Chebyshev polynomial Kalman filter

A novel Gaussian state estimator named Chebyshev polynomial Kalman filter is proposed that exploits the exact and closed-form calculation of posterior moments for polynomial nonlinearities. An arbitrary nonlinear system is at first approximated via a Chebyshev polynomial series. By exploiting special properties of the Chebyshev polynomials, exact expressions for mean and variance are then provided in computationally efficient vector-matrix notation for prediction and measurement update. Approximation and state estimation are performed in a black-box fashion without the need of manual operation or manual inspection. The superior performance of the Chebyshev polynomial Kalman filter compared to state-of-the-art Gaussian estimators is demonstrated by means of numerical simulations and a real-world application.     

基于有限域上Chebyshev多项式的密钥协商方案

利用传统RSA算法和有限域上离散对数问题,提出一种新的基于混沌映射的密钥协商方案。该方案基于有限域上Chebyshev多项式良好的半群特性,运用RSA算法巧妙地隐藏通信双方产生的有限域上的Cheby-shev多项式值,从而避免了以往的种种主动攻击,保证了密钥协商的安全;同时,该密钥协商方案还实现了身份认证功能。理论分析和软件实现证明了该方案的可行性、正确性和安全性。     

A chaotic communication system of improved performance based on the Derivative-free nonlinear Kalman filter

The Derivative-free nonlinear Kalman Filter is used for developing a communication system that is based on a chaotic modulator such as the Duffing system. In the transmitter’s side, the source of information undergoes modulation (encryption) in which a chaotic signal generated by the Duffing system is the carrier. The modulated signal is transmitted through a communication channel and at the receiver’s side demodulation takes place, after exploiting the estimation provided about the state vector of the chaotic oscillator by the Derivative-free nonlinear Kalman Filter. Evaluation tests confirm that the proposed filtering method has improved performance over the Extended Kalman Filter and reduces significantly the rate of transmission errors. Moreover, it is shown that the proposed Derivative-free nonlinear Kalman Filter can work within a dual Kalman Filtering scheme, for performing simultaneously transmitter–receiver synchronisation and estimation of unknown coefficients of the communication channel.     

用于弹道目标跟踪的新的非线性滤波算法

针对再入阶段弹道目标的跟踪问题,提出一种新的自适应滤波算法,即强跟踪有限差分扩展卡尔曼滤波（STFDEKF）算法,用于非线性系统的目标跟踪。该方法使用Sterling内插公式进行多项式的近似,从而实现对非线性函数的近似,避免了非线性函数的求导运算;并且算法中引入强跟踪的因子来修正先验的协方差矩阵。新算法改进了跟踪精度,扩大了应用范围,增强了滤波收敛性。仿真实验将新算法与扩展卡尔曼滤波器（EKF）、有限差分扩展卡尔曼滤波器（FDEKF）进行了比较,结果表明,STFDEKF在跟踪精度和滤波可靠性上均优于EKF和FDEKF,但其计算复杂性更大。得出结论,STFDEKF是个很有效的非线性滤波算法。     

Blind Source Separation of Postnonlinear Convolutive Mixture

In this paper, a novel solution is developed to solve blind source separation of postnonlinear convolutive mixtures. The proposed model extends the conventional linear instantaneous mixture model to include both convolutive mixing and postnonlinear distortion. The maximum-likelihood (ML) approach solution based on the expectation-maximization (EM) algorithm is developed to estimate the source signals and the parameters in the proposed nonlinear model. In the proposed solution, the sufficient statistics associated with the source signals are estimated in the E-step, while the model parameters are optimized through these statistics in the M-step. However, the complication resulted from the postnonlinear function associated with the mixture renders these statistics difficult to be formulated in a closed form and hence causes intractability in the parameter optimization. A computationally efficient algorithm is proposed which uses the extended Kalman smoother (EKS) to facilitate the E-step tractable and a set of self-updated polynomials is used as the nonlinearity estimator to facilitate closed form estimations of the parameters in the M-step. The theoretical foundation of the proposed solution has been rigorously developed and discussed in details. Both simulations and recorded speech signals have been carried out to verify the success and efficacy of the proposed algorithm. Remarkable improvement has been obtained when compared with the existing algorithms.     

