自适应UKF算法在GNSS/INS深组合系统中的应用

针对强非线性和时变噪声统计特性不明的高动态运动环境下全球卫星导航系统/惯导系统(GNSS/INS)深组合导航系统滤波精确度较差甚至发散的问题,提出一种自适应混合无迹卡尔曼滤波(UKF)算法。该算法以UKF算法为基础,采用混合滤波思想对UKF滤波算法进行简化;并根据高动态下系统量测噪声时变,且易快变、突变的特点,设计了一种基于渐消记忆指数加权的自适应量测噪声估计器,实时估计和修正噪声统计量并自适应调节估计周期。仿真结果表明,在量测噪声变化的情况下,相比于常规UKF算法,本文算法各向定位测速精确度均有所提升,水平方向精确度提升60%以上,效果明显;此外,算法耗时减少18.64%,说明本文算法能够在提升滤波精确度的同时减少部分计算量。     

加权融合鲁棒增量Kalman滤波器

在一定环境条件下,当系统的量测方程没有进行验证或校准时,使用该量测方程往往会产生未知的系统误差,从而导致较大的滤波误差。同样地,当系统的噪声方差不确定时,滤波的性能也将会变坏,甚至会引起滤波器发散。增量方程的引入可以有效消除系统的未知量测误差,从而带未知量测误差的欠观测系统的状态估计问题可以转换为增量系统的状态估计问题。该文考虑带未知量测误差和未知噪声方差的线性离散系统,首先提出一种基于增量方程的鲁棒增量Kalman滤波器。进而,基于线性最小方差最优融合准则,提出一种加权融合鲁棒增量Kalman滤波算法。仿真实例证明了所提算法的有效性和可行性。     

学生t量测分布下鲁棒粒子滤波算法的设计与实现

野值是一种异于总体数据的非高斯量测值,在实际传输中野值的加入常使信号出现厚尾特性。粒子滤波是基于贝叶斯框架的适用于非线性/非高斯系统的一种滤波方法。如果在量测噪声中存在野值会使粒子滤波的精度下降。该文利用学生t分布建模量测噪声模型,结合变分贝叶斯(VB)递推方法设计一种新颖的边缘粒子滤波(MPF-VBM),它在滤波同时可对量测噪声的包括均值在内的全部参数进行实时估计。进一步,利用该估计算法,在量测噪声时变条件下研究了噪声关联的粒子滤波算法(MPF-VBM-COR)。通过对典型单变量增长模型的仿真,验证了所提两种算法相比于已有算法在状态估计上具有更优越的鲁棒性。     

一种改进的自适应UKF被动定位方法

反辐射导弹为了对抗目标雷达关机,一般采用被动定位算法对目标雷达进行定位。有关被动定位算法的研究多以测角噪声的统计特性已知、被动雷达测量信息无间断为基础,对工程实践中存在的测角噪声统计特性未知且被动测量误差间断的情况少有涉及。针对该问题,提出了采用自适应无迹卡尔曼滤波（Adaptive Unscented Kalman Filter,AUKF）算法对噪声统计特性进行实时估计,并结合间断信息时递推滤波的改进的被动定位方法。仿真结果表明,在测角误差特性时变和测量信息间断情况下,该被动定位方法精度远优于常规UKF方法。     

扩维UKF在目标状态估计器中的应用

在火力/飞行控制(IFFC)系统的目标状态估计器(TSE)设计中,通常目标运动模型可精确地在直角坐标系下建模,同时在传感器坐标系下所获得的目标量又是直接可用的,但一般量测模型是非线性的,滤波器模型需采用非线性滤波方法.为了提高状态估计器的估计精度,在UKF(Unscented Kalman Filter)算法基础上,介绍了一种新的AUKF(Augmented UKF)滤波方法.此算法的思想是尽可能多地利用系统的量测信息,把系统和量测噪声同状态变量联系起来一起考虑,即把系统和量测噪声也列为状态.这要求预测方程产生的采样点同样被应用到更新方程,从而使噪声项的作用通过非线性方程进行传递.通过Monte-Carlo仿真与EKF(Extented Kalman Filter)算法进行了比较,仿真结果表明新算法的有效性和实用性.     

