基于分层多模自适应滤波算法的无人机多重传感器故障诊断

应用标准的多模自适应滤波算法能够在较短的时间内检测出系统的单一故障,但是当把它用于检测系统的双重或多重故障时,这一算法需要建立所有可能出现的故障模型,而每一个模型都要对应一个卡尔曼滤波器,需要大量的滤波器并行运算,大大增加了系统的故障诊断时间,为了简化算法并减少算法计算时间,本文提出了一种用于复杂系统的多重故障诊断的分层多重模型滤波技术,在确定某一单个故障发生后,则可以启用一组基于上一单个故障的新滤波器来检测系统的第二重故障,这样减少了并行运算的滤波器数量,从而减少计算量和故障诊断时间.本文将此算法应用于某无人机多重传感器的故障诊断,仿真结果验证了该方法的有效性.     

无人机控制系统传感器故障诊断的方案与仿真

应用卡尔曼滤波器对传感器进行故障诊断时,由于输入噪声和测量噪声的统计特性是不确定的,因此难以得到其准确的统计特性先验信息,而采用错误的噪声统计特性会产生滤波误差,甚至使滤波发散,因此该文提出了一种基于Sage-Husa时变噪声统计估计器的自适应卡尔曼滤波器算法,在滤波过程中利用噪声统计估计器对未知的统计特性进行在线估计,并对无人机控制系统的传感器故障进行在线诊断,此方法无须增加硬件余度和其他解析余度,易于实现,可靠性好,检测迅速.仿真表明该方法能够检测出系统故障并进行故障定位.     

基于联邦滤波的自适应算法研究

针对标准卡尔曼滤波器对系统的模型和噪声的统计特性依赖性强,而系统的准确数学模型难以建立的问题,结合联邦滤波和自适应估计理论,提出了一种基于联邦滤波的自适应算法。该算法通过残差的实际值与理论值的比值来确定误差方差阵的估计值,然后调节自适应卡尔曼滤波器的渐消因子,从而有效提高了联邦滤波器的适应能力。由仿真结果可知,改进的联邦滤波器能较好地利用测量信息对系统的相关参数进行自适应的调整,滤波结果具有很好稳定性和准确性。     

基于渐消记忆自适应Kalman滤波的GPS/DR数据融合

针对标准的卡尔曼滤波器对系统模型依赖性强、鲁棒性差,而GPs/DR系统的精确系统模型难以建立的问题,提出了一种渐消记忆自适应联邦卡尔曼滤波器.融合了自适应联邦滤波算法和SageHusa自适应滤波算法,估计变化的系统观测噪声方差阵,使之更符合真实的模型,并有效对GPS的定位数据的传统算法的发散得到收敛,提高组合定位的精度.计算机仿真结果表明了该算法的可行性和有效性.     

多导航传感器的数据融合处理方法研究

在舰船导航过程中为克服单一模型的卡尔曼滤波器对真实系统状态参数发生变化时造成滤波误差过大甚至发散的现象,将多模自适应控制用于导航数据融合处理方法中,设计了组合导航系统的多模型自适应卡尔曼滤波器,通过数字仿真将单一模型的INS/GPS/Doppler组合导航系统与多模自适应控制的组合导航系统的性能进行了比较,表明了多模自适应控制在组合导航系统中可以改善系统的瞬态响应和覆盖大范围的参数不确定性,提高了组合系统的导航精度.     

捷联惯性组合导航系统联合自适应滤波器设计磁

为了保证SINS／GPS组合导航系统具有较高的定位精度和抗干扰能力,需要良好的数据处理方法。论文设计了SINS／GPS组合导航系统的联合自适应卡尔曼滤波器。研究了其在舰船组合导航系统随机数据处理中的应用。针对系统噪声和量测噪声未知的情况,采用联合自适应滤波处理组合导航系统较采用基本联合Kalman滤波方法具有更好地稳定性。理论分析与仿真结果表明,该联合自适应卡尔曼滤波器的设计合理,能够加快计算速度,实现实时滤波计算,提高系统的导航精度和容错能力,取得了很好的估计效果。     

基于极大后验估计的自适应容积卡尔曼滤波器

针对标准的容积卡尔曼滤波器(CKF) 设计需要精确已知噪声先验统计知识的问题, 提出一种自适应CKF 算法. 该算法在滤波过程中, 利用Sage-Husa 极大后验估值器对噪声的统计特性进行在线估计和修正, 有效地提高了CKF 的估计精度和数值稳定性. 在某些情况下, 噪声协方差估计会出现异常现象使得滤波发散, 进而提出了相应的改进方法. 仿真结果表明了自适应CKF 算法的可行性和有效性, 且明显改善了标准CKF 算法的滤波效果.     