NARX model based nonlinear dynamic system identification using low complexity neural networks and robust H∞ filter

This paper proposes NARX (nonlinear autoregressive model with exogenous input) model structures with functional expansion of input patterns by using low complexity ANN (artificial neural network) for nonlinear system identification. Chebyshev polynomials, Legendre polynomials, trigonometric expansions using sine and cosine functions as well as wavelet basis functions are used for the functional expansion of input patterns. The past input and output samples are modeled as a nonlinear NARX process and robust H_∞ filter is proposed as the learning algorithm for the neural network to identify the unknown plants. H_∞ filtering approach is based on the state space modeling of model parameters and evaluation of Jacobian matrices. This approach is the robustification of Kalman filter which exhibits robust characteristics and fast convergence properties. Comparison results for different nonlinear dynamic plants with forgetting factor recursive least square (FFRLS) and extended Kalman filter (EKF) algorithms demonstrate the effectiveness of the proposed approach.     

基于加权最小二乘的卡尔曼滤波算法

为了将卡尔曼滤波(KF)应用于非线性系统中,利用了离散采样点将非线性模型线性化.通过加权最小二乘原理.得到近似的线性化模型,再将KF算法应用于这个线性模型中.结果表明,加权最小二乘与KF结合的方法在非线性模型中的计算结果同扩展卡尔曼滤波(EKF)算法接近,且不需要EKF那样求偏导就能很容易地应用到非线性系统中.这种方法实现容易,预测可靠,具有实际应用的价值.     

基于实数域扩散离散Chebyshev多项式的公钥加密算法

将Chebyshev多项式与模运算相结合,对其定义在实数域上进行了扩展,经过理论验证和数据分析,总结出实数域多项式应用于公钥密码的一些性质.利用RSA公钥算法和ElGamal公钥算法的算法结构,提出基于有限域离散Chebyshev多项式的公钥密码算法.该算法结构类似于RSA算法,其安全性基于大数因式分解的难度或者与El...     

基于平方根UKF的SLAM算法

同步定位与地图构建（SLAM）是移动机器人实现真正自主的关键,无迹卡尔曼滤波（UKF）由于直接利用系统非线性模型而在SLAM问题中得到广泛的应用。基于平方根滤波可以确保协方差矩阵的非负定的思想,将平方根UKF应用到SLAM问题中,确保了SLAM算法的稳定性,并得到了较高的估计精度。仿真结果表明,该算法是有效的。     

Online identification of nonlinear multivariable processes using self‐generating RBF neural networks

This paper addresses the problem of online model identification for multivariable processes with nonlinear and time‐varying dynamic characteristics. For this purpose, two online multivariable identification approaches with self‐organizing neural network model structures will be presented. The two adaptive radial basis function (RBF) neural networks are called as the growing and pruning radial basis function (GAP‐RBF) and minimal resource allocation network (MRAN). The resulting identification algorithms start without a predefined model structure and the dynamic model is generated autonomously using the sequential input‐output data pairs in real‐time applications. The extended Kalman filter (EKF) learning algorithm has been extended for both of the adaptive RBF‐based neural network approaches to estimate the free parameters of the identified multivariable model. The unscented Kalman filter (UKF) has been proposed as an alternative learning algorithm to enhance the accuracy and robustness of nonlinear multivariable processes in both the GAP‐RBF and MRAN based approaches. In addition, this paper intends to study comparatively the general applicability of the particle filter (PF)‐based approaches for the case of non‐Gaussian noisy environments. For this purpose, the Unscented Particle Filter (UPF) is employed to be used as alternative to the EKF and UKF for online parameter estimation of self‐generating RBF neural networks. The performance of the proposed online identification approaches is evaluated on a highly nonlinear time‐varying multivariable non‐isothermal continuous stirred tank reactor (CSTR) benchmark problem. Simulation results demonstrate the good performances of all identification approaches, especially the GAP‐RBF approach incorporated with the UKF and UPF learning algorithms. Copyright © 2010 John Wiley and Sons Asia Pte Ltd and Chinese Automatic Control Society     

