基于UKF滤波的WSN节点定位研究

无迹卡尔曼滤波(UKF)模拟系统的后验概率密度函数,避免了扩展卡尔曼滤波(EKF)中引入的较大线性化误差的缺陷.本文提出了一种基于加权最小二乘法(WLSE)和UKF的无线传感器网络(WSN)节点定位算法.算法采用TOF测距技术测量未知节点到信标节点的距离,利用加权最小二乘法估算未知节点的初始位置,并采用UKF滤波对节点进行精确定位,同时与EKF滤波结果进行比较.相关分析结果表明,算法在TOF测距基础上,将加权最小二乘法和UKF滤波结合,可以较大提高节点的定位精度.     

基于CKF的GPS定位误差估计及故障检测

针对卡尔曼滤波(KF,Kalman filter)算法无法解决非线性系统估计的问题和扩展卡尔曼滤波(EKF,extended Kalman filter)算法在GPS卫星导航定位误差估计中存在的线性化误差大、需求解繁琐的Jacobian矩阵等问题,将较新型的卡尔曼滤波算法——容积卡尔曼滤波(CKF,cubature Kalman filter)应用于GPS定位计算,在算法精度上与KF和EKF算法进行了比较,并利用定位误差进行GPS故障卫星的检测.利用实测导航电文数据进行实验,结果表明:CKF用于导航定位估计不仅精度高,而且实现简单,无可调参数,性能明显优于KF和EKF,并可进一步用于故障检测.     

UKF与EKF在卫星姿态估计应用中的比较

针对卫星的姿态和角速度估计问题,分别给出基于Unscented卡尔曼滤波(UKF)与推广卡尔曼滤波(EKF)的估计算法,并做了相应比较.为了避免欧拉角带来的奇异问题,UKF选用Rodrigues参数而EKF选用四元数参数法来描述姿态误差.考虑卫星的非线性模型,UKF采用Unscented变换而EKF采用线性化方法对姿态误差进行估计.利用陀螺和磁强计的测量信息,KF和EKF都可得到三轴稳定卫星的姿态估计值,但UKF的收敛速度高于EKF.数值仿真结果表明,当初始姿态存在大偏差时,所给出的UKF的滤波算法性能明显优于EKF.     

局部惩罚加权核偏最小二乘算法及其应用

为改善软测量模型精度,提出了一种局部惩罚加权核偏最小二乘算法.该方法通过核映射将原始输入映射到高维特征空间实现对非线性问题的线性化处理,并通过偏最小二乘算法进行主成分提取,降低数据维数;对由主成分构成的新数据集,依据局部学习思想构建局部惩罚加权最小二采回归模型,降低模型对异常数据的敏感度、优化模型参数.鉴于多模型可以改...     

差分线性化EKF滤波方法研究

针对扩展卡尔曼滤波(EKF)框架下非线性模型线性化时雅克比矩阵计算复杂且精度难以保证的情况,提出一种基于差分线性化的EKF算法。该方法用目标位置的量测值和状态一步估值作差分的方法代替雅克比阵的计算。通过蒙特卡洛仿真表明,差分EKF在保证跟踪精度的前提下,大大简化了复杂的求导运算,适合于实际的跟踪系统应用。     

基于IMM-UKF的纯方位机动目标跟踪算法

针对在非线性机动目标跟踪中存在的滤波器易发散、跟踪误差大等问题,本文在多站纯方位跟踪的基础上,把Unscented卡尔曼滤波(Unscented Kalman filter,UKF)引进到交互多模型算法(Interacting multiple model,IMM)中,设计了交互多模型UKF滤波算法,克服了EKF中引入的较大线性化误差对机动目标跟踪算法性能的影响.最后将该算法与扩展卡尔曼滤波(EKF)、IMM-EKF算法进行了比较,仿真结果表明:IMM-UKF 算法增强了EKF滤波器的稳定性,提高了滤波收敛速度和跟踪精度.     

