动态加权和测量方差时变的多传感器融合算法

在基于卡尔曼滤波及其一些改进算法中,由于测量方差预先设定,从而导致滤波发散和信息资源的浪费,为此提出了一种动态加权下测量方差时变的多传感器融合算法。该算法依据各传感器当前时刻的滤波精度合理地分配权值,同时测量方差的时变特性使得每次测量信息得到充分的利用。仿真结果表明该算法显著地提高了对机动目标的跟踪效果并具有实时性的优点。     

一种主/被动雷达模糊数据融合算法

提出一种基于模糊逻辑的主/被动雷达传感器数据融合算法。首先将单个雷达的测量值通过时间校准后,将它们作为卡尔曼滤波器的输入分别滤波,然后再对滤波后的目标状态估计进行融合。融合算法基于卡尔曼滤波的协方差匹配关系,采用模糊推理得到数据融合的权值。最后将各传感器的卡尔曼滤波状态估计进行加权融合得到所需要的目标状态信息。采用该融合算法可以有效提高目标跟踪系统的抗干扰能力。仿真结果表明该算法有效。     

基于带输入估计变维滤波的多传感器信息融合

带输入估计变维滤波利用最小二乘法对系统未知输入进行估计,同时对机动运行开始时刻给出估计,从而有效地克服了输入估计算法和变维滤波各自在系统模型单一和机动运行开始时刻估计不精确方面的缺陷。考虑到多传感器信息融合系统可给出比单传感器更为精确的结果,基于带输入估计变维滤波,将系统状态融合和确定性输入融合相结合,提出了一种多传感器带输入估计变维滤波融合算法。系统仿真结果表明,该算法可以有效地提高估计精度,适用于机动目标跟踪。     

基于EKF的集中式融合估计研究

以一类非线性多传感器动态系统为对象, 基于扩展Kalman滤波器(Extend Kalman filter, EKF)介绍三种典型非线性集中式融合算法, 并以此为基础研究部分线性动态系统融合理论在非线性系统中的推广与完善. 首先,利用EKF的一种信息滤波器形式(Extend information filter, EIF)给出测量值扩维融合、测量值加权融合和顺序滤波融合算法公式, 进而研究三种非线性融合算法的估计性能比较以及测量值融合更新次序是否满足可交换性. 结果表明: 当各传感器的测量特性相同时, 集中式测量值扩维和测量值加权融合算法的估计精度功能等价;非线性顺序滤波融合与其他两种融合算法之间不再具备线性多传感器系统中估计功能的完全等价特性;在融合精度不变前提下非线性顺序滤波融合中, 各传感器观测更新次序不再完全满足可交换性. 4个基于纯方位目标跟踪的数值仿真被用来验证文中所得结论的有效性和正确性.     

通信受限下网络化多传感器系统序贯卡尔曼滤波加权融合

针对通信受限下网络化多传感器系统难以实时滤波的问题,提出实时序贯滤波融合方法和故障诊断方法.首先基于周期性分组传输通信策略,采用序贯卡尔曼滤波方法,对当前时刻访问融合中心的传感器组进行局部滤波,并导出剩余传感器组的最优局部估计,进而得到线性最小方差意义下的最优融合估计.利用残差加权平方和方法对发生故障的传感器进行定位,仿真结果验证了所提出算法的有效性.     

基于IMM的大尺寸回转零件动态位置检测方法

为了解决大尺寸回转零件动态位置不易准确测量或测量成本较高等问题, 提出了一种大尺寸回转零件动态位置实时检测的新方法。该方法根据大尺寸回转零件实际运动规律, 构建了匀速运动模型和“当前”统计模型, 进而给出了基于两种运动模型的交互多模（interacting multiple model, IMM）算法。该方法将多个光栅传感器检测的动态位置信息分别通过IMM算法计算得到融合值, 然后运用滤波误差协方差阵对各融合值进行最优加权估计。仿真表明, 基于IMM算法和最优加权估计算法的动态位置检测方法具有较小的位置误差。将该方法应用于某型火箭整流罩卧式铆接设备空心轴转角定位系统进行工程验证, 实测结果表明该方法具有较高的位置检测精度和稳健性。     

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.     

