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.     

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.     

Robust tracking of moving sound source using scaled unscented particle filter

Tracking an active sound source involves the modeling of non-linear non-Gaussian systems. To address this problem, this paper proposed scaled unscented particle filter (SUPF) algorithm for tracking moving sound source. The particle filter part of the SUPF provides the general probabilistic framework to handle non-linear non-Gaussian systems, and the scaled unscented Kalman filter (SUKF) part of the SUPF generates better proposal distributions by taking into account the most recent observation. Meanwhile, models used in SUPF algorithm were also explored for the sound source motion, observation and the likelihood of the sound source location in the light of the Langevin process. Compared with the conventional PF approach, the simulated results demonstrated that the SUPF algorithm had superior tracking performance.     

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。     

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     

一种破译混沌直接序列扩频保密通信的方法

提出了一种新型的混沌保密通信破译方法,并破译了混沌直接序列扩频保密通信(简称混沌直扩).针对混沌直扩信号中只有一个混沌吸引子的特点,基于混沌系统广义同步的思想,提出了混沌拟合方法;针对混沌直扩中混沌实值序列和数字信号相乘的特点,充分利用混沌直扩的基本原理和信息码是慢变信号的特性,提出了用无先导卡尔曼滤波混沌拟合的方法估计信息码的破译方法;进一步针对无先导卡尔曼滤波的过程噪声和混沌拟合的拟合误差共同导致的跟踪误差,提出了跟踪误差控制因子的方法,从而将跟踪误差转变成有利因素并加以利用,根据跟踪误差的值域范围破     

卡尔曼滤波在激光跟踪测量系统中的应用

激光跟踪测量系统对于测量运动目标空间位置是行之有效的,但在测量过程中,各种干扰噪声的影响会降低测量精度。采用卡尔曼滤波来减小噪声的影响以提高测量精度。介绍了激光跟踪测量系统,建立了状态方程和测量方程,给出了卡尔曼滤波算法,仿真结果表明,运用卡尔曼滤波大大提高了测量系统的精度。     

Unscented Kalman filter and its nonlinear application for tracking a moving target

The extended Kalman filter (EKF) is probably the most widely used estimation algorithm for nonlinear systems. However, more than 40 years of experience in the estimation community has shown that is difficult to implement, difficult to tune, and only reliable for systems that are almost linear on the time scale of the updates. To overcome these limitations, this paper proposes the unscented Kalman filter (UKF). And the algorithms of the FEKF, SEKF and UKF are given. Furthermore, the state models and measurement models of a target are set up. For comparison purpose, the three algorithms is simulated for the target tracking, and the algorithm performance is analyzed and compared by the simulation results of FEKF, SEKF and UKF. Numerical results demonstrate that FEKF and UKF give almost identical results while the estimates of SEKF are clearly worse. The UKF is easier to implement, avoiding Jacobian and Hessian matrices computation.     

对数似然图像分割的快速主动轮廓跟踪算法

针对跟踪目标尺度变化问题,提出了基于灰度对数似然图像分割的快速主动轮廓跟踪算法。改进的主动轮廓跟踪算法将根据以目标与背景的颜色差异而建立的对数似然图对图像进行阈值分割和数学形态学处理,再将Kalman滤波器结合到主动轮廓跟踪算法进行目标跟踪。改进的主动轮廓跟踪算法对目标分割准确,轮廓特征显著,跟踪效果稳定,算法能很好地适应跟踪目标尺度变化。通过Kalman滤波器对目标位置点的预测减少了主动轮廓跟踪算法收敛的迭代次数,使算法的运算效率提高了33%左右。     

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.     