动态模型偏差校正在列车组合定位中的应用

扩展卡尔曼滤波(Extended Kalman filter, EKF)的准确性依赖于观测的质量、观测对象的非线性程度及动态模型的准确性. 该方法通常假设其动态模型是不变的, 而且默认为非线性程度较弱, 这些在实际的车辆运动中都是不可靠的处理方式. 本文提出了一种利用最小二乘支持向量机(Least squares support vector machine, LSSVM)的技术增强扩展卡尔曼滤波的新算法. LSSVM改进后的EKF算法(LSSVM-EKF)一定程度上弥补了EKF处理强非线性问题的不足; 而且可以自适应地估计历史数据的动态建模偏差, 并使用估计偏差来补偿动态模型. 开发了一种引入Allan方差的K折交叉验证方法来确定LSSVM的训练参数; 将动态模型偏差通过有限数据集与LSSVM一起训练; 并引入无损变换将LSSVM与EKF进行了集成. 为了验证算法, 最后设计了车载试验, 并采用列车数据验证了文中所提的方法, 结果表明LSSVM-EKF可以较好地适应实际车辆运动环境, 可以提供一种可用的车辆定位方法.     

一种基于卡尔曼滤波的超宽带室内定位算法

为了减小室内环境中障碍物对超宽带(UWB)传感器测距结果的影响,提出了一种基于卡尔曼滤波(KF)的超宽带室内定位算法.利用超宽带接收信号的信噪比区分视距和非视距环境,给出了超宽带传感器测距性能最小二乘标定模型,减小测距系统误差;判断相邻测距差分是否在阈值范围内,否则用卡尔曼滤波先验估计替代后验估计处理测距结果,由此减弱多径效应和非视距误差对测距的影响;用扩展卡尔曼滤波器(EKF)实现室内定位.实验结果表明:算法在复杂室内环境中可达到亚米级的动态实时定位精度.     

一种非线性滤波方法用于卫星的姿态估计

由于用于卫星姿态估计的传统非线性滤波方法,即扩展卡尔曼滤波(EKF)方法不仅容易引入线性化误差,而且必须计算系统函数的Jacobi矩阵,而Unscented卡尔曼滤波(UKF)是一种比较新的非线性滤波方法,能够克服EKF的上述缺点。该方法不仅能提高滤波精度,而且更容易实现。因此,利用UKF方法,基于修正的罗德里格参数(MRPs),设计了一种无陀螺卫星的姿态估计算法,并通过仿真验证了算法的有效性。     

射频功率放大器幂级数模型的系统辨识与实现

幂级数模型是描述无记忆功率放大器的一个常用模型,系数辨识是准确建立模型的关键因素。通过对功放非线性等特性的研究,探讨辨识幂级数模型的最小二乘算法与卡尔曼滤波算法,对功放的实际应用具有一定的指导意义。研究了基于最小二乘法与卡尔曼滤波算法的射频功率放大器幂级数模型的参数估计方法,进行了相应的数值仿真实验,结果显示:最小二乘算法具有计算简单与容易实现的优点,而卡尔曼滤波算法计算量大,原理复杂,但当幂级数阶数有限时,随着迭代次数的增加,估算的准确度会更高。     

CDKF方法在车辆组合导航中的应用

针对扩展卡尔曼滤波（EKF）在车辆导航中存在着计算复杂、线性化误差大等缺点，将一种新的非线性滤波方法——中心差分卡尔曼滤波（CDKF）用于车辆GPS／DR组合导航中。和普遍采用的EKF方法相比．CDKF方法不仅提高了车辆组合定位的精度和稳定性；而且不需要模型的具体解析形式，避免了复杂的Jacobian矩阵的计算，算法更简单，也更加易于实现。为了检验其有效性，将两种方法分别对车辆GPS／DR组合导航系统进行滤波仿真，仿真结果进一步表明CDKF方法明显优于EKF方法，是车辆组合导航中一种更理想的非线性滤波方法，真正实现了车辆低成本、高精度的实时定位。     

