WMF self-tuning Kalman estimators for multisensor singular system

For the multisensor linear stochastic singular system with unknown noise variances, the weighted measurement fusion (WMF) self-tuning Kalman estimation problem is solved in this paper. The consistent estimates of these unknown noise variances are obtained based on the correlation method. Applying the WMF method and the singular value decomposition (SVD) method yields the WMF reduced-order subsystems. Based on these consistent estimates of unknown noise variances and the new non-singular systems, the WMF self-tuning Kalman estimators of the state components and white noise deconvolution estimators are presented. Then the WMF self-tuning Kalman estimators of the original state are presented, and their convergence has been proved by dynamic error system analysis (DESA) method and dynamic variance error system analysis (DVESA) method. A simulation example of 3-sensors circuits systems verifies the effectiveness, the accuracy relationship and the convergence.     

自适应SVD–UKF算法及在穿刺状态估计中的应用

柔性针在实际穿刺过程中会产生不规则形变, 导致柔性针模型存在参数不确定性问题, 影响穿刺精度. 本文针对柔性针穿刺过程存在的不确定性问题以及超声成像等设备存在的量测噪声统计特征不准确性问题, 提出了一种带有噪声估计器的自适应奇异值分解无迹卡尔曼滤波算法. 该算法采用自适应因子实时修正动力学模型误差, 通过奇异值分解抑制系统状态协方差矩阵的负定性, 利用Sage-Husa估计器在线估计噪声的统计特性, 减小了系统状态估计误差. 将新算法应用于带有曲率不定性的柔性针穿刺模型进行计算仿真, 仿真结果显示, 新的算法较现有的UKF算法相比, 估计误差减小了0.28 mm(82.7%), 与AUKF算法相比, 估计误差减小0.06 mm(52%). 因此, 新算法可有效改善滤波性能, 提高穿刺状态的估计精度.     

Kalman Filtering for Delayed Singular Systems with Multiplicative Noise

Kalman filtering problem for singular systems is dealt with, where the measurements consist of instantaneous measurements and delayed ones, and the plant includes multiplicative noise. By utilizing standard singular value decomposition, the restricted equivalent delayed system is presented, and the Kalman filters for the restricted equivalent system are given by using the well-known re-organization of innovation analysis lemma. The optimal Kalman filter for the original system is given based on the above Kalman filter by recursive Riccati equations, and a numerical example is presented to show the validity and efficiency of the proposed approach, where the comparison between the filter and predictor is also given.      

利用SVD对带噪声的模糊图像进行盲复原

介绍了具有非负和有限支撑约束的递归逆滤波器盲图像复原算法。在此基础上，利用分块奇异值分解和压缩技术，提出一种去噪声方法，使得可以复原被噪声污染的具有全黑、全白或全灰的背景和有限支撑的目标图像。计算机仿真结果表明，新的方法具有更好的图像复原性能。     

基于SVD的推广卡尔曼滤波及其在飞行状态和参数估计中的应用

基于矩阵的奇异值分解技术，本文提出一种鲁棒推广卡尔曼波新算法，并将该算法应用于飞行状态和参数估计中，该算法不仅具有很好的数值稳定性，而且无需任何变换即可处理相关噪声，且适于并行计算。两种不同型号飞机飞行数据计算结果表明；与ＥＫＦ相比，本文算法对不同初始值的不同噪声均可获得更准确的估计结果，并且对飞机机动形式、噪声水平，数据长度等要求不高，收敛性好。     

Filtering and LQG problems for discrete-time stochastic singularsystems

Discrete-time stochastic singular systems are discussed. Filtering and linear-quadratic-Gaussian (LQG) problems are considered. The problems are first transformed into the normal form via state augmentation and then solved by utilizing standard results for nonsingular systems. The linear unbiased least-squares state estimation algorithm and the optimal control law for the LQG problem are given. The order of the filtering algorithm obtained in this way is not much increased. Moreover, this algorithm allows the presence of some kinds of control inputs     

基于CEEMDAN的MEMS加速度计输出信号降噪方法

针对微机电系统(MEMS)加速度计输出信号存在误差,导致高压输电杆塔倾斜监测系统的输出倾角数据精确度不高的问题,提出了一种基于自适应噪声完备集合经验模态分解(CEEMDAN)联合奇异值分解(SVD)对杆塔的加速度计输出信号降噪方法。利用CEEMDAN对原始加速度计输出信号进行分解,得到一系列模态分量,分别计算其排列熵(PE),筛选出特征分量和含噪特征分量,然后再将需进一步降噪的特征分量通过SVD进行二次滤波,最后将降噪后的特征分量与未处理的特征分量进行叠加即得到降噪后的加速度计输出信号。仿真实验结果表明,所提出的方法可以有效地抑制噪声干扰,通过与扩展卡尔曼滤波和CEEMDAN-PE对比说明该方法滤波效果更好,有效提高了加速度信号分析精度和杆塔倾斜角测量精度。     