多传感器自适应容积卡尔曼滤波融合算法

当容积卡尔曼滤波的系统模型不准确或测量出现异常时容易出现滤波发散。为了解决这一问题,提出了一种自适应容积卡尔曼滤波算法,构造了一组噪声统计估计器对噪声的统计特征进行在线实时估计,并在测量异常时采用修正函数对滤波过程进行修正,有效提高了滤波估计的精度和对滤波发散的抑制能力;在集中式滤波结构和联邦式滤波结构的基础上,设计了一种基于自适应容积卡尔曼滤波算法的多传感器系统混合式组合滤波结构,并给出了融合各传感器的局部滤波信息以得到全局滤波估计的计算方法。以对车辆的定位导航为应用背景进行了仿真实验,仿真结果证明了所提方法的有效性。     

基于多传感器不完全量测下的机动目标跟踪算法

针对传感器探测概率小于1的不完全量测情况下的非机动目标跟踪问题,提出一种基于多传感器不完全量测下的扩展Kalman滤波算法。首先,利用残差检测的野值剔除方法,确定目标状态估计过程中传感器是否接收到正确的量测数据;其次,基于每个传感器的量测数据,在不完全量测下采用改进的扩展卡尔曼滤波算法分别对目标运动状态进行估计;进而结合多传感器最优加权融合方法求解基于多传感器观测数据的状态估计;最后,将算法应用到光电跟踪系统中。仿真实验得到不完全量测下传感器探测概率对滤波效果的影响,验证了算法的有效性,其跟踪精度接近完全量测下的状态估计精度。     

带相关噪声异步采样系统的分布式最优线性递推融合估计

对带相关噪声的异步均匀采样线性离散系统, 研究了分布式最优线性递推融合预报和滤波问题. 通过引入 满足伯努利分布的随机变量将系统同步化, 给出了局部Kalman预报器和滤波器. 分别推导了局部估值间的互协方 差阵、分布式最优线性融合估值与局部估值间的互协方差阵. 提出了分布式最优线性递推融合预报器和滤波器. 与 局部估值按矩阵加权的分布式融合估计算法相比, 所提出的算法具有更高的估计精度, 但与集中式融合相比有精度 损失. 为了进一步提高估计精度, 又提出了带反馈的分布式最优线性递推融合预报器和滤波器, 证明了带反馈的融 合估计与集中式融合估计具有相同的精度. 仿真例子验证了所提算法的有效性.     

Unbiased minimum-variance input and state estimation for linear discrete-time systems with direct feedthrough

This paper extends previous work on joint input and state estimation to systems with direct feedthrough of the unknown input to the output. Using linear minimum-variance unbiased estimation, a recursive filter is derived where the estimation of the state and the input are interconnected. The derivation is based on the assumption that no prior knowledge about the dynamical evolution of the unknown input is available. The resulting filter has the structure of the Kalman filter, except that the true value of the input is replaced by an optimal estimate.     

Distributed weighted robust Kalman filter fusion for uncertain systems with autocorrelated and cross-correlated noises

In this paper, the problem of distributed weighted robust Kalman filter fusion is studied for a class of uncertain systems with autocorrelated and cross-correlated noises. The system under consideration is subject to stochastic uncertainties or multiplicative noises. The process noise is assumed to be one-step autocorrelated. For each subsystem, the measurement noise is one-step autocorrelated, and the process noise and the measurement noise are two-step cross-correlated. An optimal robust Kalman-type recursive filter is first designed for each subsystem. Then, based on the newly obtained optimal robust Kalman-type recursive filter, a distributed weighted robust Kalman filter fusion algorithm is derived for uncertain systems with multiple sensors. The distributed fusion algorithm involves a recursive computation of the filtering error cross-covariance matrix between any two subsystems. Compared with the centralized Kalman filter, the distributed weighted robust Kalman filter developed in this paper has stronger fault-tolerance ability. Simulation results are provided to demonstrate the effectiveness of the proposed approaches.     

