A convex optimization approach to filtering in jump linear systems with state dependent transitions

We introduce a new methodology to construct a Gaussian mixture approximation to the true filter density in hybrid Markovian switching systems. We relax the assumption that the mode transition process is a Markov chain and allow it to depend on the actual and unobservable state of the system. The main feature of the method is that the Gaussian densities used in the approximation are selected as the solution of a convex programming problem which trades off sparsity of the solution with goodness of fit. A meaningful example shows that the proposed method can outperform the widely used interacting multiple model (IMM) filter and GPB2 in terms of accuracy at the expenses of an increase in computational time.     

An adaptive robustizing approach to kalman filtering

The performance of a linear Kalman filter will degrade when the dynamic noise is not Gaussian. A robust Kalman filter based on the m-interval polynomial approximation (MIPA) method for unknown non-Gaussian noise is proposed. Two situations are considered: (a) the state is Gaussian and the observation noise is non-Gaussian; (b) the state is non-Gaussian and the observation noise is Gaussian. It is shown, as compared with other non-Gaussian filters, the MIPA Kalman filter is computationally feasible, unbiased, more efficient and robust. For the scalar model, Monte Carlo simulations are given to demonstrate the ideas involved.     

一种基于卡尔曼滤波的队列长度自适应算法

传统主动队列管理(AQM)算法在处理传感器网络突发流时具有响应速度慢、抗网络突变性能弱的缺点.针对此问题,提出了一种新的AQM算法,算法首先将队列长度作为早期拥塞检测参量,运用卡尔曼滤波理论预测队列长度;其次根据队列长度在缓冲区的占用比来划分网络状态;最后根据不同占用比采取相应的丢包策略,自适应地调整丢包率,当出现网络突变时,加大调整幅度,使队列长度保持在理想区间.仿真实验表明:新算法能够较好地适应网络波动,提高网络服务质量(QoS),算法综合性能优于主流AQM算法.     

多新息抗差-自适应卡尔曼滤波定位算法研究

针对移动机器人在定位过程中,由传感器测量误差和机器人模型引起的位姿误差导致系统定位精度急剧下降的问题,提出了一种多新息卡尔曼滤波算法.在标准卡尔曼滤波的基础上,当传感器测量值存在误差时,引入抗差权因子,通过改变误差测量值的权值提高滤波器的估计精度;当机器人位姿存在误差时,引入自适应因子,通过调整状态协方差矩阵的大小抵制位姿误差引起的滤波发散.同时,引入了多新息,即多个时刻的新息向量,进一步提高此非线性系统的精度.实验表明:当存在测量误差和位姿误差时,该滤波算法能有效提高定位精度.     

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。     

Autopoiesis, the immune system, and adaptive information filtering

Adaptive information filtering is a challenging and fascinating problem. It requires the adaptation of a representation of a user’s multiple interests to various changes in them. We tackle this dynamic problem with Nootropia, a model inspired by the autopoietic view of the immune system. It is based on a self-organising antibody network that reacts to user feedback in order to define and preserve the user interests. We describe Nootropia in the context of adaptive, content-based document filtering and evaluate it using virtual users. The results demonstrate Nootropia’s ability to adapt to both short-term variations and more radical changes in the user’s interests, and to dynamically control its size and connectivity in the process. Advantages over existing approaches to profile adaptation, such as learning algorithms and evolutionary algorithms are also highlighted.

基于支持向量机的自适应卡尔曼滤波技术研究

针对卡尔曼滤波(KF)中噪声的统计特性与实际不符时滤波精度严重降低甚至引起滤波器发散的问题,提出一种基于支持向量机的自适应卡尔曼滤波算法(SVMAKF).根据新息理论方差与实际方差的比值,应用支持向量机产生自适应因子对卡尔曼滤波器的噪声方差阵进行在线修正,使噪声方差阵能够根据实际噪声的变化得到调整.通过对雷达目标跟踪系统的仿真表明,该算法对噪声有较强的自适应性,能够提高滤波精度和滤波器的鲁棒性.     

一种基于盲自适应卡尔曼滤波的多用户检测器

针对直接序列扩频码分多址(Direct Sequence Spread Spectrum Code Division Multiple Access,DS-CDMA)系统扩频波形非完全正交所造成的多址干扰(Multiple Access Interference,MAI)等问题,将卡尔曼(Kalman)算法应用于盲自适应算法中,提出了一种新的多用户检测算法。将该算法与LMS及RLS算法进行仿真对比后得出,该算法在抑制多用户干扰及动态跟踪能力方面更为强劲、有效且稳定性更高、收敛速度更快。     

Fast stereo matching using adaptive guided filtering

Dense disparity map is required by many great 3D applications. In this paper, a novel stereo matching algorithm is presented. The main contributions of this work are three-fold. Firstly, a new cost-volume filtering method is proposed. A novel concept named “two-level local adaptation” is introduced to guide the proposed filtering approach. Secondly, a novel post-processing method is proposed to handle both occlusions and textureless regions. Thirdly, a parallel algorithm is proposed to efficiently calculate an integral image on GPU, and it accelerates the whole cost-volume filtering process. The overall stereo matching algorithm generates the state-of-the-art results. At the time of submission, it ranks the 10th among about 152 algorithms on the Middlebury stereo evaluation benchmark, and takes the 1st place in all local methods. By implementing the entire algorithm on the NVIDIA Tesla C2050 GPU, it can achieve over 30 million disparity estimates per second (MDE/s).     

