光电跟踪的非线性卡尔曼滤波算法

为得到最小方差意义下的光电跟踪目标的最优状态估计,提出将部分状态卡尔曼滤波和非线性系统的一阶线性化思想相结合,构成一种适用于非线性光电跟踪目标的卡尔曼滤波算法,并总结出详细算法结构.同时将此方法应用到非线性测量光电跟踪系统中,并与扩展卡尔曼滤波和U卡尔曼滤波进行性能对比.仿真实验结果证明,将部分状态卡尔曼滤波和非线性系统的一阶线性化思想相结合是有效可行的,而且其性能明显优于扩展卡尔曼滤波和U卡尔曼滤波.     

一种新的自适应非线性卡尔曼滤波算法

为避免由于系统噪声统计特性不准确所导致的滤波性能下降问题,改进了一种基于新息的系统噪声方差调整方法,并将其与扩展卡尔曼滤波、Unscented 卡尔曼滤波和差分滤波相结合,形成自适应非线性卡尔曼滤波.将此方法应用到非线性测量光电跟踪系统中,并与采用基本非线性卡尔曼滤波进行性能对比.仿真实验结果证明该方法可以实时调整系统噪声方差,有效地避免由于系统噪声统计特性不准确所带来的滤波性能下降的问题,而且其性能明显优于基本非线性卡尔曼滤波.     

Sage_Husa自适应滤波算法在捷联组合导航系统中的应用

以组合导航系统为应用背景,在现有方法的基础上,提出Sage_ Husa自适应滤波算法的应用.采用常规卡尔曼滤波时,需要知道系统的数学模型和噪声统计的先验知识,但是在实际系统中,系统的数学模型和噪声统计是未知的、近似的或部分已知的.用不准确的模型或噪声统计设计出的卡尔曼滤波器将导致状态估值误差增大,甚至使滤波发散.Sag...     

基于Sage-Husa自适应的卡尔曼滤波负荷信号降噪研究

在对工业污水处理站运行设备进行负荷识别时，由于其所处的复杂工作环境，采集设备得到的信号中经常包含背景中的强噪声干扰，使得在对关键电力参量波形的识别和处理时出现较大困难。本文基于Sage-Husa自适应算法与卡尔曼滤波法相结合，在卡尔曼滤波基础上，加入遗忘因子，陌生参量指标，对工业污水站设备采集信号波形进行处理。采用公司智能电表采集平台数据进行实验验证，本文算法对比传统卡尔曼滤波算法，误差平均值降低42.91%，误差方差降低48.68%，获得更好的消除背景噪声效果。     

多传感器模糊融合跟踪算法

针对集中式融合结构跟踪系统,利用随机逼近算法分析了权值的最优分配原则,提出了一种基于模糊推理的多传感器融合跟踪算法。该算法采用协方差匹配技术,依据滤波新息,动态调整测量噪声方差,使融合系统的均方误差始终最小。同时利用双滤波器结构,根据系统方差,实现滤波器间的动态切换,提出了基于模糊推理的并行双Unscented卡尔曼滤波自适应跟踪算法,增强当前统计模型对弱机动目标的适应能力。针对机动和非机动飞行航路进行了算法仿真,结果表明,在时变测量噪声条件下,采用模糊融合跟踪算法前后的速度均方根误差分别为45.7m/s和36.2m/s, 18.7m/s和9.6m/s,提高了多传感器系统的稳健性和跟踪精度。     

直角坐标系下的水下被动目标跟踪自适应卡尔曼滤波算法

针对纯方位被动目标跟踪中，直角坐标系下的扩展卡尔曼滤波器容易发散，导致滤波精度很差的情况，文章中提出了一种直角坐标系下自适应卡尔曼滤波算法，对虚拟噪声进行了估计，动态补偿观测模型的线性化误差，削减系统的观测误差，并对其滤波理论及其算法进行了研究和仿真，结果表明，该算法提高了滤波的稳定性、快速性和精确性，优于一般的扩展卡尔曼滤波算法。     

基于反馈线性化的非线性悬架系统振动状态观测

针对悬架系统非线性特性提出反馈线性化卡尔曼滤波算法。基于微分几何理论,通过求解坐标变换,将车辆非线性振动模型变换成可观测标准型,实现系统精确反馈线性化;采用线性卡尔曼滤波算法,针对变换的线性系统设计观测器,通过坐标逆变换获得原非线性系统的状态观测值。仿真结果表明,该算法能提高车辆振动状态观测精度、降低运算量。     

基于卡尔曼滤波理论的气体浓度反演算法

广泛应用于气体探测的差分吸收光谱技术(DOAS)利用气体分子的窄带吸收特性结合最小二乘算法来推演气体浓度.但是,最小二乘法在外界环境因素干扰的情况下,往往产生较大的误差.本文引入了基于状态空间理论的气体浓度定量分析算法.通过把浓度变化视为状态方程,把光强吸收变化看作测量方程,从而组成状态空间方程,然后将卡尔曼滤波应用到气体状态空间中实现浓度反演.对于噪声统计信息未知的情况,通过自适应滤波算法,在滤波过程中利用已有的历史信息对噪声实现估计,从而使得整个系统在信噪比较低的情况下也能取得较好的反演精度.最后通过实验对最小二乘算法和卡尔曼滤波算法进行对比,证明卡尔曼滤波算法更具优越性.     

