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.     

The Study of Improving Kalman Filters Family for Nonlinear SLAM

When Extended Kalman Filter is used to solve the SLAM problem of a nonlinear system, the linearization error will lead to severe estimation error or even make the method to be divergent. After analyzing the linearization principle of Kalman filters family, two improved methods are suggested to decrease the linearization error. These two methods improve posterior estimation accuracy by revising the observation-update step. Simulation results indicate that the two methods are feasible. The method named ‘Mean Extended Kalman Filter’ performs much better than EKF and UKF for nonlinear SLAM. And the iterated version of EKF and UKF even falls behind MEKF in estimation accuracy. In addition, MEKF is computationally efficient. With a view to both estimation accuracy and computational complexity, MEKF seems to be the best filter of the Kalman filters family for nonlinear SLAM. Experiments are carried out with ‘Car Park Dataset’ and ‘Victoria Park Dataset’ to evaluate the performance of MEKF based SLAM solutions. And the experimental results validate the effectiveness of MEKF in real SLAM applications.     

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.     

自适应UKF应用于反辐射导弹抗静止目标雷达关机

抗目标雷达关机是反辐射导弹的技术难题,也是关键问题。针对基于目标状态估计的抗目标雷达关机方案,将自适应UKF算法应用于抗静止雷达关机措施中。利用EKF,UKF和自适应UKF算法对反辐射导弹抗关机性能进行了仿真实验。通过实验得出的结果表明,自适应UKF算法相对于其他2种滤波算法在对抗雷达关机方面具有明显的优越性。     

一种基于RBUKF滤波器的SLAM算法一种基于RBUKF滤波器的SLAM算法

同时定位与建图(SLAM)是智能机器人实现真正自治的必要前提,是一个比单独研究定位或者建图更加困难的课题。该文将基于SUT变换的RBUKF滤波器应用于平面静态环境下的同时定位与建图算法,它能够在同样计算复杂度的情况下,避免基于扩展卡尔曼滤波器(EKF)SLAM算法由于线性化误差大导致滤波器发散,从而出现建图错误的缺点。基于公共数据集的实验表明该方法估计的最终地图比EKF的方法精度高。     

基于UKF的编队卫星的相对姿态确定算法

针对编队卫星相对姿态确定问题,采用一种改进的无迹卡尔曼滤波UKF进行了系统滤波器设计,根据UKF滤波器的性质,推导出了适用于编队卫星相对姿态确定的UKF滤波算法.较之传统的EKF滤波器,UKF不仅提高了滤波精度,简化了计算过程,减少了计算量,而且更易于实现.应用四元数法描述卫星姿态,避免了欧拉角法的奇异性问题.仿真结果表明,UKF滤波器收敛速度大大高于EKF滤波器.而状态估计精度与EKF相当,方差估计优于EKF,且数值稳定性好.     

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。     

基于平方根UKF的SLAM算法

同步定位与地图构建（SLAM）是移动机器人实现真正自主的关键,无迹卡尔曼滤波（UKF）由于直接利用系统非线性模型而在SLAM问题中得到广泛的应用。基于平方根滤波可以确保协方差矩阵的非负定的思想,将平方根UKF应用到SLAM问题中,确保了SLAM算法的稳定性,并得到了较高的估计精度。仿真结果表明,该算法是有效的。     

漂移瑞利滤波算法及其在纯方位跟踪中的应用

单传感器纯方位跟踪问题仍是目前研究的重点和难点,方位角变化率很大时往往使得扩展卡尔曼滤波等矩匹配算法不稳定或发散。重点研究漂移瑞利滤波算法在方位角变化率很大的复杂单传感器纯方位目标跟踪场景下的性能,比较了漂移瑞利滤波,扩展卡尔曼滤波,不敏卡尔曼滤波,粒子滤波等其他非线性跟踪算法的性能,推导并计算了相关问题的Cramer-Rao下界并将其用作比较估值准确性和衡量算法性能的评价指标。仿真结果表明:漂移瑞利滤波算法的性能优于其他矩匹配算法,能达到与粒子滤波大体相同的计算精度,但它的计算速度比粒子滤波算法快几个数量级。     

Real-time implementation of airborne inertial-SLAM

This paper addresses some challenges to the real-time implementation of Simultaneous Localisation and Mapping (SLAM) on a UAV platform. When compared to the implementation of SLAM in 2D environments, airborne implementation imposes several difficulties in terms of computational complexity and loop closure, with high nonlinearity in both vehicle dynamics and observations. An implementation of airborne SLAM is formulated to relieve this computational complexity in both direct and indirect ways. Our implementation is based on an Extended Kalman Filter (EKF), which fuses data from an Inertial Measurement Unit (IMU) with data from a passive vision system. Real-time results from flight trials are provided.     