一种基于卡尔曼滤波的超宽带室内定位算法

为了减小室内环境中障碍物对超宽带(UWB)传感器测距结果的影响,提出了一种基于卡尔曼滤波(KF)的超宽带室内定位算法.利用超宽带接收信号的信噪比区分视距和非视距环境,给出了超宽带传感器测距性能最小二乘标定模型,减小测距系统误差;判断相邻测距差分是否在阈值范围内,否则用卡尔曼滤波先验估计替代后验估计处理测距结果,由此减弱多径效应和非视距误差对测距的影响;用扩展卡尔曼滤波器(EKF)实现室内定位.实验结果表明:算法在复杂室内环境中可达到亚米级的动态实时定位精度.     

An adaptive window mechanism for image smoothing

Image smoothing using adaptive windows whose shapes, sizes, and orientations vary with image structure is described. Window size is increased with decreasing gradient magnitude, and window shape and orientation are adjusted in such a way as to smooth most in the direction of least gradient. Rather than performing smoothing isotropically, smoothing is performed in preferred orientations to preserve region boundaries while reducing random noise within regions. Also, instead of performing smoothing uniformly, smoothing is performed more in homogeneous areas than in detailed areas. The proposed adaptive window mechanism is tested in the context of median, mean, and Gaussian filtering, and experimental results are presented using synthetic and real images and compared with a state-of-the-art method.     

Robust Kalman filtering for uncertain systems

This paper studies the problem of Kalman filter design for uncertain systems. The system under consideration is subjected to time-varying norm-bounded parameter uncertainties in both the state and measurement matrices. The problem we address is the design of a state estimator such that the covariance of the estimation error is guaranteed to be within a certain bound for all admissible uncertainties. A Riccati equation approach is proposed to solve the above problem. Furthermore, a suboptimal covariance upper bound can be computed by a convex optimization.     

A new martingale approach to Kalman filtering

A new derivation of continuous-time Kalman Filter equations is presented. The underlying idea has been previously used to derive the smoothing equations. A unified approach to filtering and smoothing problems has thus been achieved.     

边坡光纤光栅监测与自适应卡尔曼滤波模型

山地变电站往往建设在地质条件复杂性的位置.地表裂变,突起,土体缓变,往往诱发更严重的地质灾害.结合楚雄220 kV边坡变电站的工程实际情况,利用光纤Bragg光栅(FBG)传感器,进而实现了对大型复杂结构环境的多参量、多点监测.通过建立自适应卡尔曼跟踪滤波模型,对边坡表面应变传感器,温度补偿传感器的数据,进行跟踪滤波,从而得到更为有效的监测数据.     

An algorithmic approach to adaptive state filtering using recurrentneural networks

Practical algorithms are presented for adaptive state filtering in nonlinear dynamic systems when the state equations are unknown. The state equations are constructively approximated using neural networks. The algorithms presented are based on the two-step prediction-update approach of the Kalman filter. The proposed algorithms make minimal assumptions regarding the underlying nonlinear dynamics and their noise statistics. Non-adaptive and adaptive state filtering algorithms are presented with both off-line and online learning stages. The algorithms are implemented using feedforward and recurrent neural network and comparisons are presented. Furthermore, extended Kalman filters (EKFs) are developed and compared to the filter algorithms proposed. For one of the case studies, the EKF converges but results in higher state estimation errors that the equivalent neural filters. For another, more complex case study with unknown system dynamics and noise statistics, the developed EKFs do not converge. The off-line trained neural state filters converge quite rapidly and exhibit acceptable performance. Online training further enhances the estimation accuracy of the developed adaptive filters, effectively decoupling the eventual filter accuracy from the accuracy of the process model.     

Kalman filtering with faded measurements

This paper considers a sensor network where single or multiple sensors amplify and forward their measurements of a common linear dynamical system (analog uncoded transmission) to a remote fusion center via noisy fading wireless channels. We show that the expected error covariance (with respect to the fading process) of the time-varying Kalman filter is bounded and converges to a steady state value, based on some earlier results on asymptotic stability of Kalman filters with random parameters. More importantly, we provide explicit expressions for sequences which can be used as upper bounds on the expected error covariance, for specific instances of fading distributions and scalar measurements (per sensor). Numerical results illustrate the effectiveness of these bounds.     

An adaptive optimization scheme with satisfactory transient performance

Adaptive optimization (AO) schemes based on stochastic approximation principles such as the Random Directions Kiefer-Wolfowitz (RDKW), the Simultaneous Perturbation Stochastic Approximation (SPSA) and the Adaptive Fine-Tuning (AFT) algorithms possess the serious disadvantage of not guaranteeing satisfactory transient behavior due to their requirement for using random or random-like perturbations of the parameter vector. The use of random or random-like perturbations may lead to particularly large values of the objective function, which may result to severe poor performance or stability problems when these methods are applied to closed-loop controller optimization applications. In this paper, we introduce and analyze a new algorithm for alleviating this problem. Mathematical analysis establishes satisfactory transient performance and convergence of the proposed scheme under a general set of assumptions. Application of the proposed scheme to the adaptive optimization of a large-scale, complex control system demonstrates the efficiency of the proposed scheme.     

An adaptive high-gain observer for nonlinear systems

In this paper the authors provide a solution to the noise sensitivity of high-gain observers. The resulting nonlinear observer possesses simultaneously (1) extended Kalman filter’s good noise filtering properties, and (2) the reactivity of the high-gain extended Kalman filter with respect to large perturbations.The authors introduce innovation as the quantity that drives the gain adaptation. They prove a general convergence result, propose guidelines to practical implementation and show simulation results for an example.