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纯卡尔曼滤波在系统或观测噪声不符合假设前提下,滤波将出现发散,而纯H∞滤波虽然稳健,但是精度不高,所以,比较常用的方式是两种滤波形式相结合的H2/H∞混合滤波.本文提出了一种不需对噪声作过多建模,对两种滤波的增益矩阵进行加权求和的混合滤波形式,基于该形式,推导了加权系数的求法,并基于该算法,应用在GPS/DR组合导航中,进一步,为了简化计算,提高运算效率,提出了更符合工程应用的稳态H2/H∞滤波方法,仿真结果表明,H2/H∞混合滤波即具有卡尔曼滤波的同等精度,又具有H∞滤波的滤波稳健性,综合时间耗费、滤波精度、滤波稳健性三个指标,稳态H2/H∞滤波更符合工程应用. 相似文献
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H2/H∞混合滤波在GPS/DR组合导航中的应用研究Ⅰ 总被引:1,自引:0,他引:1
纯卡尔曼滤波在系统或观测噪声不符合假设前提下,滤波将出现发散,而纯H∞滤波虽然稳健,但是精度不高,所以,比较常用的方式是两种滤波形式相结合的H2/H∞混合滤波.本文提出了一种不需对噪声作过多建模,对两种滤波的增益矩阵进行加权求和的混合滤波形式,基于该形式,推导了加权系数的求法,并基于该算法,应用在GPS/DR组合导航中,进一步,为了简化计算,提高运算效率,提出了更符合工程应用的稳态H2/H∞滤波方法,仿真结果表明,H2/H∞混合滤波即具有卡尔曼滤波的同等精度,又具有H∞滤波的滤波稳健性,综合时间耗费、滤波精度、滤波稳健性三个指标,稳态H2/H∞滤波更符合工程应用. 相似文献
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基于H∞滤波器的红外小目标运动预测和跟踪方法 总被引:7,自引:1,他引:6
根据H∞滤波理论,提出了基于H∞滤波预测技术的红外图像小目标运动预测和跟踪方法,为了降低模型阶数以加快图像处理速度,滤波过程被分解在水平和垂直两个方向上分别进行,即将滤波器分解为x、y方向上两个子滤波器.H∞滤波器是一种基于最优化最坏情况下的滤波技术,它对噪声源的要求不高,能较好地应用在复杂场景下的目标运动预测与跟踪.实验证实了在噪声源不能确定或是未知的情况下,它比Kalman滤波器对红外小目标的运动预测更加准确并具有更好抗扰动性. 相似文献
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AKF与EFRLS在动态目标跟踪性能上的比较 总被引:1,自引:1,他引:0
卡尔曼滤波是具有递推估计形式的最优滤波,但最优性的获得是在过程噪声和观测噪声统计特性已知的前提下得到的。然而,在大量的动态目标跟踪实际问题中噪声具有不确定性,因而有必要研究在噪声不确定下动态目标的跟踪算法以满足实际问题的需要。文中介绍自适应Kalman滤波对过程噪声方差的估计以及推广的遗忘因子最小二乘法对状态估计的递推公式,并且在平均误差最小准则下通过计算机仿真比较两种方法对动态目标的跟踪性能.仿真结果表明,在不确定噪声下自适应Kalman滤波能够取得比推广的遗忘因子递推最小二乘法更好的跟踪性能。 相似文献
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机动目标跟踪的HIMM算法研究 总被引:2,自引:2,他引:0
交互多模型算法(IMM)的子滤波器都是基于Kalman滤波的,它要求知道精确的噪声统计特性,然而在许多情况下噪声信号的统计特性是未知的,只能得到噪声信号的近似模型,这在一定程度上降低了IMM算法的跟踪精度.基于以上问题,将H∞滤波算法应用于IMM算法的滤波过程.H∞滤波对干扰信号的统计特性不作任何假设,与Kalman滤波相比,H∞滤波器对噪声形式的不确定性不太敏感,鲁棒性好.在跟踪过程中还引入了一种数值稳健的模型概率计算方法,能有效防止计算过程中出现数值溢出现象,提高了算法的可靠性.最后通过仿真实验,证明了算法的有效性. 相似文献
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Recursive (online) expectation-maximization (EM) algorithm along with stochastic approximation is employed in this paper to estimate unknown time-invariant/variant parameters. The impulse response of a linear system (channel) is modeled as an unknown deterministic vector/process and as a Gaussian vector/process with unknown stochastic characteristics. Using these models which are embedded in white or colored Gaussian noise, different types of recursive least squares (RLS), Kalman filtering and smoothing and combined RLS and Kalman-type algorithms are derived directly from the recursive EM algorithm. The estimation of unknown parameters also generates new recursive algorithms for situations, such as additive colored noise modeled by an autoregressive process. The recursive EM algorithm is shown as a powerful tool which unifies the derivations of many adaptive estimation methods 相似文献
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研究了一种基于网络控制的离散时间系统的能量峰值滤波问题,采用参数不完全已知的马尔科夫链描述由网络引发的系统延时.这样的假设使得滤波器更加具有普遍性,因为现有的方法一般将其延时模态间切换的概率当作完全已知或完全未知的参数来处理.通过把未知的概率参数处理为一个凸空间,可以得到一个基于模态的全阶滤波器.文中利用一个新的实有界引理,得到了可以使相应的误差滤波系统在给定l2-l∞的指标下渐进稳定的LMI充分条件.文中最后给出一个数值算例来展示本方法的有效性. 相似文献
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Chakir El-Kasri Abdelaziz Hmamed El Houssaine Tissir Fernando Tadeo 《Multidimensional Systems and Signal Processing》2013,24(4):685-706
This paper deals with the problem of delay-dependent robust $H_{\infty }$ H ∞ filtering for uncertain two-dimensional (2-D) continuous systems described by Roesser state space model with time-varying delays, with the uncertain parameters assumed to be of polytopic type. A sufficient condition for $H_{\infty }$ H ∞ noise attenuation is derived in terms of linear matrix inequalities, so a robust $H_{\infty }$ H ∞ filter can be obtained by solving a convex optimization problem. Finally, some examples are provided to illustrate the effectiveness of the proposed methodology. 相似文献
