基于平方根UKF的水下纯方位目标跟踪

为了避免被动跟踪中非线性性带来的计算复杂化及跟踪精度的下降,该文将平方根无迹卡尔曼滤波(SR-UKF)算法应用到水下仅测角目标跟踪.利用协方差平方根代替协方差参加递推运算,解决了标准无迹卡尔曼滤波(UKF)算法中由于计算误差和噪声等因素有可能引起误差协方差矩阵负定而导致滤波结果发散的问题,保证了滤波算法的数值稳定性,提高了跟踪的精度和可靠性.仿真结果表明,SR-UKF非线性滤波算法应用于水下仅测角目标跟踪系统是有效的,而且滤波精度、稳定性和收敛时间明显优于扩展卡尔曼滤波(EKF)和标准UKF算法.     

基于不敏Kalman滤波的多传感器数据融合算法

针对非线性系统状态估计的有效融合问题,给出了一种基于不敏Kalman滤波的多传感器数据融合算法.首先,依据单传感器的量测利用不敏Kalman滤波器得到局部状态估计值;其次,依据模糊集合理论中隶属度的性质构建反映局部状态估计结果的支持度函数和支持度矩阵,进而实现对于各局部状态估计之间蕴含冗余和互补信息的充分提取;最终,通...     

Federal extended Kalman filter based on reconstructed observation in incomplete observations

In the estimation and identification of nonlinear system state,aiming at the adverse effect of observation missing randomly caused by detection probability of used sensor which is less than 1,a novel federal extended Kalman filter( FEKF) based on reconstructed observation in incomplete observations( ROIO) is proposed in this paper. On the basis of multi-sensor observation sets,the observation is exchanged at different times to construct a new observation set. Based on each observation set,an extended Kalman filter algorithm is used to estimate the state of the target,and then the federal filtering algorithm is used to solve the state estimation based on the multi-sensor observation data. The effect of the sensor probing probability on the filtering result and the effect of the number of sensors on the filtering result are obtained by the simulation experiment,respectively. The simulation results demonstrate effectiveness of the proposed algorithm.     

Improved Square-Root UKF Algorithm for State Estimation of Nonlinear Systems

The square-root unscented Kalman filter (SR-UKF) for state estimation probably encounters the problem that Cholesky factor update of the covariance matrices can't be implemented when the zero'th weight of sigma points is negative or the numerical computation error becomes large during the filtering procedure.Consequently the filter becomes invalid.An improved SR-UKF algorithm (ISR-UKF) is presented for state estimation of arbitrary nonlinear systems with linear measurements.It adopts a modified form of predicted covariance matrices,and modifies the Cholesky factor calculation of the updated covariance matrix originating from the square-root covariance filtering method.Discussions have been given on how to avoid the filter invalidation and further error accumulation.The comparison between the ISR-UKF and the SR-UKF by simulation also shows both have the same accuracy for state estimation.Finally the performance of the improved filter is evaluated under the impact of model mismatch.The error behavior shows that the ISR-UKF can overcome the impact of model mismatch to a certain extent and has excellent trace capability.     

一种改进的自适应USQUE组合导航姿态估计方法

针对传统四元数无味卡尔曼滤波(unscented quaternion Kalman filter,USQUE)算法的量测噪声统计未知及时变引起滤波发散精度降低等问题,提出一种变分贝叶斯自适应四元数无味卡尔曼滤波算法(variational Bayesian-based adaptive USQUE,VB-AUSQUE).通过变分贝叶斯高斯迭代近似估计,获取近似的量测噪声协方差矩阵滤波先验条件.仿真和舰载测试表明:在捷联式惯性导航系统/全球定位系统(strapdown inertial navigation system/global navigation satellite system,SINS/GNSS)组合导航系统中,VB-AUSQUE算法能有效减少系统量测噪声未知及时变问题对姿态估计精度的影响,相比常规算法具有更高的精度.     