Estimation of nonlinear systems via a Chebyshev approximation approach

This paper proposes to decompose the nonlinear dynamic of a chaotic system with Chebyshev polynomials to improve performances of its estimator. More widely than synchronization of chaotic systems, this algorithm is compared to other nonlinear stochastic estimator such as Extended Kalman Filter (EKF) and Unscented Kalman Filter (UKF). Chebyshev polynomials orthogonality properties is used to fit a polynomial to a nonlinear function. This polynomial is then used in an Exact Polynomial Kalman Filter (ExPKF) to run real time state estimation. The ExPKF offers mean square error optimality because it can estimate exact statistics of transformed variables through the polynomial function. Analytical expressions of those statistics are derived so as to lower ExPKF algorithm computation complexity and allow real time applications. Simulations under the Additive White Gaussian Noise (AWGN) hypothesis, show relevant performances of this algorithm compared to classical nonlinear estimators.     

基于UKF的CDMA系统信道参数估计

CDMA系统信道时间延迟估计是一个非线性的迭代过程。UKF算法能够避免EKF由于线性化非线性系统而带来的误差过大等问题,比EKF估计的更加精确。利用UKF算法对CDMA系统信道的幅度衰减参数与延时参数进行了估计。在研究中考虑到了多址干扰和远近效应对信道参数的影响,仿真结果表明UKF算法能有效地抑制远近效应及多址干扰,估计出无线信道参数。     

基于深度信息的移动机器人室内环境三维地图创建

针对使用扩展卡尔曼滤波(EKF）进行环境地图的创建对线性系统效果较好而对非线性系统的线性化受误差影响较大的问题,提出一种基于对Kinect采集到的环境数据和迭代扩展卡尔曼滤波(IEKF）算法的室内环境三维地图创建。该方法使用成本较低的Kinect传感器获取深度数据然后结合IEKF实现摄像头轨迹预测,最后利用最近点迭代(ICP）算法对深度图像进行配准得到室内环境三维点云图。实验结果表明,IEKF算法与传统的EKF算法相比,得到的轨迹更平滑、误差更小,同时所得到的三维点云图更加光滑。该方法实现了三维地图构建,较为实用,效果较好。     

基于Sigma点Kalman滤波的车载导航系统状态估计

针对扩展卡尔曼滤波(EKF)在车载组合导航系统状态估计问题中的缺陷,本文介绍了一种新的方法——Sigma点卡尔曼滤波(SPKF)用于车载组合导航系统的非线性状态估计。其思想是基于非线性函数的加权统计线形化,SPKF滤波算法能够给出随机变量非线性变换以后更精确的均值和协方差的估计,从而带来更高的精度。最后通过GPS/DR组合导航模型时间序列的状态估计仿真实例说明:同EKF相比,SPKF的滤波精度和稳定性都显著提高了,还可避免计算烦琐的Jacobi矩阵,是一种良好的非线形滤波方法。     

Robust and reliable estimation via Unscented Recursive Nonlinear Dynamic Data Reconciliation

The quality of process data in a chemical plant significantly affects the performance and benefits gained from activities like performance monitoring, online optimization and control. Since many chemical processes often exhibit nonlinear dynamics, techniques like Extended Kalman Filter (EKF) and Nonlinear Dynamic Data Reconciliation (NDDR) have been developed to improve the data quality. There are various issues that arise with the use of either of these techniques: EKF cannot handle inequality or equality constraints, while the NDDR has high computational cost. Recently a recursive estimation technique for nonlinear dynamic processes has been proposed which combines the merits of EKF and NDDR techniques. This technique, named as Recursive Nonlinear Dynamic Data Reconciliation (RNDDR), provides state and parameter estimates that satisfy bounds and other constraints imposed on them. However, the estimate error covariance matrix in RNDDR is computed in the same manner as in EKF, that is, the effects of both nonlinearity and constraints are neglected in the computation of the estimate error covariance matrix.

