自校正多传感器观测融合Kalman估值器及其收敛性分析

对于带未知噪声方差的多传感器系统,应用加权最小二乘(WLS)法得到了一个加权融合观测方程,且它与状态方程构成一个等价的观测融合系统.应用现代时间序列分析方法,基于观测融合系统的滑动平均(MA)新息模型参数的在线辨识,可在线估计未知噪声方差,进而提出了一种加权观测融合自校正Kalman估值器,可统一处理自校正融合滤波、预报和平滑问题,并用动态误差系统分析方法证明了它的收敛性,即若MA新息模型参数估计是一致的,则它按实现或按概率1收敛到全局最优加权观测融合Kalman估值器,因而具有渐近全局最优性.一个带3传感器跟踪系统的仿真例子说明了其有效性.     

自适应SVD–UKF算法及在穿刺状态估计中的应用

柔性针在实际穿刺过程中会产生不规则形变, 导致柔性针模型存在参数不确定性问题, 影响穿刺精度. 本文针对柔性针穿刺过程存在的不确定性问题以及超声成像等设备存在的量测噪声统计特征不准确性问题, 提出了一种带有噪声估计器的自适应奇异值分解无迹卡尔曼滤波算法. 该算法采用自适应因子实时修正动力学模型误差, 通过奇异值分解抑制系统状态协方差矩阵的负定性, 利用Sage-Husa估计器在线估计噪声的统计特性, 减小了系统状态估计误差. 将新算法应用于带有曲率不定性的柔性针穿刺模型进行计算仿真, 仿真结果显示, 新的算法较现有的UKF算法相比, 估计误差减小了0.28 mm(82.7%), 与AUKF算法相比, 估计误差减小0.06 mm(52%). 因此, 新算法可有效改善滤波性能, 提高穿刺状态的估计精度.     

Self-tuning weighted measurement fusion white noise deconvolution estimator and its convergence analysis

White noise deconvolution or input white noise estimation has a wide range of applications including oil seismic exploration, communication, signal processing, and state estimation. For the multisensor linear discrete time-invariant stochastic systems with correlated measurement noises, and with unknown ARMA model parameters and noise statistics, the on-line AR model parameter estimator based on the Recursive Instrumental Variable (RIV) algorithm, the on-line MA model parameter estimator based on Gevers–Wouters algorithm and the on-line noise statistic estimator by using the correlation method are presented. Using the Kalman filtering method, a self-tuning weighted measurement fusion white noise deconvolution estimator is presented based on the self-tuning Riccati equation. It is proved that the self-tuning fusion white noise deconvolution estimator converges to the optimal fusion steady-state white noise deconvolution estimator in a realization by using the dynamic error system analysis (DESA) method, so that it has the asymptotic global optimality. The simulation example for a 3-sensor system with the Bernoulli–Gaussian input white noise shows its effectiveness.     

多基地声纳系统中目标位置与速度联合估计

在多基地声呐系统中,为了利用时间和与多普勒频率量测同时估计运动目标的位置与速度,设计了一种闭式的估计器.其中,使用误差修正的方法,改善了传统的多步加权最小二乘估计器.该估计器只涉及线性加权最小二乘运算,在量测高斯噪声较小的情况下,均方误差可以达到克拉美罗下界(CRLB).通过计算机模拟对比了该估计器的均方误差与CRLB,并比较了其与传统多步加权最小二乘估计器的性能,结果表明:估计器的均方误差小于传统多步加权最小二乘估计器.     

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.     

相关观测融合Kalman估值器及其全局最优性

对于带相关观测噪声和带不同观测阵的多传感器线性离散时变随机控制系统, 用加权最小二乘法(WLS)提出了两种加权观测融合Kalman估值器, 它们包括状态滤波、状态预报和状态平滑. 基于信息滤波器形式下的Kalman滤波器, 证明了在相同初值下, 它们在数值上恒等于相应的集中式观测融合Kalman估值器, 因而具有全局最优性. 但是它们可明显减轻计算负担. 数值仿真例子验证了它们在功能上等价于集中式观测融合Kalman估值器.     

一种Sage-Husa和可观测度的滤波算法研究

针对目标跟踪中过程噪声统计特性未知和状态分量可观测度差而导致滤波精度不高甚至滤波发散的问题,提出了一种复合自适应滤波算法.我该算法在滤波过程中,利用Sage-Husa噪声估计器在线估计过程噪声,用可观测度分析方法抑制状态分量可观测度差对滤波器的不良影响.在滤波过程中实时估计和修正过程噪声的统计特性,同时对观测度差的分量...     

