容积卡尔曼一致滤波

针对卡尔曼一致滤波的应用受限于被估计系统需 满足线性条件的问题,通过容积卡尔曼滤波(CKF)和一致性策 略的动态结合,提出一种容积卡尔曼一致滤波(CKCF)算法。算法采用分布式融合机制, 传感器节点采集可通信相邻 节点的信息,并作为自身节点的量测信息应用于CKF,获取局部状态估计 值。在此基础上,利用一 致性策略实现对整个量测系统中传感器节点局部估计值的优化,进而通过增强传感器节点估 计值一致性实现目标 状态估计精度的提升。相对于标准卡尔曼一致滤波,本文算法将一致性策略推广到非线性系 统估计领域。理论分析 与仿真实验验证了算法的可行性与有效性。     

Augmented consensus filter for simultaneous localization and tracking with limited sense range

In this paper, we investigate how to exploit distributed average consensus fusion for conducting simultaneous localization and tracking (SLAT) by using wireless sensor networks. To this end, we commence by establishing a limited sense range (LSR) nonlinear system that characterizes the coupling of target state and sensor localization with respect to each sensor. We then employ an augmented extended Kalman filter to estimate the sensor and target states of our system. Furthermore, we adopt a consensus filtering scheme which fuses the information from neighboring sensors. We thus obtain a two-stage distributed filtering framework that not only obtains updated sensor locations trough augment filtering but also provides an accurate target state estimate in consensus filtering. Additionally, our framework is computationally efficient because it only requires neighboring sensor communications. The simulation results reveal that the proposed filtering framework is much more robust than traditional information fusion methods in limited ranging conditions.     

Filtering approaches to accelerated consensus in diffusion sensor networks

The main objective in distributed sensor networks is to reach agreement or consensus on values acquired by the sensors. A common methodology to approach this problem is using the iterative and weighted linear combination of those values to which each sensor has access. Different methods to compute appropriate weights have been extensively studied, but the resulting iterative algorithm still requires many iterations to provide a fairly good estimate of the consensus value. In this paper, different accelerating consensus approaches based on adaptive and non‐adaptive filtering techniques are studied and applied on the problem of acoustic source localization using the adaptive projected subgradient method. A comparative simulation study shows that the non‐adaptive polynomial filters based on Newton's interpolating polynomials and semi‐definite programming can provide more accelerated consensus and better estimation accuracy than adaptive filters evaluated using constrained affine projection algorithm or stochastic gradient algorithm provided that the network topology is known beforehand. Copyright © 2013 John Wiley & Sons, Ltd.     

带反馈信息的分布多传感器航迹融合算法

为了改善传感器级的跟踪性能,本文研究带反馈信息的多传感器状态估计技术。在给出有、无反馈信息情况下的局部节点状态估计解的基础上,该文提出多坐标系中有、无反馈信息情况下的航迹融合方程。并指出有、无反馈信息情况下的两种融合解是等价的、最优的。仿真结果表明,在分布式多传感器信息融合系统中引入反馈机制可以明显改善局部节点估计精度,其性能已接近融合中心。在集中和雷达反隐身系统中,就空间重叠、覆盖而论,融合系统局部节点一般选2至4个为宜。     

量测提升卡尔曼滤波

滤波器设计是系统辨识和状态估计的重要基础.卡尔曼滤波通过状态预测和量测更新的实现框架,在最小方差准则下实现对目标状态的最优估计,但在单传感器量测环境中其滤波精度易受量测噪声随机性的影响.本文提出一种基于量测提升策略的卡尔曼滤波算法实现框架,新方法依据当前时刻量测和量测噪声先验统计信息构建虚拟量测,并通过对虚拟量测采样以及融合提升系统量测信息可靠性,进而改善状态估计精度.同时,针对算法在工程应用中实时性、准确性以及鲁棒性等需求,设计了分布式加权融合和集中式一致性融合的两种实现结构.理论分析和仿真实验结果验证了算法的可行性和有效性.     

基于强跟踪滤波器的多传感器非线性动态系统状态与参数联合估计

本文将强跟踪滤波理论与多传感器数据融合技术相结合,提出基于强跟踪滤波器的多传感器状态与参数联合估计新算法;对拥有相同采样率的分布式多传感器单模型非线性动态系统,应用强跟踪滤波器,得到目标状态基于全局信息融合估计结果,并利用计算机仿真结果对算法的有效性进行了验证;这些工作初步解决了Kalman滤波中由于模型的不确定性而造成估计误差值偏大情况下的状态融合估计问题,从而丰富和发展了多源信息融合理论.     