基于自适应 UKF 微型航姿系统噪声在线估计

针对先验噪声与系统真实噪声不符引起标准无迹卡尔曼(unscented Kalman filter,UKF)性能退化的情况,提出一种应用于非线性时变状态和参数联合估计的自适应UKF(adaptive unscented Kalman filter,AUKF)算法.根据新的协方差矩阵与相应估计值之间存在的误差,构建成本函数.采用梯度下降法进行在线预估,对噪声的协方差进行在线更新并反馈给标准的UKF.实验和仿真分析表明,与标准UKF相比,自适应UKF算法在精度上有较大的提高.对于时变噪声协方差不确定时,自适应UKF噪声在线估计的鲁棒性得到明显改善,验证了自适应UKF噪声在线估计模型的准确性和可行性.     

基于奇异值分解无迹卡尔曼滤波的锂电池荷电状态估计

锂电池的荷电状态(state of charge, SOC)是电池管理系统(battery management system, BMS)对锂电池进行管理的重要指标。针对传统SOC估计方法存在的精度低、计算复杂和鲁棒性差等问题,本文提出了一种基于奇异值分解无迹卡尔曼滤波(singular value decomposition unscented Kalman filter, SVD-UKF)的SOC估计方法。该方法利用无迹变换(unscented transformation,UT)提高了计算精度的同时降低了计算量,并且克服了UKF在状态协方差矩阵P非半正定时会出现滤波发散的缺点,提高了算法的鲁棒性。实验结果表明,该算法能够快速收敛于真值,并且将估算误差降低至1%。     

Two-stage prediction and update particle filtering algorithm based on particle weight optimization in multi-sensor observation

The reasonable measuring of particle weight and effective sampling of particle state are consid- ered as two important aspects to obtain better estimation precision in particle filter. Aiming at the comprehensive treatment of above problems, a novel two-stage prediction and update particle filte- ring algorithm based on particle weight optimization in multi-sensor observation is proposed. Firstly, combined with the construction of muhi-senor observation likelihood function and the weight fusion principle, a new particle weight optimization strategy in multi-sensor observation is presented, and the reliability and stability of particle weight are improved by decreasing weight variance. In addi- tion, according to the prediction and update mechanism of particle filter and unscented Kalman fil- ter, a new realization of particle filter with two-stage prediction and update is given. The filter gain containing the latest observation information is used to directly optimize state estimation in the frame- work, which avoids a large calculation amount and the lack of universality in proposal distribution optimization way. The theoretical analysis and experimental results show the feasibility and efficiency of the proposed algorithm.     

扩展卡尔曼粒子滤波算法的一种修正方法

针对扩展卡尔曼粒子滤波（EKF-PF）算法滤波精度较低的缺点，提出对其建议分布进行高阶修正的新算法．该算法针对非线性系统方程，基于二阶泰勒级数展开，利用高阶项对一阶扩展卡尔曼滤波（EKF）的状态估计向量及协方差阵做出适当修正，同时考虑到协方差阵计算中存在矩阵相减运算、计算误差以及参数不匹配等因素的影响，采用矩阵QR分解技术保证了协方差阵的正定性．新算法在一定程度上减小了局部线形化的截断误差，提高了建议分布的逼近程度．仿真实验表明，新算法在计算量增加不多的情况下，滤波精度有明显的提高．     

惯导初对准中的平方根无轨迹卡尔曼滤波

针对无轨迹卡尔曼滤波(UKF)在递推过程中,有些情况下出现状态协方差逐渐失去正定性,导致计算发散现象,对状态协方差进行矩阵分解,在滤波中用其平方根进行计算,保证其正定性.采用平方根无轨迹卡尔曼滤波(SRUKF)对大失准角情况下惯性导航系统初始对准非线性ψ角模型进行估计.蒙特卡罗仿真结果表明,SRUKF与UKF在滤波精度和收敛速度上基本一致,SRUKF的数值稳定性优于UKF.     

