Kalman filtering for adaptive nonuniformity correction in infrared focal-plane arrays

A novel statistical approach is undertaken for the adaptive estimation of the gain and bias nonuniformity in infrared focal-plane array sensors from scene data. The gain and the bias of each detector are regarded as random state variables modeled by a discrete-time Gauss-Markov process. The proposed Gauss-Markov framework provides a mechanism for capturing the slow and random drift in the fixed-pattern noise as the operational conditions of the sensor vary in time. With a temporal stochastic model for each detector's gain and bias at hand, a Kalman filter is derived that uses scene data, comprising the detector's readout values sampled over a short period of time, to optimally update the detector's gain and bias estimates as these parameters drift. The proposed technique relies on a certain spatiotemporal diversity condition in the data, which is satisfied when all detectors see approximately the same range of temperatures within the periods between successive estimation epochs. The performance of the proposed technique is thoroughly studied, and its utility in mitigating fixed-pattern noise is demonstrated with both real infrared and simulated imagery.     

Analysis of a Kalman filter based method for on-line estimation of atmospheric dispersion parameters using radiation monitoring data

A Kalman filter method is discussed for on-line estimation of radioactive release and atmospheric dispersion from a time series of off-site radiation monitoring data. The method is based on a state space approach, where a stochastic system equation describes the dynamics of the plume model parameters, and the observables are linked to the state variables through a static measurement equation. The method is analysed for three simple state space models using experimental data obtained at a nuclear research reactor. Compared to direct measurements of the atmospheric dispersion, the Kalman filter estimates are found to agree well with the measured parameters, provided that the radiation measurements are spread out in the cross-wind direction. For less optimal detector placement it proves difficult to distinguish variations in the source term and plume height; yet the Kalman filter yields consistent parameter estimates with large associated uncertainties. Improved source term assessment results, when independent estimates of the plume height can be used. Perspectives for using the method in the context of nuclear emergency management are discussed, and possible extensions to the present modelling scheme are outlined, to account for realistic accident scenarios.     

基于输入估计方法的振动主动控制试验研究

针对一种基于随机游走和输入估计策略的振动主动控制方法进行了试验研究。该方法涉及的动力学模型既依赖于受控系统的基本物理参数,又与未知的外扰激励密切相关。首先采用模态识别方法离线辨识系统的物理参数,以获得系统状态方程,再利用随机游走模型将未知外扰视为辅助状态量来构造新的状态方程,并借助Kalman滤波原理对新状态方程中的未知状态进行估计,进而得到未知状态和外扰的估计值。根据系统已知的测量输出、未知状态及外扰的估计值构造目标函数,应用LQG方法求解控制器增益,得到考虑未知外扰的最优控制输入。以柔性悬臂梁模型作为受控对象,对其实施振动主动控制,试验结果表明,该控制方法能有效抑制模型的前四阶模态振动,特别是对低阶模态的控制,其效果远优于经典LQG控制方法。     

光电跟踪的非线性卡尔曼滤波算法

为得到最小方差意义下的光电跟踪目标的最优状态估计,提出将部分状态卡尔曼滤波和非线性系统的一阶线性化思想相结合,构成一种适用于非线性光电跟踪目标的卡尔曼滤波算法,并总结出详细算法结构.同时将此方法应用到非线性测量光电跟踪系统中,并与扩展卡尔曼滤波和U卡尔曼滤波进行性能对比.仿真实验结果证明,将部分状态卡尔曼滤波和非线性系统的一阶线性化思想相结合是有效可行的,而且其性能明显优于扩展卡尔曼滤波和U卡尔曼滤波.     

Variational Bayesian Based IMM Robust GPS Navigation Filter

This paper investigates the navigational performance of Global Positioning System (GPS) using the variational Bayesian (VB) based robust filter with interacting multiple model (IMM) adaptation as the navigation processor. The performance of the state estimation for GPS navigation processing using the family of Kalman filter (KF) may be degraded due to the fact that in practical situations the statistics of measurement noise might change. In the proposed algorithm, the adaptivity is achieved by estimating the time-varying noise covariance matrices based on VB learning using the probabilistic approach, where in each update step, both the system state and time-varying measurement noise were recognized as random variables to be estimated. The estimation is iterated recursively at each time to approximate the real joint posterior distribution of state using the VB learning. One of the two major classical adaptive Kalman filter (AKF) approaches that have been proposed for tuning the noise covariance matrices is the multiple model adaptive estimate (MMAE). The IMM algorithm uses two or more filters to process in parallel, where each filter corresponds to a different dynamic or measurement model. The robust Huber's M-estimation-based extended Kalman filter (HEKF) algorithm integrates both merits of the Huber M-estimation methodology and EKF. The robustness is enhanced by modifying the filter update based on Huber's M-estimation method in the filtering framework. The proposed algorithm, referred to as the interactive multi-model based variational Bayesian HEKF (IMM-VBHEKF), provides an effective way for effectively handling the errors with time-varying and outlying property of non-Gaussian interference errors, such as the multipath effect. Illustrative examples are given to demonstrate the navigation performance enhancement in terms of adaptivity and robustness at the expense of acceptable additional execution time.     