Robust fusion steady‐state filtering for multisensor networked systems with one‐step random delay,missing measurements,and uncertain‐variance multiplicative and additive white noises

The robust fusion steady‐state filtering problem is investigated for a class of multisensor networked systems with mixed uncertainties including multiplicative noises, one‐step random delay, missing measurements, and uncertain noise variances, the phenomena of one‐step random delay and missing measurements occur in a random way, and are described by two Bernoulli distributed random variables with known conditional probabilities. Using a model transformation approach, which consists of augmented approach, derandomization approach, and fictitious noise approach, the original multisensor system under study is converted into a multimodel multisensor system with only uncertain noise variances. According to the minimax robust estimation principle, based on the worst‐case subsystems with conservative upper bounds of uncertain noise variances, the robust local steady‐state Kalman estimators (predictor, filter, and smoother) are presented in a unified framework. Applying the optimal fusion algorithm weighted by matrices, the robust distributed weighted state fusion steady‐state Kalman estimators are derived for the considered system. In addition, by using the proposed model transformation approach, the centralized fusion system is obtained, furthermore the robust centralized fusion steady‐state Kalman estimators are proposed. The robustness of the proposed estimators is proved by using a combination method consisting of augmented noise approach, decomposition approach of nonnegative definite matrix, matrix representation approach of quadratic form, and Lyapunov equation approach, such that for all admissible uncertainties, the actual steady‐state estimation error variances of the estimators are guaranteed to have the corresponding minimal upper bounds. The accuracy relations among the robust local and fused steady‐state Kalman estimators are proved. An example with application to autoregressive signal processing is proposed, which shows that the robust local and fusion signal estimation problems can be solved by the state estimation problems. Simulation example verifies the effectiveness and correctness of the proposed results.     

具有不确定噪声的连续广义线性系统的鲁棒状态估计

本文讨论了一类具有不确定噪声的连续广义线性系统的鲁棒状态估计问题，文章提供了一种比较实用的状态估计方法，针对噪声不确定性。文章采用对策论的基本原理，导出了 一种最小化不确定下最坏性能的极小极大鲁棒状态估计器。     

广义连续随机非线性系统的递推算法

讨论了广义连续随机非线性系统的最优递推问题,利用矩阵的奇异值分解理论,给出了广义连续随机非线性系统的奇异值标准形式.基于标准形式,在两种情况下将系统分解成两个子系统,通过对子系统状态估计的研究,得到了该系统的最优递推算法.     

Reduced-order observer-based finite-time control for one-sided Lipschitz nonlinear switched singular systems

The reduced-order observer-based finite-time control problem for one-sided Lipschitz nonlinear switched singular systems is addressed in this paper. First, the design method of the reduced-order observer is given via state transformation. Then, based on the average dwell time (ADT) approach, some new sufficient conditions for regularity, impulse-freeness, have a unique solution and finite-time boundedness (FTB) of the dynamic augmented systems are obtained by exploring the reduced-order observer-based controller. Further, the lower finite-time bound can be obtained by using singular value decomposition method. And the state feedback gain and the observer gain are computed by solving linear matrix inequalities (LMIs). Finally, the validity of the obtained method is illustrated by means of a numerical example and a DC motor system.     

网络化不确定系统集中式融合鲁棒稳态估值器

对于一类在状态转移阵和系统观测阵中带相同的状态依赖乘性噪声、带噪声依赖乘性噪声、一步随机观测滞后、丢包和不确定噪声方差的多传感器网络化系统,文章研究其鲁棒集中式融合稳态滤波问题.应用增广方法将系统转换为带随机参数矩阵、相同过程和观测噪声的集中式融合系统.应用去随机化方法和虚拟噪声技术,系统进一步转化为仅带不确定噪声方差的集中式融合系统.根据极大极小鲁棒估计原理,本文提出了鲁棒集中式融合稳态Kalman估值器(预报器、滤波器和平滑器),证明了所提出的集中式融合估值器的鲁棒性,给出了鲁棒局部与集中式融合估值器之间的精度关系.本文提出了应用于多传感器多通道滑动平均(MA)信号估计的一个实例,给出了相应的鲁棒局部和集中式融合信号估值器.仿真实验验证了所提出方法的有效性和正确性.     

