混合退火粒子滤波器

针对非线性、非高斯系统状态的在线估计问题，提出一种新的基于序贯重要性抽样的粒子滤波算法. 在滤波算法中，用状态参数分解和退火系数来产生重要性概率密度函数，此概率密度函数综合考虑了转移先验、似然、噪声的统计特性以及最新的观察数据，因此更接近于系统状态的后验概率. 理论分析与仿真实验表明该粒子滤波器的性能明显优于标准的粒子滤波器和扩展卡尔曼滤波器. 关键词： 非线性 非高斯 粒子滤波 序贯重要性抽样     

一种基于粒子滤波的雷达抗欺骗干扰方法

针对雷达的抗欺骗干扰问题,利用欺骗干扰信号强于目标信号的特点,基于粒子滤波进行了抗欺骗干扰研究。当存在欺骗干扰时,粒子滤波中各粒子的重要性权值会明显减小,据此可以检测干扰,并对受到干扰的数据点进行置零处理,使得欺骗干扰不再与匹配滤波器匹配,从而达到抑制干扰的目的。设计的粒子滤波算法不需要估计系统状态转移函数、系统量测噪声,从而使得算法更具实用性。仿真结果表明,该算法能有效地抑制欺骗干扰,且对干信比不敏感。     

基于粒子滤波的单通道正弦调频混合信号分离与参数估计

以单通道正弦调频(SFM)混合信号为研究对象,提出了基于粒子滤波的正弦调频混合信号分离与参数提取方法.针对正弦调频混合信号频率无跳变的特征,提出了一种基于粒子滤波的相位差解混叠算法,并通过源信号相位差解决了本算法中粒子滤波高维状态空间降维问题,提出了一种适合高维状态空间的似然函数模型,比较固定长度粒子估计值和真实值误差,进而准确衡量粒子权重.通过在重采样后引入MCMC转移,解决了静止参数下粒子多样性降低问题,有效提高粒子滤波迭代收敛速度.从而在先验知识仅已知信号调制方式的情况下,完成对单通道正弦调频混合信号的参数提取,并通过重构信号完成正弦调频混合信号分离.最后通过仿真分析发现,该方法能够有效的实现正弦调频混合信号的分离与参数估计.     

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.     

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.     

Unknown Two Particles Teleportation Using a Special Two-Particle Quantum Channel

In this paper, two schemes of teleporting two particles are proposed. In first scheme, an auxiliary particle is introduced to transfer a two-particle state with special coefficients. The sender adopts Bell bases measurement and Von Neumann measurement, then the receiver obtain the state through appropriate unitary transformation. In second scheme, two special two-particle entangled states are chosen as quantum channel. The sender takes Bell bases measurement twice, and transfers the results to the receiver by classical channel, then the receiver gets the transmitted state through unitary transformation.     

激光捷联惯导系统高程通道滤波模型设计

针对传统航位推算算法中里程计俯仰安装误差角难以精确辨识,以及高程通道定位精度较差等问题,提出利用高度计作为辅助手段的激光捷联惯导／航位推算／高度计组合导航算法,并设计了高程通道的滤波模型。该算法基于Kalman滤波最优估计理论,利用气压高度计量测信息对SINS／DR组合系统高程通道进行估计补偿,以达到高程通道精确定位的目的。试验表明,经高度阻尼后系统高程定位精度达到3m。     

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.     

混沌信号在无线传感器网络中的盲分离

混沌信号在本质上属于非线性非高斯信号,它在无线传感器网络下的应用还涉及到信号量化问题,这使得混沌信号在此应用环境下的信号盲分离更为棘手.针对此问题,本文在容积卡尔曼粒子滤波的框架下提出一种解决方法.文中首先推导出观测信号的概率密度函数,在量化比特有限的情况下,采用最优量化器,获得最优的量化结果.在此基础上,使用容积卡尔曼滤波器产生粒子滤波中的重要性概率密度函数,融入最新的观测值,提高粒子对系统状态后验概率的逼近,提高信号盲分离的精度.仿真结果表明算法能够有效地分离混合混沌信号,参数估计的精度及其运算量均优于已有的无先导卡尔曼粒子滤波算法,其运行时间为无先导卡尔曼粒子滤波算法的88.77%.     

