粒子滤波的噪声相关下单步延迟无序量测更新算法

在目标跟踪系统中,因通信延迟等原因会出现传感器量测无序地到达融合中心的现象,将这些量测称为无序量测(OOSM).针对过程噪声、量测噪声相关的非线性系统中出现的无序量测问题,在现有算法基础上,提出了一种可处理单步延迟无序量测的新算法.在前向预测滤波框架下,对系统方程去相关化,并利用粒子滤波(PF)进行状态估计.仿真结果验证了算法的有效性.     

快速边缘粒子滤波在无序量测问题中的应用

在目标跟踪系统中,因通信延迟会出现传感器量测无序到达融合中心的现象,由此产生无序量测(OOSM)融合问题。针对非线性条件下的OOSM问题,在现有算法的基础上,提出了基于快速边缘粒子滤波(FMPF)的处理算法。新算法在FMPF框架下,结合前向预测滤波思想来处理OOSM问题。将目标运动状态向量分为线性和非线性2个子向量,并分别采用相应的无序处理算法进行估计。算法可以处理单步延迟和多步延迟的情形下的无序问题。最后理论分析和仿真实验表明:新算法能有效处理OOSM问题,且降低了算法的计算复杂度,提高了算法实时性。     

多目标无序量测OOSM-GMPHD滤波算法

针对无序量测条件下多目标跟踪问题,提出了一种适用于线性系统的单步滞后无序量测滤波算法(OOSM-GMPHD).在前向预测框架内,以高斯混合概率假设密度(GMPHD)滤波器为基础滤波算法,对每一高斯分量分别用延迟到达的量测与等价量测进行预测、更新,经剪枝与合并等步骤获得最终的目标数量与状态估计.仿真结果表明:算法可有效消除无序量测的影响,准确估计多目标数目和状态.     

基于伪测量的分布式最优单步延迟航迹融合估计

融合中心如何处理无序局部数据,对分布式多传感器系统的运行品质至关重要．本文将系统中的局部估计转化为伪测量,将分布式融合估计转化为二级集中式融合估计．将所得的伪测量兼分布式融合估计算法与单步延迟的无序测量数据（out-of-sequencemeasurements,OOSM）最优滤波-A1算法进行组合,得出了分布式多传感器系统的最优单步延迟无序航迹（out-of-sequence tacks,OOST）估计算法,适用于航迹无序局部数据融合估计．该算法具有最优估计性能．     

含无序量测的多传感器信息融合算法研究

由于通信时间的延迟性,在多传感器系统中常常会出现无序量测情况.为提高估计的精度,系统须对无序量测进行处理,状态更新法是处理无序量测问题的一种有效方法.对于多传感器信息融合问题,给出了一种处理无序量测的状态估计更新算法.仿真计算表明该算法能有效的提高融合估计的精度.     

SINS/SAR组合导航系统中量测滞后补偿方法研究

针对捷联惯导(SINS)/合成孔径雷达(SAR)组合导航系统中,图像匹配耗时所造成的量测输出延迟问题,提出一种补偿量测滞后的无序量测算法。该算法首先求出滞后时刻到当前时刻的等效量测量,然后,计算追溯状态向量以及与追溯状态向量有关的协方差,对当前时刻的状态估计量进行更新,得到系统状态量的准确估计值,修正捷联惯导系统相应的状态量。将提出的滤波算法应用于SINS/SAR组合导航系统中进行仿真计算,并与不考虑量测滞后的标准卡尔曼滤波比较,结果表明,提出的新算法能够有效补偿量测的输出滞后,提高导航系统的解算精度。     

基于Unscented粒子滤波的无序观测下水下无线传感器网络目标被动跟踪

为提高水下无线传感器网络(UWSN)中的目标被动跟踪性能,提出了一种新的无序观测量(OOSM)处理算法.利用节点动态分簇建立分布式跟踪结构,簇头节点收集子节点的观测量形成本地估计.基于这种分布式结构,利用Unscented粒子滤波(UPF)结合新观测量,产生粒子滤波的建议密度分布,处理OOSM问题.详细推导了基于UPF的OOSM处理算法(OOSM-UPF)的具体实现步骤.利用转弯率建立机动目标跟踪模型,构建虚拟三维WSN仿真环境,比较了几种OOSM算法的性能.仿真结果表明,与其它算法相比,分布式OOSM-UPF算法的跟踪性能有了明显的提高.     

基于选择融合的任意步滞后无序量测滤波算法

在目标跟踪系统中,由于传感器具有不同的预处理时间与采样速率,以及信道固有的随机通信延迟,传感器量测数据可能出现无序到达融合中心的现象,即无序量测问题。在系统工作过程中,通常有多个无序量测相继或同时出现。为此,将多无序量测情形进行分类,基于选择融合提出任意步滞后无序量测滤波算法。利用基于对数似然比的假设检验筛选出需要处理的无序量测。在前向预测框架内,根据无序量测最优滤波过程,采用融入等价量测的信息滤波方法对目标状态估计与误差协方差矩阵进行更新。仿真结果验证了算法的精确性与有效性。     

带随机量测时滞和随机丢包的改进无迹卡尔曼滤波

经典卡尔曼滤波要求量测值可实时获取,且仅适用于线性系统.然而,在工程实际应用中,系统多为非线性系统,量测值也会发生滞后或者丢失等现象,此时经典卡尔曼滤波已不适用.因此,本文针对一类带有随机量测一步时滞和随机丢包的非线性离散系统的状态估计问题,用两个满足伯努利分布的独立随机变量来描述随机量测一步滞后和随机丢包的现象.当量测丢失时,用量测值的一步预测值来代替零输入进行补偿.在此基础上应用正交投影理论和无迹变换的方法提出了一种改进的无迹卡尔曼滤波算法.最后,通过仿真例子验证在考虑随机量测一步时滞和随机丢包的情况下,所提出的改进算法相比于经典无迹卡尔曼滤波算法具有更高的精度.     

