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...     

Sage_Husa自适应滤波算法在捷联组合导航系统中的应用

以组合导航系统为应用背景,在现有方法的基础上,提出Sage_ Husa自适应滤波算法的应用.采用常规卡尔曼滤波时,需要知道系统的数学模型和噪声统计的先验知识,但是在实际系统中,系统的数学模型和噪声统计是未知的、近似的或部分已知的.用不准确的模型或噪声统计设计出的卡尔曼滤波器将导致状态估值误差增大,甚至使滤波发散.Sag...     

改进的EKF算法在目标跟踪中的运用

过程噪声和测量噪声影响Kalman滤波的性能,通常很难得到它们准确的值。提出观测噪声和过程噪声实时估计的自适应算法。该算法可以用在非线性和机动目标跟踪问题中,不必预先知道准确的噪声方差。重新估测观测噪声方差矩阵,可以较好地消除由观测噪声带来的误差;建立一个简单的线性Kalman滤波器对过程噪声进行实时估计,这对于机动目标来说是必要的,因为原有的过程噪声将受到加速度影响,不能包含全部的信息。实验表明,该算法保证EKF稳定性,提高了跟踪性能。模拟实验300次后,X,Y方向位置均方误差分别为7.8099,9.6838。     

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.     

基于对称分布特性的自适应α-剪枝均值滤波

本文提出了一种新的消除图像中混合噪声的自适应α-剪枝均值方法.该方法基于α-剪枝均值理论和噪声模型的对称特性.与基于渐进方差最小化的自适应α-剪枝均值方法相比,两者在滤波效果上接近,在滤波速度上本文方法提高了近一倍,降低了算法复杂度.对偏离对称分布模型的混合噪声模型,此方法也有很好的鲁棒性.通过实验,其有效性和速度得到验证.     

噪声方差自适应修正的混合系统故障诊断方法

针对混合系统故障诊断问题,提出了一种模型噪声方差自适应修正的多模态故障诊断方法。首先,在粒子滤波的框架内将混合系统故障诊断建模为最优状态估计与跟踪问题,利用实时观察信息和各个模态先验的转移概率,估计最优的故障模态,并针对估计结果进行单独的建模分析;接着,根据平滑估计值和当前观测信息之间的相关性,建立噪声方差在线自适应检测机制,对模态噪声方差进行自适应更新,有效克服了模型噪声统计特性时变对滤波精度的影响,提升了算法的鲁棒性。最后,针对多种模态估计跟踪进行了充分的仿真分析,验证了本文方法的有效性和鲁棒性。     

EKF和PF算法及其在目标跟踪中的应用

基于贝叶斯滤波的目标跟踪原理,介绍了扩展卡尔曼滤波(Extended Kalman Filter,EKF)和粒子滤波(ParticleFilter,PF)的基本思想和算法实现步骤。在非线性环境下对比分析了EKF算法和PF算法的估计精度,并给出两种方法的适用条件。EKF算法采用Taylor展开的线性变换来近似非线性模型,而PF算法采用一些带有权值的随机样本来表示所需要的后验概率密度。仿真结果表明,在强非线性非高斯环境下,PF算法的跟踪性能远优于EKF算法,当系统非线性强度不大时,EKF算法和PF算法的估计精度相差不大,但PF算法计算复杂,跟踪时间长,实时性差。     

自适应滤波在平台自标定数据处理中的应用

目的：研究自适应卡尔曼滤波技术在平台自标定数据处理中的应用。方法：对平台标定中数据处理的一种方法是对角度传感器输出分析，解算出漂移角速率，并在此基础上辨识出漂移参数，由于平台自标定往往在动基座条件下进行，角度传感器输出中的噪声统计难以确定，并且会出现时变的情况，传统的卡尔曼滤波方法不能适用，自适应卡尔曼滤波在估计状态的同时，利用观测数据带来的信息，可在线估计噪声的统计特性，从而不断地改进滤波器的设计，结果与结论：对输出数据建立常速度模型，采用Sage-Husa自适应滤波算法，进行参数辨识，得到较好的效果。     

非线性滤波CRLB推导及在目标跟踪中的应用

针对可叠加零均值高斯白噪声的非线性滤波,利用无迹变换,推导出理论上的误差性能下界Cramét-Rao Low Bound(CRLB).在利用光电信号对目标进行纯方位角跟踪中,提出一种次优的非线性滤波算法--距离参数化无迹卡尔曼滤波(RPUKF).仿真中将其和距离参数化扩展卡尔曼滤波(RPEKF)的性能曲线以及理论性能下界做了比较.结果表明,两种次优算法的曲线逐渐逼近理论下界,且PRUKF性能更优.     

