一种改进的粒子滤波算法及其在GPS/DR组合定位中的应用

针对粒子滤波的重要性密度函数选择问题,提出一种基于集合卡尔曼滤波(Ensemble Kalman Filter,EnKF)的改进粒子滤波算法。该方法利用集合卡尔曼滤波产生粒子滤波在每一时刻各粒子的重要性密度函数,在融合最新观测信息的同时,使重要性密度函数更加符合状态的真实后验概率分布。为消除样本枯竭现象,对重采样后的粒子进行马尔科夫链蒙特卡洛处理。在仿真实验中,将新算法用于GPS/DR组合定位系统,与粒子滤波、扩展卡尔曼粒子滤波以及无迹粒子滤波进行比较。仿真结果表明,该算法的估计精度高于传统粒子滤波算法,同时其能够有效控制计算量,并且在粒子数目较少时仍能保证较好的估计性能。     

改进重采样粒子滤波算法在GPS中的应用

为解决粒子滤波(PF)固有的退化现象及因简单重采样引起的粒子匮乏问题,采用扩展卡尔曼滤波(EKF)来优选PF的重要性分布,并对重采样方法进行改进.通过理论分析及针对全球定位系统(GPS)的计算机仿真,对比扩展卡尔曼滤波(EKF)、扩展卡尔曼粒子滤波(EKPF)以及改进的EKPF算法来实现导航定位的定位估计精度与效率,分析在不同条件状况下的最佳非线性滤波算法.实验结果表明,与其它方法相比,该算法在高动态,高机动状态下性能得到了明显的改善.     

一种改进粒子滤波算法及其在多径估计中的应用

针对传统粒子滤波存在的粒子枯竭问题,提出一种基于自适应差分进化的粒子滤波算法。利用自适应差分进化算法代替粒子滤波中的重采样策略来产生新粒子,使粒子向状态后验概率密度函数的高似然区移动,同时提高粒子的多样性。通过一种非线性自适应调节策略自适应地调整变异因子和交叉因子,以提高改进粒子滤波中差分进化的寻优能力。应用于多径估计的仿真结果表明,该算法可克服粒子枯竭问题,与粒子滤波、扩展卡尔曼滤波和差分进化的粒子滤波算法相比,具有更好的多径估计性能。     

非高斯噪声中的粒子滤波算法研究

在非线性非高斯动态系统中,粒子滤波已成为解决系统参数估计和状态滤波的主流方法。然而,粒子退化是粒子滤波中不可避免的现象,粒子重采样是解决方法之一。本文针对粒子退化现象,在扩展卡尔曼滤波器的基础上研究了一种基于支持向量机粒子滤波算法,算法实现中扩展卡尔曼粒子滤波器结合支持向量机对当前时刻的重要性采样,再对粒子样本进行重采样。该算法能有效地利用量测值的最新信息,状态估计误差较小,同时避免了粒子匮乏。理论分析和仿真结果表明,新算法在双模噪声非线性系统估计的精度优于标准粒子滤波算法与扩展卡尔曼粒子滤波算法。     

基于自适应多提议分布粒子滤波的蒙特卡洛定位算法

针对基于Cubature粒子滤波的蒙特卡罗定位（CMCL）算法存在的计算量大、实时处理能力较差的问题,提出一种基于自适应多提议分布粒子滤波的蒙特卡罗定位（AMPD-MCL）算法。该算法利用Cubature卡尔曼滤波和扩展卡尔曼滤波改进提议分布,融入当前观测信息,减弱粒子退化现象;重采样部分采用Kullback-Leibler距离（KLD）采样,根据粒子在状态空间的分布状况,在线调整下一次滤波迭代所需粒子数,从而减小计算量。仿真实验验证了自适应多提议分布粒子滤波（AMPD-PF）的有效性;同时在机器人操作系统（ROS）上进行实验,结果表明改进算法的平均定位精度达到19.891cm,定位所需粒子数稳定在60,定位时间为45.543s,较CMCL算法在定位精度上提高了71.03%,时间缩短了63.10%。实验结果表明,AMPD-MCL算法减小了定位误差,能实时在线调整粒子数,有效减少了算法计算量,提高了实时处理能力。     

一种用于解决非线性滤波问题的新型粒子滤波算法

粒子滤波算法受到许多领域的研究人员的重视,该算法的主要思想是使用一个带有权值的粒子集合来表示系统的后验概率密度.在扩展卡尔曼滤波和Unscented卡尔曼滤波算法的基础上,该文提出一种新型粒子滤波算法.首先用Unscented卡尔曼滤波器产生系统的状态估计,然后用扩展卡尔曼滤波器重复这一过程并产生系统在k时刻的最终状态估计.在实验中,针对非线性程度不同的两种系统,分别采用5种粒子滤波算法进行实验.结果证明,文中所提出的算法的各方面性能都明显优于其他4种粒子滤波算法.     