车载GPS／DR／地图匹配组合导航系统的自适应联合卡尔曼滤波模型

首次设计了实现车载ＧＰＳ／ＤＲ／地图匹配组合导航系统最优综合的联合卡尔曼滤波器,给出了滤波算法,并提出一种自适应联合卡尔曼滤波器结构及其算法。理论分析及计算机仿真结果均表明,应用该自适应联合卡尔曼滤波器可大大提高车载ＧＰＳ／ＤＲ／地图匹配组合导航系统的定位精度及容错能力。     

自适应高阶无迹增量卡尔曼滤波算法

在工程实际中,由于环境因素的影响、测量设备的不稳定性、模型和参数的选取不当等往往会对量测方程带来未知的系统误差.针对这一问题,提出了一种自适应高阶无迹增量卡尔曼滤波算法.首先,利用增量建模技术建立增量量测方程.其次,将其与高阶无迹卡尔曼滤波器相结合,并引入自适应加权因子对滤波发散进行抑制,发展出一种自适应增量滤波算法.计算机仿真实验表明,新算法能够成功消除这种未知的系统误差,提高估计精度和稳定性,具备良好的应用前景.     

有色量测噪声下的改进求容积卡尔曼滤波器

为解决标准求容积卡尔曼滤波器在有色量测噪声条件下滤波精度退化的问题,提出改进求容积卡尔曼滤波器及其平方根形式.首先利用一阶马尔科夫模型白化非线性离散随机系统中有色量测噪声,将有色量测噪声下非线性离散随机系统转化为白噪声下非线性时滞系统.然后根据所得非线性时滞系统推导其高斯域的贝叶斯滤波框架,最后基于3度Spherical-Radial规则将该滤波框架近似为改进的求容积卡尔曼滤波器和其平方根形式.机动目标跟踪仿真试验结果表明两种改进求容积卡尔曼滤波算法在标准白噪声条件下与标准求容积卡尔曼滤波算法的估计精度相同,而在有色量测噪声背景下滤波精度和鲁棒性更优.     

A Filtering Approach Based on MMAE for a SINS/CNS Integrated Navigation System

This paper explores multiple model adaptive estimation (MMAE) method, and with it, proposes a novel filtering algorithm. The proposed algorithm is an improved Kalman filter-multiple model adaptive estimation unscented Kalman filter (MMAE-UKF) rather than conventional Kalman filter methods, like the extended Kalman filter (EKF) and the unscented Kalman filter (UKF). UKF is used as a subfilter to obtain the system state estimate in the MMAE method. Single model filter has poor adaptability with uncertain or unknown system parameters, which the improved filtering method can overcome. Meanwhile, this algorithm is used for integrated navigation system of strapdown inertial navigation system (SINS) and celestial navigation system (CNS) by a ballistic missile's motion. The simulation results indicate that the proposed filtering algorithm has better navigation precision, can achieve optimal estimation of system state, and can be more flexible at the cost of increased computational burden.      

Multiple Model Adaptive Estimator for Nonlinear System with Unknown Disturbance

A multiple model adaptive estimator (MMAE) is presented for nonlinear systems with unknown disturbances. Multiple models are constructed with a set of process noise covariance matrices, such that the algorithm can adapt to different levels of unknown disturbances. The performance of the MMAE is analyzed for the considered system. It is proved that, under certain assumptions, the MMAE keeps the dynamics of its estimation error stable. A performance comparison among different estimators is carried out for space surveillance, where the position of a space target is estimated by using double line‐of‐sight measurements. Simulation studies illustrate that the presented algorithm outperforms the extended Kalman filter and the nonlinear robust filter.     

A switching models gain rotation algorithm for tracking a maneuvering target

Tracking of a target maneuvering in a 3D space is studied. Based on switching models describing the maneuver and/or nonmaneuver scenarios, the so-called switching models gain rotation algorithm (SMGRA) is presented. The proposed scheme incorporates a simple Kalman filter and a detector. Further it switches between the above two scenarios according to the detector's decision of target maneuverability. In both situations, the required gains of the algorithm are computed for uncoupled filters. A comparison study of the proposed scheme and several well-known filters is carried out for typical target trajectories in a naval gun fire control system. The tracking errors for the present algorithm are nearly identical to the extended Kalman filter (EKF), while the computation requirements are reduced by a factor of nine.     

