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.     

基于Huber的高阶容积卡尔曼跟踪算法

为改善高阶容积卡尔曼滤波算法的滤波精度和鲁棒性, 提出了一种新的基于Huber的高阶容积卡尔曼滤波算法. 在采用统计线性回归模型近似非线性量测模型的基础上, 利用Huber M 估计算法实现状态的量测更新. 进一步结合高阶球面-径向容积准则的状态预测模块构成基于 Huber的高阶容积卡尔曼跟踪算法. 重点分析了Huber代价函数的调节因子对算法跟踪性能的影响. 通过对纯方位目标跟踪和再入飞行器跟踪两个实例验证了所提算法的跟踪性能优于传统高阶容积卡尔曼滤波算法.     

基于时频差的正交容积卡尔曼滤波跟踪算法

针对基于时频差测量的无源跟踪中面临的非线性估计问题, 提出一种正交容积卡尔曼滤波跟踪算法. 该算法在容积卡尔曼滤波算法的基础上, 通过引入特定正交矩阵改进容积采样方法, 在高维状态估计下减小因采样产生的误差, 在没有增加计算量的前提下, 有效提高收敛速度及跟踪精度. 仿真结果表明, 在基于到达时差和到达频差的联合无源跟踪问题中, 与扩展卡尔曼滤波及容积卡尔曼滤波算法相比, 本文所提算法在跟踪性能上有明显提升.     

一种无线传感器网络中的混沌信号重构算法

将无线传感器网络节点观测区域中的一个混沌信号发送到融合中心,进行信号重构.由于节点的通信带宽受限,信号传输之前需要进行量化,给信号带来量化噪声,使得信号重构工作变得更为棘手.本文提出用平方根容积卡尔曼滤波器对融合中心收集的信号进行重构.首先估计观测信号的概率密度函数,使用最优量化器量化观测信号,在有限的量化比特数下,取得最优的信号量化性能.平方根容积卡尔曼滤波器相对无先导卡尔曼算法具有较少的求容积分点,因此具有计算量小的优点,同时迭代过程采用传递误差矩阵的平方根矩阵,保证迭代过程的稳定性和提高数据估计精度.仿真结果表明,该算法能够有效和快速地重构观测信号,并且比基于无先导卡尔曼滤波的算法更快.     

Signal reconstruction in wireless sensor networks based on a cubature Kalman particle filter

For solving the issues of the signal reconstruction of nonlinear non-Gaussian signals in wireless sensor networks(WSNs), a new signal reconstruction algorithm based on a cubature Kalman particle filter(CKPF) is proposed in this paper.We model the reconstruction signal first and then use the CKPF to estimate the signal. The CKPF uses a cubature Kalman filter(CKF) to generate the importance proposal distribution of the particle filter and integrates the latest observation, which can approximate the true posterior distribution better. It can improve the estimation accuracy. CKPF uses fewer cubature points than the unscented Kalman particle filter(UKPF) and has less computational overheads. Meanwhile, CKPF uses the square root of the error covariance for iterating and is more stable and accurate than the UKPF counterpart. Simulation results show that the algorithm can reconstruct the observed signals quickly and effectively, at the same time consuming less computational time and with more accuracy than the method based on UKPF.     

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.     

Design of Nonlinear Autoregressive Exogenous Model Based Intelligence Computing for Efficient State Estimation of Underwater Passive Target

In this study, an intelligent computing paradigm built on a nonlinear autoregressive exogenous (NARX) feedback neural network model with the strength of deep learning is presented for accurate state estimation of an underwater passive target. In underwater scenarios, real-time motion parameters of passive objects are usually extracted with nonlinear filtering techniques. In filtering algorithms, nonlinear passive measurements are associated with linear kinetics of the target, governing by state space methodology. To improve tracking accuracy, effective feature estimation and minimizing position error of dynamic passive objects, the strength of NARX based supervised learning is exploited. Dynamic artificial neural networks, which contain tapped delay lines, are suitable for predicting the future state of the underwater passive object. Neural networks-based intelligence computing is effectively applied for estimating the real-time actual state of a passive moving object, which follows a semi-curved path. Performance analysis of NARX based neural networks is evaluated for six different scenarios of standard deviation of white Gaussian measurement noise by following bearings only tracking phenomena. Root mean square error between estimated and real position of the passive target in rectangular coordinates is computed for evaluating the worth of the proposed NARX feedback neural network scheme. The Monte Carlo simulations are conducted and the results certify the capability of the intelligence computing over conventional nonlinear filtering algorithms such as spherical radial cubature Kalman filter and unscented Kalman filter for given state estimation model.     