Sparse-grid quadrature nonlinear filtering

In this paper, a novel nonlinear filter named Sparse-grid Quadrature Filter (SGQF) is proposed. The filter utilizes weighted sparse-grid quadrature points to approximate the multi-dimensional integrals in the nonlinear Bayesian estimation algorithm. The locations and weights of the univariate quadrature points with a range of accuracy levels are determined by the moment matching method. Then the univariate quadrature point sets are extended to form a multi-dimensional grid using the sparse-grid theory. Compared with the conventional point-based methods, the estimation accuracy level of the SGQF can be flexibly controlled and the number of sparse-grid quadrature points for the SGQF is a polynomial of the dimension of the system, which alleviates the curse of dimensionality for high dimensional problems. The Unscented Kalman Filter (UKF) is proven to be a subset of the SGQF at the level-2 accuracy. The performance of this filter is demonstrated by an orbit estimation problem. The simulation results show that the SGQF achieves higher accuracy than the Extended Kalman Filter (EKF), the UKF, and the Cubature Kalman Filter (CKF). In addition, the SGQF is computationally much more efficient than the multi-dimensional Gauss–Hermite Quadrature Filter (GHQF) with the same performance.     

Legendre神经网络非线性信道均衡

在分析Chebyshev正交多项式神经网络非线性滤波器的基础上，利用Legendre正交多项式快速逼近的优良特性以及判决反馈均衡器的结构特点，提出了两种新型结构的非线性均衡器，并利用NLMS算法，推导出自适应算法．仿真表明，无论通信信道是线性还是非线性，Legendre神经网络自适应均衡器与Chebyshev神经网络均衡器的各项性能均接近，而Legendre神经网络判决反馈自适应均衡器能够更有效地消除码间干扰和非线性干扰，误码性能也得到较好的改善．     

基于Chebyshev多项式的椭圆曲线密码系统算法

通过结合Chebyshev多项式与椭圆曲线, 构造基于Chebyshev多项式的椭圆曲线密码系统算法。利用有限域上Chebyshev良好的半群特性和椭圆曲线上的性质, 实现了在椭圆曲线上的加密算法。该算法具有混沌密码和椭圆曲线密码算法的优点。通过对该算法的分析, 认为算法简单、安全性高、方案可行。     

Application of stochastic control techniques to chaotic nonlinearsystems

A control algorithm based on stochastic control techniques is devised for chaotic nonlinear systems. The algorithm uses a state estimator based on the Kalman filter, and yields performance improvements in at least some regions of state space with respect to that obtainable by use of a controller utilizing only the conditional mean of the system state vector. The method is applied to two typical chaotic nonlinear systems (the Henon-Heiles system and the Lorenz system), and their behavior with control is explored numerically     

基于均方根容积卡尔曼的δ-GLMB多目标跟踪算法

在非线性高杂波密度场景下,高斯混合(Gaussian Mixture,GM)实现的δ-广义标签多伯努利滤波器(δ-Generalized Labeled Multi-Bernoulli Filter,δ-GLMB)难以准确地估计目标数目及运动状态。针对这一问题,提出基于均方根容积卡尔曼滤波(Square-rooted Cubature Kalman Filter,SCKF)的δ-GLMB高斯混合实现算法。基于三阶球面-径向容积准则选取一组等权的容积点集,对GM-δ-GLMB滤波器的伯努利分量传递过程中的高斯参量进行预测及更新,实现非线性模型系统下的目标跟踪。仿真结果表明,与现有的δ-GLMB滤波器的扩展卡尔曼滤波(Extended Kalman Filter,EKF)高斯混合实现及无迹卡尔曼滤波(Unscented Kalman Filter,UKF)高斯混合实现相比,该算法可提高非线性高杂波密度环境下的目标跟踪精度。     

