文献
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在贝叶斯框架下的多目标跟踪算法中,总是假设杂波的先验信息是已知的。然而,实际应用中,杂波分布一般是未知的,假设的杂波分布往往与实际情况匹配度差,难以保证滤波精度。针对该问题,该文研究了未知杂波势估计概率假设密度(CPHD)滤波算法。首先,提出一种基于狄利克雷过程混合模型(DPMM)类的未知杂波CPHD算法,该算法能够自动选取合适的类数对杂波进行描述,有效降低了杂波空间分布估计的误差。此外,提出样本集校正的思想,并将其引入所提算法,通过去除样本集中由真实目标产生的量测,较好地解决了杂波数过估和目标数低估的问题。与传统算法相比,所提算法的滤波精度更接近于杂波信息匹配情况下的性能,仿真结果验证了其优越性与鲁棒性。 相似文献
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首先针对无源传感器目标跟踪中的非线性问题,将高斯-厄米特求积分规则运用于高斯混合概率假设密度滤波,提出一种求积分卡尔曼概率假设密度滤波。其次,针对未知时变过程噪声,将基于极大后验估计原理的噪声估计器运用到概率假设密度滤波中,同时依据目标状态一步预测与状态滤波结果之间的残差,提出一种对滤波发散情况判断和抑制的算法。最后通过无源传感器双站跟踪仿真表明:相较于已有的非线性高斯混合概率假设密度滤波,所提算法有更高的精度,并且在未知时变噪声环境中具有较好跟踪效果。 相似文献
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为解决目标跟踪中因系统滤波初值不准确和噪声统计特性未知引起标准非线性卡尔曼算法估计误差变大问题,该文提出一种基于残差的模糊自适应(RTSFA)非线性目标跟踪算法。在确定采样型滤波基本框架的基础上,给出了在线性化误差约束条件下高斯权值的积分一般形式,并利用李雅普诺夫第二方法证明了该算法估计误差有界收敛的充分条件。进一步构建自适应噪声协方差矩阵在线估计噪声特性,并引入Takagi-Sugeno模型和量测椭球界限规则选择噪声估计器调节因子,有效提高了算法的收敛速度和滤波精度。通过滤波初值信息不明和量测噪声时变的纯方位目标跟踪模型,验证了非线性目标跟踪算法具有更好的跟踪精度和更强的鲁棒性。 相似文献