A new approach to distributed fusion filtering for networked systems with random parameter matrices and correlated noises

This paper is concerned with the distributed filtering problem for a class of discrete-time stochastic systems over a sensor network with a given topology. The system presents the following main features: (i) random parameter matrices in both the state and observation equations are considered; and (ii) the process and measurement noises are one-step autocorrelated and two-step cross-correlated. The state estimation is performed in two stages. At the first stage, through an innovation approach, intermediate distributed least-squares linear filtering estimators are obtained at each sensor node by processing available output measurements not only from the sensor itself but also from its neighboring sensors according to the network topology. At the second stage, noting that at each sampling time not only the measurement but also an intermediate estimator is available at each sensor, attention is focused on the design of distributed filtering estimators as the least-squares matrix-weighted linear combination of the intermediate estimators within its neighborhood. The accuracy of both intermediate and distributed estimators, which is measured by the error covariance matrices, is examined by a numerical simulation example where a four-sensor network is considered. The example illustrates the applicability of the proposed results to a linear networked system with state-dependent multiplicative noise and different network-induced stochastic uncertainties in the measurements; more specifically, sensor gain degradation, missing measurements and multiplicative observation noises are considered as particular cases of the proposed observation model.     

受有线无线异构网络诱导延时和数据丢包约束的分布式网络化H2/H∞滤波研究

针对分布式有线无线异构网络化滤波系统中部署在不同地理空间的多传感器通过无线网络与每个局部融合中心通信, 然后测量数据被传到网关并进行协议转换后通过有线网络传输到对应的分布式滤波器, 会导致数据传输出现分布式有线无线网络诱导延时和数据丢包, 使得H₂/H_∞滤波更加困难的问题, 本文首先采用有向图描述分布式传感器节点的通信拓扑, 然后运用Markov链和伯努利分布分别刻画分布式有线无线网络诱导延时和数据丢包特性, 进而建立了融合分布式滤波器参数、有线无线异构网络通信约束的普适滤波误差动态系统综合模型.理论上证明了在分布式有线无线异构网络通信约束下所设计的滤波器使得滤波误差动态系统随机稳定且满足给定的H₂/H_∞性能指标, 并建立了系统随机稳定性、分布式滤波器参数及最长有线无线网络诱导延时和数据丢包之间的关系.最后, 仿真实例验证了本文所提方法是可行且有效.     

自适应Kalman滤波器及其应用

对于带未知噪声统计的单输出系统,本文提出了一种新的自适应Kalman滤波器.应用 现代时间序列分析方法,基于ARMA新息模型的滑动平均(MA)参数的在线辨识,提出了 稳态最优Kalman滤波器增益估计的一种新算法,比Mehra的算法简单.同时还提出了辨 识滑动平均(MA)模型参数的一种新的自适应Kalman滤波算法.此外,给出了在雷达跟 踪系统中的应用,且仿真结果说明了本文算法的有效性.     

Optimality analysis of one-step OOSM filtering algorithms in target tracking

In centralized multisensor tracking systems, there are out-of-sequence measurements (OOSMs) frequently arising due to different time delays in communication links and varying pre-processing times at the sensor. Such OOSM arrival can induce the “negative-time measurement update” problem, which is quite common in real multisensor tracking systems. The A1 optimal update algorithm with OOSM is presented by Bar-Shalom for one-step case. However, this paper proves that the optimality of A1 algorithm is lost in direct discrete-time model (DDM) of the process noise, it holds true only in discretized continuous-time model (DCM). One better OOSM filtering algorithm for DDM case is presented. Also, another new optimal OOSM filtering algorithm, which is independent of the discrete time model of the process noise, is presented here. The performance of the two new algorithms is compared with that of A1 algorithm by Monte Carlo simulations. The effectiveness and correctness of the two proposed algorithms are validated by analysis and simulation results.     

基于KL距离的主/被动传感器最优选取跟踪

提出一种基于KL距离的主/被动传感器管理策略,在每一时刻只有一种传感器工作的状态下,根据KL距离选择下一时刻的工作传感器,以期达到更好的跟踪精度。借用粒子滤波思想计算KL距离,通过目标运动模型参数辩识提高计算精度。仿真结果表明,与传统的协方差管理策略相比,该方法能获得更好的跟踪精度。     

渐消卡尔曼滤波器的最佳自适应算法及其应用

本文依据卡尔曼滤波器在使用最佳增益时,其余差序列互不相关的性质,开发了一种新的 渐消滤波算法.该算法根据对象输出,在线自适应地调整遗忘因子,从而使滤波器在对象模型 存在误差或对象受到外扰时,仍收敛并保持最佳性.该算法已应用于造纸机控制,取得较好效 果.     

Distributed estimation based on LQG control over homogeneous sensor networks

Motivated by navigation and tracking applications within sensor networks, we consider the distributed estimation problem over wireless sensor network. We propose a consensus based Kalman filtering algorithm based on optimal Linear Quadratic Gaussian control, in which each sensor can observe the dynamical system state, process the information data individually and communicate with each other within a sensing range. We provide a sufficient condition for the convergence of the proposed algorithm, and also give an upper bound for the estimation error covariance. Further, we find an optimal consensus gain for minimizing the network estimation error. Considering the occasional sensor fault and limited sensor energy, we investigate the proposed algorithm using only a subset of sensors to observe the dynamical system. With the assistance of the simulations, we verify the effectiveness of the proposed algorithms and present some interesting examples.     

Optimal state estimation for networked systems with random parameter matrices,correlated noises and delayed measurements

In this paper, the optimal least-squares state estimation problem is addressed for a class of discrete-time multisensor linear stochastic systems with state transition and measurement random parameter matrices and correlated noises. It is assumed that at any sampling time, as a consequence of possible failures during the transmission process, one-step delays with different delay characteristics may occur randomly in the received measurements. The random delay phenomenon is modelled by using a different sequence of Bernoulli random variables in each sensor. The process noise and all the sensor measurement noises are one-step autocorrelated and different sensor noises are one-step cross-correlated. Also, the process noise and each sensor measurement noise are two-step cross-correlated. Based on the proposed model and using an innovation approach, the optimal linear filter is designed by a recursive algorithm which is very simple computationally and suitable for online applications. A numerical simulation is exploited to illustrate the feasibility of the proposed filtering algorithm.     

分层优化PF在六维力传感器下E型膜中的应用

针对动载环境下,噪声污染导致六维力传感器测量精度急剧下降的问题,提出一种具有分层优化步骤的改进粒子滤波算法。以双E型弹性体六维力传感器下E型膜为研究对象,根据正弦激励力响应和应变的关系,建立非线性系统模型。在粒子滤波的框架下,将样本集按权值的蜕化程度分层,引入野草繁殖算法,将最新的观测信息融入高权值子集。基于Thompson-Taylor算法,通过聚合重采样将高、低权值粒子随机组合,产生中权值粒子集。将优化后的粒子滤波算法在六维力传感器动态测试系统中进行仿真研究,结果表明,该算法能以更小的估计误差贴近真实后验概率密度,在保持实时性的同时,有效地提高六维力传感器的测量精度。     

一种新的优化滤波算法

提出一种基于改进PSO的优化滤波算法,构造多指标均衡的适应度函数,把滤波增益作为PSO的粒子进行优化求解,同时将最小方差鲁棒滤波增益和H∞滤波增益以及它们的组合平均值作为PSO的初始粒子,赋予粒子一定的认知能力,大大提高收敛速度。仿真表明新的优化滤波算法滤波精度高,鲁棒性强,实时性好。