基于自适应卡尔曼滤波的超宽带室内定位系统

超宽带(Ultra Wideband,UWB)室内定位技术以其抗干扰、抗多径传播能力强以及低功耗、低成本、高精度等特点,得到了越来越多人的关注.该文针对传统的卡尔曼滤波算法在运用于室内UWB系统定位时,由于初始参数不定以及在环境变化或系统运行偏差后定位误差增大等问题,提出了一种自适应卡尔曼滤波算法.该算法可以在定位中自动校准参数,从而提高了定位系统的可靠性和定位精度.论文设计了以DW1000射频芯片为基础的室内定位系统,并对各种定位算法进行测试.实验结果表明:融合了自适应卡尔曼滤波的定位算法,在静态定位中可以提高定位稳定性,而在动态定位中则可以提高定位精度.系统定位精度达到10cm以内,为实际应用奠定了良好的基础.     

包装过程称量信号处理方法研究

目的 为提高包装过程定量称量精度,结合卡尔曼滤波算法和模糊控制原理设计一种称量信号处理方法。方法 定量称量控制系统一般由触摸屏、控制器、称量传感器、变频器等电气设备组成。以传感器信号处理为主要研究对象,提出一种改进卡尔曼滤波算法。采用卡尔曼滤波器实现称量信号中随机噪声的处理。利用模糊控制器来实时监测卡尔曼滤波每次更新后实际方差和理论方差的差值。最后,进行实验研究。结果 实验结果表明,改进卡尔曼滤波的实际性能比较理想,滤波处理前,称量误差最大可以达到2.5%;经滤波处理后,最大称量误差只有0.26%。结论 所述信号处理方法可以有效地降低称量信号噪声,提高称量精度。     

改进的EKF算法在目标跟踪中的运用

过程噪声和测量噪声影响Kalman滤波的性能,通常很难得到它们准确的值。提出观测噪声和过程噪声实时估计的自适应算法。该算法可以用在非线性和机动目标跟踪问题中,不必预先知道准确的噪声方差。重新估测观测噪声方差矩阵,可以较好地消除由观测噪声带来的误差;建立一个简单的线性Kalman滤波器对过程噪声进行实时估计,这对于机动目标来说是必要的,因为原有的过程噪声将受到加速度影响,不能包含全部的信息。实验表明,该算法保证EKF稳定性,提高了跟踪性能。模拟实验300次后,X,Y方向位置均方误差分别为7.8099,9.6838。     

基于卡尔曼滤波和粒子滤波融合的UWB室内定位算法

基于超宽带(ultra-wideband,UWB)室内定位技术得到了广泛的发展,然而,在LOS(line-of-sight)和NLOS(non-line-of-sight)环境下的UWB的测距信息均存在不同程度的误差,因此,提出了一种改进的卡尔曼滤波算法对UWB原始数据进行平滑处理;之后提出卡尔曼滤波(Kalman filters and particle filters,KPF)和粒子滤波融合的算法。通过卡尔曼滤波得到的状态量和误差协方差进行粒子采样,克服了传统粒子滤波进行粒子采样时的运动学模型与实际运动不相符的缺点,大幅减少了粒子退化的现象。经过实验,该算法在LOS和NLOS环境中的定位精度分别提升了20.6%和15.6%。     

Estimation Performance for the Cubature Particle Filter under Nonlinear/Non-Gaussian Environments

This paper evaluates the state estimation performance for processing nonlinear/non-Gaussian systems using the cubature particle filter (CPF), which is an estimation algorithm that combines the cubature Kalman filter (CKF) and the particle filter (PF). The CPF is essentially a realization of PF where the third-degree cubature rule based on numerical integration method is adopted to approximate the proposal distribution. It is beneficial where the CKF is used to generate the importance density function in the PF framework for effectively resolving the nonlinear/non-Gaussian problems. Based on the spherical-radial transformation to generate an even number of equally weighted cubature points, the CKF uses cubature points with the same weights through the spherical-radial integration rule and employs an analytical probability density function (pdf) to capture the mean and covariance of the posterior distribution using the total probability theorem and subsequently uses the measurement to update with Bayes’ rule. It is capable of acquiring a maximum a posteriori probability estimate of the nonlinear system, and thus the importance density function can be used to approximate the true posterior density distribution. In Bayesian filtering, the nonlinear filter performs well when all conditional densities are assumed Gaussian. When applied to the nonlinear/non-Gaussian distribution systems, the CPF algorithm can remarkably improve the estimation accuracy as compared to the other particle filter-based approaches, such as the extended particle filter (EPF), and unscented particle filter (UPF), and also the Kalman filter (KF)-type approaches, such as the extended Kalman filter (EKF), unscented Kalman filter (UKF) and CKF. Two illustrative examples are presented showing that the CPF achieves better performance as compared to the other approaches.     