Scaled unscented transform Gaussian sum filter: Theory and application

In this work we consider the state estimation problem in nonlinear/non-Gaussian systems. We introduce a framework, called the scaled unscented transform Gaussian sum filter (SUT-GSF), which combines two ideas: the scaled unscented Kalman filter (SUKF) based on the concept of scaled unscented transform (SUT) (Julier and Uhlmann (2004) [16]), and the Gaussian mixture model (GMM). The SUT is used to approximate the mean and covariance of a Gaussian random variable which is transformed by a nonlinear function, while the GMM is adopted to approximate the probability density function (pdf) of a random variable through a set of Gaussian distributions. With these two tools, a framework can be set up to assimilate nonlinear systems in a recursive way. Within this framework, one can treat a nonlinear stochastic system as a mixture model of a set of sub-systems, each of which takes the form of a nonlinear system driven by a known Gaussian random process. Then, for each sub-system, one applies the SUKF to estimate the mean and covariance of the underlying Gaussian random variable transformed by the nonlinear governing equations of the sub-system. Incorporating the estimations of the sub-systems into the GMM gives an explicit (approximate) form of the pdf, which can be regarded as a “complete” solution to the state estimation problem, as all of the statistical information of interest can be obtained from the explicit form of the pdf (Arulampalam et al. (2002) [7]).In applications, a potential problem of a Gaussian sum filter is that the number of Gaussian distributions may increase very rapidly. To this end, we also propose an auxiliary algorithm to conduct pdf re-approximation so that the number of Gaussian distributions can be reduced. With the auxiliary algorithm, in principle the SUT-GSF can achieve almost the same computational speed as the SUKF if the SUT-GSF is implemented in parallel.As an example, we will use the SUT-GSF to assimilate a 40-dimensional system due to Lorenz and Emanuel (1998) [27]. We will present the details of implementing the SUT-GSF and examine the effects of filter parameters on the performance of the SUT-GSF.     

Control of epileptiform spikes based on nonlinear unscented Kalman filter

A new control strategy based on nonlinear unscented Kalman filter(UKF) is proposed for a neural mass model that serves as a model for simulating real epileptiform stereo-electroencephalographic (SEEG) signals. The UKF is used as an observer to estimate the state from the noisy measurement because it has been proved to be effective for state estimation of nonlinear systems. A UKF controller is constructed via the estimated state and is illustrated to be effective for epileptiform spikes suppression of aforementioned model by numerical simulations.     

一种基于强跟踪滤波的混沌保密通信方法

提出了一种基于强跟踪滤波器的混沌保密通信方法. 在发送端, 混沌映射和信息符号被建模成非线性状态空间模型, 信息符号被加性混沌掩盖或乘性混沌掩盖调制, 然后通过信道输出. 在接收端, 驱动信号被接收, 使用带有贝叶斯分类器(信息符号估计)的强跟踪滤波器算法动态地恢复信息符号. Logistic混沌映射的仿真表明, 当信息符号为二进制编码时, 不管是加性混沌掩盖调制还是乘性混沌掩盖调制, 强跟踪滤波器均能较好地从混沌信号中恢复信息符号. 与扩展卡尔曼滤波器相比, 由于卡尔曼滤波器对于离散的信息符号跟踪能力差, 混沌映射中信息符号难以恢复, 比特误码率高. 因此, 这种基于强跟踪滤波器的混沌保密通信方法是有效的.     

基于CamShift和Kalman组合的改进目标跟踪算法

针对应用CamShift算法进行目标跟踪过程中,当目标被严重遮挡、目标被与目标颜色相近的背景干扰时易丢失跟踪目标的问题,提出了一种基于CamShift和Kalman滤波组合的改进跟踪算法;为克服目标因严重遮挡而丢失的缺陷,利用自适应算法改进了传统的CamShift算法,扩大了搜索窗口,使运动目标位于搜索窗口内;为解决目标因颜色相近背景干扰而丢失的问题,改善跟踪准确率,利用卡尔曼滤波预测目标运动空间位置,作为下一帧搜索窗口的质心坐标;基于上述改进,利用C++语言,研发了改进的CamShift目标跟踪软件模块,给出了该模块的算法流程;实验结果表明,改进后的目标跟踪算法能有效地克服传统CamShift算法的缺陷,大大提高运动目标跟踪的准确性;所提的算法可以应用于运动小车跟踪,人脸识别等领域。     

Reply to “Comment on ‘Ensemble Kalman filter with the unscented transform”’

This is a reply to the comment of Dr. Sakov on the work “Ensemble Kalman filter with the unscented transform” of Luo and Moroz (2009) [2].     

