多新息抗差-自适应卡尔曼滤波定位算法研究

针对移动机器人在定位过程中,由传感器测量误差和机器人模型引起的位姿误差导致系统定位精度急剧下降的问题,提出了一种多新息卡尔曼滤波算法.在标准卡尔曼滤波的基础上,当传感器测量值存在误差时,引入抗差权因子,通过改变误差测量值的权值提高滤波器的估计精度;当机器人位姿存在误差时,引入自适应因子,通过调整状态协方差矩阵的大小抵制位姿误差引起的滤波发散.同时,引入了多新息,即多个时刻的新息向量,进一步提高此非线性系统的精度.实验表明:当存在测量误差和位姿误差时,该滤波算法能有效提高定位精度.     

改进的自适应中值滤波

均值滤波能较好的平滑图像的噪声,自适应中值滤波能较好的保存原始图像的细节和边缘。为了恢复被高密度脉冲噪声污染的图像,提出了改进的自适应中值滤波算法,新算法结合了均值滤波和自适应中值滤波两者的优点。实验结果表明,该算法能够有效地消除被污染图像中的高密度脉冲噪声,并较好地保留原始图像细节和边缘。     

Robust Kalman filtering for nonlinear multivariable stochastic systems in the presence of non‐Gaussian noise

The presence of outliers can considerably degrade the performance of linear recursive algorithms based on the assumptions that measurements have a Gaussian distribution. Namely, in measurements there are rare, inconsistent observations with the largest part of population of observations (outliers). Therefore, synthesis of robust algorithms is of primary interest. The Masreliez–Martin filter is used as a natural frame for realization of the state estimation algorithm of linear systems. Improvement of performances and practical values of the Masreliez‐Martin filter as well as the tendency to expand its application to nonlinear systems represent motives to design the modified extended Masreliez–Martin filter. The behaviour of the new approach to nonlinear filtering, in the case when measurements have non‐Gaussian distributions, is illustrated by intensive simulations. Copyright © 2015 John Wiley & Sons, Ltd.     

基于结构自适应滤波方法的非线性系统辨识

针对非线性系统辨识中定结构参数辨识局限性高和辨识率低的问题,将结构自适应引入辨识的优化,提出一种基于子系统的结构自适应滤波（SSAF）方法。该方法的模型由若干子系统级联而成,每一个子系统均为线性-非线性混合结构。子系统的线性部分是一个一阶或二阶可选的无限脉冲响应滤波器（IIR）,非线性部分则是一个静态的非线性函数。初始化中,子系统的参数随机产生,生成的若干子系统按照设定的连接规则进行随机连接,而不含反馈的连接机制确保了非线性系统的有效性。采用一种自适应多精英引导的复合差分进化（AMECoDEs）算法用于自适应模型循环优化,直至找到最优的结构和参数,即全局最优。实验结果表明,SSAF方法在非线性测试函数以及真实数据集上的表现优异,辨识率高且收敛性好,与聚焦时滞递归神经网络（FTLRNN）相比,它所用参数的个数仅为FTLRNN的1/10,且适应值精度提高了7%,验证了所提方法的有效性。     

Robust filtering for a class of discrete-time uncertain nonlinear systems: An H∞ approach

This paper deals with the H_∞ filtering problem for a class of discrete-time nonlinear systems with or without real time-varying parameter uncertainty and unknown initial state. For the case when there is no parametric uncertainty in the system, we are concerned with designing a nonlinear H_∞ filter such that the induced l₂ norm of the mapping from the noise signal to the estimation error is within a specified bound. It is shown that this problem can be solved via one Riccati equation. We also consider the design of nonlinear filters which guarantee a prescribed H_∞ performance in the presence of parametric uncertainties. In this situation, a solution is obtained in terms of two Riccati equations.     

An optimization approach to adaptive Kalman filtering

In this paper, an optimization-based adaptive Kalman filtering method is proposed. The method produces an estimate of the process noise covariance matrix Q by solving an optimization problem over a short window of data. The algorithm recovers the observations h(x) from a system without a priori knowledge of system dynamics. Potential applications include target tracking using a network of nonlinear sensors, servoing, mapping, and localization. The algorithm is demonstrated in simulations on a tracking example for a target with coupled and nonlinear kinematics. Simulations indicate superiority over a standard MMAE algorithm for a large class of systems.     

