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.     

快速信息融合Ka lman 滤波器

应用现代时间序列分析方法,在标量加权线性最小方差融合准则下,提出一种多传感器快速信息融合稳态Kalman滤波器.基于ARMA新息模型计算稳态Kalman滤波器增益,提出了计算传感器之间的滤波误差方差阵和协方差阵的Lyapunov方程,它可用迭代法求解,并证明了迭代解的指数收敛性.与基于Riccati方程按矩阵加权的信息融合Kalman滤波器相比,可明显减小计算负担,便于实时应用,可用于设计含未知噪声统计系统的信息融合自校正Kalman滤波器.最后以目标跟踪系统的一个仿真例子说明了其有效性.     

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。     

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.     

基于不确定模型误差系统的变分贝叶斯STCKF

强跟踪容积卡尔曼滤波器在对含有模型误差和时变噪声的非线性系统进行滤波时, 容易出现性能降低甚至发散. 鉴于此, 提出一种基于变分贝叶斯的强跟踪容积卡尔曼滤波算法. 该算法运用虚拟噪声法补偿模型误差, 假设虚拟噪声均值非零, 且满足高斯分布, 虚拟噪声方差服从逆gamma分布, 在强跟踪容积卡尔曼滤波器估计状态的同时, 采用变分贝叶斯推理估计虚拟噪声参数. 仿真结果表明, 所提出算法对含模型误差与时变噪声的非线性系统具有较好的估计精度, 相比于自适应算法具有更强的鲁棒性.     

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.     

一种基于在线学习前向神经网络的组合导航滤波器

首先建立了带反馈校正的组合导航数学模型，在此基础上提出了一种在线学习的神经网络滤波算法。这种算法不需要噪声的先验知识，对系统模型的依赖也较弱。仿真表明，卡尔曼滤波器在理想情况下有较高的估计精度，而神经网络滤波器在非理想情况下有较高的精度，对模型误差和噪声特性的变化具有良好的鲁棒性。     

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。     

面向调控网络参数学习的无迹粒子滤波算法

目前基于微分方程模型学习网络参数的工作普遍基于卡尔曼滤波器,对所分析系统有线性假设前提,而基因调控网络具有强非线性,因此需要更适用于非线性模型的方法。提出了一种基于无迹粒子滤波器学习基因调控网络参数的方法,由于粒子滤波方法不受模型线性假设的约束,因此能够对非线性系统进行更好的拟合。通过对Repressillar模型中隐变量与未知参数的估计并与无迹卡尔曼滤波器所获结果的比较,提出的算法有效减少了估计误差。并对粒子数目对结果的影响进行了分析。相较于卡尔曼滤波器,无迹粒子滤波方法对于调控网络参数学习精度更高。粒子数目太少或太多都会减弱估计精度,因此选择适当的粒子数目非常重要。     

基于Kalman滤波的自回归滑动平均信号信息融合Wiener滤波器

应用Kalman滤波方法,在按矩阵加权线性最小方差最优信息融合规则下,提出了带白色观测噪声的多通道ARMA信号的多传感器信息融合Wiener滤波器.它可统一处理信息融合滤波、平滑和预报问题.为了计算最优加权阵,提出了计算局部滤波误差互协方差阵的公式.同单传感器情形相比,可提高估计精度.一个带三传感器的目标跟踪系统的仿真例子说明了其有效性.     

Multi-sensor information fusion estimators for stochastic uncertain systems with correlated noises

The information fusion estimation problems are investigated for multi-sensor stochastic uncertain systems with correlated noises. The stochastic uncertainties caused by correlated multiplicative noises exist in the state and observation matrices. The process noise and the observation noises are one-step auto-correlated and two-step cross-correlated, respectively. While the observation noises of different sensors are one-step cross-correlated. The optimal centralized fusion filter, predictor and smoother are proposed in the linear minimum variance sense via an innovative analysis approach. To enhance the robustness and flexibility, a distributed fusion filter is put forward, which requires the calculation of filtering error cross-covariance matrices between any two local filters. To avoid the calculation of cross-covariance matrices, another distributed fusion filter is also presented by using the covariance intersection (CI) fusion algorithm, which can reduce the computational cost. A simulation example is given to show the effectiveness of the proposed algorithms.     

