Indoor INS/UWB-based Human Localization With Missing Data Utilizing Predictive UFIR Filtering

A combined algorithm for the loosely fused ultra wide band (UWB) and inertial navigation system (INS)-based measurements is designed under the indoor human navigation conditions with missing data. The scheme proposed fuses the INS- and UWB-derived positions via a data fusion filter. Since the UWB signal is prone to drift in indoor environments and its outage highly affects the integrated scheme reliability, we also consider the missing data problem in UWB measurements. To overcome this problem, the loosely-coupled INS/UWB-integrated scheme is augmented with a prediction option based on the predictive unbiased finite impulse response (UFIR) fusion filter. We show experimentally that, the standard UFIR fusion filter has higher robustness than the Kalman filter. It is also shown that the predictive UFIR fusion filter is able to produce an acceptable navigation accuracy under temporary missing UWB-data.      

主–从滤波器设计及其在传递对准中的应用

本论文研究主一从自适应卡尔曼滤波器的设计及其在动基座传递对准中的应用．对于舰载惯性导航系统,利用速度加角速度匹配方案能够实现快速对准,然而该方案对船体挠曲变形比较敏感,若处理不当将造成对准精度下降．本文将挠曲变形视为对准过程中观测量的不确定性干扰噪声进行处理,并且利用方差匹配策略设计了主一从自适应滤波器,这两个滤波器并行运算,其中主滤波器用于估计惯性导航系统的状态,从滤波器用于估计噪声的统计特性．仿真结果表明,在对准模型存在未知的随机系统噪声时,所设计的滤波器能够快速且准确地估计出失准角,符合传递对准在快速性和精度方面的需求．     

A new FIR filter for state estimation and its application

This paper proposes a new FIR （finite impulse response） filter under a least squares criterion using a forgetting factor. The proposed FIR filter does not require information of the noise covariances as well as the initial state, and has some inherent properties such as time-invariance, unbiasedness and deadbeat. The proposed FIR filter is represented in a batch form and then a recursive form as an alternative form. Prom discussions about the choice of a forgetting factor and a window length, it is shown that they can be considered as useful parameters to make the estimation performance of the proposed FIR filter as good as possible. It is shown that the proposed FIR filter can outperform the existing FIR filter with incorrect noise covariances via computer simulations. Finally, as a useful application, an image sequence stabilization problem is considered. Through this application, the FIR filtering based approach is shown to be superior to the Kalman filtering based approach.     

Unbiased FIR Filtering with Incomplete Measurement Information

This paper proposes an unbiased filter with finite impulse response (FIR) structure for linear discrete time systems in state space form with incomplete measurement information. The measurements are transmitted from the plant to the FIR filter imperfectly due to random packet loss or sensor faults. The Bernoulli random process is used to describe the missing measurement details, and the missing data is replaced with recently transmitted data on the missing horizon. The missing horizon can hold the assumption for finite measurement of the FIR filter. Two examples are provided to demonstrate the proposed unbiased FIR (UFIR) filter robustness against temporary model uncertainty and consecutive missing measurement data compared with existing filters considering missing measurement.     

An alternative FIR filter for state estimation in discrete-time systems

To overcome the resulting problems of existing finite impulse response (FIR) structure filters, this paper proposes an alternative FIR filter for state estimation in discrete-time systems, which is derived from the well-known Kalman filter with recursive infinite impulse response (IIR) structure. The proposed FIR filter obtains a posteriori knowledge about the window initial condition from the most recent finite observations, while existing FIR filters handle this task arbitrarily or heuristically. The gain matrix for the proposed FIR filter incorporates a posteriori knowledge about the window initial condition during its design and is shown to be time-invariant. The proposed FIR filter is shown to have good inherent properties such as unbiasedness and deadbeat. Through extensive computer simulations, the proposed FIR filter can be shown to be comparable with the Kalman filter for the nominal system and better than that for the temporarily uncertain system.     