基于传声器阵列网络的改进高斯粒子跟踪算法

针对传声器阵列网络中目标跟踪的特点,建立了基于声阵列网络的目标跟踪模型,在此基础上,提出了一种改进的高斯粒子滤波(GPF)算法。该算法将扩展卡尔曼滤波的状态更新方法引入到GPF算法中,并通过直接更新状态量的高斯分布参数来取代传统GPF中逐个更新粒子的方法。通过蒙特—卡罗仿真结果表明:与扩展卡尔曼粒子滤波(EPF)和传统的GPF算法相比,该算法表现出较高的精度和稳定性。     

一种实用的融合方法在辅助粒子滤波中的应用

研究机动目标跟踪优化问题,传统的扩展卡尔曼滤波(Extended Kalman Filtering,EKF),无迹卡尔曼滤波(UnscentedKalman Filtering,UKF)跟踪机动目标强非线性系统,滤波精度有限,并存在噪声。为了提高跟踪滤波的精准性和可靠性,提出建立一种协同转弯非线性模型,将辅助粒子滤波(Auxiliary Particle Filtering)和数据融合相结合的跟踪滤波算法。辅助粒子滤波在重采样前对各个粒子权值依据似然函数进行修正,同时采用一种将多个滤波器结合的实用的数据融合方法,可以进一步提高滤波精度。经仿真表明,算法能减小运算量,并能很好的提高跟踪滤波精度。     

基于修正积分卡尔曼粒子滤波的自适应目标跟踪算法

针对当前粒子滤波权值退化问题以及精度与时耗的矛盾,提出了一种新的高精度自适应粒子滤波算法。该算法综合考虑优选建议分布函数和重采样两种并行改进滤波性能的方法:首先,在积分卡尔曼滤波(QKF)的基础上引入修正因子,通过修正的积分卡尔曼滤波(PQKF)产生优选的建议分布函数,较好地克服了粒子退化现象,在提高滤波精度的同时降低了运算量;在重采样阶段,通过引入系统估计和预测提供的新息差值在线自适应调整采样粒子数,较好地保证了粒子采样的高效性和算法的实时性。实验表明,新算法具有高精度、低时耗的优点,是一种高精度自适应粒子滤波算法。     

改进的交互式多模型跟踪算法

针对传统交互式多模型算法实行正则滤波的单一化缺点,提出一种改进的跟踪算法。利用卡尔曼滤波匹配系统线性部分,粒子滤波匹配非线性部分,根据匹配深度判断目标遮挡程度,当目标被严重遮挡时,采用迭代的多级粒子滤波方法进行重采样,并结合卡尔曼滤波更新模型概率。实验结果表明,该算法实时性强,能提高模型滤波速度和目标状态的估计精度,缩短计算时间,解决跟踪过程中的遮挡问题。     

高斯渐进贝叶斯滤波器

渐进贝叶斯方法将先验分布到后验分布的演化描述为一阶动态系统,通过在伪时间上连续地引入观测信息实现后验状态估计.该方法的一般形式解,即动态系统的时间导数,是难以得到的.本文提出一种高斯型渐进贝叶斯滤波器.首先在线性高斯条件下推导了时间导数的解析解;然后证明了在该条件下,由该解析解确定的一阶动态系统与常量状态估计的Kalman-Bucy滤波器是一致的,且由此导出的高斯渐进贝叶斯滤波器与卡尔曼滤波器是一致的.最后利用一阶Taylor展开推导了滤波器在非线性高斯条件下的近似解表达式,并采用Monte Carlo方法给出了具体实现方法.通过若干仿真算例表明,新滤波器具有较高的精度,且在一定精度条件下的时间复杂度低于一般粒子滤波器.     

A comparison of simultaneous state and parameter estimation schemes for a continuous fermentor reactor

This article proposes a maximum likelihood algorithm for simultaneous estimation of state and parameter values in nonlinear stochastic state-space models. The proposed algorithm uses a combination of expectation maximization, nonlinear filtering and smoothing algorithms. The algorithm is tested with three popular techniques for filtering namely particle filter (PF), unscented Kalman filter (UKF) and extended Kalman filter (EKF). It is shown that the proposed algorithm when used in conjunction with UKF is computationally more efficient and provides better estimates. An online recursive algorithm based on nonlinear filtering theory is also derived and is shown to perform equally well with UKF and ensemble Kalman filter (EnKF) algorithms. A continuous fermentation reactor is used to illustrate the efficacy of batch and online versions of the proposed algorithms.     