基于反向传播神经网络改进的增益修改卡尔曼滤波算法

增益修改的卡尔曼滤波(MGEKF)算法在实际应用时,一般使用带有误差的测量值代替真实值进行增益修正计算,导致修正结果也被误差污染。针对这一问题,提出一种基于反向传播神经网络(BPNN)改进的MGEKF算法,该算法使用训练后的神经网络代替MGEKF的增益修正函数。该算法在网络训练阶段,以实际测量值作为神经网络的输入,真实值修正后的结果作为训练目标;在实际应用中,使用网络的输出修正卡尔曼增益。针对移动单站只测向目标定位问题进行了实验,实验结果表明:该算法与扩展卡尔曼滤波(EKF)、MGEKF、平滑增益修改的卡尔曼滤波(sMGEKF)算法相比:定位精度至少提升10%,并且有更强的稳定性。     

Parameter estimation of time-varying systems via Chebyshev polynomials of the second kind

A new method for the parameter estimation of linear time-varying systems using Chebyshev polynomials of the second kind is presented. The systems are characterized by linear differential equations with time-varying coefficients that are in the form of polynomials in the time variable. The operational matrices of integration and time-variable multiplication of Chebyshev polynomials of the second kind play key roles in the derivation of the algorithm. Least-squares estimation of overdetermined linear algebraic equations obtained from polynomial approximations of the systems is used to estimate the unknown parameters. Illustrative examples give satisfactory results     

基于无迹卡尔曼滤波传感器信息融合的车辆导航算法

针对复杂道路条件下车辆的导航问题,将全球定位系统(GPS)与车载终端传感器系统相结合,提出了基于多传感器系统的车辆精确定位模型,并针对扩展类卡尔曼滤波易产生突发性误差而导致的安全问题,采用基于Sigma点的无迹卡尔曼滤波器(UKF)传感器信息融合算法。根据实时的道路状况和车辆自身的运动状态给出符合要求的状态估值,实验与基于多项式扩展卡尔曼滤波车辆传感器信息融合算法在精度和效率方面进行了比较,结果表明,基于UKF传感器信息融合的算法在复杂路况下的估计精度和运行效率都有显著提高,能够根据当前的路线情况和车载传感器的反馈信息快速地估计出车辆的运动状态,实时计算出动态的车辆控制输入。     

基于深度信息的移动机器人室内环境三维地图创建

针对使用扩展卡尔曼滤波(EKF）进行环境地图的创建对线性系统效果较好而对非线性系统的线性化受误差影响较大的问题,提出一种基于对Kinect采集到的环境数据和迭代扩展卡尔曼滤波(IEKF）算法的室内环境三维地图创建。该方法使用成本较低的Kinect传感器获取深度数据然后结合IEKF实现摄像头轨迹预测,最后利用最近点迭代(ICP）算法对深度图像进行配准得到室内环境三维点云图。实验结果表明,IEKF算法与传统的EKF算法相比,得到的轨迹更平滑、误差更小,同时所得到的三维点云图更加光滑。该方法实现了三维地图构建,较为实用,效果较好。     

多元Chebyshev正交多项式混合模型及其在医学图像分割中的应用

针对原有一元正交多项式混合模型只能根据灰度特征分割图像的问题,提出一种基于多元Chebyshev正交 多项式混合模型的多维特征的医学图像分割方法。首先,根据Fouricr分析方法与张量积理论推导出图像的多元 Chcbyshcv正交多项式,并构建多元正交多项式的非参数混合模型,用最小均方差(MISE)估计每一个模型的平滑参 数;然后,用EM算法求解正交多项式系数和模型的混合比。此方法不需要对模型作任何假设,可以有效克服“模型失 配”问题。通过实验,表明了该分割方法的有效性。