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.     

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.     

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。     

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.     

A tracking filter method of active sonar subject to unknown target maneuver

A tracking filter algorithm based on the maneuvering detection delay is presented in order to solve the fuzzy problem of target maneuver decision introduced by the measure?ment errors of active sonar. When the maneuvering detection is unclear, two target moving hypotheses, the uniform and the maneuver, derived from the method of multiple hypothesis tracking, are generated to delay the final decision time. Then the hypothesis test statistics is constructed by using the residual sequence. The active sonar?s tracking ability of unknown prior information targets is improved due to the modified sequential probability ratio test and the integration of the advantages of strong tracking filter and the Kalman filter. Simulation results show that the algorithm is able to not only track the uniform targets accurately, but also track the maneuvering targets steadily. The effectiveness of the algorithm for real underwater acoustic targets is further verified by the sea trial data processing results.     

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.     

目标机动未知下的有源声呐跟踪滤波方法

为解决由有源声呐测量误差而引入的目标机动判决模糊问题,提出了基于延迟机动检测的跟踪滤波算法。利用多假设跟踪方法,在目标机动检测模糊时,生成匀速及机动的两种目标运动假设以延迟最终的决策时间,基于残差序列构造假设检验统计量,实施序列似然比检验并融合强跟踪滤波器和Kalman滤波器的优点,提高了有源声呐对先验信息未知目标的跟踪能力。通过仿真分析表明,该算法不仅能够精确的跟踪匀速运动目标,而且能够稳定的跟踪机动目标。海试数据处理进一步验证了算法跟踪真实水声目标的有效性。      

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.     

结合区域提取和改进卷积神经网络的水下小目标检测

针对水下小目标信息量有限而难以提取有效特征导致的检测性能不佳问题,提出了一种结合区域提取和融合Hu矩特征的改进卷积神经网络水下小目标检测方法。该方法包含区域提取和分类两个步骤。首先以马尔可夫随机场分割算法为基础进行区域提取,对潜在目标定位的同时降低伪目标对后续分类的干扰;然后提取潜在目标区域的Hu矩特征并融入卷积神经网络,形成一种形状特征表征能力更强的改进卷积神经网络用于分类。声呐实测数据处理结果表明,该方法可以有效提升对水下小目标的发现概率和正确报警率,与其他目标检测方法相比,该方法具有更好的检测性能和泛化性。     

Infrared/laser multi-sensor fusion and tracking based on the multi-scale model

The state estimation problem of targets detected by infrared/laser composite detection system with different sampling rates was studied in this paper. An effective state estimation algorithm based on data fusion is presented. Because sampling rate of infrared detection system is much higher than that of the laser detection system, the theory of multi-scale analysis is used to establish multi-scale model in this algorithm. At the fine scale, angle information provided by infrared detection system is used to estimate the target state through the unscented Kalman filter. It makes full use of the high frequency characteristic of infrared detection system to improve target state estimation accuracy. At the coarse scale, due to the sampling ratio of infrared and laser detection systems is an integer multiple, the angle information can be fused directly with the distance information of laser detection system to determine the target location. The fused information is served as observation, while the converted measurement Kalman filter (CMKF) is used to estimate the target state, which greatly reduces the complexity of filtering process and gets the optimal fusion estimation. The simulation results of tracking a target in 3-D space by infrared and laser detection systems demonstrate that the proposed algorithm in this paper is efficient and can obtain better performance than traditional algorithm.     

基于场景的红外焦平面阵列非均匀性校正算法综述

红外焦平面阵列的非均匀性噪声是制约红外成像质量的主要因素。基于场景的非均匀校正算法通常利用图像序列并依赖帧间运动对焦平面阵列的非均匀性进行校正。介绍和分析了全局非均匀性校正,Kalman滤波器法,自适应滤波法,轨迹跟踪法,基于场景运动分析的校正算法,基于小波变换实现低通滤波的校正算法,高通滤波与神经网络相结合的算法,基于小波去噪、序列图像配准和正交最小二乘拟合的校正算法,改进的神经网络算法以及代数算法等,对算法进行了比较。     

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.     

最优控制在车载惯性平台稳定回路中的应用

在分析车载惯性平台数学模型的基础上,针对平台的扰动特性，提出了稳定伺服回路的一种改进型线性二次高斯 (LQG) 控制方法。该方法在反馈中加入了积分项，可以消除稳态偏差，并且依据滤波器收敛性的判据，分别利用Sage Husa自适应滤波算法和强跟踪Kalman滤波器进行状态估计,既保证了估计精度，又具有跟踪突变状态的能力。仿真和实验表明：该方法在一定程度上降低了对系统模型误差和噪声统计特性误差的要求。     

瞬态抑制二极管电磁脉冲响应建模

针对目前浪涌保护器件性能分析方法不完善、缺乏准确数学模型的问题,提出了一种基于NARX神经网络的电磁脉冲响应时域建模方法,并给出NARX神经网络建模的理论基础及设计步骤。通过组建传输线脉冲测试平台及静电放电实验平台,对NUP2105L型瞬态抑制二极管进行注入实验,采集输入输出实验数据并建立NARX神经网络模型。对建模效果进行分析,所建模型可以较为准确地预测输入脉冲为方波脉冲、人体金属模型及机器模型静电放电电磁脉冲时,响应电压曲线趋势、响应时间、脉冲峰值、箝位时间及箝位电压等性能指标,验证了模型的正确性。     

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     

Variational Bayesian-Based Improved Maximum Mixture Correntropy Kalman Filter for Non-Gaussian Noise

The maximum correntropy Kalman filter (MCKF) is an effective algorithm that was proposed to solve the non-Gaussian filtering problem for linear systems. Compared with the original Kalman filter (KF), the MCKF is a sub-optimal filter with Gaussian correntropy objective function, which has been demonstrated to have excellent robustness to non-Gaussian noise. However, the performance of MCKF is affected by its kernel bandwidth parameter, and a constant kernel bandwidth may lead to severe accuracy degradation in non-stationary noises. In order to solve this problem, the mixture correntropy method is further explored in this work, and an improved maximum mixture correntropy KF (IMMCKF) is proposed. By derivation, the random variables that obey Beta-Bernoulli distribution are taken as intermediate parameters, and a new hierarchical Gaussian state-space model was established. Finally, the unknown mixing probability and state estimation vector at each moment are inferred via a variational Bayesian approach, which provides an effective solution to improve the applicability of MCKFs in non-stationary noises. Performance evaluations demonstrate that the proposed filter significantly improves the existing MCKFs in non-stationary noises.     

Track-before-detect algorithm for maneuvering infrared weak multiple targets via particle filter

We present a particle filter （PF）-based algorithm to detect and track maneuvering infrared weak multiple targets at different signal-to-noise ratios for the scenes with the multiple targets number unknown and vary- ing. A detecting filter and a tracking filter based on sequential likelihood ratio （LR） testing with fixed sample size are designed, respectively, for capturing new target and tracking confirmed targets. The algorithm is optimized with selectively particles sampling and adaptive process noise. Targets birth and death time are accurately estimated according to the change degree of the LR along with the corresponding state amended through PF backward recursion. Simulation results show that it is positive to detect and track maneuvering infrared weak multiple targets with the appearance and disappearance of more than one, which also achieves a significant improvement in state estimation especially for the time targets which appear and disappear.