模糊自适应滤波方法在相对导航系统中的应用

编队飞行中需要确定主机和从机之间的相对位置关系,就是要解决导航定位问题。针对无人机在编队飞行过程中由于机动性较大,惯性元器件测量容易出现偏差,进而影响系统的运动状态方程的情况,或者是在系统噪声与观测噪声的统计特性不能够准确得到的情况,提出了一种新的模糊自适应滤波方法。根据实时得到的量测新息的实际方差与理论方差的差值和量测新息的均值,按照判定条件选择适合的滤波方法,然后由设计的模糊推理系统在线实时调整系统噪声和量测噪声矩阵,或是调整状态误差协方差阵即强跟踪滤波,使无人机编队飞行即使在恶劣的环境下依然保持确定的队形不变。仿真结果表明,该算法具有较好的自适应效果。     

一种残差模糊匹配的非线性目标跟踪改进算法

为解决目标跟踪中因系统滤波初值不准确和噪声统计特性未知引起标准非线性卡尔曼算法估计误差变大问题,该文提出一种基于残差的模糊自适应(RTSFA)非线性目标跟踪算法。在确定采样型滤波基本框架的基础上,给出了在线性化误差约束条件下高斯权值的积分一般形式,并利用李雅普诺夫第二方法证明了该算法估计误差有界收敛的充分条件。进一步构建自适应噪声协方差矩阵在线估计噪声特性,并引入Takagi-Sugeno模型和量测椭球界限规则选择噪声估计器调节因子,有效提高了算法的收敛速度和滤波精度。通过滤波初值信息不明和量测噪声时变的纯方位目标跟踪模型,验证了非线性目标跟踪算法具有更好的跟踪精度和更强的鲁棒性。     

基于施密特正交变换UKF的单站无源定位算法

在单站无源定位系统中,UKF算法由于采用UT变换,算法的性能虽然要优于EKF及衍生算法,但是增加了计算量。为了减小UKF算法的计算量,易于算法的实时实现,提出了一种基于施密特正交变换的UKF滤波算法。该算法在遵循采样点选取准则的前提下,对所选取的采样点进行施密特正交变换,减少了采样点的数量。计算机仿真结果表明,该算法在保证定位跟踪滤波精度的前提下减小了计算量,提高了计算效率。     

小波变换域估计观测噪声方差的Kalman滤波算法及其在数据融合中的应用

众所周知,卡尔曼滤波的成功应用需要事先准确知道观测噪声的统计特性.本文首先简要分析了不准确的观测噪声统计特性对卡尔曼滤波性能的影响,然后利用小波变换可以实时分离信号和噪声的特性,提出了一种在未知观测噪声条件下的卡尔曼滤波算法,该算法可以实时跟踪观测噪声的变化,即实现了对观测噪声方差的实时估计,从而解决了在未知观测噪声的条件下卡尔曼滤波失效问题.最后讨论了提出的方法在信息融合中的应用,仿真结果证明了本文方法的有效性和实用性.     

融合粒子滤波与交互多模的单站被动定位算法

融合交互式多模型和粒子滤波算法提出了一种新的单站被动定位算法.该算法采用多模型结构,各模型匹配粒子滤波算法,从而适用于非高斯系统噪声、非线性量测方程条件下,具有任意运动轨迹的目标跟踪问题.各模型粒子经过输入交互,充分体现交互式多模型优点.粒子滤波的重要密度函数采用UKF方法产生,使得较少的粒子即可更加接近系统状态的真实后验概率,从而减少了运算量.仿真结果表明:本文新算法性能明显优于标准交互式多模型算法,具有一定的工程实用价值.     

The CFAR adaptive subspace detector is a scale-invariant GLRT

The constant false alarm rate (CFAR) matched subspace detector (CFAR MSD) is the uniformly most-powerful-invariant test and the generalized likelihood ratio test (GLRT) for detecting a target signal in noise whose covariance structure is known but whose level is unknown. Previously, the CFAR adaptive subspace detector (CFAR ASD), or adaptive coherence estimator (ACE), was proposed for detecting a target signal in noise whose covariance structure and level are both unknown and whose covariance structure is estimated with a sample covariance matrix based on training data. We show here that the CFAR ASD is GLRT when the test measurement is not constrained to have the same noise level as the training data, As a consequence, this GLRT is invariant to a more general scaling condition on the test and training data than the well-known GLRT of Kelly (1986)     

空间非平稳噪声下的宽带DOA估计算法

投影子空间正交性测试(TOPS)法是利用子空间的正交性实现宽带信号DOA估计,而在空间非平稳噪声环境下子空间的正交性条件不再满足,尤其是在低信噪比或低快拍条件下子空间估计将出现较大误差,TOPS算法性能将急剧下降。针对该问题,提出了一种空间非平稳噪声下宽带DOA估计算法。该算法首先通过构造特殊对角矩阵将噪声从数据协方差矩阵中剔除,从而克服非平稳噪声对DOA估计的影响;然后利用平方TOPS法实现宽带信号DOA估计,消除了传统TOPS算法中的伪峰。该算法适用于空间非平稳噪声背景及低信噪比环境,提高了对角度相近目标的分辨性能;仿真实验表明了该算法的有效性。     