无序量测问题研究综述

无序量测（OoSM）是多传感器融合系统亟需解决的不可回避的问题.在总结相关文献基础上,对OoSM进行了分类,从单步延时OoSM滤波、多步延时OoSM滤波、多个OoSM滤波、非线性非高斯条件OoSM粒子滤波算法、杂波/机动目标条件OoSM跟踪算法等方面,按照由简单到复杂的研究路线综述了国外开展的相关研究,并对未来研究方向进行了探讨与展望.     

Single-step-lag OOSM algorithm based on unscented transformation

Aiming at the out-of-sequence measurement (OOSM) problem, the update equations of the nonlinear single-step-lag OOSM are derived based on the existing methods. By introducing the unscented transformation (UT), the covariance between state vector and corresponding measurement vector are computed such that the single-step-lag OOSM can be effectively solved under the nonlinear Gaussian system with nonlinear measurement equation and linear dynamic equation. Furthermore, a single-step-lag OOSM fusion algorithm b...     

Out-of-sequence-measurement processing for probabilistic multiple hypothesis tracker with measurement reordering

In a multi-sensor central level tracking system, owing to random delay in transmission and varying preprocessing time for different sensor platforms, an earlier measurement from the same target can arrive at the fusion center after a later one. Practical data fusion schemes are challenged by the inevitable appearance of measurements that are out of sequence, called, “out-of-sequence measurements” (OOSMs). The question is how to incorporate these OOSMs in a track that has already been updated with a later observation in order to enhance the performance of the tracking system. Several approaches for a sequential algorithm to find a solution for the OOSM problem have been discussed in previous papers. An approach to address the OOSM problem in the probabilistic multi-hypothesis tracker (PMHT), being a batch algorithm, was proposed in previous paper. However, the situation of this approach was not an OOSM case but, rather, an out of sequence scan (OOSS) where a batch of data was lost and then only one scan of measurements from the lost batch arrived with the present batch. In this paper, we propose an approach that has a measurement reordering step to address the OOSM problem in the PMHT within the framework of the OOSM case and report on the performance with the simulation results. The simulation results indicate that the proposed approach may be a suitable solution for the OOSM problem in PMHT under the proper conditions of length of batch, amount of lag, density of clutter, and probability of detection for the target.     

基于时间错序量测的多目标多传感器跟踪算法研究

在多传感器多目标跟踪系统中,经常有来自同一目标的量测到达融合中心时存在时间先后顺序上的混乱,被称为时间错序量测(Oosm);通常,现有的跟踪算法都是假设理想目标的观测值不混乱;现实中,可能错过的目标探测随意混乱,因而,滤波器不得不处理起因未知的量测,那么针对顺序量测的传统滤波器,例如KF,在此就不能直接使用;通过基于一些特殊矩阵非单一假设的经济存储和能效估计介绍了全局最优Oosm刷新算法,并结合概率数据关联PDA到Oosm刷新算法中;仿真结果显示Oosm刷新的PDA滤波器在性能上优于忽略Oosm的PDA滤波器,还就关于杂波中多目标跟踪如何通过JPDA结合oosm刷新算法展开讨论.     

Optimality analysis of one-step OOSM filtering algorithms in target tracking

In centralized multisensor tracking systems, there are out-of-sequence measurements (OOSMs) frequently arising due to different time delays in communication links and varying pre-processing times at the sensor. Such OOSM arrival can induce the “negative-time measurement update” problem, which is quite common in real multisensor tracking systems. The A1 optimal update algorithm with OOSM is presented by Bar-Shalom for one-step case. However, this paper proves that the optimality of A1 algorithm is lost in direct discrete-time model (DDM) of the process noise, it holds true only in discretized continuous-time model (DCM). One better OOSM filtering algorithm for DDM case is presented. Also, another new optimal OOSM filtering algorithm, which is independent of the discrete time model of the process noise, is presented here. The performance of the two new algorithms is compared with that of A1 algorithm by Monte Carlo simulations. The effectiveness and correctness of the two proposed algorithms are validated by analysis and simulation results.     

A second-order stochastic filter involving coordinatetransformation

In the state estimation of a nonlinear system, the second-order filter is known to achieve better precision than the first-order filter [extended Kalman filter (EKF)] at the price of complex computation. If the measurement equation is linear in a transformed state variable, the complex measurement update equations of the second-order filter become as simple as the EKF case. Further, if the vector fields carrying the noise are constant, the high-order components in the variance propagation equation disappear. This suggests that if we make the measurement equation linear and make some vector fields constant through a coordinate transformation, we can simplify the second-order filter significantly while taking advantage of high precision. Finally, with an example of a falling body, we demonstrate through a Monte Carlo analysis the usefulness of the proposed method     

加权融合法处理无序量测问题

针对集中式多传感器目标跟踪系统中存在的无序量测问题,基于协方差加权融合的思想,在融合估计误差协方差矩阵迹最小意义下,建立了基于最优融合的多步延迟无序量测更新算法。该算法先将无序量测配准到最新状态估计的时刻,将其与之进行协方差加权融合。为进行无序量测与各传感器量测噪声相关性的计算,引入了等效量测。通过理论分析和仿真实验说明该算法能有效处理无序量测多延迟问题,其性能接近最优且随延迟步数增加性能下降非常小,而且有与最优的数据缓存法相同的滤波精度,以及较小的额外存储量。