Generalized unscented Kalman filtering based radial basis function neural network for the prediction of ground radioactivity time series with missing data

On the assumption that random interruptions in the observation process are modeled by a sequence of independent Bernoulli random variables, we firstly generalize two kinds of nonlinear filtering methods with random interruption failures in the observation based on the extended Kalman filtering (EKF) and the unscented Kalman filtering (UKF), which were shortened as GEKF and GUKF in this paper, respectively. Then the nonlinear filtering model is established by using the radial basis function neural network (RBFNN) prototypes and the network weights as state equation and the output of RBFNN to present the observation equation. Finally, we take the filtering problem under missing observed data as a special case of nonlinear filtering with random intermittent failures by setting each missing data to be zero without needing to pre-estimate the missing data, and use the GEKF-based RBFNN and the GUKF-based RBFNN to predict the ground radioactivity time series with missing data. Experimental results demonstrate that the prediction results of GUKF-based RBFNN accord well with the real ground radioactivity time series while the prediction results of GEKF-based RBFNN are divergent.     

一种新型广义RBF神经网络在混沌时间序列预测中的研究

提出了一种新颖的广义径向基函数神经网络模型,其径向基函数(RBF)的形式由生成函数确定.然后,给出了易实现的梯度学习算法,同时为了进一步提高网络的收敛速度和网络性能,又给出了基于卡尔曼滤波的动态学习算法.为了验证网络的学习性能，采用基于卡尔曼滤波算法的新型广义RBF网络预测模型对Mackey-Glass混沌时间序列和Henon映射进行了仿真.结果表明,所提出的新型广义RBF神经网络模型能快速、精确地预测混沌时间序列,是研究复杂非线性动力系统辨识和控制的一种有效方法. 关键词： 广义径向基函数神经网络 卡尔曼滤波 梯度下降学习算法 混沌时间序列 预测     

线性加速度计在压电陀螺卡尔曼滤波技术中的应用

针对光电稳定平台常用的压电陀螺随机游走噪声大的缺点,提出采用基于线性加速度计的卡尔曼滤波技术对其进行信号滤波。利用卡尔曼滤波理论,建立了压电陀螺角速率状态观测方程,采用线性加速度计测量平台惯性角加速度,由此对陀螺信号进行了滤波。实验结果表明:采用线性加速度计能够在不影响陀螺带宽的前提下将压电陀螺的随机游走噪声水平由原有的0.005(°).s-1/槡Hz降低到0.001 25(°).s-1/槡Hz,提高了光电平台的稳定精度。     

基于在线小波支持向量回归的混沌时间序列预测

混沌时间序列预测是非线性动力学研究中一个十分重要的问题，支持向量回归方法为其提供了一种有效的解决思路.通过分析新样本加入训练集后支持向量集的变化情况，建立了一种混沌时间序列预测的支持向量回归算法，具备了在线学习的特点.同时，针对混沌信号提出了一种满足小波框架的小波核函数，它不但能以较高的精度逼近任意函数，而且适合于混沌信号的局部分析，提高了支持向量回归的泛化能力.最后就Mackey-Glass混沌时间序列在线预测问题进行了大量仿真.结果表明，本文算法与现有的算法相比具有训练时间短、预测精度高等特点，有一定 关键词： 混沌时间序列 支持向量回归 在线学习 小波核     

扩展卡尔曼滤波和不敏卡尔曼滤波在实时雷达回波反演大气波导中的应用

为了改善雷达回波反演大气波导(RFC)方面存在的单时次、单方位角反演的问题,提出利用扩展卡尔曼滤波和不敏卡尔曼滤波的反演算法对大气波导结构的多方位角实时跟踪反演. 在卡尔曼滤波方法中分别给出大气波导结构的参数化方程、观测方程、滤波算法的状态转移方程,最后导出滤波反演算法的迭代求解流程. 在大气波导结构不随时间变化和随时间变化的两种条件下,对扩展卡尔曼滤波和不敏卡尔曼滤波算法进行数值实验. 实验结果表明,不敏卡尔曼滤波更适用于RFC这高度非线性反演问题,它可能今后为大气波导结构多方位角实时跟踪反演的业务化运行提供理论基础与技术保证. 关键词： 大气波导 雷达回波 扩展卡尔曼滤波 不敏卡尔曼滤波     

