Active fault tolerant control using state-space self-tuning control approach

This paper presents a new fault tolerant control scheme for unknown multivariable stochastic systems by modifying the conventional state-space self-tuning control approach. For the detection of faults, a quantitative criterion is developed by comparing the innovation process errors occurring in the Kalman filter estimation algorithm, which, for faulty system recovery, a weighting matrix resetting technique is developed by adjusting and resetting the covariance matrices of the parameter estimate obtained in the Kalman filter estimation algorithm to improve the parameter estimation of the faulty systems. The proposed method can effectively cope with partially abrupt and/or gradual system faults and/or input failures with fault detection. The modified state-space self-tuning control scheme can be applied to the multivariable stochastic faulty system without requiring prior knowledge of system parameters and noise properties.     

基于载波频率辅助相位的GPS信号跟踪算法

针对传统全球定位系统(GPS)接收机在高动态环境下跟踪性能不理想,提出一种基于载波频率辅助相位的GPS信号跟踪算法。利用锁频环(FLL)辅助锁相环(PLL)的方式代替传统单一跟踪环路,通过卡尔曼(Kalman)滤波器对接收机各跟踪通道中频信号进行综合处理。根据多条跟踪通道的伪距和伪距率残差对系统状态参量进行综合估计,并搭建Kalman滤波器的状态方程和量测方程,给出了跟踪环路反馈量,与传统标量跟踪模式下的跟踪性能进行了对比。仿真结果表明,基于载波频率辅助相位的GPS信号跟踪算法进入稳态时间减小了100 ms,位置误差精度提高了5 m,速度误差精度提高了近3 m/s,在接收机用户快速运动的环境下,能够很好地处理高动态信号。     

自适应Kalman滤波修复六维力传感器下E膜模型误差

为减小动载环境下,噪声信号对六维力传感器测量精度的影响,同时解决因传感器的简化模型误差较大,导致标准Kalman滤波无法获取最优估计的问题,提出一种双因子自适应Kalman滤波算法。算法根据正弦激励力响应和应变之间的关系,建立了下E型膜有色噪声增广状态模型。在标准Kalman滤波的基础上,分析了两种模型误差对滤波效果的影响,采用实时调整状态预测在滤波估计中权重的策略,给出了自适应Kalman滤波准则及递推公式。基于正交性原理和最小二乘法准则,利用三段函数模型构造了双重自适应因子。仿真实例表明,与标准Kalman滤波与强跟踪滤波相比,所提算法具有更好的估计精度和稳定性,能够有效地控制模型误差的影响,从而提高六维力传感器的测量精度。     

基于非线性卡尔曼平滑的GPS定位估计方法

在GPS单机定位中,通常采用卡尔曼滤波作为位置状态解算的方法.文中提出一种将非线性平滑技术用于GPS定位估计的方法,该方法可用于单机GPS接收机的定位解算,在非线性滤波的基础上进一步提高定位精度.提出一种随接收卫星数量而实时改变测量参数的动态测量模型,根据GPS的伪距、多普勒频移和导航信息等原始数据进行定位模型的解析,运用新型的平淡卡尔曼平滑算法求解该动态模型.GPS定位实验结果表明,与通用的最小二乘迭代法和非线性滤波等方法获得的结果相比,所提出的方法能获得更高的定位精度.     

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。     

Marginalized adaptive particle filtering for nonlinear models with unknown time-varying noise parameters

Knowledge of the noise distribution is typically crucial for the state estimation of general state-space models. However, properties of the noise process are often unknown in the majority of practical applications. The distribution of the noise may also be non-stationary or state dependent and that prevents the use of off-line tuning methods. For linear Gaussian models, Adaptive Kalman filters (AKF) estimate unknown parameters in the noise distributions jointly with the state. For nonlinear models, we provide a Bayesian solution for the estimation of the noise distributions in the exponential family, leading to a marginalized adaptive particle filter (MAPF) where the noise parameters are updated using finite dimensional sufficient statistics for each particle. The time evolution model for the noise parameters is defined implicitly as a Kullback–Leibler norm constraint on the time variability, leading to an exponential forgetting mechanism operating on the sufficient statistics. Many existing methods are based on the standard approach of augmenting the state with the unknown variables and attempting to solve the resulting filtering problem. The MAPF is significantly more computationally efficient than a comparable particle filter that runs on the full augmented state. Further, the MAPF can handle sensor and actuator offsets as unknown means in the noise distributions, avoiding the standard approach of augmenting the state with such offsets. We illustrate the MAPF on first a standard example, and then on a tire radius estimation problem on real data.     