Maneuvering target tracking algorithm based on CDKF in observation bootstrapping strategy

The selection and optimization of model filters affect the precision of motion pattern identifica-tion and state estimation in maneuvering target tracking directly.Aiming at improving performance of model filters, a novel maneuvering target tracking algorithm based on central difference Kalman filter in observation bootstrapping strategy is proposed.The framework of interactive multiple model ( IMM) is used to realize identification of motion pattern, and a central difference Kalman filter ( CDKF) is selected as the model filter of IMM.Considering the advantage of multi-sensor fusion method in improving the stability and reliability of observation information, the hardware cost of the observation system for multiple sensors is adopted, meanwhile, according to the data assimilation technique in Ensemble Kalman filter( EnKF) , a bootstrapping observation set is constructed by in-tegrating the latest observation and the prior information of observation noise.On that basis, these bootstrapping observations are reasonably used to optimize the filtering performance of CDKF by means of weight fusion way.The object of new algorithm is to improve the tracking precision of ob-served target by the multi-sensor fusion method without increasing the number of physical sensors. The theoretical analysis and experimental results show the feasibility and efficiency of the proposed algorithm.     

基于无迹卡尔曼滤波的导航星座并行式自主定轨

针对卫星轨道动力学模型的高度非线性及星座自主定轨的高精度需求,基于星间双向测距观测信息,提出了采用无迹卡尔曼滤波（Unscented Kalman Filter, UKF）作为星载算法的导航星座并行式自主定轨方案,并且给出了UKF算法中可见星先验信息引入的额外方差矩阵,以保证滤波的稳定性.仿真结果表明,该方案可以实现星座的长期自主定轨并维持一定精度.
     

基于自适应无迹卡尔曼滤波的分布式驱动电动汽车车辆状态参数估计

以精确估计车辆状态参数为目标,提出了一种基于自适应无迹卡尔曼滤波的车辆状态参数估计算法,采用非线性三自由度车辆模型,将模糊控制与无迹卡尔曼滤波算法相结合,实现对系统测量噪声的自适应调整,通过对方向盘转角,纵向加速度和横向加速度等低成本传感器信息融合实现对质心侧偏角和横摆角速度的状态估计.应用CarSim与Matlab/Simulink建立分布式驱动电动汽车整车模型并且联合仿真对估计算法的有效性进行验证.结果表明自适应无迹卡尔曼滤波比无迹卡尔曼滤波更能有效准确地进行车辆状态参数估计,在双移线工况中,质心侧偏角估计精度提高了6.7%,横摆角速度估计精度提高了4.8%.      

基于自适应UKF的锂离子动力电池状态联合估计

针对由静态的电池模型参数而造成的状态估计累计误差、噪声统计特性的时变不确定性等实用化的问题,基于无迹卡尔曼滤波(unscented Kalman filter, UKF)框架设计了一种自适应UKF的电池状态联合估计算法.在无迹变换(unscented transform,UT)时,对量测方程进行准线性化处理,降低了循环迭代过程中的计算开销;利用带遗忘因子的Sage-Husa自适应估计方法对过程噪声的统计特性参数进行递推估计与修正,提高了UKF估计算法的自适应容错能力;实时跟踪滤波的收敛性,若呈发散趋势时,通过自适应衰减因子对误差协方差进行调整以抑制滤波发散,保证了滤波过程的数值稳定性;采用联合估计策略对一阶Thevenim电池欧姆内阻模型参数进行在线更新,以确保动态测试工况下电池模型的准确性,从而提高了电池荷电状态(state of charge,SOC)以及电池健康状态(state of health,SOH)的估计精度.实验与仿真结果验证了该电池状态联合估计算法的可行性与有效性.     

基于GNL模型自适应无迹卡尔曼滤波的电动汽车的荷电状态估计

随着电动汽车的高效发展,逐年递增的退役动力电池回收利用已刻不容缓,对电池进行精确、可靠的荷电状态(state of charge,SOC)估计是实现电池梯次利用的关键技术。传统估计方法均未考虑对老化电池影响较高的自放电因素,本文采用在二阶RC模型基础上考虑了自放电因素的GNL电路等效模型,通过脉冲放电对模型参数进行辨识。对相应的状态空间方程利用矩阵二次型方法进行离散化,并利用自适应无迹卡尔曼滤波算法对SOC进行实时估计及更新。在间歇恒流工况和变电流工况下以老化电池为实验对象对算法进行了对比验证,结果表明双卡尔曼滤波法在初值估计不准确的时候不能及时收敛到SOC真值附近并跟随,基于二阶RC模型的自适应滤波算法估计的误差在工况后期较大,基于GNL模型的自适应滤波算法对老化电池的估计精度较高,误差在0.5%之间。结果表明该方法可使状态估计值具有较小的误差和快速跟随性,满足了SOC 估计的实际需求。     

