相关观测误差条件下Kalman滤波器的一种设计方法

在分析噪声相关性对Kalman滤波器性能影响的基础上,文章推导一种相关观测误差条件下卡尔曼滤波器的设计方法。该方法利用误差的相关矩阵信息,对量测矩阵和观测误差协方差阵做去相关校正,实现准最优的Kalman滤波,并获得正确的状态误差估计。仿真证明了算法的效果。     

过程噪声未知但有界情况下系统最优滤波器设计方法

本文基于模型匹配方法提出了一种极小化误差幅值的线性系统的最优滤波器的设计方法,所考虑的过程噪声和量测噪声均为未知但幅值有界信号.该方法的特点是能够处理无穷观测数据量的最优滤波问题.当系统的初始条件已知时,将滤波器设计问题化为一个标准二块₁优化问题;当系统含有未知但有界初始条件时该问题归结为有限个标准₁优化问题,而标准₁优化问题已有成熟算法求解.仿真实例子说明了所提出方法的有效性和可行性.     

测量噪声相关线性系统异类传感器航迹融合

研究了异类传感器航迹融合问题。在测量噪声相关的条件下,利用线性无偏最小方差估计的基本理论,通过对异类传感器的状态估计采用顺序滤波的方法,得到了相关测量噪声线性系统异类传感器测量融合算法和状态矢量融合算法。计算机数字仿真结果表明,由于考虑了测量噪声之间的相关性,该算法比噪声不相关融合算法具有更好的跟踪性能,航迹跟踪的精度得到了改善。     

过程噪声未知但有界情况下不稳定线性离散时间系统最优滤波器设计研究

本文首先研究了不稳定线性离散时间系统的最优线性滤波器设计问题,利用状态观测器结合互质分解方法,将不稳定系统的最优线性滤波问题转化成可解的模型匹配问题,从而可利用已有的逐点优化算法进行求解,推广了线性滤波器的逐点优化设计方法.然后,本文还进一步研究了线性离散时间系统线性滤波器的最优性问题,从理论上证明了线性离散系统的线性滤波器能与非线性滤波器达到相同的最优性.     

一类非线性时滞系统的鲁棒H∞滤波器设计

 研究了满足下列条件的时滞系统的鲁棒H_∞滤波问题:假设系统的参数矩阵带有不确定性,且不确定参数是时变且范数有界的.在系统的状态与输出中同时都含有非线性无穷分布时滞与离散时滞.在设计滤波器的过程中,引入了一个新的Lyapunov-Krasovskii泛函.通过线性矩阵不等式技术,提出了参数不确定时滞系统的鲁棒H_∞滤波器存在的时滞依赖条件.鲁棒H_∞滤波器可以保证带有参数不确定性的滤波误差系统是渐近稳定的,并且满足给定的H_∞性能指标.通过仿真的研究证明了该方法的有效性.     

Recursive Extended Least Squares Parameter Estimation for Wiener Nonlinear Systems with Moving Average Noises

Many control algorithms are based on the mathematical models of dynamic systems. System identification is used to determine the structures and parameters of dynamic systems. Some identification algorithms (e.g., the least squares algorithm) can be applied to estimate the parameters of linear regressive systems or linear-parameter systems with white noise disturbances. This paper derives two recursive extended least squares parameter estimation algorithms for Wiener nonlinear systems with moving average noises based on over-parameterization models. The simulation results indicate that the proposed algorithms are effective.     

Non-Fragile H_{\infty } Filter Design for Uncertain Stochastic Nonlinear Time-Delay Markovian Jump Systems

This paper investigates the problem of non-fragile and mode-dependent \(H_{\infty }\) filter design for a class of nonlinear stochastic Markovian jump systems with mode-dependent time-varying delays and norm-bounded parameter uncertainties. The non-fragile and mode-dependent filter to be designed is assumed to include multiplicative gain variations which result from inaccuracies in filter implementation, and the desired filter ensures the filtering error system is not only exponentially mean-square stable, but also satisfies a prescribed \(H_{\infty }\) -norm level for all admissible uncertainties. A stochastic Lyapunov–Krasovskii function is proposed to reflect the information of Markovian jump modes and the mode-dependent time-varying delays, and a set of strict linear matrix inequalities are utilized to derive sufficient conditions that guarantee the desired filter can be constructed. A numerical example and a vertical take-off and landing (VTOL) helicopter system are utilized to illustrate the effectiveness and usefulness of the main results obtained.     

