一种自适应滤波方法在捷联惯导系统大失准角初始对准中的应用

为了对静基座大失准角捷联惯导系统(SINS)进行初始对准,建立了在静基座下基于四元数的SINS非线性误差模型。该误差模型无需对姿态误差角进行小角度假设。为了在观测噪声方差未知的情况下估计SINS失准角,提出一种在线估计观测噪声方差矩阵的自适应扩展卡尔曼滤波方法。仿真结果表明,该自适应滤波方法能在观测噪声方差未知的情况下有效地对静基座大失准角SINS进行初始对准。     

SINS/GPS组合导航系统自适应扩展Kalman滤波

对于低成本SINS/GPS组合导航系统,由于惯性器件的精度较低,通常情况下的SINS误差模型估计不准确,甚至使滤波器发散,为此提出根据姿态四元数的SINS误差估计模型,该模型不需要对初始姿态进行赋值。为在观测噪声未知的情况下估计SINS误差,通过结合序贯处理与Kalman滤波算法,提出一种自适应扩展卡尔曼滤波方法,该方法可以同时进行序贯处理和观测噪声估计。仿真实验结果表明,该方法可以消除过程噪声方差和观测噪声方差不确定造成的影响,提高了SINS/GPS导航系统的性能。     

基于信息补偿的自适应联邦滤波算法

针对采用标准卡尔曼滤波器必须知道系统噪声统计特性的局限性,研究了一类系统噪声未知情况下的自适应联邦滤波方法,指出了自适应滤波方法应用于联邦结构时应当注意的问题,提出了一种基于信息补偿的自适应联邦滤波算法。SINS／BDS／GPS组合导航系统的仿真结果表明,该方法可以有效抑制系统噪声未知情况下的滤波发散现象,提高了滤波的稳定性和估计性能。     

迭代容积粒子滤波算法在SINS初始对准中的应用

在大方位失准角误差的条件下,捷联惯导系统(SINS)初始对准误差模型是非线性的,可以采用粒子滤波(PF)方法进行处理.针对标准PF算法中存在的重要性密度函数难以选取的问题,提出了一种新的迭代容积粒子滤波(ICPF)算法.将Gauss-Newton迭代和容积卡尔曼滤波(CKF)算法相结合,得到迭代CKF(ICKF)算法.该算法利用最新量测信息改进迭代过程中产生的新息方差和协方差,可获得较高的估计精度.由ICKF算法获得粒子滤波算法的重要性密度函数,有效地抑制了粒子退化现象.SINS大方位失准角初始对准的仿真结果和实验结果表明:该算法的滤波精度高于标准PF算法和容积PF(CPF)算法,是一种非常有效的非线性滤波算法.     

SINS大失准角初始对准的改进算法研究

在捷联导航系统优化控制的研究中,捷联惯导系统(SINS)初始对准的误差方程存在是非线性,对于静基座初始对准造成误差较大。传统采用的方法是将失准角视为小角度,可将误差模型线性化,利用KF完成静基座的初始对准。但是对于动基座大失准角来说,多采用非线性滤波方式来解决,建立误差模型,并采用UKF滤波进行数据融合。由于非线性模型的噪声参数未知等原因,常规的UKF可能会出现滤波发散现象,为解决上述问题,提出采用自适应方法的UKF来对建立的非线性模型进行滤波。仿真结果表明,在大失准角情况下,采用非线性模型的AUKF比UKF滤波具有更好的对准精度和更快的收敛速度,可为优化设计提供参考。     

基于自适应Kalman滤波的改进RTQC算法

为对原始雷达数据进行空间配准,对原始的实时质量控制方法(real time quality control,RTQC)进行了研究.在传统的RTQC算法的基础上,加入Kalman滤波,用于对随机误差进行处理,得出雷达测量的固定误差.对Kalman算法进行改进,改进了传统的Kalman滤波算法,通过对量测噪声方差矩阵和模型噪声方差矩阵进行实时估计,减少了Kalman滤波对于方差矩阵先验知识的要求,提高了Kalman滤波的自适应性,并初步分析了算法的有效性.与实际数据的对比实验结果表明了该方法的有效性.     

