基于BP神经网络的蜂窝无线定位算法

为了解决最小二乘法需要测量数据的先验信息来构造协方差矩阵的问题,提出了基于BP神经网络的蜂窝无线定位算法。该算法融合了移动基站提供的AOA、TOA和TDOA测量值来实现移动台的定位,利用神经网络较快的学习特性和逼近任意非线性映射的能力,使其适用于复杂的多径环境。同时充分利用了定位的冗余和互补信息有效地减小了非视距传播的影响。对基于BP神经网络的定位系统性能进行了仿真,结果表明,基于BP网络的蜂窝无线定位算法消除了定位模糊和基站非理想分布对定位精度的影响,在复杂的多径环境下能够有效地提高定位精度。     

Neural data fusion algorithms based on a linearly constrained leastsquare method

Two novel neural data fusion algorithms based on a linearly constrained least square (LCLS) method are proposed. While the LCLS method is used to minimize the energy of the linearly fused information, two neural-network algorithms are developed to overcome the ill-conditioned and singular problems of the sample covariance matrix arisen in the LCLS method. The proposed neural fusion algorithms are samples for implementation using both software and hardware. Compared with the existing fusion methods, the proposed neural data fusion method has an unbiased statistical property and does not require any a priori knowledge about the noise covariance. It is shown that the proposed neural fusion algorithms converge globally to the optimal fusion solution when the sample covariance matrix is singular, and converge globally with exponential rate when the sample covariance matrix is nonsingular. We apply the proposed neural fusion method to image and signal fusion, and it is shown that the quality of the solution can be greatly enhanced by the proposed technique.     

Robust integrated sequential covariance intersection fusion Kalman filters and their convergence and stability for networked sensor systems with five uncertainties

For networked sensor systems (NSSs) with hard and soft sensors including five uncertainties, two universal approaches of solving the robust fusion estimation problems are presented. It includes an integrated sequential covariance intersection (SCI) fusion minimax robust Kalman filtering approach with cross-covariance information and a generalized Lyapunov equation approach with four pairs of Lyapunov equations. Applying them, the robust local and SCI fused time-varying and steady-state Kalman filters are presented in the sense that their actual estimation error variances are guaranteed to have the corresponding minimal upper bounds. The equivalent batch SCI fusers are also presented. Their robustness and accuracy relations are proved, and the sensitivity of the SCI fuser with respect to the fused orders of sensors is analyzed. Applying the dynamic error system analysis method and the dynamic variance error system analysis method, a new convergence and absolute asymptotic stability theory of robust fusion Kalman filtering is presented. The classical Kalman filtering convergence and stability theory is developed. Compared with the original covariance intersection fuser, they significantly reduced the computational complexity and burden. Compared with the optimal and conservative SCI fusers, they significantly improved the robust accuracies. They are suitable to deal with asynchronous or random delayed data and are suitable for real-time applications. A simulation applied to the two-mass spring damper mechanical system shows their effectiveness.     

基于线性约束最小平方方法的神经数据融合算法与实现

提出了一种基于线性约束最小平方（Linear Constrained Least Square)方法的神经数据融合算法，LCLS方法用来最小化线性融合信息的能量，而神经网络算法则用来处理出现于LCLS方法中的样本协方差短阵的不良条件和奇异性问题，此算法用软件和硬件都能实现，与已有的融合方法相比，文章提出的神经数据融合方法具有非偏倚的统计特性而且不需要关于噪声协方差的任何先验知识，将此方法应用于图像融合，结果显示这两种方法能增强输出结果的质量。     

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。     

一种用于无线传感器网络节点递增式定位的新方法

针对递增式无线传感器节点定位中的误差累积问题,提出了一种基于最优加权最小二乘估计的节点定位改进方法,以提高节点的定位精度.在加权最小二乘估计法中,以加权系数为核心,对加权最小二乘进行改进,在估计误差方差矩阵最小时得出最优加权最小二乘的无偏估计解,此时权值可根据方差阵的逆阵来取得最高精度的估计值.仿真结果表明,此方法能有...     

