渐进扩展卡尔曼滤波器

渐进贝叶斯方法将贝叶斯更新步骤等效为伪时间上的连续演化过程,以实现对状态的后验估计.本文基于渐进贝叶斯框架,导出一种新的高斯型非线性滤波算法.在线性高斯条件下推导了渐进贝叶斯方法的精确解;证明了对于由线性高斯解确定的动态系统,其均值和协方差矩阵满足的微分方程与常数状态估计的Kalman-Bucy滤波器是一致的.对于非线性系统,利用一阶Taylor展开推导了近似解表达式,进而导出渐进扩展卡尔曼滤波器.仿真算例表明新滤波器性能较扩展卡尔曼滤波器有大幅提高,且避免了窄形似然函数带来的滤波性能恶化问题.     

The stability of nonlinear least squares problems and the Cramer-Rao bound

A number of problems of interest in signal processing can be reduced to nonlinear parameter estimation problems. The traditional approach to studying the stability of these estimation problems is to demonstrate finiteness of the Cramer-Rao bound (CRB) for a given noise distribution. We review an alternate, deterministic notion of stability for the associated nonlinear least squares (NLS) problem from the realm of nonlinear programming (i.e., that the global minimizer of the least squares problem exists and varies smoothly with the noise). Furthermore, we show that under mild conditions, identifiability of the parameters along with a finite CRB for the case of Gaussian noise is equivalent to the deterministic stability of the NLS problem. Finally, we demonstrate the application of our result, which is general, to the problems of multichannel blind deconvolution and sinusoid retrieval to generate new stability results for these problems with little additional effort.     

非高斯有色噪声中谐波恢复的累积量投影方法

本文研究非高斯有色噪声中的谐波恢复问题。首先建立了复数线性非高斯过程的高阶累积量投影定理。应用该定理，由含噪谐波信号的四阶累积量求得非高斯有色噪声的自相关，然后通过求解一个广义特征值问题对矢量空间进行预白化，最后结合噪声子空间方法ＭＵＳＩＣ恢复谐波信号参数。本文方法克服了以往的困难，成功地解决了对称分布非高斯噪声背景下和谐波信号中存在二次相位耦合时的谐波恢复问题。仿真实验验证了本文结论。     

非高斯相关噪声中高斯信号的时延估计

高阶统计量在信号处理中成功的应用例子之一是估计高斯相关噪声中非高斯信号的时延参数.本文则研究非高斯相关噪声中高斯信号的时延估计问题,提出了一种解决该问题的混合方法.该方法先计算观测值的三阶累积量,然后利用累积投影公式计算观测噪声的二阶统计量,最后利用互相关方法确定信号时延参数.仿真结果验证了该方法的有效性.     

Harmonic Signals Retrieval Approach Based on Blind Source Separation

A frequently encountered problem in signal processing is harmonic retrieval in additive colored Gaussian or non-Gaussian noise, especially when the frequencies of the harmonic signals are very close in space. The purpose of this paper is to develop an efficient Blind Source Separation (BSS) algorithm from linear mixtures of source signals, which enables to separate harmonic source signals using only one observed channel signal even if the frequencies of the harmonic signals are closely spaced. First, we establish the BSS based harmonic retrieval model in additive noise by using the only one observed channel, and analyze the fundamental principle by utilizing BSS method to retrieve harmonics. Then, we propose a BSS-based approach to the harmonic retrieval by resorting the concept of W-disjoint orthogonality in the over-complete BSS situation, and as a result, we get the separation algorithm using only one channel mixed signals. Simulation results show that the proposed separation algorithm-BSS-HR is able to separate the harmonic source signals.     

粒子滤波在目标跟踪算法中的应用研究

针对非高斯、强噪声背景下的高机动目标实施跟踪时,卡尔曼滤波、扩展卡尔曼滤波等算法将出现滤波精度下降甚至发散现象。粒子滤波方法作为一种基于贝叶斯估计的非线性滤波算法,在处理非高斯非线性时变系统的参数估计和状态滤波问题方面有独到的优势。以目标跟踪问题为背景,将粒子滤波与卡尔曼滤波算法进行了对比研究。     

三轴磁强计实时自校正算法

提出一种三轴磁强计的实时自校正算法.通过分析测量误差因素,建立了三轴磁强计输出的参数模型.在此基础上,根据定点地磁场矢量模不变原则建立校正相关参数的非线性状态空间模型,导出了基于扩展卡尔曼滤波器（Extended Kalman filter,EKF）求解的校正参数估计算法,并相应给出了易于实现的U-D分解滤波形式.相比离线校正,新算法能够对校正参数进行实时估计,且更易于片上实现.通过数值仿真验证了算法推导的正确性.采用三轴磁强计RM3000进行实测校正试验,验证了算法的有效性,并将结果与离线的TWO-STEP算法进行了对比,得出了相应结论.     