Optimal self-tuning filtering, prediction, and smoothing for discrete multivariable processes

An algorithm is proposed for self-tuning optimal fixed-lag smoothing or filtering for linear discrete-time multivariable processes. Az-transfer function solution to the discrete multivariable estimation problem is first presented. This solution involves spectral factorization of polynomial matrices and assumes knowledge of the process parameters and the noise statistics. The assumption is then made that the signal-generating process and noise statistics are unknown. The problem is reformulated so that the model is in an innovations signal form, and implicit self-tuning estimation algorithms are proposed. The parameters of the innovation model of the process can be estimated using an extended Kalman filter or, alternatively, extended recursive least squares. These estimated parameters are used directly in the calculation of the predicted, smoothed, or filtered estimates. The approach is an attempt to generalize the work of Hagander and Wittenmark.     

A new neural network-based approach for self-tuning control of nonlinear SISO discrete-time systems

This article presents a new neural network-based approach for self-tuning control of nonlinear single-input single-output (SISO) discrete-time dynamic systems. According to the approach, a neural network ARMAX (NN-ARMAX) model of the system is identified and continuously updated, using an online training algorithm. Control design is accomplished by solving an optimal discrete-time linear quadratic tracking problem using an observer-type linear state-space Kalman innovation model, which is built from the parameters of a local linear version of the NN-ARMAX model. The state-feedback control law is implemented using the Kalman state, which is calculated without estimating the noise covariance properties. The proposed control approach is shown to be very effective and outperforms the self-tuning control approach based on a linear ARMAX model on two simulation examples.     

高动态下基于AUKF的载波跟踪算法

当载体处于高动态运动状态时,GPS接收机载波跟踪信号极易受到外部环境不确定因素的影响。若采用标准的无迹卡尔曼滤波 (UKF),在先验的噪声统计特性与实际的噪声统计特性不相符时,状态估计性能将变差甚至发散。针对上述问题,提出采用主从式自适应UKF的算法(AUKF)。AUKF能自适应调整过程噪声方差,从而达到减小模型估计误差、抑制滤波发散的目的。Matlab仿真结果表明,在高动态下噪声统计特性发生变化时,基于AUKF的载波跟踪算法具有较好的稳定性。     

Simultaneous state estimation and parameter identification in linear fractional order systems using coloured measurement noise

In the present paper, the identification and estimation problem of a single-input–single-output (SISO) fractional order state-space system will be addressed. A SISO state-space model is considered in which parameters and also state variables should be estimated. The canonical fractional order state-space system will be transformed into a regression equation by using a linear transformation and a shift operator that are appropriate for identification. The identification method provided in this paper is based on a recursive identification algorithm that has the capability of identifying the parameters of fractional order state-space system recursively. Another subject that will be addressed in this paper is a novel fractional order Kalman filter suitable for the systems with coloured measurement noise. The promising performance of the proposed methods is verified using two stable fractional order systems.     

基于卡尔曼滤波的多目标宽带扩展函数估计

针对在非平稳的声环境中,区分和定位多个运动目标的宽带反向散射问题,采用小波域宽带扩展函数方法对目标状态参量进行卡尔曼回归估计;基于小波变换的相关估计原理和宽带扩展函数,推导了使用Kailath的算法的回归扩展函数估计和校正的卡尔曼滤波器,讨论了适用于WTD-EC自适应模型的卡尔曼滤波器算法,使用宽带匹配滤波器产生的距离尺度映射,计算目标在时间延迟-时间尺度上的状态参量;最后通过数据仿真,研究了函数带宽和参数估计效果的关系,验证了算法在自适应检测及目标特征化方面的有效性。     

色噪声下卡尔曼滤波焊缝跟踪算法与试验研究

精确控制激光束使其始终对中并跟踪焊缝是保证激光焊接质量的前提．以大功率光纤激光焊接Type304不锈钢为试验对象,研究一种有色噪声环境下应用卡尔曼滤波最优状态估计预测激光束与焊缝路径偏差的方法．使用高速红外视觉传感器摄取焊接区红外热像,提取焊缝位置参数并构成状态向量,建立基于焊缝位置参数的系统状态方程和焊缝位置测量方程．针对系统动态噪声为有色噪声,通过扩展状态变量的方法建立有色噪声环境下的卡尔曼滤波算法,对焊缝位置进行最优状态估计并得到最小均方差条件下的焊缝偏差最优预测值,消除系统噪声对焊缝偏差测量的影响．焊接试验结果表明新方法可有效抑制有色噪声干扰并提高焊缝跟踪精度．     