基于集员估计的混沌通信窄带干扰抑制技术

基于混沌载波的有界性和最优定界椭球(OBE)准则,推导出了已知干扰信号模型参数的状态估计和未知干扰信号模型参数的自适应状态估计的干扰对消算法.与基于最小相空间体积(MPSV)的Kalman滤波和传统的递归最小二乘(RLS)算法相比,本算法具有选择更新特性,能在仅有少量数据参与更新的情况下达到与前者接近的性能,降低了计算量.该方法的性能通过在混沌参数调制(CPM)和差分混沌相移键控(DCSK)两种通信方式下对自回归(AR)型和单音两种窄带干扰的有效抑制得到了验证. 关键词： 最优定界椭球 混沌通信 干扰抑制 集员估计     

基于模糊模型的混沌时间序列预测

对于复杂、病态、非线性动态系统，基于模糊集合的模糊模型，利用模糊推理规则描述动态系统的特性，是一种有效方法.讨论了利用模糊建模方法实现非线性系统的建模和预测.首先，利用在线模糊竞争学习方法划分输入变量的模糊输入空间，然后利用卡尔曼滤波算法估计模糊模型的参数.采用该方法对Mackey Glass混沌时间序列进行预测试验，结果表明利用本方法可以在线或者离线能对Mackey Glass混沌时间序列进行准确预测，证明了本方法的有效性. 关键词： 模糊竞争学习 混沌时间序列 卡尔曼滤波     

线性加速度计在压电陀螺卡尔曼滤波技术中的应用

针对光电稳定平台常用的压电陀螺随机游走噪声大的缺点,提出采用基于线性加速度计的卡尔曼滤波技术对其进行信号滤波。利用卡尔曼滤波理论,建立了压电陀螺角速率状态观测方程,采用线性加速度计测量平台惯性角加速度,由此对陀螺信号进行了滤波。实验结果表明：采用线性加速度计能够在不影响陀螺带宽的前提下将压电陀螺的随机游走噪声水平由原有的0.005（°）.s-1/槡Hz降低到0.001 25（°）.s-1/槡Hz,提高了光电平台的稳定精度。     

Variational Bayesian identification and prediction of stochastic nonlinear dynamic causal models

In this paper, we describe a general variational Bayesian approach for approximate inference on nonlinear stochastic dynamic models. This scheme extends established approximate inference on hidden-states to cover: (i) nonlinear evolution and observation functions, (ii) unknown parameters and (precision) hyperparameters and (iii) model comparison and prediction under uncertainty. Model identification or inversion entails the estimation of the marginal likelihood or evidence of a model. This difficult integration problem can be finessed by optimising a free-energy bound on the evidence using results from variational calculus. This yields a deterministic update scheme that optimises an approximation to the posterior density on the unknown model variables. We derive such a variational Bayesian scheme in the context of nonlinear stochastic dynamic hierarchical models, for both model identification and time-series prediction. The computational complexity of the scheme is comparable to that of an extended Kalman filter, which is critical when inverting high dimensional models or long time-series. Using Monte-Carlo simulations, we assess the estimation efficiency of this variational Bayesian approach using three stochastic variants of chaotic dynamic systems. We also demonstrate the model comparison capabilities of the method, its self-consistency and its predictive power.     

Kalman filters for fractional discrete-time stochastic systems along with time-delay in the observation signal

This paper investigates fractional Kalman filters when time-delay is entered in the observation signal in the discrete-time stochastic fractional order state-space representation. After investigating the common fractional Kalman filter, we try to derive a fractional Kalman filter for time-delay fractional systems. A detailed derivation is given. Fractional Kalman filters will be used to estimate recursively the states of fractional order state-space systems based on minimizing the cost function when there is a constant time delay (d) in the observation signal. The problem will be solved by converting the filtering problem to a usual d-step prediction problem for delay-free fractional systems.     

