非线性状态空间方法辨识电液伺服控制系统

针对回归神经网络辨识和建立非线性动态系统模型的问题,研究非线性状态空间描述的回归神经网络数学模型。讨论极小均方误差网络训练收敛准则,通过研究Kalman 滤波估计公式中的随机变量,提出一种参数增广的回归神经网络非线性状态方程,无导数的Kalman滤波器用于增广参数估计,人工白噪声强迫网络学习,更新网络权值,避免了扩展Kalman滤波器计算Jacobian信息和基于递度学习算法收敛慢的问题。在电液伺服系统辨识建模的应用中表明,回归神经网络较好地跟踪了液压油缸压力变化,与扩展Kalman滤波估计学习算法相比,新的算法具有较快的收敛和精度。     

基于两轮机器人运动模型的Kalman滤波视觉导航

在视觉算法对目标物识别的基础上,对两轮移动机器人运动模型进行分析,提出将其作为扩展卡尔曼滤波的系统状态方程,并应用到视觉导航系统中。仿真实验及实际测试表明,方法能较好地对两轮移动机器人的运动实现预测和估计,减轻环境干扰影响、降低处理计算量并提高系统实时性,满足了机器人在复杂环境下视觉导航的要求。     

An adaptive three-stage extended Kalman filter for nonlinear discrete-time system in presence of unknown inputs

Considering the performances of conventional Kalman filter may seriously degrade when it suffers stochastic faults and unknown input, which is very common in engineering problems, a new type of adaptive three-stage extended Kalman filter (AThSEKF) is proposed to solve state and fault estimation in nonlinear discrete-time system under these conditions. The three-stage UV transformation and adaptive forgetting factor are introduced for derivation, and by comparing with the adaptive augmented state extended Kalman filter, it is proven to be uniformly asymptotically stable. Furthermore, the adaptive three-stage extended Kalman filter is applied to a two-dimensional radar tracking scenario to illustrate the effect, and the performance is compared with that of conventional three stage extended Kalman filter (ThSEKF) and the adaptive two-stage extended Kalman filter (ATEKF). The results show that the adaptive three-stage extended Kalman filter is more effective than these two filters when facing the nonlinear discrete-time systems with information of unknown inputs not perfectly known.     

Image reconstruction algorithm of electromagnetic tomography based on fractional Kalman filter

Aiming at the problem of low quality of image reconstruction of electromagnetic tomography (EMT), in this paper, an image reconstruction algorithm of EMT based on fractional Kalman filter (FKF) is proposed. Firstly, the principle of EMT and the principle of state equation of FKF are expound respectively. FKF is often used in the state estimation of nonlinear systems. There is a nonlinear relationship between the object field distribution and the sensor signal in the EMT. Therefore, according to this feature, FKF is applied to the image reconstruction algorithm of EMT. The image reconstruction process of EMT is regarded as the state estimation process of FKF, the normalized measurement voltage is taken as the observation value, and the sensitivity matrix is taken as the measurement matrix. To establish the nonlinear state estimation equation of the FKF and a priori estimation error covariance equation in the EMT, the gray value of image obtained by LBP is used as the initial value of the state estimation, a prior estimation state vector and a priori estimation error covariance matrix are obtained by prediction update, the Kalman filter gain and the posterior estimation error covariance matrix are obtained by the correction feedback process. After repeated iterations, the final state vector, i.e. reconstructed image of EMT is obtained. Finally, simulation experiments are carried out for seven different flow patterns. The results show that the image error and correlation coefficients of the reconstructed image of this algorithm are better than traditional algorithms such as LBP, Landweber, Kalman filter, and have better anti-noise effect than Kalman filter. Therefore, the image reconstruction algorithm of FKF is a new method and means to study the image reconstruction of EMT.     

A derivative UKF for tightly coupled INS/GPS integrated navigation

The tightly coupled INS/GPS integration introduces nonlinearity to the measurement equation of the Kalman filter due to the use of raw GPS pseudorange measurements. The extended Kalman filter (EKF) is a typical method to address the nonlinearity by linearizing the pseudorange measurements. However, the linearization may cause large modeling error or even degraded navigation solution. To solve this problem, this paper constructs a nonlinear measurement equation by including the second-order term in the Taylor series of the pseudorange measurements. Nevertheless, when using the unscented Kalman filter (UKF) to the INS/GPS integration for navigation estimation, it causes a great amount of redundant computation in the prediction process due to the linear feature of system state equation, especially for the case with system state vector in much higher dimension than measurement vector. To overcome this drawback in computational burden, this paper further develops a derivative UKF based on the constructed nonlinear measurement equation. The derivative UKF adopts the concise form of the original Kalman filter (KF) to the prediction process and employs the unscented transformation technique to the update process. Theoretical analysis and simulation results demonstrate that the derivative UKF can achieve higher accuracy with a much smaller computational cost in comparison with the traditional UKF.     