光电跟踪系统计算机辅助控制实现

建立了基于数值微分的目标运动状态滤波预测模型,用s-函数实现了卡尔曼滤波预测算法。利用目标位置拟合方法给出角位置信息,并以此为观测信息通过卡尔曼滤波预测出当前角位置和角速度信息,将其引入跟踪控制系统中以克服脱靶量滞后问题,同时也实现了系统的等效复合控制。仿真结果表明,基于数值微分的模型适用于角度跟踪,滤波预测具有较好的鲁棒性。通过对两个不同等效正弦输入的验证,可知角位置合成精度对共轴跟踪影响较大,在脱靶量和跟踪架角位置采样匹配对应时,跟踪仿真精度较高,而对等效复合控制跟踪误差影响较小,输入信号角频率增大时误差增大。     

Adaptive Two-Step Bearing-Only Underwater Uncooperative Target Tracking with Uncertain Underwater Disturbances

The bearing-only tracking of an underwater uncooperative target can protect maritime territories and allows for the utilization of sea resources. Considering the influences of an unknown underwater environment, this work aimed to estimate 2-D locations and velocities of an underwater target with uncertain underwater disturbances. In this paper, an adaptive two-step bearing-only underwater uncooperative target tracking filter (ATSF) for uncertain underwater disturbances is proposed. Considering the nonlinearities of the target’s kinematics and the bearing-only measurements, in addition to the uncertain noise caused by an unknown underwater environment, the proposed ATSF consists of two major components, namely, an online noise estimator and a robust extended two-step filter. First, using a modified Sage-Husa online noise estimator, the uncertain process and measurement noise are estimated at each tracking step. Then, by adopting an extended state and by using a robust negative matrix-correcting method in conjunction with a regularized Newton-Gauss iteration scheme, the current state of the underwater uncooperative target is estimated. Finally, the proposed ATSF was tested via simulations of a 2-D underwater uncooperative target tracking scenario. The Monte Carlo simulation results demonstrated the reliability and accuracy of the proposed ATSF in bearing-only underwater uncooperative tracking missions.     

基于UKF的多用户混沌通信

为克服信道噪声、系统参数误配及多用户干扰对混沌通信系统的影响,本文组合不同的状态空间模型并结合盲提取算法,提出了一种双无先导卡尔曼滤波器 (dual unscented Kalman filter, DUKF),以实现多用户的混沌通信.仿真结果表明,在多输入多输出信道的多用户通信环境下,该算法有较快的收敛速度,并能有效地实现多用户的混沌通信. 关键词： 混沌通信 多输入多输出 双无先导卡尔曼滤波器 盲提取     

A generalized polynomial chaos based ensemble Kalman filter with high accuracy

As one of the most adopted sequential data assimilation methods in many areas, especially those involving complex nonlinear dynamics, the ensemble Kalman filter (EnKF) has been under extensive investigation regarding its properties and efficiency. Compared to other variants of the Kalman filter (KF), EnKF is straightforward to implement, as it employs random ensembles to represent solution states. This, however, introduces sampling errors that affect the accuracy of EnKF in a negative manner. Though sampling errors can be easily reduced by using a large number of samples, in practice this is undesirable as each ensemble member is a solution of the system of state equations and can be time consuming to compute for large-scale problems. In this paper we present an efficient EnKF implementation via generalized polynomial chaos (gPC) expansion. The key ingredients of the proposed approach involve (1) solving the system of stochastic state equations via the gPC methodology to gain efficiency; and (2) sampling the gPC approximation of the stochastic solution with an arbitrarily large number of samples, at virtually no additional computational cost, to drastically reduce the sampling errors. The resulting algorithm thus achieves a high accuracy at reduced computational cost, compared to the classical implementations of EnKF. Numerical examples are provided to verify the convergence property and accuracy improvement of the new algorithm. We also prove that for linear systems with Gaussian noise, the first-order gPC Kalman filter method is equivalent to the exact Kalman filter.