改进高斯混合粒子滤波被动目标跟踪算法

针对被动传感器跟踪系统非线性较强问题,提出了一种基于改进高斯混合粒子滤波的被动传感器目标跟踪算法。该算法基于Sigma点卡曼滤波和粒子滤波的特点,用有限的高斯混合模型来近似后验状态密度、系统噪声和观测噪声的分布。然后结合遗传算法和EM算法来实现模型的降阶,克服了EM算法假定混合成分数为已知、迭代的结果需要依赖初始值、可能收敛到局部最大点或可能收敛到参数空间的边界的缺点,从而改善粒子枯竭的问题。仿真实验结果表明在被动传感器跟踪领域,与传统粒子滤波、基于EM的高斯混合粒子滤波和基于贪心EM的高斯混合粒子滤波相比,该算法在保持高精度估计能力的同时,具有较强的鲁棒性,是解决非线性系统状态估计问题的一种有效方法。     

Gaussian particle filtering

Sequential Bayesian estimation for nonlinear dynamic state-space models involves recursive estimation of filtering and predictive distributions of unobserved time varying signals based on noisy observations. This paper introduces a new filter called the Gaussian particle filter. It is based on the particle filtering concept, and it approximates the posterior distributions by single Gaussians, similar to Gaussian filters like the extended Kalman filter and its variants. It is shown that under the Gaussianity assumption, the Gaussian particle filter is asymptotically optimal in the number of particles and, hence, has much-improved performance and versatility over other Gaussian filters, especially when nontrivial nonlinearities are present. Simulation results are presented to demonstrate the versatility and improved performance of the Gaussian particle filter over conventional Gaussian filters and the lower complexity than known particle filters.     

利用希尔伯特变换进行谐波恢复

非高斯有色噪声中具有相位耦合的谐波恢复问题是迄今为止没有得到很好解决的问题，本文基于希尔伯特变换和高阶累积量提出一种新方法：ＨＢＳＴＣＨ－ＳＶＤ－ＴＬＳ。仿真实验表明，该方法不仅次好地解决了非高斯有色噪声中的具有二次相位耦合的谐波恢复问题，而且具有广泛的适用性。     

直接识别系统参数的闭形式解

本文提出了一种直接识别系统参数的闭形式表达式，避免了参数递归迭代方法的误差传播问题。由于本方法仅与高阶累积有关，因此具有抑制加性高斯噪声能力。模拟结果表明，本文的方法具有比参数递归迭代方法更优越的性能。     

A hybrid approach to harmonic retrieval in non-Gaussian ARMA noise

Addresses the harmonic retrieval problem in colored noise. As contrasted to the reported studies in which Gaussian noise was assumed, this paper focuses on additive non-Gaussian ARMA noise. Our approach is hybrid in the sense that third-order cumulants are first used to identify the AR part of the non-Gaussian noise process, and then correlation-based high-resolution methods are used for the filtered process to estimate the number of harmonics and their frequencies. Simulation examples are presented to demonstrate the high resolution of this approach     

自适应非线性GM-PHD滤波及在无源跟踪中的应用

首先针对无源传感器目标跟踪中的非线性问题,将高斯-厄米特求积分规则运用于高斯混合概率假设密度滤波,提出一种求积分卡尔曼概率假设密度滤波。其次,针对未知时变过程噪声,将基于极大后验估计原理的噪声估计器运用到概率假设密度滤波中,同时依据目标状态一步预测与状态滤波结果之间的残差,提出一种对滤波发散情况判断和抑制的算法。最后通过无源传感器双站跟踪仿真表明:相较于已有的非线性高斯混合概率假设密度滤波,所提算法有更高的精度,并且在未知时变噪声环境中具有较好跟踪效果。     

基于HFM和感知后滤波器的语音增强

研究了只能获得带噪信号的情况下的语音增强问题。将语音信号看作由高斯噪声激励的自回归(AR)过程,观测噪声为加性高斯白噪声,把信号转化为状态空间模型。首先用隐马尔可夫模型(HMM)估计AR参数和噪声的方差作为卡尔曼滤波器初值,估计信号作为参数估计的中间值给出,然后将估计信号通过一个感知滤波器平滑以消除残余噪声。仿真结果表明该算法有良好的性能。     