多普勒雷达测量数据的Kalman滤波器设计

研究把多普勒雷达测量数据引入Kalman滤波的新方法.根据测量噪声协方差矩阵的分解导出一种理想的线性测量方程的等价形式,在方向余弦估计和误差补偿的基础上,给出可实现的测量方程及其对应的序贯处理的滤波方程.这种序贯处理结构有助于方向余弦继承位置测量更新带来的性能改善,从而减小其估计误差.蒙特卡罗仿真表明,这种序贯滤波算法,不但可以提高状态估计精度,而且其性能优于传统的推广Kalman滤波.     

基于GPS/INS组合导航的改进自适应渐消卡尔曼滤波算法

基于GPS/SINS组合导航系统的模型不准确或者量测噪声多变所产生的滤波发散问题,研究了自适应渐消卡尔曼滤波对于滤波发散的抑制作用,文章提出一种利用新息协方差估计值和量测值实时自适应计算渐消因子的方法,用它调节卡尔曼滤波方程中预测误差协方差阵和增益矩阵,调整历史新息和当前新息的权重达到抑制滤波发散的目的。该算法能有效减少严格收敛判据推导渐消因子的计算量和限制条件,有效利用了当前新息值。仿真验证表明,提出的算法能有效抑制滤波发散,并且比常规卡尔曼滤波效果更佳。     

基于改进DAEKF的锂电池SOC和SOH联合估计

为提高锂离子荷电状态（state of charge,SOC）及健康状态（state of health,SOH）的精度,提出改进双自适应扩展卡尔曼滤波（dual adaptive extended Kalman filter,DAEKF）算法。基于二阶RC模型,建立空间状态方程;选取电池容量作为SOH的表征量,在双扩展卡尔曼滤波算法基础上引入改进的Sage-Husa自适应算法,实现系统协方差矩阵的实时更新;为降低系统计算量,进一步加入多时间尺度理论进行优化。实验结果表明,提出的算法能较准确地估计锂电池的SOC与SOH,SOC的平均误差为0.58%,SOH最大估计误差为0.8%,该算法正确有效。     

基于改进扩展卡尔曼滤波的爬架运行安全姿态估计

为了实时准确的获取爬架运行时的姿态信息,提出了一种基于改进Sage-Husa扩展卡尔曼滤波算法（ISHEKF）的爬架姿态估计方法。首先建立了爬架姿态估计模型,然后在扩展卡尔曼滤波（EKF）对传感器进行融合滤波时,加入Sage-Husa扩展卡尔曼算法（SHEKF）对时变噪声进行调节,再以协方差匹配技术对Sage-Husa进行滤波发散判定,通过在调节因子中引入爬架实时运动速度,改进滤波发散判定依据,从而满足爬架运行时高精度的滤波要求。实验结果表明：静态实验中以横滚角为例,ISHEKF的最大误差较SHEKF减少了21.9%,较EKF最大误差减少了70.8%;动态实验中ISHEKF表现出更好的稳定性和滤波精度,能够准确反映爬架运行的状态变化。     

基于平方根Unscented卡尔曼滤波的车辆融合跟踪

针对车辆运动的机动性和跟踪系统的非线性，提出了一种基于平方根Unsoented卡尔曼滤波(SR-UKF)的多传感器融合跟踪方法．该方法采用动力学模型建立系统的状态方程和量测方程，充分利用了多传感器的量测信息，更好地满足了目标的机动特性．采用基于UKF的数据融合方法处理系统的非线性问题，避免了扩展卡尔曼滤波(EKF)产生的线性化误差．同时，在滤波过程中，以协方差平方根阵代替协方差阵参加速代运算，有效地避免了滤波器的发散，提高了滤波算法的收敛速度和稳定性，实验证明，与基于EKF的融合算法相比，基于SR-UKF的融合算法使系统的位置和方向角的跟踪精度分别提高了18．22％和34．81％。