Joint Estimation of States and Parameters for an Input Nonlinear State-Space System with Colored Noise Using the Filtering Technique

This paper concerns the state and parameter estimation problem for an input nonlinear state-space system with colored noise. By using the data filtering and the over-parameterization technique, we transform the original nonlinear state-space system into two identification models with filtered states: one containing the system parameters and the other containing the noise model’s parameters. A combined state and parameter estimation algorithm is developed for identifying the state-space system. The key is that the estimation of system parameters uses the estimated states, and the estimation of states uses the preceding parameter estimates. A simulation example is provided to show that the proposed algorithm can work well.     

A distributed minimum variance estimator for sensor networks

A distributed estimation algorithm for sensor networks is proposed. A noisy time-varying signal is jointly tracked by a network of sensor nodes, in which each node computes its estimate as a weighted sum of its own and its neighbors' measurements and estimates. The weights are adaptively updated to minimize the variance of the estimation error. Both estimation and the parameter optimization is distributed; no central coordination of the nodes is required. An upper bound of the error variance in each node is derived. This bound decreases with the number of neighboring nodes. The estimation properties of the algorithm are illustrated via computer simulations, which are intended to compare our estimator performance with distributed schemes that were proposed previously in the literature. The results of the paper allow to trading-off communication constraints, computing efforts and estimation quality for a class of distributed filtering problems.     

无线传感器网络中基于多比特量化数据的滚动时域状态估计

该文基于多比特的量化策略,提出了无线传感器网络中多比特分布式滚动时域状态估计算法。每个传感器节点预先设定一个包含多个阈值的阈值簿,利用这个阈值簿将观测值量化成多比特,融合中心接收这些比特信息运用滚动时域的思想得到系统的状态估计值,与预期相同。仿真结果表明阈值簿中阈值个数越多则估计的结果会越精确。与单比特滚动时域状态估计方法相比,该方法避免了每一时刻传感器节点接收融合中心的反馈状态估计值用来设计阈值,并且在多比特信息下状态估计值的精度更高。     

一种基于异步传感器网络的空间目标分布式跟踪方法

为解决传感器网络在空间目标分布式跟踪过程中的异步采样及通信延迟问题,该文提出一种异步分布式信息滤波算法(ADIF)。首先,局部传感器与相邻节点之间以一定的拓扑结构传递带采样时标的局部状态信息和量测信息,然后将收到的异步信息按时间排序,使用ADIF算法进行计算,分别对目标状态进行估计。该方法实现简单,传感器间通信的次数少,支持网络拓扑的实时变化,适用于空间目标监测中的多目标跟踪问题。该文分别对空间单目标、多目标跟踪进行了仿真,结果表明算法可以有效解决异步传感器滤波问题,分布式滤波精度一致逼近于集中式结果。     

基于互信息的多传感器最优布设方法研究

在目标跟踪系统中，一个核心的问题是如何根据传感器的量测数据准确估计目标的运动状态。传统的滤波估计算法仅是对量测数据的优化处理，但量测数据才是决定目标跟踪系统性能的基础。量测数据的优劣不仅取决于传感器的性能，也取决于传感器与目标的相对位置。本文针对纯方位量测传感器，以互信息为效能函数，推导了一个基于互信息最大化的多传感器最优布设方法，有效提高了目标估计的精度，并通过仿真证明了理论分析的正确性。     

Distributed State Estimation for Discrete-Time Nonlinear System with Unknown Inputs

This paper investigated the problem of distributed estimation for a class of discrete-time nonlinear systems with unknown inputs in a sensor network. A modification scheme to the derivative-free versions of nonlinear robust two-stage Kalman filter (DNRTSKF) is first introduced based on recently developed cubature Kalman filter (CKF) technique. Afterward, a novel information filter is proposed by expressing the recursion in terms of the information matrix based upon DNRTSKF. In the end, distributed DNRTSKF is developed by applying a new information consensus filter to diffuse local statistics over the entire sensor network. In the implementation procedure, each sensor node only fuses the local observation instead of the global information and updates its local information state and matrix from its neighbors’ estimates using Average-Consensus Algorithm. Simulation results illustrate that the proposed distributed filter reveals the performance comparable to centralized DNRTSKF and better than distributed CKF.     

基于动态集群和DKF的协作式目标跟踪

针对具有有限感知范围的无线传感器网络中的动态目标跟踪问题,提出了一种将卡尔曼一致滤波和动态集群自组织相结合的协作式动态目标跟踪算法。首先,算法采用一个由群头挑选阶段和集群重新配置阶段构成的动态集群协议来限制参与目标状态估计过程中节点间的信息交换,然后用一个分布式加权估计预测算法即卡尔曼一致滤波来估计目标状态并预测其下一个位置,这样有助于唤醒最合适的节点来进行目标跟踪并最恰当地组织网络通信,而其他节点保持在睡眠状态。仿真结果表明,提出的算法相比于集中式和其他2种常用的分布式动态目标跟踪算法,不仅能够降低网络的平均能耗,而且能够明显提高跟踪过程中的误差估计质量。     

