多传感器跟踪系统自适应Kalman滤波融合

多传感器目标跟踪的一个实际问题是如何获得目标的过程噪声信息,以获得较好的跟踪性能。针对多传感器分布式估计融合系统,利用这种自适应技术给出了一种自适应Kalman滤波的融合方法,它具有与中心式相近的跟踪性能。计算机模拟结果表明：这种方法具有较优良的性能。     

Optimal Kalman filtering fusion with cross-correlated sensor noises

When there is no feedback from the fusion center to local sensors, we present a distributed Kalman filtering fusion formula for linear dynamic systems with sensor noises cross-correlated, and prove that under a mild condition the fused state estimate is equivalent to the centralized Kalman filtering using all sensor measurements, therefore, it achieves the best performance. Then, for the same dynamic system, when there is feedback, a modified Kalman filtering fusion with feedback for distributed recursive state estimators is proposed, and prove that the fusion formula with feedback is, as the fusion without feedback, still exactly equivalent to the corresponding centralized Kalman filtering fusion formula; the various P matrices in the feedback Kalman filtering at both local filters and the fusion center are still the covariance matrices of tracking errors; the feedback does reduce the covariance of each local tracking error.     

非线性离散系统的相关观测融合时变Kalman滤波

针对带相关观测噪声和带不同观测函数的多传感器离散非线性系统,利用推广的离散Kalman滤波方法对状态系统和观测系统进行线性化处理,提出了基于岭估计的加权最小二乘(REWLS)分布式融合Kalman滤波算法.以风险函数为评价指标,利用信息滤波器比较了各种观测融合Kalman滤波算法,其中REWLS分布式融合算法精度最高.同时,分布式融合算法减少了计算负担,便于实时应用.仿真例子表明了理论分析的正确性.     

遮挡情况下刚体位姿估计的自适应无迹卡尔曼分布式融合

针对视觉目标位姿估计系统中常出现的因为特征点遮挡而造成系统估计结果不准确的问题,本文提出了一种利用自适应无迹卡尔曼滤波(AUKF)作为局部滤波器的分布式融合估计方法.通过引入改进的Sage-Husa噪声估计器自适应过程噪声.根据特征点识别量将遮挡情况分为部分遮挡和严重遮挡,对部分遮挡子系统根据先验信息修复缺失观测点后进行局部滤波估计,严重遮挡子系统不参与融合,利用当前时刻整体估计结果对其进行初始化.通过仿真获取了区分遮挡情况的阈值,实验结果表明所提方法能够提升系统在遮挡情况下的估计精度与鲁棒性.     

互补滤波和卡尔曼滤波的融合姿态解算方法

针对捷联惯性测量单元(IMU)噪声大、精度低的缺点和常规的姿态解算算法精度不高等问题,提出了一种互补滤波和卡尔曼滤波相结合的融合算法.该算法基于姿态角微分方程建立系统的状态方程模型,利用互补滤波后的姿态角作为系统的观测量,再应用扩展卡尔曼滤波(EKF)算法融合了陀螺仪、加速度计和电子罗盘的测量数据.为验证该算法有效性,用带有传感器的开发板依次进行静态和动态测试,实验结果表明:结合了互补滤波和卡尔曼滤波的融合算法,在静态时能够抑制姿态角漂移和滤出噪声,在动态时能够快速跟踪姿态的变化,提高了姿态角的解算精度.     

Distributed Kalman filtering via node selection in heterogeneous sensor networks

In this paper, we propose a strategy for distributed Kalman filtering over sensor networks, based on node selection, rather than on sensor fusion. The presented approach is particularly suitable when sensors with limited sensing capability are considered. In this case, strategies based on sensor fusion may exhibit poor results, as several unreliable measurements may be included in the fusion process. On the other hand, our approach implements a distributed strategy able to select only the node with the most accurate estimate and to propagate it through the whole network in finite time. The algorithm is based on the definition of a metric of the estimate accuracy, and on the application of an agreement protocol based on max-consensus. We prove the convergence, in finite time, of all the local estimates to the most accurate one at each discrete iteration, as well as the equivalence with a centralised Kalman filter with multiple measurements, evolving according to a state-dependent switching dynamics. An application of the algorithm to the problem of distributed target tracking over a network of heterogeneous range-bearing sensors is shown. Simulation results and a comparison with two distributed Kalman filtering strategies based on sensor fusion confirm the suitability of the approach.     

两轮自平衡机器人惯性传感器滤波问题的研究

针对惯性传感器在两轮机器人姿态检测中存在随机漂移误差的问题,基于卡尔曼滤波实现对倾角仪与陀螺仪的信息融合,设计了简单而实用的滤波算法,对传感器的误差进行补偿后得到机器人姿态信号的最优估计,从而将其应用于两轮自平衡机器人系统。实验结果表明,采用卡尔曼信息融合的方法,来得到机器人姿态信息最优估计是有效可行的,并且有利于机器人完成自平衡的控制。     

多传感器集中式增量卡尔曼滤波融合算法

在单个传感器的状态估计系统中,标准的增量卡尔曼滤波方法可以有效消除量测系统误差。对于多传感器情况,标准算法失效。针对该问题,提出了多传感器集中式增量卡尔曼滤波融合算法,即:增量卡尔曼滤波的扩维融合算法和增量卡尔曼滤波的序贯融合算法。在标准增量卡尔曼滤波算法的基础上,结合扩维融合和序贯融合的思想来实现多传感器数据的融合。实验结果表明,当存在量测系统误差时,提出的集中式融合算法与传统的集中式融合算法相比,提高了滤波精度,并且能够成功地消除量测系统误差。     

