EKF和PF算法及其在目标跟踪中的应用

基于贝叶斯滤波的目标跟踪原理,介绍了扩展卡尔曼滤波(Extended Kalman Filter,EKF)和粒子滤波(ParticleFilter,PF)的基本思想和算法实现步骤。在非线性环境下对比分析了EKF算法和PF算法的估计精度,并给出两种方法的适用条件。EKF算法采用Taylor展开的线性变换来近似非线性模型,而PF算法采用一些带有权值的随机样本来表示所需要的后验概率密度。仿真结果表明,在强非线性非高斯环境下,PF算法的跟踪性能远优于EKF算法,当系统非线性强度不大时,EKF算法和PF算法的估计精度相差不大,但PF算法计算复杂,跟踪时间长,实时性差。     

基于UKF的简化交互多模型视频图像机动目标跟踪算法

在视频图像运动目标的状态估计与跟踪问题中,常用的扩展卡尔曼(EKF)算法简单、计算量小,但仅适用于弱非线性和弱高斯环境下.本文提出一种基于无迹卡尔曼滤波(UKF)与简化交互多模型(IMM算法相结合的视频图像运动目标跟踪算法,有效地克服了EKF算法在强非线性状态下或对小运动目标跟踪时精度低,容易发散的问题.仿真结果表明,该算法估计和跟踪非线性目标的性能明显优于基于EKF算法,其跟踪精度可达到三阶(泰勒级数展开)精度.     

基于二阶转换测量Kalman滤波的目标跟踪算法

为了减小传统跟踪滤波算法线性化误差,提高光电跟踪系统的跟踪速度和跟踪精度,本文在三维空间中,提出了二阶去偏转换测量卡尔曼滤波算法.该算法利用二阶泰勒展开的方法,推导出了光电跟踪系统观测方程的转换测量值误差的均值和协方差矩阵表达式,并对测量误差进行去偏差补偿处理,再经过转换测量卡尔曼滤波,可显著减小传统滤波算法的线性化误差.仿真结果表明,二阶去偏转换测量卡尔曼滤波(SCMKF)算法的跟踪精度优于非去偏转换测量卡尔曼滤波(CMKF)和扩展卡尔曼滤波(EKF),以及unscented卡尔曼滤波(UKF)算法,并且具 有更快的收敛速度,和采用统计方法的去偏转换测量卡尔曼滤波(DCMKF)的跟踪精度相当,但计算简单,提高了跟踪速度.     

基于STUKF的非线性结构系统时变参数识别

针对非线性结构系统时变参数识别问题,传统无迹卡尔曼滤波(Unscented Kalman Filter,UKF)难以有效跟踪结构参数的变化。将强跟踪滤波原理引入无迹卡尔曼滤波,提出一种强跟踪无迹卡尔曼滤波(Strong Tracking Unscented Kalman Filter,STUKF)算法,以识别结构参数的变化。在UKF量测更新后,依据输出残差计算渐消因子矩阵;引入两个渐消因子矩阵实时调整状态预测协方差矩阵,使残差序列强行正交,快速修正结构参数估计值,使STUKF具有对结构参数变化的跟踪能力;此外,为节省计算时间,调整状态预测协方差矩阵后不再进行sigma点采样,保证了算法的高效性。数值分析结果表明,该算法能有效识别非线性结构系统的参数及其变化,并具有较强的抗噪性。     

非线性Kalman滤波器在纯方位被动跟踪中的应用

目标运动分析(简称TMA)是用于估计水下目标时变状态最主要的技术之一。应用了两种非线性滤波器——EKF和UKF来估计单/双基地情况下的目标运动状态,并由蒙特-卡洛仿真给出其跟踪性能。数值结果表明:在大部分情况下,特别是当目标存在机动时,UKF在估计精度和数值稳定性上都要好于EKF,其代价仅是少量地增加了的计算复杂度。     

水声传感器网络移动节点定位技术

针对水声传感器网络的移动节点定位问题,首先研究了基于距离测量值的多边定位方法(Multilateral Localization,ML);然后利用节点运动信息,提出采用扩展卡尔曼滤波(Extended Kalman Filter,EKF)进行跟踪的方法;最后针对水下移动节点的测量值不同步问题,提出了修正扩展卡尔曼滤波(Modified Extend Kalman Filter,MEKF)以改进EKF的精度。仿真分析结果表明,MEKF的定位精度要好于EKF,而EKF和MEKF由于其用到了节点的运动信息,因此其定位精度要远好于ML。     

多传感器顺序统计量不敏概率数据互联算法

针对非线性系统中杂波环境下的多传感器多目标跟踪问题,提出了一种多传感器顺序统计量不敏概率数据互联算法(MSOSUPDA).算法首先根据顺序结构多传感器系统实现方法将研究问题转化为顺序处理多个非线性单传感器多目标跟踪问题,然后结合顺序统计量概率数据互联(OSPDA)的思想将单个传感器的量测点迹与多个舷迹互联,在此基础上采用不敏卡尔曼滤波(UKF)实现非线性条件下目标状态估计与协方差的递推.与MSJPDA/EKF算法相比,算法具有更高的跟踪精度和稳定性,计算量明显减小.仿真结果表明,该算该发散率与耗时分别为MsJPDA/EKF算法的19%与70%,算法综合性能明显好于MSJPDA/EKF算法.     