李世忠，王国宏，吴 巍，苏少涛

在强对抗条件下雷达/红外双模复合制导跟踪中,雷达采用间歇工作方式可以减少敌方导弹拦截概率和电子支援措施锁定概率。文中在导弹复合制导跟踪中提出了一种雷达间歇工作下的雷达与红外序贯滤波融合算法,该算法针对雷达、红外量测时间不一致的特点,采用顺序处理结构的多传感器集中式融合方法对目标进行跟踪,在跟踪中使用了基于交互多模型和扩展卡尔曼(IMM-EKF)的序贯滤波方法,利用滤波过程中的状态估计协方差与测量误差方差进行比较控制雷达间歇工作。该算法可以自动适应雷达间歇工作,不需要在单/双传感器跟踪模式之间切换,最后通过仿真的方法分析了传感器数据率和雷达间歇工作对跟踪精度的影响。     

Distributed Estimation in Energy-Constrained Wireless Sensor Networks

In this paper, we consider distributed estimation of a noise-corrupted deterministic parameter in energy-constrained wireless sensor networks from energy-distortion perspective. Given a total energy budget allowable to be used by all sensors, there exists a tradeoff between the subset of active sensors and the energy used by each active sensor in order to minimize the estimation MSE. To determine the optimal quantization bit rate and transmission energy of each sensor, a concept of equivalent unit-energy MSE function is introduced. Based on this concept, an optimal energy-constrained distributed estimation algorithm for homogeneous sensor networks and a quasi-optimal energy-constrained distributed estimation algorithm for heterogeneous sensor networks are proposed. Moreover, the theoretical energy-distortion performance bound for distributed estimation is addressed and it is shown that the proposed algorithm is quasi-optimal within a factor 2 of the theoretical lower bound. Simulation results also show that the proposed method can achieve a significant reduction in the estimation MSE when compared with other uniform schemes. Finally, the proposed algorithm is easy to implement in a distributed manner and it adapts well to the dynamic sensor environments.     

基于信赖域的序贯拟蒙特卡洛滤波算法

针对系统状态估计、目标跟踪等是包含多源不确定性信息的非线性非高斯随机过程,提出了一种基于信赖域的序贯拟蒙特卡洛(Sequential Quasi-Monte Carlo,SQMC)滤波算法.该算法利用拟蒙特卡洛积分技术优化采样粒子在状态空间的分布特性,降低了滤波过程中的积分误差,提高了状态估计精度;同时,利用信赖域(T...     

机载传感器时间间隔优化管理算法

提出了一种机载传感器目标探测时间间隔优化管理方法.该方法考虑目标状态估计精度,采用交互多模型滤波算法进行传感器量测信息滤波,进而实时计算传感器目标探测跟踪的信息矩阵.在此基础上,搜索计算传感器在一定探测目标精度下的探测最佳间隔时间,实现机载传感器探测资源的有效配置和管理.进行了该传感器时间间隔优化管理算法的仿真研究,结...     

带丢包Markov切换线性系统的状态估计问题研究

针对一类带丢包的Markov切换系统,提出一种含有双Markov切换参数的交互式多模型算法.该算法利用一个二态的Markov链对系统是否丢包进行建模,得到双Markov链系统,通过定义乘积集将两个Markov切换参数所对应的模型集进行融合,并给出单个模型集中各模型与乘积集中各模型的对应关系.在此基础上,以交互式多模型算法为框架,采用分层的方法,并利用一种新的最优估计算法对双Markov链系统进行滤波.仿真实验证明了该算法的有效性.     

多级式多传感器信息融合中的状态估计

本文多级式传感器监视系统中的状态估计技术,基于背地里传感器Ｋａｌｍａｎ滤波方程,两级集中和分布估计解,本文提出多坐标系中多级式多传感器跟踪系统的三层集中估计方法,在不同笛卡尔坐标系中,本文提出了几种适合于三层多传感器信息融合系统的航迹级融合方法,其中既包括了集－分估计,也包括了分－分估计组合问题,在离散线性假设下,各层估计解都是最优的并且对同一问题的不同表现形式是等价的,另外,文中还给出多级式多传     

Robust filtering under randomly varying sensor delay with variance constraints

This paper deals with a new filtering problem for linear uncertain discrete-time stochastic systems with randomly varying sensor delay. The norm-bounded parameter uncertainties enter into the system matrix of the state space model. The system measurements are subject to randomly varying sensor delays, which often occur in information transmissions through networks. The problem addressed is the design of a linear filter such that, for all admissible parameter uncertainties and all probabilistic sensor delays, the error state of the filtering process is mean square bounded, and the steady-state variance of the estimation error for each state is not more than the individual prescribed upper bound. We show that the filtering problem under consideration can effectively be solved if there are positive definite solutions to a couple of algebraic Riccati-like inequalities or linear matrix inequalities. We also characterize the set of desired robust filters in terms of some free parameters. An illustrative numerical example is used to demonstrate the usefulness and flexibility of the proposed design approach.