神经网络修正动态GPS卡尔曼滤波算法研究

GPS导航定位系统噪声具有非先验性,而卡尔曼滤波进行最优估计需建立准确的系统模型和观测模型,这导致标准卡尔曼滤波的精度不高。为提高滤波精度,提出了神经网络修正动态GPS卡尔曼滤波算法,采用两个BP神经网络分别在时间更新预测部分及测量更新部分对标准卡尔曼滤波器进行修正,这样既考虑了现实环境的动态变化对系统模型造成的随机干扰影响,又融合了神经网络的自学习性和自适应性,使其对动态环境的扰动具有了自适应能力。仿真研究表明：该算法优于标准卡尔曼滤波器。     

Tracking randomly varying parameters: Analysis of a standard algorithm

In linear stochastic system identification, when the unknown parameters are randomly time varying and can be represented by a Markov model, a natural estimation algorithm to use is the Kalman filter. In seeking an understanding of the properties of this algorithm, existing Kalman-filter theory yields useful results only for the case where the noises are gaussian with covariances precisely known. In other cases, the stochastic and unbounded nature of the regression vector (which is regarded as the output gain matrix in state-space terminology) precludes application of standard theory. Here we develop asymptotic properties of the algorithm. In particular, we establish the tracking error bounds for the unknown randomly varying parameters, and some results on sample path deviations of the estimates.     

双线性状态空间系统的状态观测器设计

针对受过程噪声和量测噪声干扰的双线性状态空间系统,研究其状态估计算法.借助双线性系统的特殊结构,将其等价表示为线性时变模型,推导基于Kalman滤波的状态估计算法.针对线性时变模型中存在的未知变量,基于辅助模型辨识思想,通过构造一个辅助模型,将未知变量用该模型的输出代替,提出基于辅助模型的双线性系统状态估计算法.构造双线性状态观测器,引入delta算子极小化状态估计误差协方差矩阵,从而得到最优状态估计增益,并提出基于delta算子的双线性系统状态估计算法.所提出的算法能够避免线性化过程带来的估计精度差的问题,提高双线性系统的状态估计精度.通过仿真实验验证了所提出算法的有效性,并对比分析了不同噪声情况下所提出算法的估计效果.     

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.     

Recursive maximum likelihood parameter estimation for state space systems using polynomial chaos theory

This paper combines polynomial chaos theory with maximum likelihood estimation for a novel approach to recursive parameter estimation in state-space systems. A simulation study compares the proposed approach with the extended Kalman filter to estimate the value of an unknown damping coefficient of a nonlinear Van der Pol oscillator. The results of the simulation study suggest that the proposed polynomial chaos estimator gives comparable results to the filtering method but may be less sensitive to user-defined tuning parameters. Because this recursive estimator is applicable to linear and nonlinear dynamic systems, the authors portend that this novel formulation will be useful for a broad range of estimation problems.     

基于混合滤波最大期望算法的高速列车建模

针对高速列车非线性单质点模型的特殊结构及含有隐含变量问题, 提出一种基于混合滤波的最大期望辨识方法. 借助递阶辨识理论, 将高铁列车状态空间模型分解为线性子系统模型和非线性子系统模型. 进而, 分别利用卡尔曼滤波和粒子滤波对速度和位移状态进行联合估计. 最后, 使用最大期望方法辨识高铁列车子系统模型参数, 解决了隐含变量辨识问题. 和传统方法相比, 本文所提出方法计算量小, 且具有较高的辨识精度. 仿真对比实验结果验证了该方法的有效性.     

Use of the Kalman filter for inference in state-space models with unknown noise distributions

The Kalman filter is frequently used for state estimation in state-space models when the standard Gaussian noise assumption does not apply. A problem arises, however, in that inference based on the incorrect Gaussian assumption can lead to misleading or erroneous conclusions about the relationship of the Kalman filter estimate to the true (unknown) state. This note shows how inequalities from probability theory associated with the probabilities of convex sets have potential for characterizing the estimation error of a Kalman filter in such a non-Gaussian (distribution-free) setting.     

在不准确方差下带随机系数矩阵的卡尔曼滤波稳定性

针对离散时间线性随机系统,研究了卡尔曼滤波的L2-稳定性问题. 考虑具有这两个特点的系统: 1)系数矩阵是随机的; 2)过程噪声、量测噪声、初始估计误差的方差矩阵不准确. 在系数矩阵有界、条件能观测、初始估计误差有界的假设下, 得到了卡尔曼滤波的L2-稳定性. 同时, 建立了卡尔曼滤波和状态空间最小二乘的等价性, 并在该等价性基础上得到状态空间最小二乘的状态估计误差L2-稳定性. 最后, 数值仿真说明了卡尔曼滤波的有效性.