Simultaneous estimation of aerosol cloud concentration and spectral backscatter from multiple-wavelength lidar data

We present a sequential algorithm for estimating both concentration dependence on range and time and backscatter coefficient spectral dependence of optically thin localized atmospheric aerosols using data from rapidly tuned lidar. The range dependence of the aerosol is modeled as an expansion of the concentration in an orthonormal basis set whose coefficients carry the time dependence. Two estimators are run in parallel: a Kalman filter for the concentration range and time dependence and a maximum-likelihood estimator for the aerosol backscatter wavelength and time dependence. These two estimators exchange information continuously over the data-processing stream. The state model parameters of the Kalman filter are also estimated sequentially together with the concentration and backscatter. Lidar data collected prior to the aerosol release are used to estimate the ambient lidar return. The approach is illustrated on atmospheric backscatter long-wave infrared (CO2) lidar data.     

On-line identification, flutter testing and adaptive notching of structural mode parameters for V-22 tiltrotor aircraft

New algorithms and results are presented for flutter testing and adaptive notching of structural modes in V-22 tiltrotor aircraft based on simulated and flight-test data from Bell Helicopter Textron, Inc. (BHTI). For flutter testing and the identification of structural mode frequencies, dampings and mode shapes, time domain state space techniques based on Deterministic Stochastic Realization Algorithms (DSRA) are used to accurately identify multiple modes simultaneously from sine sweep and other multifrequency data, resulting in great savings over the conventional Prony method. Two different techniques for adaptive notching are explored in order to design an Integrated Flight Structural Control (IFSC) system. The first technique is based on on-line identification of structural mode parameters using DSRA algorithm and tuning of a notch filter. The second technique is based on decoupling rigid-body and structural modes of the aircraft by means of a Kalman filter and using rigid-body estimates in the feedback control loop. The difference between the two approaches is that on-line identification and adaptive notching in the first approach are entirely based on the knowledge of structural modes, whereas the Kalman filter design in the second approach is based on the rigid-body dynamic model only. In the first IFSC design, on-line identification is necessary for flight envelope expansion and to adjust the notch filter frequencies and suppress aero-servoelastic instabilities due to changing flight conditions such as gross weight, sling loads, and air speed. It is shown that by tuning the notch filter frequency to the identified frequency, the phase lag is reduced and the corresponding structural mode is effectively suppressed and stability is maintained. In the second IFSC design using Kalman filter design, the structural modes are again effectively suppressed. Furthermore, the rigid-body estimates are found to be fairly insensitive to both natural frequency and damping factor variations and therefore stability is maintained. The Kalman filter design might be a better choice when the rigid-body dynamics are well known because no adaptation is necessary in this case.     

Bayesian state and parameter estimation of uncertain dynamical systems

The focus of this paper is Bayesian state and parameter estimation using nonlinear models. A recently developed method, the particle filter, is studied that is based on stochastic simulation. Unlike the well-known extended Kalman filter, the particle filter is applicable to highly nonlinear models with non-Gaussian uncertainties. Recently developed techniques that improve the convergence of the particle filter simulations are introduced and discussed. Comparisons between the particle filter and the extended Kalman filter are made using several numerical examples of nonlinear systems. The results indicate that the particle filter provides consistent state and parameter estimates for highly nonlinear models, while the extended Kalman filter does not.     

光电跟踪系统非线性新息自适应卡尔曼滤波算法

为解决非线性部分状态卡尔曼滤波算法中由于线性化误差所导致的滤波精度下降问题,提出采用UT变换方法计算系统状态误差方差,及基于新息自适应调整系统噪声方差,进而构成一种新的非线性自适应部分状态卡尔曼滤波算法,并总结出详细算法结构.同时,将此方法应用到非线性测量光电跟踪系统中,并与U卡尔曼滤波和非线性部分状态卡尔曼滤波进行性...     