基于UKF滤波的测向定位算法及性能分析

基于传统的The Unscented Kalman Filter(UKF)滤波算法,提出了一种新的改良后的UKF滤波算法.该算法直接选用动态模型中的状态变量,并增加一个再抽样过程,使得计算量更小,实现更简单.将改良后的UKF滤波算法应用到单站无源定位的测向法中,得到优于The extended Kalman Filter(EKF)滤波的定位效果,大大提高了定位精度.计算机仿真实验表明,应用该改进后的UKF算法比以往EKF类算法在滤波性能上有明显的提高.但是由于测向法自身的局限性,即使应用改良后的UKF滤波,当方位角逐渐增大时,测向法的定位效果仍然会严重恶化.因此,所提出的新UKF算法适合在非线性估计等问题中广泛应用,但对于单站无源定位,则应探究更优越的定位算法来代替测向法.     

基于UKF的GPS/DR组合导航非线性状态估计

GPS／DR组合导航系统是一个非线性系统,以往采用的扩展卡尔曼滤波算法EKF使得函数的整体特性被局部特性所代替,加上噪声的存在使系统的性能进一步下降。为了获得更好的状态估计性能,用无迹卡尔曼滤波算法UKF（Unscente dKalman Filter）实现组合导航系统的非线性状态估计,避免了EKF方法的线性化近似过程,提高了算法的收敛速度和载体的定位精度。仿真结果表明：在非线性状态估计中,UKF滤波方法优于EKF滤波方法。     

A solution to SLAM problems by simultaneous estimation of kinematic parameters including sensor mounting offset with an augmented UKF

Accurate localization is required for autonomous robots to navigate in cluttered environments safely. Therefore, Extended Kalman Filter (EKF) and Unscented Kalman Filter (UKF), which incorporate probabilistic concepts as localization methods, have been researched up to now. It should be noted, however, that the errors of kinematic parameters such as wheel diameter, tread, and mounting sensor offset are not enough considered in conventional works. We propose an Augmented UKF-SLAM (AUKF-SLAM), which is an extension of the UKF-SLAM and can estimate the kinematic parameters including a sensor mounting offset together with the localization and mapping. The UKF-SLAM and the AUKF-SLAM are compared through some simulations to show that the proposed AUKF-SLAM is more accurate than the UKF-SLAM. Furthermore, localization experiments with only odometry are conducted using a real robot. The experimental results show to demonstrate that the localization using kinematic parameters estimated by the AUKF-SLAM is more accurate than that using values measured by hand in advance. Through some experimental verifications in an elevator hall, cluttered rooms, and a long distance corridor, it is confirmed that the proposed AUKF-SLAM which simultaneously estimates the effective kinematic parameters largely contributes to the total accuracy improvement of SLAM.     

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.     

一种基于改进型Logistic映射的混沌信号估算跟踪方法

虽然无先导卡尔曼滤波(UKF)技术在性能上要优于一阶线性化的扩展卡尔曼滤波(EKF)技术,但是对于改进型Logistic混沌映射的扩频通信系统,UKF运算时间长,算法复杂。针对上述缺点以及改进型Logistic映射的泰勒展开式最高项为二阶的特点,提出将二阶EKF运用到接收系统中,该接收系统能精确到泰勒展开式的二阶,达到与UKF相同的性能。相比UKF的复杂算法更加简单,运算速度也更快。仿真实验表明,虽然二阶EKF与UKF的误码率相同,但在运算速度与复杂度方面均优于UKF。     