Moving data window gradient‐based iterative algorithm of combined parameter and state estimation for bilinear systems

The combined iterative parameter and state estimation problem is considered for bilinear state‐space systems with moving average noise in this paper. There are the product terms of state variables and control variables in bilinear systems, which makes it difficult for the parameter and state estimation. By designing a bilinear state estimator based on the Kalman filtering, the states are estimated using the input‐output data. Furthermore, a moving data window (MDW) is introduced, which can update the dynamical data by removing the oldest data and adding the newest measurement data. A state estimator‐based MDW gradient‐based iterative (MDW‐GI) algorithm is proposed to estimate the unknown states and parameters jointly. Moreover, given the extended gradient‐based iterative (EGI) algorithm as a comparison, the MDW‐GI algorithm can reduce the impact of noise to parameter estimation and improve the parameter estimation accuracy. The numerical simulation examples validate the effectiveness of the proposed algorithm.     

A new information fusion white noise deconvolution estimator

The white noise deconvolution or input white noise estimation problem has important applications in oil seismic exploration, communication and signal processing. By the modern time series analysis method, based on the autoregressive moving average （ARMA） innovation model, a new information fusion white noise deconvolution estimator is presented for the general multisensor systems with different local dynamic models and correlated noises. It can handle the input white noise fused filtering, prediction and smoothing problems, and it is applicable to systems with colored measurement noises. It is locally optimal, and is globally suboptimal. The accuracy of the fuser is higher than that of each local white noise estimator. In order to compute the optimal weights, the formula computing the local estimation error cross-covariances is given. A Monte Carlo simulation example for the system with Bernoulli-Gaussian input white noise shows the effectiveness and performances.     

基于粒子滤波的WiFi行人航位推算融合室内定位

为提高室内定位的精度和稳定性,提出使用粒子滤波融合WiFi指纹定位和行人航位推算的室内定位算法。为减少复杂室内环境对WiFi指纹定位的影响,提出将支持向量机分类与回归相结合的两级WiFi指纹定位算法。在基于智能手持设备惯性传感器的行人航位推算中,为减少惯性传感器的误差以及人随意行走带来的影响,采用状态转换的方法识别行走周期并进行步数统计,提出根据实时加速度数据动态设置状态转换的参数,利用步长和垂直加速度之间的关系以及相邻步长之间的关系,应用卡尔曼滤波进行步长计算。仿真实验中,基于支持向量机的WiFi指纹定位的平均误差比最近邻居(NN)算法降低34.4%,比K最近邻居(KNN)算法降低27.7%。改进的行人航位推算的性能优于常用代表性计步软件和步长计算算法,而经过粒子滤波融合后估计的行走轨迹更加接近真实轨迹:直线行走平均误差为1.21 m,优于WiFi的3.18 m和航位推算的2.76 m;曲线行走平均误差为2.75 m,优于WiFi的3.77 m和航位推算的2.87 m。     

一种传感网时间同步和定位的联合线性估计方法

采用时间测量以估计节点位置的方法实现简单,在传感网中得到了广泛的使用。然而节点计时时钟存在漂移和偏离,导致时间测量不准确。为此文本以节点时钟漂移和偏离模型为基础,提出了一种时间同步和节点定位的联合线性估计方法,包括最小平方（LS）及权重最小平方（WLS）方法。仿真测试了所设计算法的运行时间,分析了噪声对联合估计方法的估计误差影响。结果表明,LS及WLS线性估计方法运算速度较半正定（SDP）算法快,在低噪声条件下LS及WLS线性估计方法具有较高的稳定性和定位精度。     

观测误差协方差估计下的集合鲁棒滤波数据同化方法

在数据同化方法中,观测误差协方差矩阵是相关的,且与时间和状态有一定的依赖性.针对这种相关特性,将鲁棒滤波方法与观测误差协方差估计方法相结合,得到随状态时间变化的观测误差协方差,提出一种带有观测误差估计的鲁棒数据同化新方法,更新观测误差协方差,改善估计效果.从分析误差协方差,转移矩阵特征值放大等角度优化同化方法.利用非线...     

New approach to information fusion steady-state Kalman filtering

By the modern time series analysis method, based on the autoregressive moving average (ARMA) innovation model, a unified and general information fusion steady-state Kalman filtering approach is presented for the general multisensor systems with different local dynamic models and correlated noises. It can handle the filtering, smoothing, and prediction fusion problems for state or signal. The optimal fusion rule weighted by matrices is re-derived as a weighted least squares (WLS) fuser, and is reviewed. An optimal fusion rule weighted by diagonal matrices is presented, which is equivalent to the optimal fusion rule weighted by scalars for components, and it realizes a decoupled fusion. The new algorithms of the steady-state Kalman estimator gains are presented. In order to compute the optimal weights, the formulas of computing the cross-covariances among local estimation errors by Lyapunov equations are presented. The exponential convergence of the iterative solution of Lyapunov equation is proved. It is proved that the optimal fusion estimators under three weighted fusion rules are locally optimal, but are globally suboptimal. The proposed steady-state Kalman fusers can reduce the on-line computational burden, and are suitable for real-time applications. A simulation example for the 3-sensor steady-state Kalman tracking fusion estimators shows their effectiveness and correctness, and gives the accuracy comparison of the fusion rules.     