基于Sigma点全局迭代参数卡尔曼滤波的折线型本构模型参数识别

折线型本构模型控制参数少,物理意义明确,但其数学表达式复杂因而识别困难。针对折线型本构模型的参数识别,提出基于Sigma点变换的全局迭代参数卡尔曼滤波算法。所提方法以待识别参数作为状态向量,降低状态向量维度,减少计算量;基于Sigma点卡尔曼滤波避免求解雅克比(Jacobian)矩阵,实现非连续型函数本构模型的参数识别;通过设定目标函数进行全局迭代,以获得最优解。由于非线性系统下一时刻响应与历史路径有关,量测更新时由初始时刻计算到当前时刻。最后,在地震荷载下,将隔震支座系统简化为单自由度双线性模型,将桥墩简化为单自由度Takeda模型,根据该文所提出的方法理念,分别基于无迹卡尔曼滤波(unscented Kalman filter,UKF)、容积卡尔曼滤波(cubature Kalman filter,CKF)和球面单纯形径向容积正交卡尔曼滤波(spherical simplex-radial cubature quadrature Kalman filter,SSRCQKF)采样规则识别折线型本构模型参数。结果表明所提方法能够准确识别非线性参数,同时具有较强的鲁棒性,不同滤波器收敛过程及结果也有所差异。     

基于WOA-UKF算法的锂电池容量与SOC联合估计

锂电池的荷电状态(SOC)和有效容量是表征电池当前剩余电量和电池寿命的重要参数,提出一种锂离子电池有效容量和SOC的联合估计方法。在电池全寿命周期内,给出一种开路电压与SOC和电池有效容量非线性模型的两变量多项式描述;当电池循环使用次数超过预设值,采用鲸鱼优化算法估计当前电池容量与电池模型参数,根据模型参数与容量值采用无迹卡尔曼滤波器估计电池SOC;在SOC估计过程中,采用鲸鱼优化算法更新无迹卡尔曼滤波器的观测噪声方差和过程噪声方差,实现噪声方差的自适应调节,进而提高估计精度。实验结果验证了该方法的有效性和联合估计方案的可行性。     

Particle filter-based monitoring scheme for simulated bio-ethylene production process

The use of biomass has been promoted to meet the need for sustainable production of ethylene, which is the most used petroleum-derived in the polymer industry. Ethanol is an alternative feedstock to yield the so-called bio-ethylene through catalytic dehydration in fixed-bed reactors. As the reaction system is strongly endothermic, it is very important to know accurately the reactor temperature to assure the process performance. However, in the industrial context, the process measurements are often uncertain and not all variables can be directly measured online. In this regard, this paper analyses the mathematical modelling and numerical simulation of the ethanol catalytic dehydration and contributes with a monitoring scheme using the Bayesian method known as particle filter. Numerical simulations helped understanding the process behaviour and locating the best position for the temperature sensor in the reactor. From temperature measurements, the proposed inferential tool estimates hidden state variables and unmeasured disturbances, using Sequential Importance Resampling algorithm for the particle filter. The proposal is investigated according to the number of particles and the criterion total error reduction. The results show that the monitoring scheme is able to estimate satisfactorily the process variable profiles, as the temperature and chemical conversion, along the reactor length.     

基于模糊逻辑的两步卡尔曼滤波器设计

在对惯性运动跟踪系统的建模分析中,常采用基于计算机的集中式卡尔曼滤波算法进行数据处理。由于该方法存在算法复杂,处理数据速度慢等问题,难以在嵌入式系统中实现高速运动跟踪,提出一种基于模糊逻辑的自适应两步卡尔曼滤波算法。该方法根据人体不同的运动状态调整卡尔曼滤波器,实验结果证明所提的方法能够更好地估计各个传感器的测量精度,减少了运算量,并在一定程度上提高了滤波器的容错性能。     

安时-卡尔曼交叉运行的电池荷电状态估算策略及其微控制器在环验证

为了提高电池管理系统(BMS)的性能,研究了电池荷电状态(SOC)的估算方法,并根据SOC估算算法精度和系统实时性要求,提出了安时(AH)积分算法-卡尔曼(Kalman)算法(AH-Kalman)交叉运行的SOC估算策略。该策略用开路电压(OCV)法确定SOC初值,以实时性较强的AH积分法为主,采用间歇运行的Kalman滤波法修正安时计量法积分误差。建立了系统仿真模型,验证了卡尔曼滤波算法对安时积分法积累误差的修正作用。将控制算法生成C代码下载到目标控制器,搭建微控制器在环测试验证(PILS)平台,进行了与传统卡尔曼滤波算法的复杂度对比分析。结果表明,所提出AHKalman交叉运行的SOC估算策略在保证了SOC估算精度的同时也具有较好的实时性,便于实际应用。     

Scene-based nonuniformity correction for focal plane arrays by the method of the inverse covariance form

What is to our knowledge a new scene-based algorithm for nonuniformity correction in infrared focal-plane array sensors has been developed. The technique is based on the inverse covariance form of the Kalman filter (KF), which has been reported previously and used in estimating the gain and bias of each detector in the array from scene data. The gain and the bias of each detector in the focal-plane array are assumed constant within a given sequence of frames, corresponding to a certain time and operational conditions, but they are allowed to randomly drift from one sequence to another following a discrete-time Gauss-Markov process. The inverse covariance form filter estimates the gain and the bias of each detector in the focal-plane array and optimally updates them as they drift in time. The estimation is performed with considerably higher computational efficiency than the equivalent KF. The ability of the algorithm in compensating for fixed-pattern noise in infrared imagery and in reducing the computational complexity is demonstrated by use of both simulated and real data.     