基于数字非线性锁相环的相干态相位估计

基于量子理论获取相位参数的导航机制,理论上可以突破经典物理极限对导航精度的限制.利用量子零拍探测对相干态光场相位进行测量时,通常需要相位与之正交的本振光才能使测量精度达到量子标准极限.由于导航信号相位的高非线性特点,想要利用传统的线性锁相环获取完全满足条件的本振光具有一定的难度.为此,本文设计了一种基于容积准则的非线性锁相环,实现了在非正交本振光的条件下对相干态相位进行精确测量的功能.首先,利用相干态的Wigner函数推导了其相位在量子零拍探测的输出结果,设计了量子相位估计的非线性数字锁相环框架.然后基于正交单纯形容积准则设计了非线性滤波算法实现锁相环功能,该锁相环通过对本振相位进行多次状态更新,最终实现非线性迭代估计.实验结果表明,本文方法突破了本振光相位需与相干态相位正交的局限性,避免了传统量子锁相环方法引入的线性化误差,实现了对相干态相位的准确、稳定估计.     

基于改进确定采样型滤波的疲劳裂纹扩展预测

针对确定性采样滤波在进行状态估计预测时随维数增加时出现计算量增加且精度不高的问题,提出一种确定采样型滤波的算法并将其应用到疲劳裂纹扩展预测当中去。首先,阐述了确定采样型滤波器的基本原理;其次,从多维数值积分的角度出发,引入完全对称积分公式,根据不变容积法则选取容积节点作为基础采样点,计算积分节点、节点个数和权重;最后,将改进后的确定采样型滤波器应用到构件疲劳裂纹损伤扩展中去,并与无迹卡尔曼滤波算法、容积卡尔曼滤波算法进行比较,提升了裂纹扩展预测的精度,仿真分析验证了该方法的可行性和有效性。     

实时运动结构重建在自主导航系统中的应用

实时运动结构重建是自主车辆、机器人导航、空间探测器自主降落、智能监控等领域中的重要研究课题。目前实时运动结构重建主要存在着特征匹配困难、鲁棒性差、系统无法自动获取初始参数和需要大量人工干预等诸多问题。利用高速CMOS摄像机与惯性传感数据融合提高了运动结构重建算法的精度及其鲁棒性。该算法在扩展卡尔曼滤波框架下是通过融合惯性与视觉传感器的数据来进行运动估计的。对场景中的每一个待估计结构的特征点建立对应的卡尔曼滤波器,以估计其空间三维结构信息。运动估计模块与结构估计模块交替运行,减小了系统运算的复杂度,提高了实时性能。通过对真实场景图像序列的实验验证结果表明,惯性传感器的额外信息能够有效地提高运动结构估计的精度,能够增强算法的鲁棒性。     

Ensemble Kalman filter with the unscented transform

A modification scheme to the ensemble Kalman filter (EnKF) is introduced based on the concept of the unscented transform [S. Julier, J. Uhlmann, H. Durrant-Whyte, A new method for the nonlinear transformation of means and covariances in filters and estimators, IEEE Trans. Automat. Control. 45 (2000) 477-482; S.J. Julier, J.K. Uhlmann, Unscented filtering and nonlinear estimation, Proc. IEEE 92 (2004) 401-422], which therefore will be called the ensemble unscented Kalman filter (EnUKF) in this work. When the error distribution of the analysis is symmetric (not necessarily Gaussian), it can be shown that, compared with the ordinary EnKF, the EnUKF has more accurate estimations of the ensemble mean and covariance of the background by examining the multidimensional Taylor series expansion term by term. This implies that, the EnUKF may have better performance in state estimation than the ordinary EnKF in the sense that the deviations from the true states are smaller. For verification, some numerical experiments are conducted on a 40-dimensional system due to Lorenz and Emanuel [E.N. Lorenz, K.A. Emanuel, Optimal sites for supplementary weather observations: Simulation with a small model, J. Atmos. Sci. 55 (1998) 399-414]. Simulation results support our argument.     