Neural networks for nonlinear state estimation

Estimating the state of a nonlinear stochastic system (observed through a nonlinear noisy measurement channel) has been the goal of considerable research to solve both filtering and control problems. In this paper, an original approach to the solution of the optimal state estimation problem by means of neural networks is proposed, which consists in constraining the state estimator to take on the structure of a multilayer feedforward network. Both non-recursive and recursive estimation schemes are considered, which enable one to reduce the original functional problem to a nonlinear programming one. As this reduction entails approximations for the optimal estimation strategy, quantitative results on the accuracy of such approximations are reported. Simulation results confirm the effectiveness of the proposed method.     

Adaptive variable structure state estimation for uncertain systems with persistently bounded disturbances

This paper develops an adaptive state estimator design methodology for nonlinear systems with unknown nonlinearities and persistently bounded disturbances. In the proposed estimation scheme, the boundary layer strategy in variable structure techniques is utilized to design a continuous state estimator such that the undesirable chattering phenomenon is avoided; and the adaptive bounding technique is used for online estimation of the unknown bounding parameter. The existence condition of the adaptive estimators is provided in terms of linear matrix inequality (LMI). Since the orthogonal projection of the state estimation error onto the null space of the linear measurement distribution matrix is used in the derivation process, the update law of bounding parameter estimate is represented in terms of the available measurement error. The proposed estimator can ensure that the state estimation error is uniformly ultimately bounded (UUB) with an ultimate bound. Furthermore, using the existing LMI optimization technique, a suboptimal adaptive state estimator can be obtained in the sense of minimizing an upper bound of the peak gains in the ultimate bound. Finally, a simulation example is given to illustrate the effectiveness of the proposed design method. Copyright © 2010 John Wiley & Sons, Ltd.     

Kalman filtering for continuous-time uncertain systems withMarkovian jumping parameters

Studies the problem of Kalman filtering for a class of uncertain linear continuous-time systems with Markovian jumping parameters. The system under consideration is subjected to time-varying norm-bounded parameter uncertainties in the state and measurement equations. Stochastic quadratic stability of the above system is analyzed. A state estimator is designed such that the covariance of the estimation error is guaranteed to be within a certain bound for all admissible uncertainties, which is in terms of solutions of two sets of coupled algebraic Riccati equations     

基于星敏感器/光纤陀螺的卫星定姿算法

为了达到卫星三轴姿态确定的精度要求,以某一对地定向的小卫星为研究对象,提出了基于滤波算法的星敏感器和光纤陀螺组合定姿的方案。采用四元数的方法建立卫星姿态确定模型,并采用扩展卡尔曼滤波,对得到的卫星姿态误差和陀螺漂移误差信息进行信息融合和相应的修正。仿真结果表明,即使采用中等精度的陀螺组件,也可以实现高精度定姿;并且验证了星敏感器的测量噪声和滤波周期等因素对定姿精度的影响。     

Cramér–Rao lower bound in nonlinear filtering problems under noises and measurement errors dependent on estimated parameters

This paper derives recurrent expressions for the maximum attainable estimation accuracy calculated using the Cramér–Rao inequality (Cramér–Rao lower bound) in the discretetime nonlinear filtering problem under conditions when generating noises in the state vector and measurement error equations depend on estimated parameters and the state vector incorporates a constant subvector. We establish a connection to similar expressions in the case of no such dependence. An example illustrates application of the obtained algorithms to lowerbound accuracy calculation in a parameter estimation problem often arising in navigation data processing within a model described by the sum of a Wiener sequence and discrete-time white noise of an unknown variance.     

带有随机通信时滞的状态估计

研究了测量值不带时间戳的网络控制系统的最优状态估计问题. 当最大的随机时滞界是一步滞后时, 对可能存在的乱序测量提出新的测量模型. 基于每一时刻收到的所有测量值的平均值构造估计器以保证不稳定网络控制系统的估计器是线性无偏的及估计误差协方差一致有界, 并通过求解离散黎卡提方程得到估计器增益. 在无偏性及误差协方差一致有界的意义下保证估计器是最优的. 最后给出仿真实例验证了该算法的有效性.