均方根嵌入式容积卡尔曼滤波

传统容积卡尔曼滤波(CKF)的基础是三阶球面-径向容积准则,该准则不仅要求计算n维超球体上的面积分,还需将容积准则与扩展高斯-拉盖尔准则配合使用,不易推导出高阶CKF滤波算法.此外,CKF推导所采用的三阶球面容积准则也存在缺陷,这极大地限制了CKF的滤波精度.为避免以上问题,本文基于嵌入式容积准则和均方根滤波技术,提出一种加性噪声环境下,用于非线性动态系统状态估计的全新容积卡尔曼滤波算法-三阶均方根嵌入式容积卡尔曼滤波(SICKF).SICKF具有滤波精度高、数值稳定性强等诸多优点,适用于动态目标跟踪、非线性系统控制等.仿真结果表明,SICKF的滤波精度显著优于传统的非线性滤波算法.     

改进的自适应加权中值滤波算法

在分析了自适应算法和中心加权算法的原理和优势后,提出了一种改进的自适应加权中值滤波（IAWMF）算法。采用扩展边缘的方式,使原图像的所有像素点能够用噪声检测因子进行噪声检测,对含有噪声的图像采用自适应窗口（N ×N）的中心加权算法进行滤波,可以有效降低邻域噪声点对滤波图像质量的影响。仿真结果表明：改进算法在高浓度椒盐噪声条件下获得的实验效果峰值信噪比（ PSNR）、均值平方误差（MAE）、均值绝对误差（MSE）显著优于其他算法,在降噪和保持细节中取得很好的平衡。     

基于联邦滤波的自适应算法研究

针对标准卡尔曼滤波器对系统的模型和噪声的统计特性依赖性强,而系统的准确数学模型难以建立的问题,结合联邦滤波和自适应估计理论,提出了一种基于联邦滤波的自适应算法。该算法通过残差的实际值与理论值的比值来确定误差方差阵的估计值,然后调节自适应卡尔曼滤波器的渐消因子,从而有效提高了联邦滤波器的适应能力。由仿真结果可知,改进的联邦滤波器能较好地利用测量信息对系统的相关参数进行自适应的调整,滤波结果具有很好稳定性和准确性。     

基于鲁棒自适应Kalman滤波的PET放射性浓度重建

针对正电子发射断层成像重建过程中存在的系统模型误差和投影数据不确定性,提出了基于状态空间体系的鲁棒自适应Kalman滤波法。该方法根据药物动力学先验信息建立状态方程,结合PET测量方程组成状态空间模型。引入虚拟噪声来表示模型的系统矩阵误差之后,通过应用鲁棒自适应Kalman滤波法对未知的系统噪声以及观测噪声进行估计的同时完成PET放射性浓度的重建。实验结果表明,此算法比传统的最大似然法和滤波反投影法更具鲁棒性,适合应用于实际PET系统中。     

多传感器跟踪系统自适应Kalman滤波融合

多传感器目标跟踪的一个实际问题是如何获得目标的过程噪声信息,以获得较好的跟踪性能。针对多传感器分布式估计融合系统,利用这种自适应技术给出了一种自适应Kalman滤波的融合方法,它具有与中心式相近的跟踪性能。计算机模拟结果表明：这种方法具有较优良的性能。     

Robust Kalman filtering for uncertain systems

This paper studies the problem of Kalman filter design for uncertain systems. The system under consideration is subjected to time-varying norm-bounded parameter uncertainties in both the state and measurement matrices. The problem we address is the design of a state estimator such that the covariance of the estimation error is guaranteed to be within a certain bound for all admissible uncertainties. A Riccati equation approach is proposed to solve the above problem. Furthermore, a suboptimal covariance upper bound can be computed by a convex optimization.     

一种基于卡尔曼滤波的队列长度自适应算法

传统主动队列管理(AQM)算法在处理传感器网络突发流时具有响应速度慢、抗网络突变性能弱的缺点.针对此问题,提出了一种新的AQM算法,算法首先将队列长度作为早期拥塞检测参量,运用卡尔曼滤波理论预测队列长度;其次根据队列长度在缓冲区的占用比来划分网络状态;最后根据不同占用比采取相应的丢包策略,自适应地调整丢包率,当出现网络突变时,加大调整幅度,使队列长度保持在理想区间.仿真实验表明:新算法能够较好地适应网络波动,提高网络服务质量(QoS),算法综合性能优于主流AQM算法.     

An enhanced adaptive Kalman filtering for linear systems with inaccurate noise statistics

This paper investigates the simultaneous state and noise covariance estimation for linear systems with inaccurate noise statistics. An enhanced adaptive Kalman filtering (EAKF) based on dynamic recursive nominal covariance estimation (DNRCE) and modified variational Bayesian (VB) inference is presented. The EAKF realizes the concurrently estimation of state and noise covariance matrices by introducing a nominal parameter in the traditional recursive covariance estimation and designing a new adaptive forgotten factor for the dynamic model of the estimated information propagation. The simulation of a target tracking example shows that, compared with the existing filters, the proposed filter has good adaptive performance for inaccurate and time-varying noise covariance matrices.     