基于自适应滤波的MEMS姿态确定方法

针对消费类电子设备对姿态测量系统的需求,本文提出了一种基于MEMS加速度计、陀螺仪和磁强计的九轴姿态确定算法.针对实际系统中传感器量测噪声未知的情况,首先介绍了一种基于矢量观测器的矩阵Kalman滤波姿态确定算法,然后利用残差匹配技术,设计了一种基于残差匹配的自适应滤波方法.论文采用自适应滤波对传感器量测噪声进行估计,并将估计的量测噪声代入线性矩阵Kalman滤波算法,有效解决了线性矩阵Kalman滤波需要准确量测噪声统计信息的缺陷.最后设计了仿真实验验证本文提出的算法,并将其与线性矩阵Kalman滤波算法比较.仿真结果表明,自适应矩阵Kalman滤波的姿态旋转误差角为0.6091°,标准差为0.3009°,能够有效的估计传感器量测噪声,并具有更高的姿态确定精度和稳定性.     

航迹辨识系统中约束方差滤波的容许模型噪声

根据Kalman滤波的最小方差特性,分析测量噪声一定时Kalman滤波方差随系统模型噪声强度变化的规律,并在模型噪声和测量噪声一定时,给出求解当前估计型稳态Kalman滤波的LMI方法。针对测噪声一定的系统设计一种滤波器,它在保证滤波误差方差满足指定上界约束下,容许系统有尽可能大强度的模型噪声,并用航迹辨识系统的算例对所给出的结果做了说明。     

激光陀螺漂移数据的自适应Kalman滤波

针对Sage-Husa自适应Kalman滤波算法存在不能同时估计系统过程噪声方差和量测噪声方差的问题,结合激光陀螺漂移数据的特点,设计了2种改进的Sage-Husa自适应Kalman滤波算法:系统过程噪声时变的自适应滤波算法和系统过程噪声与量测噪声统计特性分开估计的并行Sage-Husa自适应滤波算法。仿真结果表明:所述方法改进算法能够有效提高数据精度,且对系统的初值不敏感。     

低精度的SINS/GPS组合导航系统中初始航向对准技术

低精度的捷联惯导系统(SINS)无法实现航向自对准,用于初始航向对准的SINS/GPS组合系统是强非线性系统.通过变换估计量的方法,将航向角的估计转换为两个三角函数变量的估计,在大航向角误差的条件下忽略了大部分次要因素的影响,推导了用于初始航向角估计的SINS/GPS组合系统方程.最后进行了航向角对准仿真,结果表明:在初始航向角完全未知的情况下,载体经过短时间(20s)的机动,航向角的估计精度能达到3°左右.     

改进的自适应Kalman滤波在SINS/GPS组合导航中的应用

全球定位系统（GPS）因信号受到遮挡和干扰而产生观测量突然失准,使捷联式惯性导航系统（SINS）/GPS组合导航的卡尔曼滤波器性能急剧下降。针对上述问题,提出了一种改进的自适应卡尔曼滤波的方法,通过失准时的新息对先验状态均方误差阵进行自适应调节,解决了新息协方差与实际严重不符的问题。仿真实验中,对比了传统的卡尔曼滤波、自适应卡尔曼滤波、自适应抗差卡尔曼滤波和改进的自适应卡尔曼滤波的估计性能,证明了所提出算法的有效性。     

基于极大似然估计的新息自适应滤波算法

针对噪声统计信息未知或时变情况下常规卡尔曼滤波估计精度下降甚至发散的问题,提出了一种基于极大似然估计的新息自适应滤波算法.算法对基于极大似然估计的常规新息协方差估值器进行限定记忆指数衰减加权修正,增加滑动窗口内新近新息协方差序列的利用权重;根据新息自适应原理,利用新息协方差估计值直接计算滤波增益矩阵,加快滤波器收敛速度的同时提高了滤波算法的估计精度.算法应用于捷联惯性导航系统/全球定位系统(SINS/GPS)组合导航系统,仿真实验表明:在噪声统计信息未知或时变情况下,算法具有更强的鲁棒性以及更高的滤波精度.     

Robust unscented Kalman filter with adaptation of process and measurement noise covariances

Unscented Kalman filter (UKF) has been extensively used for state estimation of nonlinear stochastic systems, which suffers from performance degradation and even divergence when the noise distribution used in the UKF and the truth in a real system are mismatched. For state estimation of nonlinear stochastic systems with non-Gaussian measurement noise, the Masreliez–Martin extended Kalman filter (EKF) gives better state estimates in relation to the standard EKF. However, the process noise and the measurement noise covariance matrices should be known, which is impractical in applications. This paper presents a robust Masreliez–Martin UKF which can provide reliable state estimates in the presence of both unknown process noise and measurement noise covariance matrices. Two numerical examples involving relative navigation of spacecrafts demonstrate that the proposed filter can provide improved state estimation performance over existing robust filtering approaches. Vision-aided robot arm tracking experiments are also provided to show the effectiveness of the proposed approach.     