逼近积分点数下限的五阶容积卡尔曼滤波定轨算法

为了在保持滤波定轨精度不变的条件下提高定轨计算的实时性,提出一种新的逼近积分点个数下限的五阶容积卡尔曼滤波定轨算法.首先,采用一种数值容积准则对非线性函数的高斯加权积分进行近似,该准则所需的积分点个数仅比五阶代数精度容积准则积分点个数的理论下限多一个积分点,并在贝叶斯滤波算法框架下推导出本文算法的更新步骤.然后,给出实时定轨所需的状态方程和量测方程,在状态方程中考虑了J2项引力摄动和大气阻力摄动,在量测方程中利用坐标系转换推导了轨道状态与测量元素之间的非线性关系.仿真实验结果表明,本文所提算法在定轨精度方面与已有的五阶滤波算法相当,但所需的积分点个数最少,计算实时性最高,从而验证了本文算法的有效性.     

Stochastic stability of the derivative unscented Kalman filter

This is the second of two consecutive papers focusing on the filtering algorithm for a nonlinear stochastic discretetime system with linear system state equation. The first paper established a derivative unscented Kalman filter(DUKF) to eliminate the redundant computational load of the unscented Kalman filter(UKF) due to the use of unscented transformation(UT) in the prediction process. The present paper studies the error behavior of the DUKF using the boundedness property of stochastic processes. It is proved that the estimation error of the DUKF remains bounded if the system satisfies certain conditions. Furthermore, it is shown that the design of the measurement noise covariance matrix plays an important role in improvement of the algorithm stability. The DUKF can be significantly stabilized by adding small quantities to the measurement noise covariance matrix in the presence of large initial error. Simulation results demonstrate the effectiveness of the proposed technique.     

Chaotic synchronization: a nonlinear predictive filtering approach

The synchronization of chaotic systems is a difficult task due to their sensitive dependence on the initial conditions. Perfect synchronization is almost impossible when noise is present in the system. One of the well known stochastic filtering algorithms that is used to synchronize chaotic systems in the presence of noise is the extended Kalman filter (EKF). However, for highly nonlinear systems, the approximation error introduced by the EKF has been shown to be relatively high. In this paper, a nonlinear predictive filter (NPF) is proposed for synchronizing chaotic systems. In this scheme, it is not required to approximate the underlying nonlinearity and hence there is no need to compute the Jacobian of the chaotic system. Numerical simulations are carried out to compare the performances of the NPF and EKF algorithms for synchronizing different sets of chaotic systems and/or maps. The well known Lorenz and Mackey-Glass systems as well as Ikeda map are used for numerical evaluation of the performance. Results clearly show that the NPF based approach is superior to the EKF based approach in terms of the normalized mean square error (NMSE), total NMSE, and the time taken for synchronization (measured in terms of the normalized instantaneous square error) for all the systems and/or maps considered.     

角闪烁噪声测量条件下的剩余飞行时间估计

针对雷达导引头角闪烁噪声测量条件下的机动目标,研究剩余飞行时间计算方法。建立了闪烁噪声计算模型;在粒子滤波算法和扩展卡尔曼滤波算法的基础上,推导了扩展卡尔曼粒子滤波算法的实现过程;根据估计结果建立了剩余飞行时间计算模型,在剩余飞行时间表达式中考虑了目标机动加速度的影响。仿真结果表明,基于机动目标当前统计模型的扩展卡尔曼粒子滤波算法对闪烁噪声测量条件下的机动目标具有良好的跟踪性能,对剩余飞行时间具有较高的估计精度。     

一种新的蔡氏电路设计方法与硬件实现

提出了一种基于蔡氏无量纲状态方程新的电路设计方法.首先对蔡氏无量纲状态方程各变量进行比例压缩变换、微分-积分转换和时间尺度变换.其次根据变换后的方程设计出各模块电路，再将各模块按方程中各状态变量的对应关系联结起来.整个电路只由反相加法器、积分器和反相器三大模块构成，电路结构对称.与现有其他的混沌电路设计相比，该方法具有三个主要特点：(1)直观性强，实现了电路的模块化设计，并总结出了这类混沌电路更一般的设计原理，具有普适性，可用于其他无量纲连续状态方程的电路设计；(2)由于采用了反相加法器，各个电路参数独立 关键词： 蔡氏电路 多项式 模块化设计 硬件实验     