Feature Fusion Using Multiple Component Analysis

Canonical correlation analysis (CCA) and partial least squares (PLS) are always used as fusing two feature sets. How to extend them to fuse multiple features in a generalized way is still an unsolved problem. In this paper, we propose a novel feature fusion method called multiple component analysis (MCA). By constructing a higher-order tensor, all kinds of information are fused into the covariance tensor. Then orthogonal subspaces corresponding to each feature set are learned through tensor singular value decomposition (SVD), that couples dimension reduction and feature fusion together. Compared with multiple feature fusion by subspace learning (MFFSL), our method has the ability to represent fused data more efficiently and discriminatively in very few components. And it is shown that principle component analysis (PCA) and PLS are special cases of our method when there are only one set and two sets of features respectively. Extensive experiments on both handwritten numerals classification and face recognition demonstrate the effectiveness and robustness of the proposed method.     

Optimization with respect to covariance sequence parameters

A general problem involving optimization of a covariance sequence is considered in the paper. One difficulty with this class of problems is to ensure that the covariance sequence is nonnegative definite (in other words, realizable). It is suggested that this difficulty can be overcome by reformulating the optimization problem in terms of the partial autocorrelation coefficients (PAC). One need only constrain these coefficients to lie in the range (−1, 1) to guarantee that the corresponding covariance sequence is nonnegative definite. The synthesis of a signal realizing the optimizing covariance sequence is also discussed. Special emphasis is given to the case when some of the PACs are either +1 or −1.     

High accuracy peak location and amplitude spectral estimation via tuning APES method

In this paper, we introduce a new approach to the method of non-parametric adaptive spectral analysis by using the Amplitude and Phase Estimation (APES) method, and taking into account the small sample errors of the sample covariance matrix. This approach is referred to as Adaptive Tuning Amplitude and Phase Estimation method (ATAPES). The main advantage of the ATAPES algorithm is its elimination of biased estimation exists with APES method, which is a biased peak location and corresponding problem of the biased amplitude estimation. The ATAPES method provides more accurate peak location and amplitude estimation with higher resolution than APES method.     

基于Cross-EKF定位的多机器人协作围捕策略研究

针对目前多机器人协作围捕过程中收敛速度慢、稳定性差、定位精度低的问题,提出一种新的围捕策略.设计出Cross-EKF定位算法,对目标位置的后验估计协方差进行交叉计算,以取得最小协方差区域.以区域边缘点到均值中心最大距离为半径,构建收敛圆,将对动态点的收敛扩展为对动态面的收敛.实验结果表明,系统能快速平稳地收敛该圆,从而实现对目标的精确围捕,该方法具有较高的实用价值.     

Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications

A numerical approximation of the critical values of Cramér-von Mises (CvM) tests is proposed for testing the correct specification of general conditional location parametric functionals. These specifications include conditional mean and quantile models. This method is based on estimation of the eigenelements of the covariance operator associated with the CvM test, and it has the advantage that it requires the practitioner to estimate the model only one time under the null hypothesis. A Monte Carlo experiment shows that the proposed approximation compares favorably with respect to the subsampling method in terms of size accuracy, power performance and computational time.     

带观测滞后和不确定噪声方差的多智能体传感网络鲁棒序贯协方差交叉融合Kalman滤波（英文）

This paper deals with the problem of designing robust sequential covariance intersection(SCI) fusion Kalman filter for the clustering multi-agent sensor network system with measurement delays and uncertain noise variances. The sensor network is partitioned into clusters by the nearest neighbor rule. Using the minimax robust estimation principle, based on the worst-case conservative sensor network system with conservative upper bounds of noise variances, and applying the unbiased linear minimum variance(ULMV) optimal estimation rule, we present the two-layer SCI fusion robust steady-state Kalman filter which can reduce communication and computation burdens and save energy sources, and guarantee that the actual filtering error variances have a less-conservative upper-bound. A Lyapunov equation method for robustness analysis is proposed, by which the robustness of the local and fused Kalman filters is proved. The concept of the robust accuracy is presented and the robust accuracy relations of the local and fused robust Kalman filters are proved. It is proved that the robust accuracy of the global SCI fuser is higher than those of the local SCI fusers and the robust accuracies of all SCI fusers are higher than that of each local robust Kalman filter. A simulation example for a tracking system verifies the robustness and robust accuracy relations.     