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Fast anisotropic Gauss filtering 总被引:15,自引:0,他引:15
Geusebroek J.-M. Smeulders A.W.M. van de Weijer J. 《IEEE transactions on image processing》2003,12(8):938-943
We derive the decomposition of the anisotropic Gaussian in a one-dimensional (1-D) Gauss filter in the x-direction followed by a 1-D filter in a nonorthogonal direction /spl phi/. So also the anisotropic Gaussian can be decomposed by dimension. This appears to be extremely efficient from a computing perspective. An implementation scheme for normal convolution and for recursive filtering is proposed. Also directed derivative filters are demonstrated. For the recursive implementation, filtering an 512 /spl times/ 512 image is performed within 40 msec on a current state of the art PC, gaining over 3 times in performance for a typical filter, independent of the standard deviations and orientation of the filter. Accuracy of the filters is still reasonable when compared to truncation error or recursive approximation error. The anisotropic Gaussian filtering method allows fast calculation of edge and ridge maps, with high spatial and angular accuracy. For tracking applications, the normal anisotropic convolution scheme is more advantageous, with applications in the detection of dashed lines in engineering drawings. The recursive implementation is more attractive in feature detection applications, for instance in affine invariant edge and ridge detection in computer vision. The proposed computational filtering method enables the practical applicability of orientation scale-space analysis. 相似文献
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We present a method for efficiently fitting a time series of spatial functions to observed data. The method is closely related to kriging, which is an interpolation method based on a stochastic data model. While kriging is effective and versatile for estimating individual functions from observed data, it must be extended to incorporate temporal correlation. In this paper, we introduce temporal correlation to kriging in the form of a stochastic state equation representation-the kriging update model. This permits a recursive solution that is akin to Kalman filtering to estimate time series of functions that avoids growing data problems associated with other space-time extensions of kriging. The state equation representation incorporates the principle assumption of universal kriging: that the mean is deterministic but unknown. We derive the estimate using best linear unbiased estimation and state the result in a concise algorithm for general use in arbitrary spatial dimensions. To demonstrate the algorithm, we apply it to two sets of test functions and provide an example application in estimating heart motion from medical images 相似文献
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研究了离散时滞不确定马尔可夫跳跃系统的鲁棒H∞滤波器设计,其中系统的参数为范数有界不确定且时滞相关。基于李雅普诺夫函数的方法和引入附加矩阵,得到新的稳定条件,具有较小的保守性。根据得到的稳定条件,通过求解LMI得到滤波器参数,并最终通过数据示例验证方法的可行性。 相似文献
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基于线性矩阵不等式(LMIs)方法,研究了一类不确定时滞广义系统的H∞弹性保性能控制器的设计问题。在假定控制器增益扰动范数有界的前提下,设计状态反馈控制器,使得闭环系统不仅对容许的参数不确定性保持正则,稳定,无脉冲,而且使得闭环系统性能指标具有上界的同时满足给定的H∞性能γ。以LMIs形式给出了状态反馈H∞弹性控制器的设计方法。最后,数值算例证明了该设计方法的有效性和可行性。 相似文献