A survey of numerical methods for nonlinear filtering problems

The main goal of filtering is to obtain, recursively in time, good estimates of the state of a stochastic dynamical system based on noisy partial observations of the same. In settings where the signal/observation dynamics are significantly nonlinear or the noise intensities are high, an extended Kalman filter (EKF), which is essentially a first order approximation to an infinite dimensional problem, can perform quite poorly: it may require very frequent re-initializations and in some situations may even diverge. The theory of nonlinear filtering addresses these difficulties by considering the evolution of the conditional distribution of the state of the system given all the available observations, in the space of probability measures. We survey a variety of numerical schemes that have been developed in the literature for approximating the conditional distribution described by such stochastic evolution equations; with a special emphasis on an important family of schemes known as the particle filters. A numerical study is presented to illustrate that in settings where the signal/observation dynamics are non linear a suitably chosen nonlinear scheme can drastically outperform the extended Kalman filter.     

混沌信号自适应协同滤波去噪

混沌信号协同滤波去噪算法充分利用了混沌信号的自相似结构特征,具有良好的信噪比提升性能.针对该算法的滤波参数优化问题,考虑到最优滤波参数的选取受到信号特征、采样频率和噪声水平的影响,为提高该算法的自适应性使其更符合实际应用需求,基于排列熵提出一种滤波参数自动优化准则.依据不同噪声水平的混沌信号排列熵的不同,首先选取不同滤波参数对含噪混沌信号进行去噪,然后计算各滤波参数对应重构信号的排列熵,最后通过比较各重构信号的排列熵,选取排列熵最小的重构信号对应的滤波参数为最优滤波参数,实现滤波参数的优化.分析了不同信号特征、采样频率和噪声水平情况下滤波参数的选取规律.仿真结果表明,该参数优化准则能在不同条件下对滤波参数进行有效的自动最优化,提高了混沌信号协同滤波去噪算法的自适应性.     

基于油液光谱分析和粒子滤波的发动机剩余寿命预测研究

油液光谱分析是机械磨损状态监测、故障诊断与故障预测的重要技术,基于光谱数据的机械状态剩余寿命预测有利于实现机械系统的最优维修决策。由于机械设备越来越复杂,其健康状态的退化过程很难用线性模型来表示,而粒子滤波(particle filter, PF)对非线性非高斯系统的处理能力,与经典Kalman滤波相比具有明显的优势,文章将PF预测方法运用于光谱分析,提出了基于PF和油液光谱分析技术的设备剩余寿命预测方法。在预测模型中实现了根据设备后验分布的估计值预测其先验分布概率,建立了基于PF的多步向前长期预测模型。最后,对某发动机实际的光谱分析数据进行了预测和分析,并与传统Kalman滤波方法的预测结果进行了比较,结果充分表明了本方法的有效性和优越性。     

基于广义M估计的鲁棒容积卡尔曼滤波目标跟踪算法

为减小测量异常误差对非线性目标跟踪系统的影响, 提出了一种基于广义M估计的鲁棒容积卡尔曼滤波算法. 首先将非线性测量方程等价变换, 利用约束总体最小二乘准则构建广义M估计极值函数, 在不进行线性化近似的前提下将其引入到容积卡尔曼滤波求解框架中. 然后根据Mahalanobis距离构建异常误差判别量, 利用卡方分布的置信水平确定判决门限, 并建立改进的三段Huber权函数, 使其能够降低小异常误差权值, 剔除大异常误差. 理论分析表明, 该方法具有无需求导、跟踪精度高、实时性好等优点, 且无需已知异常误差的统计特性; 实验结果表明, 所提算法能够有效减小异常误差的影响, 在实际非线性物理系统中具有广阔的应用空间.