Wave height data assimilation using non-stationary kriging

Data assimilation into numerical models should be both computationally fast and physically meaningful, in order to be applicable in online environmental surveillance. We present a way to improve assimilation for computationally intensive models, based on non-stationary kriging and a separable space-time covariance function. The method is illustrated with significant wave height data. The covariance function is expressed as a collection of fields: each one is obtained as the empirical covariance between the studied property (significant wave height in log-scale) at a pixel where a measurement is located (a wave-buoy is available) and the same parameter at every other pixel of the field. These covariances are computed from the available history of forecasts. The method provides a set of weights, that can be mapped for each measuring location, and that do not vary with time. Resulting weights may be used in a weighted average of the differences between the forecast and measured parameter. In the case presented, these weights may show long-range connection patterns, such as between the Catalan coast and the eastern coast of Sardinia, associated to common prevailing meteo-oceanographic conditions. When such patterns are considered as non-informative of the present situation, it is always possible to diminish their influence by relaxing the covariance maps.     

Robust weighted fusion Kalman predictors with uncertain noise variances

In this paper, the problem of designing weighted fusion robust time-varying Kalman predictors is considered for multisensor time-varying systems with uncertainties of noise variances. Using the minimax robust estimation principle and the unbiased linear minimum variance (ULMV) rule, based on the worst-case conservative system with the conservative upper bounds of noise variances, the local and five weighted fused robust time-varying Kalman predictors are designed, which include a robust weighted measurement fuser, three robust weighted state fusers, and a robust covariance intersection (CI) fuser. Their actual prediction error variances are guaranteed to have the corresponding minimal upper bounds for all admissible uncertainties of noise variances. Their robustness is proved based on the proposed Lyapunov equation approach. The concept of the robust accuracy is presented, and the robust accuracy relations are proved. The corresponding steady-state robust local and fused Kalman predictors are also presented, and the convergence in a realization between the time-varying and steady-state robust Kalman predictors is proved by the dynamic error system analysis (DESA) method and the dynamic variance error system analysis (DVESA) method. Simulation results show the effectiveness and correctness of the proposed results.     

A new method of recursive estimation in discrete linear systems

Let the measurementz(i)at instantibe of formz(i) = y(i) + eta(i)whereeta(i)is the noise andy(i)is the signal obeying a system of coupled linear difference equations. A method is given for computing the gains of the predictor and filter for the signaly(i)and the corresponding statex(i). The gains are computed recursively from the previous gains without involving the covariance matrix of the state. The computational advantages of the scheme are also discussed.     

Modified covariance intersection for data fusion in distributed nonhomogeneous monitoring systems network

Monitoring networks contain monitoring nodes that observe an area of interest to detect any possible existing object and estimate its states. Each node has characteristics such as probability of detection and clutter density that may have different values for distinct nodes in nonhomogeneous monitoring networks. This paper proposes a modified covariance intersection method for data fusion in such networks. It is derived by formulating a mixed game model between neighbor monitoring nodes as players and considering the inverse of the trace of fused covariance matrix as players' utility function. Monitoring nodes estimate the states of any possible existing object by applying joint target detection and tracking filter on their own observations. Processing nodes fuse the estimated states received from neighbor monitoring nodes by the proposed modified covariance intersection. It is validated by simulating target detection and tracking problem in 2 situations: 1 target and unknown number of targets.     

基于高斯过程的短期风电功率概率预测

风电是近年来发展迅速的绿色能源,因此对短期风电功率的预测就显得尤为重要.提出了基于高斯过程(Gaussian Processes,GP)的概率预测方法,详细说明了该方法的短期风电功率概率预测原理并建立了数学模型.为了使短期风电功率概率预测精度有一个良好的对比性分析,将基于不同的单一协方差函数以及组合协方差函数的GP方法用于预测中,以国外某风电场2006年6月份的历史风电功率实测数据进行算例实例分析,并与SVM方法在同等条件下进行比较.实验结果表明,GP方法均可以给出较好的预测效果,优于SVM的预测结果,且能给出预测输出的置信水平.若考虑具有自动相关确定(Automatic Relevance Determination,ARD)协方差函数或具有ARD特性的组合协方差函数时,GP方法的预测效果最好.     