Filtering skill for turbulent signals for a suite of nonlinear and linear extended Kalman filters

The filtering skill for turbulent signals from nature is often limited by errors due to utilizing an imperfect forecast model. In particular, real-time filtering and prediction when very limited or no a posteriori analysis is possible (e.g. spread of pollutants, storm surges, tsunami detection, etc.) introduces a number of additional challenges to the problem. Here, a suite of filters implementing stochastic parameter estimation for mitigating model error through additive and multiplicative bias correction is examined on a nonlinear, exactly solvable, stochastic test model mimicking turbulent signals in regimes ranging from configurations with strongly intermittent, transient instabilities associated with positive finite-time Lyapunov exponents to laminar behavior. Stochastic Parameterization Extended Kalman Filter (SPEKF), used as a benchmark here, involves exact formulas for propagating the mean and covariance of the augmented forecast model including the unresolved parameters. The remaining filters use the same nonlinear forecast model but they introduce model error through different moment closure approximations and/or linear tangent approximation used for computing the second-order statistics of the augmented stochastic forecast model. A comprehensive study of filter performance is carried out in the presence of various moment closure errors which are enhanced by additional model errors due to incorrect parameters inducing additive and multiplicative stochastic biases. The estimation skill of the unresolved stochastic parameters is also discussed and it is shown that the linear tangent filter, despite its popularity, is completely unreliable in many turbulent regimes for both parameter estimation and filtering; moreover, regimes of filter divergence for the linear tangent filter are identified. The results presented here provide useful guidelines for filtering turbulent, high-dimensional, spatially extended systems with more general model errors, as well as for designing more skillful methods for superparameterization of unresolved intermittent processes in complex multi-scale models. They also provide unambiguous benchmarks for the capabilities of linear and nonlinear extended Kalman filters using incorrect statistics on an exactly solvable test bed with rich and realistic dynamics.     

A Nonlinear Maximum Correntropy Information Filter for High-Dimensional Neural Decoding

Neural signal decoding is a critical technology in brain machine interface (BMI) to interpret movement intention from multi-neural activity collected from paralyzed patients. As a commonly-used decoding algorithm, the Kalman filter is often applied to derive the movement states from high-dimensional neural firing observation. However, its performance is limited and less effective for noisy nonlinear neural systems with high-dimensional measurements. In this paper, we propose a nonlinear maximum correntropy information filter, aiming at better state estimation in the filtering process for a noisy high-dimensional measurement system. We reconstruct the measurement model between the high-dimensional measurements and low-dimensional states using the neural network, and derive the state estimation using the correntropy criterion to cope with the non-Gaussian noise and eliminate large initial uncertainty. Moreover, analyses of convergence and robustness are given. The effectiveness of the proposed algorithm is evaluated by applying it on multiple segments of neural spiking data from two rats to interpret the movement states when the subjects perform a two-lever discrimination task. Our results demonstrate better and more robust state estimation performance when compared with other filters.     

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.     

光电跟踪系统的共轴跟踪控制技术研究

为了提高光电跟踪系统的跟踪精度,对其粗跟踪环节的共轴跟踪控制技术进行了研究。介绍了共轴跟踪控制的基本原理,分析了常用非线性卡尔曼滤波算法,并仿真比较了无迹卡尔曼滤波(UKF)和容积卡尔曼滤波(CKF)的位置和速度的预测精度。在此基础上综合UKF和CKF的优点,设计了对延迟的合成位置信号进行处理的双并联滤波器,实现了光电跟踪系统的共轴跟踪控制。利用实测数据仿真实验表明,光电跟踪系统的跟踪精度明显提高。     

一种新的参数估计方法及其在混沌信号盲分离中的应用

为了有效地估计非线性映射中的参数,本文采用一种容积准则近似该映射的加权积分函数. 基于由状态空间模型建模的参数,提出了一种新的参数估计方法. 混沌信号的盲分离是一种具有挑战性的参数估计问题.将新的参数估计方法应用在该问题上, 实现混沌信号的有效重构.仿真结果表明该算法具有较快的收敛速度和较高的数值精度, 并能有效地分离原始混沌信号.     