一种鲁棒自适应推广Kalman滤波及其在飞行状态估计中的应用

本文在自适应推广Kalman滤波基础上，为了防止滤波发散，改善自适应Kalman滤波的数值稳定性和计算效率，利用U－D分解滤波，并引进滤波发散的判据等，提出一种鲁棒自适应推广Kalman滤波新算法，并把该算法应用于飞行器飞行状态估计问题，仿真及实际计算结果证明了本文方法的有效性。     

基于ROLD统计量的混合噪音线性滤波算法

提出一种基于ROLD统计量的混合噪音线性滤波算法（RLMF）。算法把用来检测脉冲噪音的ROLD统计量运用于混合噪音的滤波算法上,提高了混合噪音中脉冲噪音成分的检测效率,它不仅适用于恢复被混合噪音污染的数字图像,而且也适用于恢复被纯脉冲噪音或纯高斯噪音污染的数字图像。仿真实验证明,RLMF滤波后的图像视觉效果和PSNR均优于已知的同类滤波器。     

多传感器标量加权最优信息融合稳态Ka lman 滤波器

提出一种新的标量加权多传感器线性最小方差意义下的最优信息融合准则．该准则考虑了局部估计误差之间的相关性，只需计算加权标量系数，避免了加权矩阵的计算，明显减小了计算量，便于实时应用．运用稳态Kalman滤波理论，基于该融合准则，给出了多传感器最优信息融合稳态Kalman滤波器．在所有局部滤波器达到稳态时，只需一次融合便可获得信息融合稳态滤波器，算法简单．仿真例子验证了其有效性．     

带观测滞后和不确定噪声方差的多智能体传感网络鲁棒序贯协方差交叉融合Kalman滤波

针对带观测滞后和不确定噪声方差的分簇多智能体传感网络系统,研究鲁棒序贯协方差交叉融合Kalman滤波器的设计问题.应用最邻近法则,传感网络被分成簇.应用极大极小鲁棒估计原理,基于带噪声方差最差保守上界的最差保守传感网络系统,提出了两级序贯协方差交叉(SCI)融合鲁棒稳态Kalman滤波器,可减小通信和计算负担并节省能量,且保证实际滤波误差方差有一个最小保守上界.一种Lyapunov方程方法被提出用于证明局部和融合滤波器的鲁棒性.提出了鲁棒精度的概念且证明了局部和融合鲁棒Kalman滤波器的鲁棒精度关系.证明全局SCI融合器的鲁棒精度高于每簇SCI融合器的精度且两者的鲁棒精度都高于每个局部鲁棒滤波器的精度.一个跟踪系统的仿真例子证明了鲁棒性和鲁棒精度关系.     

带观测滞后和不确定噪声方差的多智能体传感网络鲁棒序贯协方差交叉融合Kalman滤波（英文）

This paper deals with the problem of designing robust sequential covariance intersection(SCI) fusion Kalman filter for the clustering multi-agent sensor network system with measurement delays and uncertain noise variances. The sensor network is partitioned into clusters by the nearest neighbor rule. Using the minimax robust estimation principle, based on the worst-case conservative sensor network system with conservative upper bounds of noise variances, and applying the unbiased linear minimum variance(ULMV) optimal estimation rule, we present the two-layer SCI fusion robust steady-state Kalman filter which can reduce communication and computation burdens and save energy sources, and guarantee that the actual filtering error variances have a less-conservative upper-bound. A Lyapunov equation method for robustness analysis is proposed, by which the robustness of the local and fused Kalman filters is proved. The concept of the robust accuracy is presented and the robust accuracy relations of the local and fused robust Kalman filters are proved. It is proved that the robust accuracy of the global SCI fuser is higher than those of the local SCI fusers and the robust accuracies of all SCI fusers are higher than that of each local robust Kalman filter. A simulation example for a tracking system verifies the robustness and robust accuracy relations.     