An adaptive strong tracking UKF filtering algorithm based on fuzzy logical system for position estimation

提出了一种用于GPS位置估计的模糊自适应强跟踪UKF(FAST-UKF)滤波算法.该算法采用强跟踪的自适应算法用以解决传统UKF算法容易受初始值和模型误差影响的问题;同时采用模糊逻辑系统解决强跟踪算法的参数估计问题,通过模糊逻辑系统实时监测滤波器的工作状况,实时对强跟踪算法的参数进行估计和调整,确保滤波器正常工作.仿真定位结果表明,模糊自适应强跟踪UKF算法相比UKF算法、传统的自适应UKF算法和强跟踪UKF算法更能够及时地适应载体运动规律变化,同时定位性能也有所提高.     

一种改进的UKF算法及其在深空自主光学导航中的应用

利用星敏感器以及光学导航相机,通过测量星光信息以及天体边缘信息,进行了自主光学导航方案的设计.通过观测量的转化改进了Unscented卡尔曼滤波方法(UKF)的具体实现形式,并将改进的方法与扩展的卡尔曼滤波方法(EKF)、UKF以及基于平方根分解的方法(SR-UKF)进行了比较,通过仿真对其算法的优越性进行了验证.仿真结果表明,这种基于观测量转换的UKF算法,不仅在计算量上有所减少,在精度上也有较大提高.     

UKF和KF两级滤波的雷达与红外配准算法

针对雷达与红外传感器的时间和空间偏差配准问题,给出时空偏差配准模型,提出了一种时空偏差实时估计算法.该算法将目标的运动状态和传感器偏差组合在同一状态方程中,构建扩维状态的系统动态方程和量测方程,并通过对量测方程的非线性分析,采用UKF和KF两级滤波的方法进行目标状态和配准偏差的联合估计.仿真结果表明,与采用UKF滤波的方法相比,该算法具有更高的估计精度,而且减小了计算量.     

基于前向神经网络的非线性时变系统辨识改进EKF算法

为了克服传统扩展卡尔曼滤波算法进行参数估计时可能产生的新数据失效问题,提出了一种改进的扩展卡尔曼滤波(EKF)步骤,然后将改进步骤做为人工神经网络的学习算法用于基于前向神经网络的非线性时变系统辨识。与传统的扩展卡尔曼滤波步骤相比克服了新数据的饱和现象,可以更好地反映系统时变特征。通过一个单变量一般时变非线性系统和一个三自由度非线性时变刚度结构系统算例,仿真验证了新算法在辨识精度和计算量方面的改进特性。     

改进的EKF算法在目标跟踪中的运用

过程噪声和测量噪声影响Kalman滤波的性能,通常很难得到它们准确的值。提出观测噪声和过程噪声实时估计的自适应算法。该算法可以用在非线性和机动目标跟踪问题中,不必预先知道准确的噪声方差。重新估测观测噪声方差矩阵,可以较好地消除由观测噪声带来的误差;建立一个简单的线性Kalman滤波器对过程噪声进行实时估计,这对于机动目标来说是必要的,因为原有的过程噪声将受到加速度影响,不能包含全部的信息。实验表明,该算法保证EKF稳定性,提高了跟踪性能。模拟实验300次后,X,Y方向位置均方误差分别为7.8099,9.6838。     

Adaptive Fuzzy Strong Tracking Extended Kalman Filtering for GPS Navigation

The well-known extended Kalman filter (EKF) has been widely applied to the Global Positioning System (GPS) navigation processing. The adaptive algorithm has been one of the approaches to prevent the divergence problem of the EKF when precise knowledge on the system models are not available. One of the adaptive methods is called the strong tracking Kalman filter (STKF), which is essentially a nonlinear smoother algorithm that employs suboptimal multiple fading factors, in which the softening factors are involved. Traditional approach for selecting the softening factors heavily relies on personal experience or computer simulation. In order to resolve this shortcoming, a novel scheme called the adaptive fuzzy strong tracking Kalman filter (AFSTKF) is carried out. In the AFSTKF, the fuzzy logic reasoning system based on the Takagi-Sugeno (T-S) model is incorporated into the STKF. By monitoring the degree of divergence (DOD) parameters based on the innovation information, the fuzzy logic adaptive system (FLAS) is designed for dynamically adjusting the softening factor according to the change in vehicle dynamics. GPS navigation processing using the AFSTKF will be simulated to validate the effectiveness of the proposed strategy. The performance of the proposed scheme will be assessed and compared with those of conventional EKF and STKF     

Estimate-Merge-Technique-based algorithms to track an underwater moving target using towed array bearing-only measurements