A relatively new method known as the Unscented Kalman Filter has been developed for nonlinear processes, in which the statistical properties of the estimates are computed without resorting to linearization of the nonlinear equations. This leads to improved accuracy of the estimates. In this paper, we combine the merits of the Unscented Kalman Filter and the RNDDR to obtain the Unscented Recursive Nonlinear Dynamic Data Reconciliation (URNDDR) technique. This technique addresses all concerns arising due to the presence of nonlinearity and constraints within a recursive estimation framework, resulting in an efficient, accurate and stable method for real-time state and parameter estimation for nonlinear dynamic processes.     

基于UKF的闪烁噪声机动目标跟踪

闪烁噪声下的机动目标跟踪是一个非线性非高斯系统滤波问题,传统的卡尔曼理论很难保证其跟踪精度.文中提出了一种基于UKF的闪烁噪声机动目标跟踪算法,首先对目标系统的状态方程进行无味变换,然后再进行滤波估计,以减小跟踪误差.UKF不需要求导,它能比EKF更好地迫近目标运动模型的非线性特性,具有更高的估计精度,计算量却与EKF同阶.在仿真实验中采用"协同转弯模型"作为机动目标的运动模型,雷达的量测方程也是非线性的,分别应用UKF和EKF跟踪闪烁噪声下的机动目标,结果表明,UKF能够较好地解决闪烁噪声下跟踪机动目标的难题,其跟踪精度要远远高于EKF.     

Nonlinear Kalman Filters and Particle Filters for integrated navigation of unmanned aerial vehicles

The paper studies and compares nonlinear Kalman Filtering methods and Particle Filtering methods for estimating the state vector of Unmanned Aerial Vehicles (UAVs) through the fusion of sensor measurements. Next, the paper proposes the use of the estimated state vector in a control loop for autonomous navigation and trajectory tracking by the UAVs. The proposed nonlinear controller is derived according to the flatness-based control theory. The estimation of the UAV’s state vector is carried out with the use of (i) Extended Kalman Filtering (EKF), (ii) Sigma-Point Kalman Filtering (SPKF), (iii) Particle Filtering (PF), and (iv) a new nonlinear estimation method which is the Derivative-free nonlinear Kalman Filtering (DKF). The performance of the nonlinear control loop which is based on these nonlinear state estimation methods is evaluated through simulation tests. Comparing the aforementioned filtering methods in terms of estimation accuracy and computation speed, it is shown that the Sigma-Point Kalman Filtering is a reliable and computationally efficient approach to state estimation-based control, while Particle Filtering is well-suited to accommodate non-Gaussian measurements. Moreover, it is shown that the Derivative-free nonlinear Kalman Filter is faster than the rest of the nonlinear filters while also succeeding accurate, in terms of variance, state estimates.     

基于UKF的超视距雷达跟踪算法研究

天波超视距雷达跟踪目标时电磁波是通过电离层的折射传播的,因而导致在地理坐标系下的量测方程中存在强非线性,而采用传统的EKF（Extended Kalman Filter）实现的跟踪算法,在非线性方程的线性化中舍去了含强非线性的二阶以上的高阶项,导致目标的跟踪精度较低;提出采用UKF（Unscented Kalman Filter）方法处理超视距雷达系统在跟踪算法中的强非线性问题.UKF算法有效降低了非线性方程中的舍入误差,可确保三阶以上的精度.仿真结果表明UKF滤波算法较EKF算法提高估计精度.     

Nonlinear observers for spacecraft attitude estimation in case of yaw angle measurement absence

This paper provides a brief presentation and a useful comparison between two nonlinear observers Extended Kalman Filter (EKF) and sliding mode observer (SMO). Both can be used for moderate-accuracy attitude determination systems for Low Earth Orbit (LEO) Earth-pointing spacecraft (s/c), which is typically achieved using Gyroscopes, Earth, and Sun sensors for attitude sensing. The use of these observers provides a substitute for the yaw data in case of the s/c eclipse periods or limited field of views. The nonlinear observability for this system is analytically investigated via the calculation of Lie derivatives to check the possibility of the system states estimation. The performances of both observers are presented, the SMO stability is proved and the SMO enhanced estimates are shown by simulation.