基于辅助粒子滤波算法的红外目标跟踪

针对红外目标在跟踪中计算复杂的问题,构建辅助粒子滤波算法。利用贝叶斯重要性采样算法,在权值大的粒子基础上引入辅助粒子变量,然后重新定义重要采样分布函数,防止重采样后粒子概率密度变化。两次加权计算,使粒子权值比仅用重采样的粒子权值变化更稳定,采样点最接近真实状态;同时不同权值粒子的概率阈值可作为粒子滤波是否完成的判断准则。在二维平面构造红外运动目标模型中,系统为零均值高斯白噪声。仿真数据表明:该算法在x,y方向的均方误差、画面处理时间、RM SE性能上优于粒子滤波算法和重采样粒子滤波算法。     

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.     

Tracking noisy limit cycle oscillation with nonlinear filters

For engineering systems, the dynamic state estimates provide valuable information for the detection and prediction of failure due to noise and vibration. From this perspective, nonlinear filtering techniques are applied to the problem of state estimation of dynamical systems undergoing noisy limit cycle oscillation. Specifically, the extended Kalman filter, ensemble Kalman filter and particle filter are used to track the limit cycle oscillations of a Duffing oscillator using noisy observational data. The noisy limit cycle oscillations feature highly non-Gaussian trends. The efficiency and limitations of the extended Kalman filter, ensemble Kalman filter and particle filter in tracking limit cycle oscillations are examined with respect to the model and measurement noise and sparsity of measurement data. For the limit cycle oscillations considered here, it is demonstrated that the ensemble Kalman filter and particle filter outperform the extended Kalman filter in the presence of sparse observational data or strong measurement noise. For moderate measurement noise and frequent measurement data, the ensemble Kalman filter and particle filter perform equally well in comparison to the extended Kalman filter.     

基于Stiefel流形的粒子滤波器研究

为了解决粒子滤波的粒子退化和粒子多样性丧失问题,提出了一种基于Stiefel流形的粒子滤波算法.该算法将系统模型置于Stiefel流形上,用朗之万分布描述过程转移概率分布,用矩阵正态分布表示似然函数分布,在流形分布上进行粒子采样.在计算加权粒子的均值时,将流形嵌入到欧氏空间中,先计算欧氏空间中的粒子均值,再将计算结果投影到嵌套流形上,这就排除了噪声统计特性对粒子权重方差的影响,得到了一种受系统状态模型限制较少的重要性概率密度函数通用选择方案.仿真时选取单变量非静态增长模型,仿真结果验证了该算法的实时性、鲁棒性,滤波精度和滤波效率均比无味粒子滤波算法更好.     

基于EKF的水下LD通信精对准控制算法

高速激光通信中接收机与光斑中心很难处于精对准状态,导致水下光通信链路难以稳定建立.首先采用蒙特卡洛仿真统计法分析激光光子在海水中传输的接收光强分布规律,再通过实验对接收端的光斑图像进行采样分析,利用曲线拟合得到接收器位置与接收光强的关系.仿真与实验结果表明:光束经过25 m的水下传输,接收光强分布仍近似为高斯分布.采用非线性估计算法(扩展卡尔曼滤波)与基本状态控制反馈理论,根据接收光强度估计接收器当前位置与最大光强处的距离,通过反馈算法实现接收端与光斑中心的主动跟踪对准.算法仿真结果显示,接收端对准误差在2 mm以下,稳定后接收效率超过98%.     

基于粒子滤波的一种改进的资料同化方法

针对在粒子数较少时传统的集合卡尔曼滤波和粒子滤波方法不能有效表征后验概率密度函数(PDF)的问题, 提出了一种改进的粒子滤波方法. 主要思想是在预测步之后引入更新步, 并且将观测时刻与非观测时刻的同化分析进行区别处理. 对典型的低维和高维混沌系统的仿真结果表明:改进粒子滤波方法是一种非常有效的估计非线性非高斯随机系统状态的方法.     