去除脉冲噪声的自适应开关中值滤波

为消除图像中的脉冲噪声,提出了自适应开关中值(ASM)滤波算法。该算法采用一种新的噪声检测方法将图像中的像素分为信号点和噪声点两类。对检测出的噪声点统计其个数并由此估算图像中的噪声密度,根据估计的噪声密度自适应确定滤波窗口尺寸,采用改进的中值滤波对检测出的噪声点进行处理;而信号点则保留其灰度值不予处理。对ASM滤波进行仿真实验,结果表明,它能在有效去除噪声的同时很好地保护图像细节,较传统中值滤波及其它改进中值滤波算法有更优的滤波性能。     

扩展容积卡尔曼滤波定位技术研究

为提高被动定位技术的精度与环境适应性,本文提出运用一种新的非线性滤波方法—扩展容积卡尔曼滤波算法进行多角度传感器目标定位;它首先利用EMD(经验模态分解)算法对目标的量测噪声协方差矩阵进行估计;然后,将过程噪声协方差和量测噪声协方差融入循环过程;同时,为保持算法的稳定性和正定性,利用求平方根的形式对算法改进。通过对扩展容积卡尔曼滤波与UKF(不敏卡尔曼滤波)算法跟踪目标的结果进行比较,在运算复杂度与UKF相当的前提下,扩展容积卡尔曼滤波算法不仅可以对未知量测噪声情况下的目标进行跟踪,而且显著提高了被动定位的精度。     

基于二阶转换测量Kalman滤波的目标跟踪算法(英文)

为了减小传统跟踪滤波算法线性化误差,提高光电跟踪系统的跟踪速度和跟踪精度,本文在三维空间中,提出了二阶去偏转换测量卡尔曼滤波算法.该算法利用二阶泰勒展开的方法,推导出了光电跟踪系统观测方程的转换测量值误差的均值和协方差矩阵表达式,并对测量误差进行去偏差补偿处理,再经过转换测量卡尔曼滤波,可显著减小传统滤波算法的线性化误差.仿真结果表明,二阶去偏转换测量卡尔曼滤波(SCMKF)算法的跟踪精度优于非去偏转换测量卡尔曼滤波(CMKF)和扩展卡尔曼滤波(EKF),以及unscented卡尔曼滤波(UKF)算法,并且具 有更快的收敛速度,和采用统计方法的去偏转换测量卡尔曼滤波(DCMKF)的跟踪精度相当,但计算简单,提高了跟踪速度.     

基于自适应滤波的锂电池隔膜卷绕系统张力估计

锂电池隔膜卷绕系统的电机转速、放卷辊的卷材卷径和放卷张力等实时信号都带有高斯白噪声,易形成较大的滞后,从而导致控制系统的稳定性和精度降低。现以协方差匹配技术为滤波发散判据,再结合对于指数加权系数的表达式限定记忆滤波的次数,提高噪声初始值的分配权重,来保持滤波的自适应程度,提出一种基于改进型SageHusa自适应滤波估计张力的方法,实现对系统噪声协方差阵与测量噪声协方差阵的自适应变化。实验结果表明,所提出的方法不仅能更准确、稳定地估计出锂电池隔膜卷绕系统放卷张力,还能在一定范围内使其不受给定的噪声协方差阵初值影响,而且有较高的精度和较强的实时性,优于一般的扩展卡尔曼滤波算法。     

Estimation Performance for the Cubature Particle Filter under Nonlinear/Non-Gaussian Environments

This paper evaluates the state estimation performance for processing nonlinear/non-Gaussian systems using the cubature particle filter (CPF), which is an estimation algorithm that combines the cubature Kalman filter (CKF) and the particle filter (PF). The CPF is essentially a realization of PF where the third-degree cubature rule based on numerical integration method is adopted to approximate the proposal distribution. It is beneficial where the CKF is used to generate the importance density function in the PF framework for effectively resolving the nonlinear/non-Gaussian problems. Based on the spherical-radial transformation to generate an even number of equally weighted cubature points, the CKF uses cubature points with the same weights through the spherical-radial integration rule and employs an analytical probability density function (pdf) to capture the mean and covariance of the posterior distribution using the total probability theorem and subsequently uses the measurement to update with Bayes’ rule. It is capable of acquiring a maximum a posteriori probability estimate of the nonlinear system, and thus the importance density function can be used to approximate the true posterior density distribution. In Bayesian filtering, the nonlinear filter performs well when all conditional densities are assumed Gaussian. When applied to the nonlinear/non-Gaussian distribution systems, the CPF algorithm can remarkably improve the estimation accuracy as compared to the other particle filter-based approaches, such as the extended particle filter (EPF), and unscented particle filter (UPF), and also the Kalman filter (KF)-type approaches, such as the extended Kalman filter (EKF), unscented Kalman filter (UKF) and CKF. Two illustrative examples are presented showing that the CPF achieves better performance as compared to the other approaches.     

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.