基于噪声检测的彩色图象脉冲噪声滤波

文章提出了具有细节保持能力的自适应彩色图像脉冲噪声滤波器,称为细节保持滤波器。新方法对图像中噪声像素进行检测,仅对噪声像素进行有序滤波而对非噪声像素则保持其原值不变,并根据图像噪声情况自适应地选择滤波窗口。从而,有效地滤除随机彩色脉冲噪声、保持图像边缘与细节,其性能优于经典的矢量中值滤波器（ＶＭＦ）、方向一距离滤波器（ＤＤＦ）、距离一幅度矢量滤波器（ＤＭＶＦ）等非线性滤波器。     

强脉冲噪声环境下的多径衰信道估计

提出一种在强干扰脉冲噪声存在下对无线多径信道进行估计的算法.在无线通信系统中,衰落信道可以采用自回归(AR)模型建模,通过RLS算法和自适应Kalman滤波器分别对AR模型的参数进行估计,但是,这两种算法对噪声干扰非常敏感.为了加快RLS算法的收敛性,并有效抑制大脉冲干扰的影响,在算法的改进中引入了抑制因子,用于对脉冲干扰幅度的抑制.仿真结果显示:相比于传统的算法,改进后的算法在联合估计信道时,提高了抵抗大脉冲干扰的能力,加快了待估参数的收敛速度.     

无人机自适应姿态角度估计仿真

针对复杂环境下传感器噪声未知且不断变化,会导致姿态融合结果不准确的问题,设计了一种基于单新息自适应算法的卡尔曼滤波器,对加速度计和陀螺仪噪声协方差进行在线估计。首先,介绍了能够结合各个传感器优势的无人机姿态融合算法。然后,设计了采用基于单新息自适应算法的卡尔曼滤波器,给出了能够在线估计加速度噪声协方差R和陀螺仪噪声协方差Q的自适应算法。MATLAB仿真表明单新息自适应卡尔曼滤波器在环境噪声变化时,能够更准确地获得无人机的姿态信息,提高了姿态融合精确度,提高了滤波器的鲁棒性。     

Adaptive Gaussian filters for nonlinear state estimation with one-step randomly delayed measurements

This paper proposes new algorithms of adaptive Gaussian filters for nonlinear state estimation with maximum one-step randomly delayed measurements. The unknown random delay is modeled as a Bernoulli random variable with the latency probability known a priori. However, a contingent situation has been considered in this work when the measurement noise statistics remain partially unknown. Due to unavailability of the complete knowledge of measurement noise statistics, the unknown measurement noise covariance matrix is estimated along with states following: (i) variational Bayesian approach, (ii) maximum likelihood estimation. The adaptation algorithms are mathematically derived following both of the above approaches. Subsequently, a general framework for adaptive Gaussian filter is presented with which variants of adaptive nonlinear filters can be formulated using different rules of numerical approximation for Gaussian integrals. This paper presents a few of such filters, viz., adaptive cubature Kalman filter, adaptive cubature quadrature Kalman filter with their higher degree variants, adaptive unscented Kalman filter, and adaptive Gauss–Hermite filter, and demonstrates the comparative performance analysis with the help of a nontrivial Bearing only tracking problem in simulation. Additionally, the paper carries out relative performance comparison between maximum likelihood estimation and variational Bayesian approaches for adaptation using Monte Carlo simulation. The proposed algorithms are also validated with the help of an off-line harmonics estimation problem with real data.     

基于卡尔曼滤波器组的Mean Shift模板更新算法

针对Mean Shift算法缺乏必要的模板更新方法的缺陷,提出了一种基于卡尔曼滤波器组的Mean Shift模板更新算法。该算法首先将目标在特征空间中的特征值的概率作为模板信息;然后设计了一个滤波器组,其中每个滤波器用于估计特征子空间中一个子特征值概率的变化;最后将这些子特征值概率对应相乘就可以得到整个模板的更新值。由于滤波器的噪声参数是随着输入数据的变化随时动态确定的,因此,根据滤波器残差的变化就可以确定模板的更新策略。实验证明,该新算法不仅能够增强Mean Shift算法在目标姿态变化、光照变化下的跟踪效果,而且对阻挡时的鲁棒性也较好。     