非线性动态滤波的迭代算法

阐述了标称状态的线性化方法和扩展的卡尔曼滤波公式及迭代卡尔曼滤波，探讨了非线性动态滤波的近似处理方法，围绕标称状态将非线性模型进行线性化，将标准的卡尔曼滤波扩展到非线性模型，得到扩展的卡尔曼滤波公式，研究了迭代滤波计算方法。扩展的卡尔曼滤波方法已经有效地用于非线性模型。     

Block Kalman Filtering for Large-Scale DSGE Models

In this paper block Kalman filters for Dynamic Stochastic General Equilibrium models are presented and evaluated. Our approach is based on the simple idea of writing down the Kalman filter recursions on block form and appropriately sequencing the operations of the prediction step of the algorithm. It is argued that block filtering is the only viable serial algorithmic approach to significantly reduce Kalman filtering time in the context of large DSGE models. For the largest model we evaluate the block filter reduces the computation time by roughly a factor 2. Block filtering compares favourably with the more general method for faster Kalman filtering outlined by Koopman and Durbin (J Time Ser Anal 21:281–296, 2000) and, furthermore, the two approaches are largely complementary.      

An interlaced extended Kalman filter

An estimation algorithm for a class of discrete time nonlinear systems is proposed. The system structure we deal with is partitionable into in subsystems, each affine w.r.t. the corresponding part of the state vector. The algorithm consists of a bank of m interlaced Kalman filters, and each of them estimates a part of the state, considering the remaining parts as known time-varying parameters whose values are evaluated by the other filters at the previous step. The procedure neglects the subsystem coupling terms in the covariance matrix of the state estimation error and counteracts the errors so introduced by suitably “increasing” the noise covariance matrices. Comparisons through numerical simulations with the extended Kalman filter and its modified versions proposed in the literature illustrate the good trade-off provided by the algorithm between the reduction of the computational load and the estimation accuracy     

基于修正积分卡尔曼粒子滤波的自适应目标跟踪算法

针对当前粒子滤波权值退化问题以及精度与时耗的矛盾,提出了一种新的高精度自适应粒子滤波算法。该算法综合考虑优选建议分布函数和重采样两种并行改进滤波性能的方法:首先,在积分卡尔曼滤波(QKF)的基础上引入修正因子,通过修正的积分卡尔曼滤波(PQKF)产生优选的建议分布函数,较好地克服了粒子退化现象,在提高滤波精度的同时降低了运算量;在重采样阶段,通过引入系统估计和预测提供的新息差值在线自适应调整采样粒子数,较好地保证了粒子采样的高效性和算法的实时性。实验表明,新算法具有高精度、低时耗的优点,是一种高精度自适应粒子滤波算法。     

变增益联邦KF组合导航定位算法研究

GPS接收模块解算出的伪距误差是GPS/INS组合导航系统的主要误差,采用一种二级联邦卡尔曼滤波组合导航算法加以削弱,将卫星接收模块解算出的伪距信息和多普勒频移信息在第一级卡尔曼滤波后,再通过主滤波器与INS模块解算出的信息进行修正处理,得到校正量和定位位置最优估计。随着滤波步数增加,系统预测误差方差阵逐渐趋于零,状态估计会过分依赖旧量测值,从而导致滤波发散,影响系统定位精度。为有效提高新量测值的修正作用,在联邦卡尔曼滤波组合导航算法中引入一种可变加权系数。仿真结果表明,改进后的变增益联邦卡尔曼滤波算法具备联邦卡尔曼滤波的优点,并且该算法滤波效果有较明显的改善,能有效抑制滤波发散,提高系统的定位精度。     

GPS动态定位中卡尔曼滤波模型的建立及其强跟踪算法研究

提出一种改进的强跟踪卡尔曼滤波算法,应用于GPS动态定位滤波中获得明显效果。首先建立了一种新的GPS动态定位滤波模型,该模型与以往采用的非线性卡尔曼滤波模型相比,具有模型简单、实时性好的特点。为了进一步提高滤波器的动态性能,改进了文献[1]中的强跟踪滤波算法,大大提高了滤波器的跟踪能力。     

A mixture-of-experts framework for adaptive Kalman filtering

This paper proposes a modular and flexible approach to adaptive Kalman filtering using the framework of a mixture-of-experts regulated by a gating network. Each expert is a Kalman filter modeled with a different realization of the unknown system parameters such as process and measurement noise. The gating network performs on-line adaptation of the weights given to individual filter estimates based on performance. This scheme compares very favorably with the classical Magill filter bank, which is based on a Bayesian technique, in terms of: estimation accuracy; quicker response to changing environments; and numerical stability and computational demands. The proposed filter bank is further enhanced by periodically using a search algorithm in a feedback loop. Two search algorithms are considered. The first algorithm uses a recursive quadratic programming approach which extremizes a modified maximum likelihood function to update the parameters of the best performing filter in the bank. This particular approach to parameter adaptation allows a real-time implementation. The second algorithm uses a genetic algorithm to search for the parameter vector and is suited for post-processed data type applications. The workings and power of the overall filter bank and the suggested adaptation schemes are illustrated by a number of examples.