X荧光分析仪中数字基线估计的研究

在数字化X荧光分析仪中,不稳定的基线电压,会直接影响到仪器的性能,造成能量分辨率下降。基于此,利用卡尔曼滤波算法,对数字化后的X射线荧光信号进行基线估计。由于现有的经典卡尔曼滤波、简化sage-husa和改进sage-husa算法模型进行基线滤波的效果都不佳,因此有必要对现有的算法进行改进和优化。提出双重遗忘法,建立新型的基于sage-husa自适应卡尔曼滤波算法模型。实验结果表明,利用该数学模型进行基线滤波,取得了很好的滤波效果。避免了滤波发散和基线收敛缓慢的问题,实现了脉冲基线恢复,提高了仪器的能量分辨率。     

鲸群优化的粒子滤波算法研究

针对标准的粒子滤波存在粒子贫化问题,提出了一种鲸群优化的粒子滤波算法。用粒子表征鲸鱼个体, 模拟鲸鱼群体搜寻猎物的过程,引导粒子向高似然区域移动。将粒子滤波中粒子的状态值作为鲸鱼群的个体位置,将粒子的状态估计转化为对鲸鱼群的寻优;通过鲸群的螺旋运动方式优化粒子的重要性采样过程,使粒子分布更加合理,对鲸群算法中的全局最优值引入最优邻域随机扰动策略,并在鲸鱼位置更新过程中加入自适应权重因子;选用一种典型的单静态非增长模型进行仿真测试。测试结果表明:提出的方法与传统的粒子滤波以及引力场优化的粒子滤波相比,在保证相同粒子数的前提下,算法的均方误差分别降低了28%和9%,证明了鲸群优化的粒子滤波算法具有更高的估计精度,并且在粒子数较少的情况下,可实现更准确的状态估计。     

自调整平滑区间粒子滤波平滑算法

针对非线性系统的状态估计问题, 提出了一种自调整平滑区间粒子滤波平滑算法. 该算法的显著特点是根据采样粒子观测值与系统状态观测值之间的偏差动态修正滤波平滑区间的长度, 有效抑制了传统的粒子滤波平滑算法中因区间长度固定可能造成粒子权重重新赋值带来误差增大的问题. 该算法的原理是依据粒子滤波器的工作机理, 把系统状态信息和热槽组成一个抽象的整体, 将粒子滤波平滑过程类比为观测信息和热槽交互的统计力学系统. 在无新的观测信息时, 整个系统遵循热力学第二定律, 即无论从任何初始状态出发, 整个力学系统的熵是非减的; 而当出现新的观测信息时, 粒子滤波器像麦克斯韦妖从新的观测信息中抽取能量传送给热槽, 使整个抽象系统的熵减少, 根据系统熵的递变规律变化对滤波平滑区间的长度加以动态修正, 优化粒子的权重赋值, 进而提高系统状态的估计精度. 利用matlab进行了仿真分析, 验证了该算法的有效性.     

Modified leakage-based transmit filter designs for multi-user MIMO systems

This paper proposes two modified definitions of signal-to-leakage-plus-noise ratio (mSLNR) as criteria for linear transmit filter design in Multi-User MIMO systems. The proposed criteria incorporate receiver structures and priority weight matrices into the precoder design, which can effectively exploit unused receive signal spaces, in the case that available eigenmodes are not fully transmitted, and can potentially prioritise users’ data streams. Iterative SLNR (iSLNR) precoding algorithms based on the proposed mSLNR definitions are also presented. Further, the variations of the iSLNR algorithms are thoroughly studied. In particular, the impact of the mSLNR definitions, choices of receive filters and iteration types on the convergence property and sum-rate performance is discussed. Moreover, the effect of weight matrices on users’ prioritisation is elaborated. For extreme weight values, the proposed algorithms are shown to converge to either eigenbeamforming or null-space decomposition techniques. Further, a robust design of the proposed schemes for the case of imperfect channel state information (CSI) is presented. It is shown that adequate knowledge of effective receive subspaces can be attained by simply assuming matched filters (MF) in the iterative precoding process, while further improvement can be obtained by an actual implementation of interference-mitigation-capable receivers.     

Kalman滤波辅助的室内伪卫星相对定位算法

在室内伪卫星独立定位系统中, 伪卫星以及接收机的钟差会给定位精度带来非常大的误差. 针对这一问题, 提出了一种适用于室内环境的相对定位算法. 使用Kalman定位算法粗略计算接收机位置, 获得粗略基线, 建立室内相对定位模型, 得到载波相位双差和伪距双差. 载波相位双差通过互补Kalman滤波器来平滑伪距双差, 进一步得到精确基线, 获得接收机精确位置, 并将其代替Kalman定位算法的校正结果, 对接收机进行下一状态预测. 实验结果表明, 该算法具有较高的定位精度, 定位误差在20 cm以内. 关键词： 伪卫星 相对定位 双基线 Kalman滤波