Unvoiced/voiced classification and voiced harmonic parameters estimation using the third-order statistics

Unvoiced/voiced classification of speech is a challenging problem especially under conditions of low signal-to-noise ratio or the non-white-stationary noise environment. To solve this problem, an algorithm for speech classification, and a technique for the estimation of pairwise magnitude frequency in voiced speech are proposed. By using third order spectrum of speech signal to remove noise, in this algorithm the least spectrum difference to get refined pitch and the max harmonic number is given. And this algorithm utilizes spectral envelope to estimate signal-to-noise ratio of speech harmonics. Speech classification, voicing probability, and harmonic parameters of the voiced frame can be obtained. Simulation results indicate that the proposed algorithm, under complicated background noise, especially Gaussian noise, can effectively classify speech in high accuracy for voicing probability and the voiced parameters.     

Blind restoration of linearly degraded discrete signals by Gibbssampling

This paper addresses the problem of simultaneous parameter estimation and restoration of discrete-valued signals that are blurred by an unknown FIR filter and contaminated by additive Gaussian white noise with unknown variance. Assuming that the signals are stationary Markov chains with known state space but unknown initial and transition probabilities, Bayesian inference of all unknown quantities is made from the blurred and noisy observations. A Monte Carlo procedure, called the Gibbs sampler, is employed to calculate the Bayesian estimates. Simulation results are presented to demonstrate the effectiveness of the method     

基于子空间旋转不变性的加性有色噪声中谐波频率的估计

噪声中的谐波恢复问题是信号处理领域的一个典型问题,在众多领域中有着广泛的应用。本文主要研究加性有色噪声中谐波频率的估计问题,提出了一种基于子空间旋转不变性的谐波频率的高分辨率估计方法。利用观测信号的自协方差函数构造了一个协方差矩阵,通过对协方差矩阵的特征值进行理论分析,结合子空间旋转不变性,得到了加性有色噪声中谐波的频率和协方差矩阵之间的一种内在联系。利用这个性质可以估计加性有色噪声中谐波的频率。本文方法对于有色噪声的模型无任何假设,而且对于噪声的分布也没有限制,对于高斯和非高斯有色噪声都适用。仿真实验验证了本文所提算法的有效性。      

Discrete-Time Nonlinear Filtering Algorithms Using Gauss–Hermite Quadrature

In this paper, a new version of the quadrature Kalman filter (QKF) is developed theoretically and tested experimentally. We first derive the new QKF for nonlinear systems with additive Gaussian noise by linearizing the process and measurement functions using statistical linear regression (SLR) through a set of Gauss-Hermite quadrature points that parameterize the Gaussian density. Moreover, we discuss how the new QKF can be extended and modified to take into account specific details of a given application. We then go on to extend the use of the new QKF to discrete-time, nonlinear systems with additive, possibly non-Gaussian noise. A bank of parallel QKFs, called the Gaussian sum-quadrature Kalman filter (GS-QKF) approximates the predicted and posterior densities as a finite number of weighted sums of Gaussian densities. The weights are obtained from the residuals of the QKFs. Three different Gaussian mixture reduction techniques are presented to alleviate the growing number of the Gaussian sum terms inherent to the GS-QKFs. Simulation results exhibit a significant improvement of the GS-QKFs over other nonlinear filtering approaches, namely, the basic bootstrap (particle) filters and Gaussian-sum extended Kalman filters, to solve nonlinear non- Gaussian filtering problems.     

无线传感器网络的目标跟踪算法

为了解决无线传感器网络跟踪非线性运动目标的分布式数据融合问题,使用了基于扩展信息滤波器(EIF)的分布式估计算法.对于活跃传感器的选择方法,采用了基于与目标位置接近程度的近邻选择算法和基于信息贡献的信息选择算法.仿真结果表明,与分布式扩展信息滤波器(DEIF)算法相比,近邻选择算法和信息选择算法得到了相似的响应曲线,且具有减少能量消耗和简化计算的优点.     

非高斯ARMA噪声中谐波恢复的杂交ESPRIT方法

本文研究非高斯ARMA噪声中的谐波恢复问题,提出了一种基于二阶和三阶统计量的杂交ESPRIT方法,该方法先估计噪声过程的AR部分参数,然后对观测值进行预滤波,最后估计谐波信号参量。模拟实验还验证了该方法的有效性和高分辨率。