Online estimation of vapor path-integrated concentration and absorptivity using multiwavelength differential absorption lidar

Differential absorption lidar data processing traditionally assumes knowledge of the spectral dependence of the absorptivity coefficients. While this is sometimes a good assumption, it is often not in complicated collection environments where the material present is ambiguous. We present an alternative approach that estimates the vapor path-integrated concentration (CL) and absorptivity (rho) in parallel by a processor capable of online implementation. The algorithm is based on an extended Kalman filter (EKF) for CL and a sequential maximum likelihood estimator for rho. The state model parameters of the EKF are also estimated sequentially together with CL and rho. The approach is illustrated on simulated and real topographic backscatter lidar data collected by the Edgewood Chemical Biological Center.     

State estimation approach for determining composition and growth rate of Si1-xGex chemical vapor deposition utilizing real-time ellipsometric measurements

We present an algorithm that simultaneously deduces from real-time ellipsometric measurements both the growth rate and the composition of Si1-xGex films deposited via chemical vapor deposition. The heart of the algorithm is a dynamic, first-principles model of the deposition system and the ellipsometric sensor. The model predicts the ellipsometric parameters psi and Delta during film growth. An extended Kalman filter is developed that utilizes the sensor model and infers both the growth rate and the Ge composition of the deposited film in real time. Two simulations demonstrating the effectiveness of the algorithm are evaluated.     

Minimum Error Entropy Based EKF for GPS Code Tracking Loop

This paper investigates the minimum error entropy based extended Kalman filter (MEEKF) for multipath parameter estimation of the Global Positioning System (GPS). The extended Kalman filter (EKF) is designed to give a preliminary estimation of the state. The scheme is designed by introducing an additional term, which is tuned according to the higher order moment of the estimation error. The minimum error entropy criterion is introduced for updating the entropy of the innovation at each time step. According to the stochastic information gradient method, an optimal filer gain matrix is obtained. The mean square error criterion is limited to the assumption of linearity and Gaussianity. However, non-Gaussian noise is often encountered in many practical environments and their performances degrade dramatically in non-Gaussian cases. Most of the existing multipath estimation algorithms are usually designed for Gaussian noise. The I (in-phase) and Q (quadrature) accumulator outputs from the GPS correlators are used as the observational measurements of the EKF to estimate the multipath parameters such as amplitude, code delay, phase, and carrier Doppler. One reasonable way to obtain an optimal estimation is based on the minimum error entropy criterion. The MEEKF algorithm provides better estimation accuracy since the error entropy involved can characterize all the randomness of the residual. Performance assessment is presented to evaluate the effectivity of the system designs for GPS code tracking loop with multipath parameter estimation using the minimum error entropy based extended Kalman filter.     

阵列测量中的卡尔曼滤波器算法

针对经典波束形成算法不具备实时性、占用存储空间大、计算速度慢等缺点,提出了基于卡尔曼滤波器的算法。这种算法将信号处理领域中现有的卡尔曼滤波器理论与阵列信号处理过程相结合,在频域内对声学阵列所采集到的数据进行迭代处理,不仅能够及时发现风洞测量中存在的各种问题,而且可以实时消除由测量环境所引起的各种误差。仿真结果表明,这种算法比经典波束形成算法收敛速度更快,不仅成像效果很好,而且能够对低速运动声源进行定位。此算法具备实时性,为风洞声源的实时定位提供了重要的算法选择。     

Statistical algorithm for nonuniformity correction in focal-plane arrays.

A statistical algorithm has been developed to compensate for the fixed-pattern noise associated with spatial nonuniformity and temporal drift in the response of focal-plane array infrared imaging systems. The algorithm uses initial scene data to generate initial estimates of the gain, the offset, and the variance of the additive electronic noise of each detector element. The algorithm then updates these parameters by use of subsequent frames and uses the updated parameters to restore the true image by use of a least-mean-square error finite-impulse-response filter. The algorithm is applied to infrared data, and the restored images compare favorably with those restored by use of a multiple-point calibration technique.