基于改进 ESKF 的植保无人机时延位姿补偿算法

为解决全球导航卫星系统和惯性测量单元融合时间不同步问题,提高植保无人机位姿估计精度,本文根据植保无人机 大惯性、强振动的特性提出一种基于改进误差状态卡尔曼的时延位姿补偿算法。 首先对名义状态变量线性预测,引入渐消因子 提高强振动环境下的系统稳定性;接着采用互补滤波对角速度补偿,对姿态误差状态变量修正;最后结合测量的延迟时间,使用 互补滤波外推数据,提高大惯性特性下的速度位置精度。 实验结果表明,相较于误差状态卡尔曼算法,横滚角和俯仰角均方根 误差减少 0. 266 9°和 0. 241 4°,偏航角均方根误差减少 0. 076 4°;正常航迹植保作业下,东北天方向速度均方根误差减少 0. 210 5、0. 184 9、0. 238 8 m/ s;东北天方向位置均方根误差分别减少 0. 21、0. 19、0. 23 m,有效提高位姿估计精度。     

Centroid weighted Kalman filter for visual object tracking

In the visual object tracking, the Kalman filter presents commonly the state model and observation model uncertainty in the actual performance of Gaussian noise, so it makes the estimation of certain parameters produce errors in the model, and results in decreasing estimation precision. In order to enhance the stability of the Kalman filter, an algorithm based on centroid weighted Kalman filter (CWKF) for object tracking is proposed in this paper. The algorithm firstly uses background subtraction method to detect moving target region, and then uses the Kalman filter to predict target position, combining centroid weighted method to optimize the predictive state value, finally updates observation data according to the corrected state value. Tracking experiments show that the algorithm can detect effectively moving objects and at the same time it can quickly and accurately track moving objects with good robustness.     

基于多基站IMMKF-DOA辅助车辆协同定位算法研究

针对传统卡尔曼滤波算法在进行车辆实时运动过程中难以精准定位问题,提出一种基于运动状态自适应的交互多模型卡尔曼滤波(Interacting multiple model Kalman filter,IMMKF)与多基站到达方向(Direction-of-arrival,DOA)相融合进行车辆位置实时估计算法。基于无偏估计器对测量噪声协方差进行实时更新并将其嵌入标准卡尔曼滤波算法中实现自适应交互多模型卡尔曼滤波。针对车辆不同运动状态及动态行驶环境对车辆定位估计精度的影响,构建自适应交互多模型卡尔曼滤波器与多基站信息融合算法进行车辆位置实时估计,考虑不同车速与不同基站数等行驶工况下车辆定位精度的变化趋势,实现车辆实时位置的准确估计。利用PreScan-Simulink联合仿真平台进行虚拟仿真验证和实车试验验证。结果表明,基于交互多模型卡尔曼滤波与到达方向角的融合算法相对标准的卡尔曼滤波估计精度高,较好地改善了传统单一模型的卡尔曼滤波算法在进行车辆实时运动状态估计过程中精准定位问题,实车试验验证了提出算法对车辆定位精度较传统卡尔曼滤波算法的精度提高了一个数量级,实现了更精确的车辆位置估计。     

基于NACKF的分布式驱动电动汽车轮胎侧向力与质心侧偏角估计

针对传统容积卡尔曼滤波算法在进行车辆关键状态估计时要求噪声统计特性已知的问题,提出一种噪声自适应容积卡尔曼滤波（Noise adaptive cubature Kalman filter, NACKF）算法来进行车辆关键状态的估计。基于次优无偏极大后验估计器对量测噪声协方差进行实时更新并将其嵌入到标准容积卡尔曼算法中实现自适应容积卡尔曼滤波。针对车辆不同子系统间耦合特性对滤波精度的影响,构建双重自适应容积卡尔曼滤波器分别进行侧向力与质心侧偏角的估计,两者在估计过程中互为输入构成闭环反馈,利用分布式模块化结构弱化系统耦合特性对估计精度的影响,实现轮胎侧向力与质心侧偏角的实时准确估计。利用Simulink-Carsim联合仿真平台进行仿真验证和实车试验验证。结果表明,基于双重自适应容积卡尔曼滤波的估计算法相对标准容积卡尔曼滤波估计精度更高,较好地改善了传统容积卡尔曼滤波器在噪声先验统计特性未知条件下非线性滤波精度下降的问题。     