On the iterated forms of Kalman filters using statistical linearization

The extended Kalman filter (EKF) is a suboptimal estimator of the conditional mean and covariance for nonlinear state estimation. It is based on first order Taylor series approximation of nonlinear state functions. The unscented Kalman filter (UKF) and the ensemble Kalman filter (EnKF) are suboptimal estimators that are termed as Jacobian free because they do not require the existence of the Jacobian of the nonlinearity. The iterated form of EKF is an estimator of the conditional mode that employs an approximate Newton–Raphson iterative scheme to solve the maximization of the conditional probability density function. In this paper, the iterated forms of UKF and EnKF are presented that perform Newton–Raphson iteration without explicitly differentiating the nonlinear functions. The use of statistical linearization in iterated UKF and EnKF is a nondifferentiable optimization method when the measurement function is nonsmooth or discontinuous. All three iterated forms can be shown to be conditional mean estimators after the first iteration. A simple numerical example involving continuous and discontinuous measurment functions is included to evaluate the performance of the algorithms for the estimation of conditional mean, covariance and mode. A batch reactor simulation is shown for estimating both the states and unknown parameters.     

结合NSCT和压缩感知的红外与可见光图像融合

目的 红外成像传感器只敏感于目标场景的辐射,对热目标的探测性能较好,但其对场景的成像清晰度低;可见光图像只敏感于目标场景的反射,场景图像较为清晰,但目标不易被清晰观察.因而将两者图像进行融合,生成具有较好目标指示特性和可见光图像的清晰场景信息,有利于提高目标识别的准确性和降低高分辨图像传感器研究的技术难度.方法 结合非下采样contourlet变换 (NSCT)和压缩感知的优点,研究一种新的红外与可见光图像融合方法.首先对两源图像进行NSCT变换,得到一个低频子带和多个不同方向、尺度的高频子带.然后对两低频子带采用压缩感知理论获得测量向量,利用方差最大的方法对测量向量进行融合,再进行稀疏重建;高频子带采用区域能量最大的方法进行融合.最后利用NSCT逆变换获得融合图像.结果 为了验证本文方法的有效性,与其他几种方法相比较,并利用主观和客观的方法对融合结果进行评价.提出的新方法融合结果的熵、空间频率、方差明显优于其他几种方法,运行时间居中.主观上可以看出,融合结果在较好地显示目标的基础上,能够较为清晰地保留场景图像的信息.结论 实验结果表明,该方法具有较好的目标检测能力,并且方法简单,具有较强的适应性,可应用于航空、遥感图像、目标识别等诸多领域.     

基于迭代自适应方法的近场源二维参数联合估计

针对近场源波达方向（DOA）和距离的联合估计问题，提出一种近场迭代自适应算法（NF-IAA）。首先通过划分二维网格表示出近场区域内信源所有可能的位置，每个位置都看作存在一个潜在的信源入射到阵列上，表示出阵列输出的数据模型；然后通过循环迭代利用上一次谱估计的结果构建信号的协方差矩阵，将协方差矩阵的逆作为加权矩阵估计出每个位置对应的潜在信源能量；最后绘制出三维能量谱图，由于只有真实存在的信源能量不为0，因此谱峰对应的位置即为真实存在信源的位置。仿真实验表明在10个快拍条件下，NF-IAA的DOA分辨概率达到了90%，而二维多重信号分类（2D-MUSIC）算法只有40%；当快拍数降至2时，2D-MUSIC算法已经失效，而NF-IAA仍然能很好地分辨出3个入射信源并且准确地估计出位置参数。随着快拍数和信噪比（SNR）的增加，NF-IAA的估计性能一直优于2D-MUSIC。实验结果表明，NF-IAA具备少快拍条件下高精度、高分辨地估计近场源二维位置参数的能力。