基于Kalman滤波算法的姿态传感器信号融合技术研究

针对应用三轴陀螺仪和三轴加速度传感器的四旋翼飞行器姿态角测量问题,提出了基于Kalman滤波算法的姿态传感器信号融合方法。该方法将陀螺仪输出的角速度误差作为时变误差处理,认为陀螺仪输出的角速度误差与其所测角速度及上一时刻的角速度输出误差相关,并据此建立陀螺仪测量线性方程,在此基础上,应用Kalman滤波算法,以加速度计输出的姿态角对陀螺仪测量的姿态角进行修正,从而达到姿态角准确测量的目的。实验结果表明：应用Kalman滤波算法对加速度传感器和陀螺仪信号融合后可有效消除姿态角测量累积误差并显著改善姿态角测量的动态特性。     

Optimal distributed Kalman filtering fusion for a linear dynamic system with cross-correlated noises

In this article, we study the distributed Kalman filtering fusion problem for a linear dynamic system with multiple sensors and cross-correlated noises. For the assumed linear dynamic system, based on the newly constructed measurements whose measurement noises are uncorrelated, we derive a distributed Kalman filtering fusion algorithm without feedback, and prove that it is an optimal distributed Kalman filtering fusion algorithm. Then, for the same linear dynamic system, also based on the newly constructed measurements, a distributed Kalman filtering fusion algorithm with feedback is proposed. A rigorous performance analysis is dedicated to the distributed fusion algorithm with feedback, which shows that the distributed fusion algorithm with feedback is also an optimal distributed Kalman filtering fusion algorithm; the P matrices are still the estimate error covariance matrices for local filters; the feedback does reduce the estimate error covariance of each local filter. Simulation results are provided to demonstrate the validity of the newly proposed fusion algorithms and the performance analysis.     

Continuous‐time Kalman filtering on the orthogonal group O(n)

This paper presents a continuous‐time O(n)‐constrained Kalman‐like filter. O(n) is the group of n × n orthonormal matrices. The O(n)‐constrained Kalman‐like filter is derived by posing a constrained optimization problem. The solution involves a projection of the unconstrained Kalman state estimate derivative onto the tangent space of O(n). Using this filter, an extended O(n)‐constrained Kalman‐like filter is developed for nonlinear systems where a portion of the states evolve on O(n). A numerical example demonstrates the effectiveness of the extended O(n)‐constrained Kalman‐like filter. Copyright © 2017 John Wiley & Sons, Ltd.     

Data fusion for target tracking in wireless sensor networks using quantized innovations and Kalman filtering

A novel networked data-fusion method is developed for the target tracking in wireless sensor networks (WSNs). Specifically, this paper investigates data fusion scheme under the communication constraint between the fusion center and each sensor. Such a message constraint is motivated by the bandwidth limitation of the communication links, fusion center, and by the limited power budget of local sensors. In the proposed scheme, each sensor collects one noise-corrupted sample, performs a quantizing operation, and transmits quantized message to the fusion center. Then the fusion center combines the received quantized messages to produce a final estimate. The novel data-fusion method is based on the quantized measurement innovations and decentralized Kalman filtering (DKF) with feedback. For the proposed algorithm, the performance analysis of the estimation precision is provided. Finally, Monte Carlo simulations show the effectiveness of the proposed scheme.     

无线传感器网络分布式量化卡尔曼滤波

本文针对无线传感器网络中的目标跟踪问题,研究了分布式量化卡尔曼滤波问题.由于网络中存在能量和带宽限制,传感器传输的数据必须经过量化处理.考虑一个线性离散随机动态系统,首先提出了一种动态Lloyd-Max量化器并设计了其在线更新方案,然后基于贝叶斯原理导出了递归形式的最优量化卡尔曼滤波器,同时给出了一种渐近等价的迭代算法,并进一步分析了量化卡尔曼滤波器的稳定性.最后,仿真结果验证了所设计算法的可行性与有效性.     

多模型多传感器信息融合Kalman平滑器

基于标量加权的线性最小方差最优信息融合算法,对多模型多传感器离散线性随机系统,给出了一种分布式标量加权信息融合固定滞后Kalman平滑器.它只需计算加权标量系数,可减小在融合中心的计算负担.当各子系统存在稳态滤波时,又给出了标量加权信息融合稳态平滑器,它计算量小,便于实时应用.并给出了两个子系统之间的平滑误差互协方差阵的计算公式.仿真例子验证了其有效性.     

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.     

IEKF滤波在移动机器人定位中的应用

针对EKF中观测噪声方差估计不准确导致滤波器性能下降甚至发散的问题,提出了基于环境特征的迭代扩展卡尔曼滤波(IEKF)融合算法。该算法融合了里程计采集的机器人内部数据和激光雷达传感器采集的外部环境特征,在测量更新阶段多次迭代状态估计值并对机器人的位姿进行修正,减少了非线性误差,提高了定位精度。     

基于卡尔曼滤波算法的轨迹估计研究

在无线传感器网络中节点定位系统中,基于接收信号强度指示(RSSI)技术的定位算法研究有很多,这种定位技术成本低而且易于实现,但RSSI定位技术因容易受到环境因素的影响,在测距过程中,估测距离的误差很大。在RSSI定位系统的基础上,加入系统噪声和测量噪声,根据系统状态方程和动态系统测量方程,利用卡尔曼滤波算法,对RSSI进行滤波,并估测出移动节点的运动轨迹。仿真结果表明:改进卡尔曼滤波算法提高了移动节点的运动轨迹的定位精度。