一种改进的形态-小波阈值降噪方法

现场采集的旋转机械振动信号中一般存在强脉冲干扰和白噪声,小波阈值滤波对白噪声的滤波效果好,但对脉冲干扰的滤除效果不佳,而形态滤波虽然可以有效地剔除脉冲干扰,但不易滤除白噪声。针对这些问题,提出了一种基于形态滤波和改进的小波阈值滤波相结合的综合滤波方法。该滤波方法结合了两种滤波方法的优点,能够同时有效地滤除旋转机械振动信号中的脉冲干扰和白噪声。通过仿真信号和现场采集的转子振动信号进行了实验验证,结果表明,形态滤波与改进的小波阈值滤波相结合的滤波方法很好地滤除了转子振动信号中的噪声成分,进而提取出淹没在噪声中的转子振动信号。     

自适应UKF算法在目标跟踪中的应用

针对目标跟踪中系统噪声统计特性未知导致滤波发散或者滤波精度不高的问题, 提出了一种自适应无迹卡尔曼滤波(Unscented Kalman filter, UKF)算法.该算法在滤波过程中,利用改进的Sage-Husa估 计器在线估计未知系统噪声的统计特性,并对滤波发散的情况进行判断和抑制, 有效提高了滤波的数值稳定性,减小了状态估计误差. 仿真实验结果表明,与标准UKF算法相比,自适应UKF算法明显改善了目标跟踪的精度和稳定性.     

线性离散状态时滞系统UFIR滤波算法

针对含状态时滞的线性离散时变状态空间模型,提出一类无偏有限脉冲响应(UFIR)滤波算法.通过构造含有时滞状态的增广系统模型,对原系统进行无时滞转换.利用扩展状态空间模型的思路,将现有UFIR滤波算法推广至含控制输入的状态时滞系统中,并进一步求解相应的迭代形式,保留类Kalman算法快速计算的特点.通过仿真例子表明了所提出算法的有效性.     

广义系统信息融合稳态与自校正满阶Kalman滤波器

基于线性最小方差标量加权融合算法和射影理论,对带多个传感器和带相关噪声的广义系统,提出了分布式标量加权融合稳态满阶Kalman滤波器.推得了任两个传感器子系统之间的稳态满阶滤波误差互协方差阵,其解可任选初值离线迭代计算.所提出的稳态融合滤波器避免了每时刻计算协方差阵和融合权重,减小了在线计算负担.当系统含有未知模型参数时,基于递推增广最小二乘算法和标量加权融合算法,提出了一种两段融合自校正状态滤波器.其中第1段融合获得未知参数的融合估计;第2段融合获得分布式自校正融合状态滤波器.与局部估计和加权平均融合估计相比,所提出的标量加权融合参数估计和自校正状态估计都具有更高的精度.仿真研究验证了其有效性.     

A Novel Adaptive Kalman Filter Based on Credibility Measure

It is quite often that the theoretic model used in the Kalman filtering may not be sufficiently accurate for practical applications, due to the fact that the covariances of noises are not exactly known. Our previous work reveals that in such scenario the filter calculated mean square errors (FMSE) and the true mean square errors (TMSE) become inconsistent,  while FMSE and TMSE are consistent in the Kalman filter with accurate models. This can lead to low credibility of state estimation regardless of using Kalman filters or adaptive Kalman filters. Obviously, it is important to study the inconsistency issue since it is vital to understand the quantitative influence induced by the inaccurate models. Aiming at this, the concept of credibility is adopted to discuss the inconsistency problem in this paper. In order to formulate the degree of the credibility, a trust factor is constructed based on the FMSE and the TMSE. However, the trust factor can not be directly computed since the TMSE cannot be found for practical applications. Based on the definition of trust factor, the estimation of the trust factor is successfully modified to online estimation of the TMSE. More importantly, a necessary and sufficient condition is found, which turns out to be the basis for better design of Kalman filters with high performance. Accordingly, beyond trust factor estimation with Sage-Husa technique (TFE-SHT), three novel trust factor estimation methods, which are directly numerical solving method (TFE-DNS), the particle swarm optimization method (PSO) and expectation maximization-particle swarm optimization method (EM-PSO) are proposed. The analysis and simulation results both show that the proposed TFE-DNS is better than the TFE-SHT for the case of single unknown noise covariance. Meanwhile, the proposed EM-PSO performs completely better than the EM and PSO on the estimation of the credibility degree and state when both noise covariances should be estimated online.