基于均方根容积卡尔曼的δ-GLMB多目标跟踪算法

在非线性高杂波密度场景下,高斯混合(Gaussian Mixture,GM)实现的δ-广义标签多伯努利滤波器(δ-Generalized Labeled Multi-Bernoulli Filter,δ-GLMB)难以准确地估计目标数目及运动状态。针对这一问题,提出基于均方根容积卡尔曼滤波(Square-rooted Cubature Kalman Filter,SCKF)的δ-GLMB高斯混合实现算法。基于三阶球面-径向容积准则选取一组等权的容积点集,对GM-δ-GLMB滤波器的伯努利分量传递过程中的高斯参量进行预测及更新,实现非线性模型系统下的目标跟踪。仿真结果表明,与现有的δ-GLMB滤波器的扩展卡尔曼滤波(Extended Kalman Filter,EKF)高斯混合实现及无迹卡尔曼滤波(Unscented Kalman Filter,UKF)高斯混合实现相比,该算法可提高非线性高杂波密度环境下的目标跟踪精度。     

Sparse-grid quadrature nonlinear filtering

In this paper, a novel nonlinear filter named Sparse-grid Quadrature Filter (SGQF) is proposed. The filter utilizes weighted sparse-grid quadrature points to approximate the multi-dimensional integrals in the nonlinear Bayesian estimation algorithm. The locations and weights of the univariate quadrature points with a range of accuracy levels are determined by the moment matching method. Then the univariate quadrature point sets are extended to form a multi-dimensional grid using the sparse-grid theory. Compared with the conventional point-based methods, the estimation accuracy level of the SGQF can be flexibly controlled and the number of sparse-grid quadrature points for the SGQF is a polynomial of the dimension of the system, which alleviates the curse of dimensionality for high dimensional problems. The Unscented Kalman Filter (UKF) is proven to be a subset of the SGQF at the level-2 accuracy. The performance of this filter is demonstrated by an orbit estimation problem. The simulation results show that the SGQF achieves higher accuracy than the Extended Kalman Filter (EKF), the UKF, and the Cubature Kalman Filter (CKF). In addition, the SGQF is computationally much more efficient than the multi-dimensional Gauss–Hermite Quadrature Filter (GHQF) with the same performance.     

基于SRUKF的TSOA/TDOA单站跟踪技术研究

阐述了蜂窝网系统中单台定位设备TSOA/TDOA被动式新型混合定位技术的原理.利用TSOA/TDOA混合定位的数学模型建立系统观测方程,采用受随机加速影响的匀速运动状态模型,描述了移动台的位移和速度.在此基础上推导了基于平方根无迹卡尔曼滤波的跟踪算法,并通过仿真实现了对移动台位置和速度的同时跟踪.仿真结果表明,与扩展卡尔曼滤波及无迹卡尔曼滤波算法相比,平方根无迹卡尔曼滤波算法的跟踪性能更优.     

Computationally efficient solutions for tracking people with a mobile robot: an experimental evaluation of Bayesian filters

Modern service robots will soon become an essential part of modern society. As they have to move and act in human environments, it is essential for them to be provided with a fast and reliable tracking system that localizes people in the neighborhood. It is therefore important to select the most appropriate filter to estimate the position of these persons. This paper presents three efficient implementations of multisensor-human tracking based on different Bayesian estimators: Extended Kalman Filter (EKF), Unscented Kalman Filter (UKF) and Sampling Importance Resampling (SIR) particle filter. The system implemented on a mobile robot is explained, introducing the methods used to detect and estimate the position of multiple people. Then, the solutions based on the three filters are discussed in detail. Several real experiments are conducted to evaluate their performance, which is compared in terms of accuracy, robustness and execution time of the estimation. The results show that a solution based on the UKF can perform as good as particle filters and can be often a better choice when computational efficiency is a key issue.     

基于无极卡尔曼滤波算法的雅可比矩阵估计

在基于图像的机器人视觉伺服中,采用在线估计图像雅可比的方法,不需事先知道系统的精确模型,可以避免复杂的系统标定过程。为了有效改善图像雅可比矩阵的在线估计精度,进而提高机器人的跟踪精度,针对机器人跟踪运动目标的应用背景,提出了利用无极卡尔曼滤波算法在线估计总雅可比矩阵。在二自由度的机器人视觉伺服仿真平台上,分别用卡尔曼滤波器（KF）、粒子滤波器（PF）和无极卡尔曼滤波器（UKF）三种算法进行总雅可比矩阵的在线估计。实验结果证明,使用UKF算法的跟踪精度优于其他两种算法,时间耗费仅次于KF算法。