Variational Bayesian Based IMM Robust GPS Navigation Filter

This paper investigates the navigational performance of Global Positioning System (GPS) using the variational Bayesian (VB) based robust filter with interacting multiple model (IMM) adaptation as the navigation processor. The performance of the state estimation for GPS navigation processing using the family of Kalman filter (KF) may be degraded due to the fact that in practical situations the statistics of measurement noise might change. In the proposed algorithm, the adaptivity is achieved by estimating the time-varying noise covariance matrices based on VB learning using the probabilistic approach, where in each update step, both the system state and time-varying measurement noise were recognized as random variables to be estimated. The estimation is iterated recursively at each time to approximate the real joint posterior distribution of state using the VB learning. One of the two major classical adaptive Kalman filter (AKF) approaches that have been proposed for tuning the noise covariance matrices is the multiple model adaptive estimate (MMAE). The IMM algorithm uses two or more filters to process in parallel, where each filter corresponds to a different dynamic or measurement model. The robust Huber's M-estimation-based extended Kalman filter (HEKF) algorithm integrates both merits of the Huber M-estimation methodology and EKF. The robustness is enhanced by modifying the filter update based on Huber's M-estimation method in the filtering framework. The proposed algorithm, referred to as the interactive multi-model based variational Bayesian HEKF (IMM-VBHEKF), provides an effective way for effectively handling the errors with time-varying and outlying property of non-Gaussian interference errors, such as the multipath effect. Illustrative examples are given to demonstrate the navigation performance enhancement in terms of adaptivity and robustness at the expense of acceptable additional execution time.     

扩展容积卡尔曼滤波定位技术研究

为提高被动定位技术的精度与环境适应性,本文提出运用一种新的非线性滤波方法—扩展容积卡尔曼滤波算法进行多角度传感器目标定位;它首先利用EMD(经验模态分解)算法对目标的量测噪声协方差矩阵进行估计;然后,将过程噪声协方差和量测噪声协方差融入循环过程;同时,为保持算法的稳定性和正定性,利用求平方根的形式对算法改进。通过对扩展容积卡尔曼滤波与UKF(不敏卡尔曼滤波)算法跟踪目标的结果进行比较,在运算复杂度与UKF相当的前提下,扩展容积卡尔曼滤波算法不仅可以对未知量测噪声情况下的目标进行跟踪,而且显著提高了被动定位的精度。     

基于自适应因子化 H∞滤波的单站无源跟踪

针对单站无源跟踪系统非线性较强、传统跟踪滤波方法收敛速度慢且容易发散的问题,提出了一种基于自适应因子化 H∞滤波的单站无源跟踪算法.该算法利用 sigma 点转换和鲁棒 H∞滤波能够减小观测方程的线性化误差和降低观测误差不确定性的特点,通过新息控制减小野值对滤波的干扰,利用比例因子和渐消因子自适应调整采样点到中心点的距离和状态预报误差的协方差,从而克服基于 UT 变换的 H∞滤波采样时的非局部效应问题,增强了单站无源跟踪系统对噪声的鲁棒性.仿真实验结果表明,本文方法通过对 UT 变换进行简化,在自适应因子化的同时,算法的计算量与基于 UT 变换的 H∞滤波基本持平,且跟踪精度优于基于 UT 变换的 H∞滤波算法.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.     

A semi-analytical particle filter for identification of nonlinear oscillators

Particle filters find important applications in the problems of state and parameter estimations of dynamical systems of engineering interest. Since a typical filtering algorithm involves Monte Carlo simulations of the process equations, sample variance of the estimator is inversely proportional to the number of particles. The sample variance may be reduced if one uses a Rao–Blackwell marginalization of states and performs analytical computations as much as possible. In this work, we propose a semi-analytical particle filter, requiring no Rao–Blackwell marginalization, for state and parameter estimations of nonlinear dynamical systems with additively Gaussian process/observation noises. Through local linearizations of the nonlinear drift fields in the process/observation equations via explicit Ito–Taylor expansions, the given nonlinear system is transformed into an ensemble of locally linearized systems. Using the most recent observation, conditionally Gaussian posterior density functions of the linearized systems are analytically obtained through the Kalman filter. This information is further exploited within the particle filter algorithm for obtaining samples from the optimal posterior density of the states. The potential of the method in state/parameter estimations is demonstrated through numerical illustrations for a few nonlinear oscillators. The proposed filter is found to yield estimates with reduced sample variance and improved accuracy vis-à-vis results from a form of sequential importance sampling filter.     

转换观测卡尔曼滤波算法中转换统计量的一种改进计算方法

为了改进转换观测卡尔曼滤波算法的性能,提出了一种计算转换观测误差统计量(均值和协方差)的改进方法.有两组信息可用于计算这些统计量,即观测值和滤波器的一步预测值.首先,推导了滤波器球坐标状态一步预测误差的均值和协方差.然后,利用滤波器球坐标状态一步预测值更精确地计算了转换观测误差的统计量.最后,将改进的转换观测误差统计量...