5基于改进型采样点卡尔曼滤波的矿用电池SOC估计

为了实时、准确地估计矿用电池SOC值,通过采用加权统计线性回归法实现模型函数线性化,将采样点卡尔曼滤波技术应用到矿用电池SOC估计中.针对有限的电池管理系统资源,基于电池状态观测复合模型的状态方程线性和观测方程非线性的特点,提出了将标准卡尔曼滤波和采样点卡尔曼滤波组合的非线性滤波算法;为了使得该算法具有应对突变状态的强跟踪能力和应对模型不准确的鲁棒性,引入了奇异值分解,采用特征协方差矩阵代替误差协方差矩阵,并基于强跟踪原理引入了次优渐消因子.仿真结果表明,基于改进型采样点卡尔曼滤波的矿用电池SOC估计算法兼顾估计精度和运算量,并具有跟踪突变状态和应对模型不准确的鲁棒性,完全适用于资源有限的矿用电池SOC估计;可见,该算法具有良好的实际应用价值.     

Parameter estimation for a dual-rate system with time delay

This paper investigates the parameter estimation problem of the dual-rate system with time delay. The slow-rate model of the dual-rate system with time delay is derived by using the discretization technique. The parameters and states of the system are simultaneously estimated. The states are estimated by using the Kalman filter, and the parameters are estimated based on the stochastic gradient algorithm or the recursive least squares algorithm. When concerning state estimate of the dual-rate system with time delay, the state augmentation method is employed with lower computational load than that of the conventional one. Simulation examples and an experimental study are given to illustrate the proposed algorithm.     

基于Sage窗的自适应Kalman滤波用于钟差预报研究

钟差预报是时间保持工作中的一项关键技术。Kalman算法作为一种最优预报算法,具有实时性的特点,在时间保持工作中得到了广泛的应用。但是由于经典Kalman算法需要准确确定模型随机误差和测量误差,否则状态估计会引入一定的误差,在原子时算法中表现为原子钟噪声和钟差测量噪声。原子钟的噪声参数值通常是通过Allan方差估计,若估计不够准确,Kalman预报将会出现误差。通过研究基于Sage窗的自适应Kalman预报算法,实时修正状态模型误差。利用自适应因子调整状态预测协方差阵有效降低了模型误差,提高了预报精度,最后通过两台氢原子钟和两台铯原子钟的实测数据验证了算法的有效性。     

基于扩展Kalman滤波器测量氮爆式液压锤的性能

考虑到在缸体内运动的活塞,难以用传感器直接测量其运动状态：速度、加速度以及摩擦力、未知阻力。根据系统理论的方法,以活塞的位置、速度、加速度作为状态矢量,在采样间隔内,将活塞运动视为匀加速度运动,建立具有未知输入的活塞运动状态方程。将未知阻力视为有色噪声,并作为系统未知输入,设计扩展状态的Kalman滤波结构。依据气体的变化规律,得到活塞在采样各时刻的位置坐标。以最小方均误差作为测量准则,研究有色噪声输入线性系统的Kalman递推状态估计算法。算法自适应跟踪未知输入的变化,估算活塞冲程、回程的速度和未知的阻力,从而测量氮爆式液压冲击锤的冲击能量。测量结果表明,该方法具有较高的测量精度,与理论设计基本一致。     

Analysis of a robust Kalman filter in loosely coupled GPS/INS navigation system

GPS/INS integrated system is very subject to uncertainties due to exogenous disturbances, device damage, and inaccurate sensor noise statistics. Conventional Kalman filer has no robustness to address system uncertainties which may corrupt filter performance and even cause filter divergence. Based on the INS error dynamic equation, a robust Kalman filter is analyzed and applied in loosely coupled GPS/INS integration system. The norm bounded robust Kalman filter, with recursive form by solving two Riccati equations, guarantees a estimation variance bound for all the admissible uncertainties, and can evolve into the conventional Kalman filter if no uncertainties are considered. This paper will analyze the suitable case for the robust Kalman filter in GPS/INS system, the filter characteristics including parameter setting, parameter meaning, and filter convergence condition are discussed simutaneously. The robust filter performance will be compared with conventional Kalman filter through simulation results.     