基于MATLAB环境的DSP滤波教学实验系统的设计与实现

目前数字信号处理教学实验和DSP应用系统的开发中,绝大部分都采用CCS的环境,只有少数高档的DSP实验系统采用MATLAB作为开发环境,利用MATLAB强大运算功能辅助设计DSP应用程序,将大大缩减DSP应用程序的开发时间。本文研究了在通用TMS5402系列DSP实验系统中利用MATLAB Links for CCS的功能,设计开发了基于MATLAB环境的DSP滤波教学实验系统,文章介绍了MATLAB和CCS编程环境的特点,对MATLAB和CCS的任务进行了分割,并以FIR滤波器为例介绍了如何用MATLAB连接CCS,以及怎样用MATLAB辅助设计DSP系统以及在MATLAB环境中调试程序。     

随机非线性系统自由状态方程的任意阶近似解

针对非线性系统的随机性的特点,提出了随机非线性系统自由状态方程的任意阶近似解法.该解法从自由状态空间中的广义朗之万梯度方程出发,利用常数变易法导出了与广义朗之万方程等价的广义的第二类非线性、随机性Valterra积分方程,采用逐次逼近法求得了方程的任意阶近似解.最后,讨论了非线性、随机性对系统状态空间转移的影响.随机非线性系统自由状态方程的任意阶近似解法为随机非线性系统的定量分析提供了一种有效方法.     

A Gaussian Polar Model for Error Rates of Differential Phase Detection Impaired by Linear, Nonlinear, and Laser Phase Noises

We develop a simple analytic gaussian model, predicting BER performance of optical DPSK receivers with high accuracy in the wake of all three phase noise sources impairing differential phase detection: linear phase noise (ASE-induced), nonlinear phase noise (the Gordon-Mollenauer effect), and laser phase noise Brownian fluctuations. We validate our analytical Q-factor based formulas using known analytical cases and importance-sampling based Monte-Carlo simulations.     

非线性系统的自适应模糊控制器设计

针对非线性系统,为获得更好的控制控制效果,设计了模糊自适应控制器。在模糊控制器的基础上根据反馈控制和调整参数向量的自适应律的求解,综合李雅普诺夫稳定理论设计了模糊自适应控制器,以满足系统的稳定性和控制效果。为验证控制器的有效性,将该控制器应用到二级倒立摆系统的稳定控制,仿真结果表明该控制器的控制效果良好,并与传统的控制方法相比较,其控制效果更佳。     

周界入侵检测系统宽带滤波器的设计及优化

针对传统m 推演型滤波器插入损耗大、带内平坦度不理想等问题,提出了一种改进型带通滤波器设计优化方法。本文首先介绍了滤波器各子级的设计方法,利用ADS 对滤波器参数进行迭代优化设计,并采用PCB 工艺制备了带通滤波器样品同时进行了传输特性的测量,最后将其实际应用于泄漏电缆周界入侵检测系统中提高了硬件前端的信噪比。测量结果表明,在25. 75 ~36. 25 MHz 的通带范围内,插入损耗小于1. 5 dB,带内平坦度优于0. 5dB,反射系数小于-15 dB,过渡带性能理想;在陷波点20 MHz、45 MHz 处衰减大于-50 dB。在本文的最后,对周界入侵检测系统漏报率、误报率、正确率进行了初步测试,结果表明虚警率从每小时1 次减少至2 天内未发生报警,该滤波器结构有效地解决了系统虚警率高的问题,提高了系统的稳定性。     

MMSE Filter Design for Multi-source and Multi-destination MIMO Amplify-and-Forward Relay Systems

Wireless Personal Communications - Multiple antenna source, relay, and destination filter sets are developed that minimize the sum mean-squared error (MSE). Motivated by the equivalence of the...     