广义随机系统的集值滤波

在具有控制输入和动态噪声与观测噪声相关的情况下,给出线性随机系统的集值滤波方程;利用矩阵分解和系统变换的技巧,得到广义随机系统的集值滤波方程.这种状态估计方法适用于初始状态均值位于一个凸集之中的随机系统.与传统Kalman滤波产生单个条件分布不同,这里的集值滤波给出一个条件分布的凸集.     

线性广义系统的最优和鲁棒满阶平滑器

对于线性离散随机广义系统,利用增广状态方法将平滑器问题转化为增广状态的滤波器问题.基于极大似然线性估计准则,提出了最优的满阶平滑器,其中增广状态滤波器的误差方差阵满足广义Riccati方程.当线性离散广义系统的过程噪声和观测噪声的方差不确定时,基于极大极小鲁棒设计原理和最优满阶平滑算法,得到了鲁棒满阶平滑器.应用动态误差方差分析方法证明了其鲁棒性,即鲁棒平滑误差方差阵存在一个上界方差矩阵.数值仿真例子验证了其有效性和正确性.     

一种多径平坦衰落信道下的盲信噪比估计方法

提出一种多径平坦衰落信道下的盲信噪比估计方法.该算法首先利用数字通信信号的循环平稳统计特性构造接收信号的循环自相关矩阵,然后对该矩阵进行奇异值分解,由分解出的特征值信号子空间和噪声子空间,最后通过利用AIC信息准则分别估计信号子空间和噪声子空间的维数并最终估计出信道的平均信噪比.以MPSK信号为例进行了计算机仿真,结果表明了算法的有效性.     

Distributed weighted robust Kalman filter fusion for uncertain systems with autocorrelated and cross-correlated noises

In this paper, the problem of distributed weighted robust Kalman filter fusion is studied for a class of uncertain systems with autocorrelated and cross-correlated noises. The system under consideration is subject to stochastic uncertainties or multiplicative noises. The process noise is assumed to be one-step autocorrelated. For each subsystem, the measurement noise is one-step autocorrelated, and the process noise and the measurement noise are two-step cross-correlated. An optimal robust Kalman-type recursive filter is first designed for each subsystem. Then, based on the newly obtained optimal robust Kalman-type recursive filter, a distributed weighted robust Kalman filter fusion algorithm is derived for uncertain systems with multiple sensors. The distributed fusion algorithm involves a recursive computation of the filtering error cross-covariance matrix between any two subsystems. Compared with the centralized Kalman filter, the distributed weighted robust Kalman filter developed in this paper has stronger fault-tolerance ability. Simulation results are provided to demonstrate the effectiveness of the proposed approaches.     

Local linearization filters for non-linear continuous-discrete state space models with multiplicative noise

In this paper, the local linearization method for the approximate computation of the prediction and filtering estimates of continuous-discrete state space models is extended to the general case of non-linear non-autonomous models with multiplicative noise. The approximate prediction and filter estimates are obtained by applying the optimal linear filter to the piecewise linear state space model that emerges from a local linearization of both the non-linear state equation and the non-linear measurement equation. In addition, the solutions of the differential equations that describe the evolution of the first two conditional moments between observations are obtained, and an algorithm for their numerical computation is also given. The performance of the LL filters is illustrated by mean of numerical experiments.     

The design of optimal reduced order stochastic observers fordiscrete-time linear systems

The minimum variance state estimation of linear discrete-time systems with random white noise input and partially noisy measurements is investigated. An observer of minimal-order that attains the minimum-variance estimation error is found. The structure of this observer is shown to depend strongly on the geometry of the system. This geometry dictates the length of the delays that are applied on the measurements in order to obtain the optimal estimate. The transmission properties of the observer are investigated for systems that are left invertible and free of measurement noise. An explicit expression is found for the transfer function matrix of the observer, from which a simple solution to the linear discrete-time singular optimal filtering problem is obtained     

带有色观测噪声的广义系统Kalman滤波器

对于带自回归滑动平均(ARMA)有色观测噪声的多传感器为广义离散随机线性系统,应用奇异值分解,将其变换为等价的两个降阶多传感器子系统,提出了广义系统多传感器信息融合状态滤波问题。为了提高精度,采用Kalman滤波方法,在线性最小方差按块对角阵最优加权融合准则下,给出了按矩阵加权解耦的分布式Kalman滤波器,可减少计算负担和改善局部滤波精度。为了计算最优加权,提出了局部滤波误差协方差阵的计算公式。一个Monte Carlo仿真例子说明了方法的有效性。