On the optimality of two‐stage Kalman filtering for systems with unknown inputs

This paper is concerned with the optimal solution of two‐stage Kalman filtering for linear discrete‐time stochastic time‐varying systems with unknown inputs affecting both the system state and the outputs. By means of a newly‐presented modified unbiased minimum‐variance filter (MUMVF), which appears to be the optimal solution to the addressed problem, the optimality of two‐stage Kalman filtering for systems with unknown inputs is defined and explored. Two extended versions of the previously proposed robust two‐stage Kalman filter (RTSKF), augmented‐unknown‐input RTSKF (ARTSKF) and decoupled‐unknown‐input RTSKF (DRTSKF), are presented to solve the general unknown input filtering problem. It is shown that under less restricted conditions, the proposed ARTSKF and DRTSKF are equivalent to the corresponding MUMVFs. An example is given to illustrate the usefulness of the proposed results. Copyright © 2010 John Wiley and Sons Asia Pte Ltd and Chinese Automatic Control Society     

Kalman filter control embedded into the reinforcement learning framework

There is a growing interest in using Kalman filter models in brain modeling. The question arises whether Kalman filter models can be used on-line not only for estimation but for control. The usual method of optimal control of Kalman filter makes use of off-line backward recursion, which is not satisfactory for this purpose. Here, it is shown that a slight modification of the linear-quadratic-gaussian Kalman filter model allows the on-line estimation of optimal control by using reinforcement learning and overcomes this difficulty. Moreover, the emerging learning rule for value estimation exhibits a Hebbian form, which is weighted by the error of the value estimation.     

Self-tuning weighted measurement fusion Kalman filter and its convergence

For multisensor systems, when the model parameters and the noise variances are unknown, the consistent fused estimators of the model parameters and noise variances are obtained, based on the system identification algorithm, correlation method and least squares fusion criterion. Substituting these consistent estimators into the optimal weighted measurement fusion Kalman filter, a self-tuning weighted measurement fusion Kalman filter is presented. Using the dynamic error system analysis (DESA) method, the convergence of the self-tuning weighted measurement fusion Kalman filter is proved, i.e., the self-tuning Kalman filter converges to the corresponding optimal Kalman filter in a realization. Therefore, the self-tuning weighted measurement fusion Kalman filter has asymptotic global optimality. One simulation example for a 4-sensor target tracking system verifies its effectiveness.     

Unbiased minimum-variance input and state estimation for linear discrete-time systems

This paper addresses the problem of simultaneously estimating the state and the input of a linear discrete-time system. A recursive filter, optimal in the minimum-variance unbiased sense, is developed where the estimation of the state and the input are interconnected. The input estimate is obtained from the innovation by least-squares estimation and the state estimation problem is transformed into a standard Kalman filtering problem. Necessary and sufficient conditions for the existence of the filter are given and relations to earlier results are discussed.     

Distributed fusion cubature Kalman filters for nonlinear systems

This paper is concerned with the distributed fusion estimation problem for multisensor nonlinear systems. Based on the Kalman filtering framework and the spherical cubature rule, a general method for calculating the cross‐covariance matrices between any two local estimators is presented for multisensor nonlinear systems. In the linear unbiased minimum variance sense, based on the cross‐covariance matrices, a distributed fusion cubature Kalman filter weighted by matrices (MW‐CKF) is presented. The proposed MW‐CKF has better accuracy and robustness. An example verifies the effectiveness of the proposed algorithms.     

Linear dynamic filtering with noisy input and output

State estimation problems for linear time-invariant systems with noisy inputs and outputs are considered. An efficient recursive algorithm for the smoothing problem is presented. The equivalence between the optimal filter and an appropriately modified Kalman filter is established. The optimal estimate of the input signal is derived from the optimal state estimate. The result shows that the noisy input/output filtering problem is not fundamentally different from the classical Kalman filtering problem.     

按对角阵加权信息融合Kalman滤波器

为了克服按矩阵加权信息融合非稳态Kalman滤波器的在线计算负担大的缺点,和按标量加权融合Kalman滤波器精度较低的缺点,应用现代时间序列分析方法,提出了按对角阵加权的线性最小方差多传感器信息融合稳态Kalman滤波器.它等价于状态分量按标量加权信息融合Kalman滤波器,实现了解耦信息融合Kalman滤波器.它的精度和计算负担介于按矩阵和按标量加权融合器两者之间,且便于实时应用.为了计算最优加权,提出了计算稳态滤波误差方差阵和协方差阵的Lyapunov方程.一个三传感器的雷达跟踪系统的仿真例子说明了其有效性.