Robust Kalman Filter Design for Markovian Jump Linear Systems with Norm-Bounded Unknown Nonlinearities

This paper considers the problems of stability and filtering for a class of linear hybrid systems with nonlinear uncertainties and Markovian jump parameters. The hybrid system under study involves a continuous-valued system state vector and a discretevalued system mode. The unknown nonlinearities in the system are time varying and norm bounded. The Markovian jump parameters are modeled by a Markov process with a finite number of states. First, we show the equivalence of the sets of norm-bounded linear and nonlinear uncertainties. Then, instead of the original hybrid linear system with nonlinear uncertainties, we consider the same system with linear uncertainties. By using a Riccati equation approach for this new system, a robust filter is designed using two sets of coupled Riccati-like equations such that the estimation error is guaranteed to have an upper bound.     

On the Performance Analysis of the Least Mean M-Estimate and Normalized Least Mean M-Estimate Algorithms with Gaussian Inputs and Additive Gaussian and Contaminated Gaussian Noises

This paper studies the convergence analysis of the least mean M-estimate (LMM) and normalized least mean M-estimate (NLMM) algorithms with Gaussian inputs and additive Gaussian and contaminated Gaussian noises. These algorithms are based on the M-estimate cost function and employ error nonlinearity to achieve improved robustness in impulsive noise environment over their conventional LMS and NLMS counterparts. Using the Price’s theorem and an extension of the method proposed in Bershad (IEEE Transactions on Acoustics, Speech, and Signal Processing, ASSP-34(4), 793–806, 1986; IEEE Transactions on Acoustics, Speech, and Signal Processing, 35(5), 636–644, 1987), we first derive new expressions of the decoupled difference equations which describe the mean and mean square convergence behaviors of these algorithms for Gaussian inputs and additive Gaussian noise. These new expressions, which are expressed in terms of the generalized Abelian integral functions, closely resemble those for the LMS algorithm and allow us to interpret the convergence performance and determine the step size stability bound of the studied algorithms. Next, using an extension of the Price’s theorem for Gaussian mixture, similar results are obtained for additive contaminated Gaussian noise case. The theoretical analysis and the practical advantages of the LMM/NLMM algorithms are verified through computer simulations.     

WCDMA系统中噪声滤波器的设计与实现

在WCDMA系统中高斯白噪声的突发性增大是产生假径的主要原因,因此,消除由此而引发的虚警或漏检概率的增大对WCDMA系统的同步有着重要的意义.首先分析了简单的基于FIR滤波的非相干累加,接着引入一种新的一阶IIR滤波器.仿真和理论分析结果表明该滤波器有着更好的性能,同时给出了该滤波器的实现方案.     

Design of a Power Conditioning Unit for Nonlinear Source-Load Systems

This paper describes the development, design, and operation of an electronic device which performs dynamic matching between electric energy sources and their respective loads. This matching is achieved by monitoring the output power of the energy source and modulating a control signal which, in turn, regulates appropriately the operation of a source-load interface device. This device is characterized by a simple structure and an ability to continuously match the characteristics of the source to those of the load, for maximum power transfer, even when these characteristics are randomly time-varying. The device may be used with existing energy systems, without significant changes, and operates effectively even when the utility grid substitutes for the load. Its operation is described in terms of a configuration involving renewable energy sources, such as wind electric conversion systems and photovoltaic arrays, as the primary energy generators. The latter are attracting the growing interest of many investigators recently.     

电子束六维随机非线性状态方程及其任意阶近似解析解

在大型电子束设备中由大量电子组成的电子束在运动过程中,其纵向与横向都具有一定的分布,且具有相对论性、非线性及随机性等特征.其运动规律遵守相对论随机非线性六维状态方程.本文给出了空间坐标系为直角坐标时的相对论非线性随机性六维状态方程组及其任意阶解析解.