采用脉冲宽度检测的自适应滤波算法

在对图像中干扰噪声模型分析的基础上,提出基于脉冲宽度和噪声模型检测的自适应噪声滤波算法,通过判定干扰噪声的脉冲宽度及分布密度来确定滤波器窗口的大小及类型,从而有效去除复合型干扰噪声.实验结果表明所提出的算法操作简单,对实际图像的处理效果优于一般常用噪声平滑滤波器的输出结果.     

An optimal adaptive filtering algorithm with a polynomial prediction model

A new approach to the optimal adaptive filtering is proposed in this paper.In this approach,a polynomial prediction model is used to describe the time-variant/invariant impulse response coeffcients of an identified system.When the polynomial prediction model is viewed as the state equations of the identified impulse response coeffcients and the relationships between the inputs and outputs of the system are regarded as the measurements of the states,our adaptive filtering can be achieved in the framework of ...     

基于多项式预测模型的最优自适应滤波算法

文中提出了一个通过多项式预测模型来描述待辨识系统冲击响应系数的最优自适应滤波算法.该算法首先利用具有时不变参数的多项式预测模型,来描述系统冲击响应的时变/时不变系数.当视描述的模型为其待辨识系统冲击响应时变/时不变系数进化的状态方程,而待辨识系统的输入和输出联系视为对这些状态的观测方程时,自适应滤波问题可以在Kalman滤波的框架下得以解决.由于在Gauss白噪声环境中以及状态方程准确的情况下,Kalman滤波是最大似然、最大后验和最小均方等统计意义下的最优滤波,因此当待辨识的系统冲击响应系数可以由多项式模型建模时,文中模型和相应算法也是这些统计意义下的最优自适应滤波.在分析的结果验证上述结论的同时,仿真的结果也表明:文中提出的自适应滤波算法的性能优于已知的自适应滤波算法.     

混合式自适应Kalman滤波算法

采用虚拟噪声补偿模型误差和有偏的噪声方差估值器、滤波器收敛性判据相结合的方法来解决自适应Kalman滤波发散的问题。首先若模型不准确,则引入虚拟噪声对模型误差进行虚拟补偿,然后采用有偏的噪声方差估值器、滤波器收敛性判据对噪声方差估计值进行监控,阻止滤波器发散。采用混合式自适应Kalman滤波算法对Gill公司的风向风速仪实时采集的数据进行处理,实验结果表明,该方法能有效的提高性能、抑制滤波发散,具有较强的实用性、自适应能力。     

基于广义最大Versoria准则的稀疏自适应滤波算法

针对脉冲噪声干扰环境下传统稀疏自适应滤波稳态性能差,甚至无法收敛等问题,同时为提高稀疏参数辨识的精度的同时不增加过多计算代价,提出了一种基于广义最大Versoria准则（GMVC）的稀疏自适应滤波算法——带有CIM约束的GMVC（CIMGMVC）。首先,利用广义Versoria函数作为学习准则,其包含误差p阶矩的倒数形式,当脉冲干扰出现导致误差非常大时,GMVC将趋近于0,从而达到抑制脉冲噪声的目的。其次,将互相关熵诱导维度（CIM）作为稀疏惩罚约束和GMVC相结合来构建新代价函数,其中的CIM以高斯概率密度函数为基础,当选择合适核宽度时,可无限逼近于l_{\mathrm{0}}-范数。最后,应用梯度法推导出CIMGMVC算法,并分析了所提算法的均方收敛性。在Matlab平台上采用\alpha-stable分布模型产生脉冲噪声进行仿真,实验结果表明所提出的CIMGMVC算法能有效地抑制非高斯脉冲噪声的干扰,在稳健性方面优于传统稀疏自适应滤波,且稳态误差低于GMVC算法。     

Optimal guaranteed cost filtering for uncertain discrete-time linear systems

This paper presents a result on the design of a steady-state robust state estimator for a class of uncertain discrete-time linear systems with normal bounded uncertainty. This result extends the steady state Kalman filter to the case in which the underlying system is uncertain. A procedure is given for the construction of a state estimator which minimizes a bound on the state error covariance. It is shown that this leads to a state estimator which is optimal with respect to a notion of quadratic guaranteed cost state estimation.