Comparison of Linearized Kalman Filter and Extended Kalman Filter for Satellite Motion States Estimation

The performance of the conventional Kalman filter depends on process and measurement noise statistics given by the system model and measurements.The conventional Kalman filter is usually used for a linear system,but it should not be used for estimating the state of a nonlinear system such as a satellite motion because it is difficult to obtain the desired estimation results.The linearized Kalman filtering approach and the extended Kalman filtering approach have been proposed for a general nonlinear system.The equations of satellite motion are described.The satellite motion states are estimated,and the relevant estimation errors are calculated through the estimation algorithms of the both above mentioned approaches implemented in Matlab are estimated.The performances of the extended Kalman filter and the linearized Kalman filter are compared.The simulation results show that the extended Kalman filter is much better than the linearized Kalman filter at the aspect of estimation effect.     

一种用于散货码头的GPS精度提升算法

GPS是广泛应用于散货码头的自动化和远程监控中的一种设备.但由于噪声的存在,GPS接收器并不能提供高精度的定位.主要阐述了一种基于卡尔曼滤波器快速去除噪声的方法,并提高GPS系统的定位精度.通过实验法,卡尔曼滤波器的关键参数首先被确定,然后通过卡尔曼滤波器的自动递归运算,快速获取正确的GPS定位数据.最后,还通过了一组对比实验,验证了这种算法的有效性.     

抗野值自适应卫星/微惯性组合导航方法

针对在复杂城市环境下卫星导航系统(GNSS)定位定速存在野值,导致GNSS/微惯性(MEMS-INS)组合导航状态参数滤波估计精度恶化,甚至滤波发散的问题,提出了一种抗野值自适应GNSS/MEMS-INS组合导航算法,以提高组合导航精度和可靠性。该算法利用Allan方差分析建立较为精确的MEMS器件噪声模型,有效降低模型异常和状态扰动的影响。同时利用新息序列构造观测异常检验统计量,并根据该统计量构造自适应新息加权因子调节滤波增益矩阵,削弱观测野值对状态估计的不良影响。实验结果表明,该算法能够有效地控制GNSS定位定速异常的影响,具有较强的实时性和容错性。相比于传统算法,车载定位、定速和定姿精度分别提升35.78%、60.19%和82.41%,验证了本文算法的有效性和实用性。     

A modified NARMAX model-based self-tuner with fault tolerance for unknown nonlinear stochastic hybrid systems with an input–output direct feed-through term

A modified nonlinear autoregressive moving average with exogenous inputs (NARMAX) model-based state-space self-tuner with fault tolerance is proposed in this paper for the unknown nonlinear stochastic hybrid system with a direct transmission matrix from input to output. Through the off-line observer/Kalman filter identification method, one has a good initial guess of modified NARMAX model to reduce the on-line system identification process time. Then, based on the modified NARMAX-based system identification, a corresponding adaptive digital control scheme is presented for the unknown continuous-time nonlinear system, with an input–output direct transmission term, which also has measurement and system noises and inaccessible system states. Besides, an effective state space self-turner with fault tolerance scheme is presented for the unknown multivariable stochastic system. A quantitative criterion is suggested by comparing the innovation process error estimated by the Kalman filter estimation algorithm, so that a weighting matrix resetting technique by adjusting and resetting the covariance matrices of parameter estimate obtained by the Kalman filter estimation algorithm is utilized to achieve the parameter estimation for faulty system recovery. Consequently, the proposed method can effectively cope with partially abrupt and/or gradual system faults and input failures by the fault detection.     

基于AEKF的车辆质量与道路坡度实时估计

针对车辆在实际行驶过程中外界噪声的统计特性无法已知的问题,以车辆纵向动力学模型为基础,提出了自适应扩展卡尔曼滤波(adaptive extended Kalman filter,简称AEKF)的车辆质量及道路坡度估计算法。以动态估计车辆系统中的质量与坡度为研究对象,引入了旋转质量换算系数,建立车辆纵向动力学系统的状态空间模型,考虑了不同时刻的档位匹配与行驶特殊工况的处理。对系统状态方程进行离散化处理,得到系统状态方程与系统测量方程,在扩展卡尔曼滤波(extended Kalman filter,简称EKF)的基础上引入带遗忘因子的噪声统计估计器,通过AEKF对状态方程与测量方程实时更新,进行在线估计和校正噪声统计值,从而解决系统的噪声时变问题。本研究算法与EKF算法估计及实测结果的对比分析表明,本研究算法能够很好地对车辆质量和坡度信号进行有效滤波和估计,在短时间内逐渐收敛并逼近实测值,从而能够合理有效地检测车辆在行驶过程中的状态信息。