混合卡尔曼滤波在外辐射源雷达目标跟踪中的应用

为了提高无迹卡尔曼滤波(UKF)中误差协方差矩阵的估计精度,该文结合外辐射源雷达目标跟踪模型,提出了一种混合卡尔曼滤波(MKF)算法,首先通过UKF对目标状态进行一次后验估计,然后重新建立一个观测方程,把UKF滤波输出的状态估计值转化为新建观测方程的量测值,并通过线性卡尔曼滤波对状态进行二次最优估计。实验结果表明,与扩展卡尔曼滤波(EKF), UKF相比,MKF明显提高了外辐射源雷达目标跟踪的精度。      

模糊自适应滤波在捷联惯导初始对准中的应用

传统卡尔曼滤波应用于捷联惯导初始对准中由于模型参数、噪声的统计特性不确定,影响估计效果.而模糊自适应卡尔曼滤波能按照模糊推理原理逐步校正系统的观测噪声协方差阵,具体实现是通过观察残差的理论值是否接近于其实际值,系统调整观测噪声协方差的加权以达到修正观测噪声协方差阵的目的,进而提高系统的对准效率.在噪声统计特性未知时,比较了常规卡尔曼滤波与模糊自适应卡尔曼滤波在初始对准中的应用效果.仿真结果表明,这种算法能有效提高系统的滤波效果,是一种较理想的初始对准滤波方法.     

Maximum-likelihood estimation of low-rank signals for multiepoch MEG/EEG analysis

A maximum-likelihood-based algorithm is presented for reducing the effects of spatially colored noise in evoked response magneto- and electro-encephalography data. The repeated component of the data, or signal of interest, is modeled as the mean, while the noise is modeled as the Kronecker product of a spatial and a temporal covariance matrix. The temporal covariance matrix is assumed known or estimated prior to the application of the algorithm. The spatial covariance structure is estimated as part of the maximum-likelihood procedure. The mean matrix representing the signal of interest is assumed to be low-rank due to the temporal and spatial structure of the data. The maximum-likelihood estimates of the components of the low-rank signal structure are derived in order to estimate the signal component. The relationship between this approach and principal component analysis (PCA) is explored. In contrast to prestimulus-based whitening followed by PCA, the maximum-likelihood approach does not require signal-free data for noise whitening. Consequently, the maximum-likelihood approach is much more effective with nonstationary noise and produces better quality whitening for a given data record length. The efficacy of this approach is demonstrated using simulated and real MEG data.     

基于数据流聚类的动态信号分选框架

为了解决雷达信号分选中准确性与实时性相矛盾的问题,提出了一种基于数据流聚类的动态信号分选框架。该框架分为在线和离线两部分,在线部分利用网格帧保存侦察数据的概要信息;离线部分通过网格聚类算法对网格帧进行聚类分选,并得到分选结果。仿真实验表明,该框架能够分选高密度复杂侦察数据流,对噪声不敏感,且无需先验知识支撑,能够较好地满足信号分选准确性和实时性的需要。     

Signal subspace approach for narrowband noise reduction in speech

A signal subspace method is proposed for speech enhancement in the presence of narrowband noise. A fundamental assumption in subspace methods for noise reduction is that the noise covariance matrix is positive definite. However, this is not always the case, especially when the noise has narrowband characteristics. Based on the eigenvalue decomposition of the rank deficient noise covariance matrix, it is shown how to formulate the enhancement algorithm by decomposing the vector space of noisy signal into a signal-plus-noise subspace and a noise-free subspace. The proposed subspace partition is different from the conventional subspace approaches in that the noise reduction algorithm is implemented using the whitening approach exclusively in the signal-plus-noise subspace. The enhancement is performed by estimating the clean speech from the signal-plus-noise subspace and adding the components in the noise-free subspace. An explicit form of the estimator is presented, and examples are illustrated to validate the effectiveness of the proposed method.     

Relationships between adaptive minimum variance beamforming andoptimal source localization

For many years, the popular minimum variance (MV) adaptive beamformer has been well known for not having been derived as a maximum likelihood (ML) estimator. This paper demonstrates that by use of a judicious decomposition of the signal and noise, the log-likelihood function of source location is, in fact, directly proportional to the adaptive MV beamformer output power. In the proposed model, the measurement consists of an unknown temporal signal whose spatial wavefront is known as a function of its unknown location, which is embedded in complex Gaussian noise with unknown but positive definite covariance. Further, in cases where the available observation time is insufficient, a constrained ML estimator is derived here that is closely related to MV beamforming with a diagonally loaded data covariance matrix estimate. The performance of the constrained ML estimator compares favorably with robust MV techniques, giving slightly better root-mean-square error (RMSE) angle-of-arrival estimation of a plane-wave signal in interference. More importantly, however, the fact that such optimal ML techniques are closely related to conventional robust MV methods, such as diagonal loading, lends theoretical justification to the use of these practical approaches