Bearing-only passive target tracking is a well-known underwater defence issue dealt in the recent past with the conventional nonlinear estimators like extended Kalman filter (EKF) and unscented Kalman filter (UKF). It is being treated now-a-days with the derivatives of EKF, UKF and a highly sophisticated particle filter (PF). In this paper, two novel methods based on the Estimate Merge Technique are proposed. The Estimate Merge Technique involves a process of getting a final estimate by the fusion of a posteriori estimates given by different nonlinear estimates, which are in turn driven by the towed array bearing-only measurements. The fusion of the estimates is done with the weighted least squares estimator (WLSE). The two novel methods, one named as Pre-Merge UKF and the other Post-Merge UKF, differ in the way the feedback to the individual UKFs is applied. These novel methods have an advantage of less root mean square estimation error in position and velocity compared with the EKF and UKF and at the same time require much lesser number of computations than that of the PF, showing that these filters can serve as an optimal estimator. A testimony of the afore-mentioned advantages of the proposed novel methods is shown by carrying out Monte Carlo simulation in MATLAB R2009a for a typical war time scenario.     

一种信标水声定位的改进扩展卡尔曼滤波算法

水声测距误差通常偏离高斯分布,纯距离扩展卡尔曼滤波(Extended Kalman Filter,EKF)定位跟踪算法误差较大。在将测距噪声分为高斯分量和非高斯缓变分量的基础上,提出了一种改进的扩展卡尔曼滤波EKF算法(Improved Extended Kalman Filter,IEKF)和初值选取方法。利用仿真实验和湖试对IEKF算法进行了验证,结果表明IEKF算法能够对测距偏差进行跟踪补偿,定位精度明显优于常规EKF算法。     

基于EKF载波跟踪环路的INS辅助性能分析

针对采用传统方式进行惯性导航系统(INS)辅助载波跟踪环路时,辅助性能取决于INS自身精度的问题,提出了基于扩展卡尔曼滤波(EKF)的INS辅助载波跟踪环路的结构.对载波跟踪环路和INS辅助载波跟踪环路的结构进行介绍,分析了影响载波跟踪精度的因素,对基于EKF的环路结构和滤波器模型进行设计.通过仿真验证,基于EKF的INS辅助跟踪环路结构,能够抑制载波相位跟踪偏差的噪声,提高INS对载波环路的辅助性能,降低辅助环路对INS精度的依赖.     

Viscoelastic property measurement in thin tissue constructs using ultrasound

We present a dual-element concave ultrasound transducer system for generating and tracking of localized tissue displacements in thin tissue constructs on rigid substrates. The system is comprised of a highly focused PZT-4 5-MHz acoustic radiation force (ARF) transducer and a confocal 25-MHz polyvinylidene fluoride imaging transducer. This allows for the generation of measurable displacements in tissue samples on rigid substrates with thickness values down to 500 microm. Impulse-like and longer duration sine-modulated ARF pulses are possible with intermittent M-mode data acquisition for displacement tracking. The operations of the ARF and imaging transducers are strictly synchronized using an integrated system for arbitrary waveform generation and data capture with a shared timebase. This allows for virtually jitter-free pulse-echo data well suited for correlation-based speckle tracking. With this technique we could faithfully capture the entire dynamics of the tissue axial deformation at pulse-repetition frequency values up to 10 kHz. Spatio-temporal maps of tissue displacements in response to a variety of modulated ARF beams were produced in tissue-mimicking elastography phantoms on rigid substrates. The frequency response was measured for phantoms with different modulus and thickness values. The frequency response exhibited resonant behavior with the resonance frequency being inversely proportional to the sample thickness. This resonant behavior can be used in obtaining high-contrast imaging using magnitude and phase response to sinusoidally modulated ARF beams. Furthermore, a second order forced harmonic oscillator (FHO) model was shown to capture this resonant behavior. Based on the FHO model, we used the extended Kalman filter (EKF) for tracking the apparent modulus and viscosity of samples subjected to dc and sinusoidally modulated ARF. The results show that the stiffness (apparent modulus) term in the FHO is largely time-invariant and can be estimated robustly using the EKF. On the other hand, the damping (apparent viscosity) is time varying. These findings were confirmed by comparing the magnitude response of the FHO (with parameters obtained using the EKF) with the measured ones for different thin tissue constructs.     

星敏感器中快速星匹配跟踪算法研究

阐述了基于星体中心位置信息匹配的跟踪原理,提出了一种基于匹配的星跟踪方法.采用FPGA实现实时的星点位置信息的获取,解决了传统星跟踪过程中图像数据获取的瓶颈,增加了跟踪星体的个数,加快了匹配跟踪的速度;并且采用先排序后匹配的匹配方法,减少无谓的星体间的比较.仿真测试结果表明,此方法使得匹配跟踪的时间大约降低为原来的10%,提高了整个跟踪算法的计算速度,对星敏感器整体效能的提高也非常明显.