A block Chebyshev–Davidson method with inner–outer restart for large eigenvalue problems

We propose a block Davidson-type subspace iteration using Chebyshev polynomial filters for large symmetric/hermitian eigenvalue problem. The method consists of three essential components. The first is an adaptive procedure for constructing efficient block Chebyshev polynomial filters; the second is an inner–outer restart technique inside a Chebyshev–Davidson iteration that reduces the computational costs related to using a large dimension subspace; and the third is a progressive filtering technique, which can fully employ a large number of good initial vectors if they are available, without using a large block size. Numerical experiments on several Hamiltonian matrices from density functional theory calculations show the efficiency and robustness of the proposed method.     

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.     

Kalman filtering for reliable estimation of BBB permeability

INTRODUCTION: The blood-brain barrier (BBB) plays an important role in the pathophysiology of a number of central nervous system disorders. In the past, a number of laboratory techniques have been proposed to quantify permeability coefficient ki, an important index of barrier function. Recently, magnetic resonance imaging (MRI) has been used to estimate ki based on graphical plot technique. The MR technique was found to be in good agreement with the gold standard, quantitative autoradiography (QAR). However, a reduced image signal-to-noise ratio, among other factors such as partial volume effects, did not allow reliable estimation of permeability coefficients. This proof-of-principle study proposes the use of Kalman filter as a filtering technique for a reliable estimation of permeability coefficients. The results are compared to those obtained using the Wiener filter technique. MATERIALS AND METHODS: MRI experiments were performed in Wistar rats (N=2) using a 4.7-T Bruker Biospec MR system (Bruker Biospin, Billerica, MA). After acquiring localizer images, T2-weighted diffusion-weighted imaging images were acquired. Finally, a rapid T1 mapping protocol was implemented to acquire one pre-gadolinium diethylenetriamine pentaacetic acid baseline data set followed by postinjection data sets at 3-min intervals for 45 min. Data were postprocessed with and without the application of Kalman and Wiener filters to obtain an estimate of ki. RESULTS AND DISCUSSION: Comparing T1 maps, Patlak plots and permeability maps with and without the Kalman filtering presented several interesting observations. Kalman-filtered Patlak plots, compared to nonfiltered plots, showed that discrete data points on the plot were closer to the line fit. The number of time points used for the construction of the graphical plot had no effect on permeability coefficient estimates when the Kalman filter was used. A box-and-whiskers plot showed longer Y-error bars for nonfiltered and Wiener data compared to Kalman-filtered data. These observations suggest that it may be possible to obtain reliable permeability coefficient estimates in a short study time by applying the Kalman filter to the data. Future work involves investigating the application of this filter on a large-sample-size animal study and evaluating the role of partial volume effects on BBB permeability estimation.     

State Estimation of an Underwater Markov Chain Maneuvering Target Using Intelligent Computing

In this study, an application of deep learning-based neural computing is proposed for efficient real-time state estimation of the Markov chain underwater maneuvering object. The designed intelligent strategy is exploiting the strength of nonlinear autoregressive with an exogenous input (NARX) network model, which has the capability for estimating the dynamics of the systems that follow the discrete-time Markov chain. Nonlinear Bayesian filtering techniques are often applied for underwater maneuvering state estimation applications by following state-space methodology. The robustness and precision of NARX neural network are efficiently investigated for accurate state prediction of the passive Markov chain highly maneuvering underwater target. A continuous coordinated turning trajectory of an underwater maneuvering object is modeled for analyzing the performance of the neural computing paradigm. State estimation modeling is developed in the context of bearings only tracking technology in which the efficiency of the NARX neural network is investigated for ideal and complex ocean environments. Real-time position and velocity of maneuvering object are computed for five different cases by varying standard deviations of white Gaussian measured noise. Sufficient Monte Carlo simulation results validate the competence of NARX neural computing over conventional generalized pseudo-Bayesian filtering algorithms like an interacting multiple model extended Kalman filter and an interacting multiple model unscented Kalman filter.