Convergence of self-tuning Riccati equation with correlated noises

For the linear discrete time-invariant stochastic system with correlated noises,and with unknown model parameters and noise statistics,substituting the online consistent estimators of the model paramet...     

Unscented Kalman Filtering for Nonlinear State Estimation with Correlated Noises and Missing Measurements

The unscented Kalman filtering problem is investigated for a class of nonlinear discrete stochastic systems subject to correlated noises and missing measurements. Here, a random variable obeying Bernoulli distribution with known conditional probability is introduced to depict the phenomenon of missing measurements occurring in a stochastic way. Due to taking the correlation of noises into account, a one-step predictor is designed by applying the innovative analysis and unscented transformation approach. And then, based on one-step predictor and the minimum mean square error principle, a new unscented Kalman filtering algorithm is proposed such that, for the correlated noises and missing measurements, the filtering error is minimized. By solving the recursive matrix equation, the filter gain matrices and the error covariance matrices can be obtained and the proposed results can be easily verified by using the standard numerical software. We finally provide a numerical example to show the performance of the proposed approach.     

Optimal distributed Kalman filtering fusion for a linear dynamic system with cross-correlated noises

In this article, we study the distributed Kalman filtering fusion problem for a linear dynamic system with multiple sensors and cross-correlated noises. For the assumed linear dynamic system, based on the newly constructed measurements whose measurement noises are uncorrelated, we derive a distributed Kalman filtering fusion algorithm without feedback, and prove that it is an optimal distributed Kalman filtering fusion algorithm. Then, for the same linear dynamic system, also based on the newly constructed measurements, a distributed Kalman filtering fusion algorithm with feedback is proposed. A rigorous performance analysis is dedicated to the distributed fusion algorithm with feedback, which shows that the distributed fusion algorithm with feedback is also an optimal distributed Kalman filtering fusion algorithm; the P matrices are still the estimate error covariance matrices for local filters; the feedback does reduce the estimate error covariance of each local filter. Simulation results are provided to demonstrate the validity of the newly proposed fusion algorithms and the performance analysis.     

含未知参数的自校正融合Kalman滤波器及其收敛性

对于带未知模型参数和噪声方差的多传感器系统,基于分量按标量加权最优融合准则,提出了自校正解耦融合Kalman滤波器,并应用动态误差系统分析(Dynamic error system analysis,DESA)方法证明了它的收敛性.作为在信号处理中的应用,对带有色和白色观测噪声的多传感器多维自回归(Autoregressive,AR)信号,分别提出了AR信号模型参数估计的多维和多重偏差补偿递推最小二乘(Bias compensated recursive least-squares,BCRLS)算法,证明了两种算法的等价性,并且用DESA方法证明了它们的收敛性.在此基础上提出了AR信号的自校正融合Kalman滤波器,它具有渐近最优性.仿真例子说明了其有效性.     

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.     

基于Lansat7 ETM+影像的城市道路信息提取研究

道路信息是遥感卫星影像中一种重要的地理专题信息，道路信息的提取在卫星数字图像自动解译方面具有理论与方法意义，如果能自动地从遥感卫星影像中提取出道路网，将会简化城市地物目标的分类和测量过程。研究结合了计算机和人在自动检测和识别上的优势，以ETM＋为数据源，提出了遥感卫星影像中道路特征半自动提取的一种方法。研究首先对ETM＋的多光谱影像和15m分辨率的全色影像进行融合，然后通过设计一个高通滤波器和统计滤波器，完成道路信息的检测与识别（其中高通滤波突出地物的线性特征、统计滤波则是消除高通滤波后的一些噪音），最后进行矢量化跟踪完成道路信息的提取。实践结果表明，该方法能够从中等分辨率遥感卫星影像中提取道路信息，取得了较好的精度效果。     

Distributed fusion filter for multi-sensor systems with finite-step correlated noises

This paper addresses the distributed fusion filtering problem for multi-sensor systems with finite-step correlated noises. The process noise and observation noises of different sensors are finite-step auto- and cross-correlated, respectively. Based on the optimal local filtering algorithms that we presented before, the filtering error cross-covariance matrices between any two local filters are derived based on an innovation analysis approach. A distributed fusion filter is put forward by using matrix-weighted fusion estimation algorithm in the linear unbiased minimum variance sense. Finally, the proposed algorithms are extended to systems with random parameter matrices. Two simulation examples are given to show the effectiveness of the proposed algorithms.