共查询到17条相似文献,搜索用时 140 毫秒
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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. 相似文献
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结构动态载荷/参数联合识别是近些年结构动力学领域的研究热点,比如EGDF(extended Gillijns-De Moor filter)算法。EGDF算法的思想基于扩展卡尔曼滤波(EKF)的1阶线性化近似来处理系统中的非线性,影响识别精度;考虑到无迹变换(UT)能够有效地处理系统非线性问题,引入无迹变换,应用模态缩减法,将传统GDF(Gillijns-De Moor filter)法进行改进,形成了GDF-UT算法;另外,为了缓解GDF法中的载荷位移识别信号的虚假低频漂移现象,应用应变和加速度测量信号的融合策略拓展GDF-UT算法。以平面桁架结构为数值仿真对象,验证了该算法的有效性,相比于EGDF算法,该算法精度更高。 相似文献
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扩展容积卡尔曼滤波定位技术研究 总被引:1,自引:0,他引:1
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。 相似文献
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基于线性化Nataf变换的一次可靠度方法 总被引:3,自引:2,他引:1
首先引入等概率边缘变换的基本原理,证明了常用的Rackwitz-Fiessler变换是等概率边缘变换的一次近似形式,将当量正态化原理和线性变换相结合,提出了扩展的Rackwitz-Fiessler变换,并指出其存在的缺点。然后针对Nataf变换的非线性特征,提出了线性化Nataf变换,并将该变换与改进的HLRF算法相结合,给出了基于线性化Nataf变换和iHLRF算法的一次可靠度方法。将Nataf变换、线性化Nataf变换和扩展的Rackwitz-Fiessler变换通过算例进行了对比分析,结果表明:采用线性化Nataf变换的结构可靠度分析结果收敛于采用Nataf变换的计算结果,而采用扩展的Rackwitz-Fiessler变换的计算结果则有较大的误差。 相似文献
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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. 相似文献
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《Generation, Transmission & Distribution, IET》2008,2(6):917-931
The state estimation of a 300 MW drum-type boiler is examined, using an unscented Kalman filter to improve estimation accuracy by preserving the nonlinearities of the boiler equations. The boiler is modelled by a system of differential state equations for the dynamics of the circulation loop and another set of partial differential equations for the heat exchangers such as the superheaters, reheater and economiser. These modelling equations are the results of first principle balance equations, which have a form that is unsuitable for the extended Kalman filter method because of errors between the linear and nonlinear propagation of the boiler states and the difficulties in obtaining the Jacobian of the state model for the propagation of model uncertainties. An unscented Kalman filter is used to circumvent this problem as it treats the system model as a black box. Filtering results from simulated plant data are presented to demonstrate the effectiveness of the filter application. 相似文献
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传统的基于扩展卡尔曼滤波方法的结构非线性行为识别方法往往要求结构质量以及结构非线性恢复力的参数化模型已知。该研究为解决非线性结构质量,结构参数,非线性恢复力的识别问题,提出了一种两阶段识别方法;为提高计算效率采用遗忘因子扩展卡尔曼滤波算法结合等效线性模型实现结构非线性位置的定位,随后采用无迹卡尔曼滤波算法与恢复力的二重切比雪夫多项式非参数化模型识别结构参数,质量与恢复力。在对一个含形状记忆合金(SMA)阻尼器的多自由度体系的数值模型进行了数值模拟验证的基础上,设计了一个含SMA阻尼器的四自由度框架开展动力试验,验证了所提出方法对结构质量以及恢复力的识别效果。 相似文献
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水下目标跟踪是海洋国土监视、反潜战等环境下的关键技术。以往的跟踪滤波算法主要基于卡尔曼滤波、扩展卡尔曼滤波等算法,这些方法实现比较复杂,滤波精度不高。最近出现了不敏卡尔曼滤波、粒子滤波、转换瑞利滤波、双多基地跟踪算法等,需要研究这些算法在水下目标跟踪中的性能。总结对比了国内外学者在此领域的研究成果,得出了这些滤波算法在水下目标跟踪中的优缺点。重点论述了纯角度跟踪和非线性滤波算法的发展、在水下目标跟踪中的应用以及多基地声纳跟踪水下目标技术的发展,回顾了机动目标跟踪和多目标数据互联算法。研究表明,非卡尔曼滤波算法能够更高精度地跟踪水下目标,双多基地声纳是今后发展的重点。为今后的研究提供参考。 相似文献
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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. 相似文献
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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。 相似文献