Robust nonlinear filter for nonlinear systems with multiplicative noise uncertainties,unknown external disturbances,and packet dropouts

This study is concerned with the robust nonlinear filtering problem for nonlinear discrete‐time stochastic system with multiplicative noise uncertainties, unknown external disturbances, and packet dropouts. The focus of this paper is to design a filter with predictor–corrector structure such that the upper bound on the state estimation error variance is minimized in the presence of multiplicative noise, unknown external disturbances, and packet dropouts. Thus, a robust nonlinear filter based on the method to obtain the upper bound on variances of multiplicative noises, unknown disturbances, and packet dropouts is designed. Further stability analysis shows that the proposed filter has robustness against multiplicative noises, unknown external disturbances, and packet dropouts. Simulation results show that the proposed filter is more effective than extended Kalman filter and other robust extended Kalman filter. Copyright © 2017 John Wiley & Sons, Ltd.     

Unscented Kalman filter for continuous‐time nonlinear fractional‐order systems with process and measurement noises

This study proposes the design of unscented Kalman filter for a continuous‐time nonlinear fractional‐order system involving the process noise and the measurement noise. The nonlinear fractional‐order system is discretized to get the difference equation. According to the unscented transformation, the design method of unscented Kalman filter for a continuous‐time nonlinear fractional‐order system is provided. Compared with the extended Kalman filter, the proposed method can obtain a more accurate estimation effect. For fractional‐order systems containing non‐differentiable nonlinear functions, the method proposed in this paper is still effective. The unknown parameters are also discussed by the augmented vector method to achieve the state estimation and parameter identification. Finally, two examples are offered to verify the effectiveness of the proposed unscented Kalman filter for nonlinear fractional‐order systems.     

On the choice of importance distributions for unconstrained and constrained state estimation using particle filter

Recursive state estimation of constrained nonlinear dynamical system has attracted the attention of many researchers in recent years. For nonlinear/non-Gaussian state estimation problems, particle filters have been widely used (Arulampalam et al. [1]). As pointed out by Daum [2], particle filters require a proposal distribution and the choice of proposal distribution is the key design issue. In this paper, a novel approach for generating the proposal distribution based on a constrained Extended Kalman filter (C-EKF), Constrained Unscented Kalman filter (C-UKF) and constrained Ensemble Kalman filter (C-EnkF) has been proposed. The efficacy of the proposed state estimation algorithms using a particle filter is illustrated via a successful implementation on a simulated gas-phase reactor, involving constraints on estimated state variables and another example problem, which involves constraints on the process noise (Rao et al. [10]). We also propose a state estimation scheme for estimating state variables in an autonomous hybrid system using particle filter with Unscented Kalman filter as a proposal and unconstrained Ensemble Kalman filter (EnKF) as a proposal. The efficacy of the proposed state estimation scheme for an autonomous hybrid system is demonstrated by conducting simulation studies on a three-tank hybrid system. The simulation studies underline the crucial role played by the choice of proposal distribution in formulation of particle filters.     

A Filtering Approach Based on MMAE for a SINS/CNS Integrated Navigation System

This paper explores multiple model adaptive estimation (MMAE) method, and with it, proposes a novel filtering algorithm. The proposed algorithm is an improved Kalman filter-multiple model adaptive estimation unscented Kalman filter (MMAE-UKF) rather than conventional Kalman filter methods, like the extended Kalman filter (EKF) and the unscented Kalman filter (UKF). UKF is used as a subfilter to obtain the system state estimate in the MMAE method. Single model filter has poor adaptability with uncertain or unknown system parameters, which the improved filtering method can overcome. Meanwhile, this algorithm is used for integrated navigation system of strapdown inertial navigation system (SINS) and celestial navigation system (CNS) by a ballistic missile's motion. The simulation results indicate that the proposed filtering algorithm has better navigation precision, can achieve optimal estimation of system state, and can be more flexible at the cost of increased computational burden.      

一种鲁棒自适应推广Kalman滤波及其在飞行状态估计中的应用

本文在自适应推广Kalman滤波基础上，为了防止滤波发散，改善自适应Kalman滤波的数值稳定性和计算效率，利用U－D分解滤波，并引进滤波发散的判据等，提出一种鲁棒自适应推广Kalman滤波新算法，并把该算法应用于飞行器飞行状态估计问题，仿真及实际计算结果证明了本文方法的有效性。