Adaptive Gaussian filters for nonlinear state estimation with one-step randomly delayed measurements

This paper proposes new algorithms of adaptive Gaussian filters for nonlinear state estimation with maximum one-step randomly delayed measurements. The unknown random delay is modeled as a Bernoulli random variable with the latency probability known a priori. However, a contingent situation has been considered in this work when the measurement noise statistics remain partially unknown. Due to unavailability of the complete knowledge of measurement noise statistics, the unknown measurement noise covariance matrix is estimated along with states following: (i) variational Bayesian approach, (ii) maximum likelihood estimation. The adaptation algorithms are mathematically derived following both of the above approaches. Subsequently, a general framework for adaptive Gaussian filter is presented with which variants of adaptive nonlinear filters can be formulated using different rules of numerical approximation for Gaussian integrals. This paper presents a few of such filters, viz., adaptive cubature Kalman filter, adaptive cubature quadrature Kalman filter with their higher degree variants, adaptive unscented Kalman filter, and adaptive Gauss–Hermite filter, and demonstrates the comparative performance analysis with the help of a nontrivial Bearing only tracking problem in simulation. Additionally, the paper carries out relative performance comparison between maximum likelihood estimation and variational Bayesian approaches for adaptation using Monte Carlo simulation. The proposed algorithms are also validated with the help of an off-line harmonics estimation problem with real data.     

基于自适应卡尔曼滤波的导航信息融合方法

针对组合导航系统在测量噪声未知的情况下,常规自适应卡尔曼滤波方法的实时性难以满足的问题,提出了一种实时的自适应卡尔曼滤波方法.该方法通过一个简单的指数函数实时调节卡尔曼滤波模型中的测量噪声协方差矩阵,将测量噪声的理论协方差矩阵与实际协方差矩阵的差值作为指数函数的输入,将函数的输出值与上次测量噪声的协方差矩阵之和送入卡尔...     

组合导航自适应卡尔曼滤波改进算法研究

针对常规卡尔曼滤波由于噪声的统计特性与实际情况不相符而引起滤波误差增大的问题,提出了一种新的在线估计系统噪声和量测噪声的自适应滤波算法.新算法通过新息序列自适应量测噪声,对Sage-Husa滤波算法进行改进以估计系统噪声,该算法在噪声统计特性未知的情况下能进行滤波计算.最后对改进的新算法与常规卡尔曼滤波算法作了对比试验...     

动态捷联惯导/多卫星组合导航自适应联邦滤波算法研究

研究了一种基于动态扰动的滤波算法,用以提高动态扰动情况下捷联惯导/多卫星组合导航系统 的精度和可靠性．该算法采用几何精度因子（GDOP）对量测噪声进行自适应调节,利用卡尔曼滤波器的新息 量对状态噪声协方差阵进行整体控制,同时根据具有时变特性的各子系统误差协方差阵对信息分配系数进行 自适应调节．通过对SINS/GPS/Galileo/北斗组合导航系统的仿真,分析对比了常规联邦滤波、Sage 自适应联邦 滤波和本文所提自适应联邦滤波算法．结果表明,该自适应联邦滤波算法能够有效抑制动态扰动,提高组合 导航系统的精度和可靠性．     

Least squares estimation of nonstationary covariance parameters in linear systems

Least squares estimation techniques are employed to overcome previous difficulties encountered in accurately estimating the state and measurement noise covariance parameters in linear stochastic systems. In the past accurate and rapidly converging covariance parameter estimates have been achieved with complex estimation algorithms only after specifying the statistical nature of the noise in the system and constraining the time variation of the covariance parameters. Weighted least squares estimation allows these restrictions to be removed while achieving near optimal accuracy using a filter on the same order of complexity as a Kalman filter. Allowing the covariance parameters to vary in as general a manner in time as the state in a linear discrete time stochastic system, and assuming that a Kalman filter is applied to this system using incorrect knowledge of the a priori statistics, it is shown how a covariance system is developed similar to the original system. Unbiased least squares estimates of the covariance parameters and of the original state are obtained without the necessity of specifying the distribution on the noise in either system. The accuracy of these estimates approaches optimal accuracy with increasing measurements when adaptive Kalman filters are applied to each system.