A novel multi-sensor multiple model particle filter with correlated noises for maneuvering target tracking

Aiming at the effective realization of particle filter for maneuvering target tracking in multi-sensor measurements,a novel multi-sensor multiple model particle filtering algorithm with correlated noises is proposed.Combined with the kinetic evolution equation of target state,a multi-sensor multiple model particle filter is firstly constructed,which is also used as the basic framework of a new algorithm.In the new algorithm,in order to weaken the adverse influence from random measurement noises in the measuring process of particle weight,a weight optimization strategy is introduced to improve the reliability and stability of particle weight.In addition,considering the correlated noise existing in the practical engineering,a decoupling method of correlated noise is given by the rearrangement and transformation of the state transition equation and measurement equation.Since the weight optimization strategy and noise decoupling method adopt respectively the center fusion structure and the off-line way,it improves the adverse effect effectively on computational complexity for increasing state dimension and sensor number.Finally,the theoretical analysis and experimental results show the feasibility and efficiency of the proposed algorithm.     

多传感器粒子滤波融合跟踪算法

对于非线性非高斯环境中的多传感器分布式状态估计问题,提出了一种基于二阶中心差分粒子滤波方法的融合跟踪算法.通过对量测方程的非线性分析,利用粒子滤波器计算目标状态估计值,以在线自适应加权融合算法的方式得到系统最优估计.仿真结果表明,与采用扩展卡尔曼滤波的方法相比,该算法具有更高的估计精度.     

一种用于运动跟踪的加窗粒子滤波新算法研究

为了提高粒子滤波算法在视频跟踪中的性能,在基本粒子滤波算法的基础上,采用窗口滤波更新粒子集合,根据对目标位置估计的情况动态更新粒子集合大小,得到一种改进的粒子滤波算法--加窗粒子滤波算法.该算法利用估计窗内的混合抽样粒子集描述后验分布,通过对估计窗内具有不同权值的粒子集依据其权值大小进行抽样,并根据当前观测值对抽取的粒子状态进行更新,实现对目标的跟踪.仿真实验结果表明:这种跟踪算法在不影响跟踪精度的情况下,大大减少了计算量,较好地解决了视频目标跟踪这一非线性非高斯状态在线估计问题.     

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.     

机器人定位中稳健的自适应粒子滤波算法

为了提高粒子滤波算法在机器人定位中的性能,在基本粒子滤波算法的基础上,引入概率回退的方法对机器人的初始状态进行估计,采用窗口滤波更新粒子集合,根据对机器人位置估计的情况动态更新粒子集合的大小,得到一种改进的粒子滤波算法——稳健的自适应粒子滤波算法。仿真结果表明:该算法充分利用了对机器人位置估计的有效信息,在显著提高算法稳健性的同时,降低了运算复杂度,较好地解决了机器人定位这一非线性非Gauss状态在线估计问题。     

Maneuvering target tracking algorithm based on cubature Kalman filter with observation iterated update

Reasonable selection and optimization of a filter used in model estimation for a multiple model structure is the key to improve tracking accuracy of maneuvering target.Combining with the cubature Kalman filter with iterated observation update and the interacting multiple model method,a novel interacting multiple model algorithm based on the cubature Kalman filter with observation iterated update is proposed.Firstly,aiming to the structural features of cubature Kalman filter,the cubature Kalman filter with observation iterated update is constructed by the mechanism of iterated observation update.Secondly,the improved cubature Kalman filter is used as the model filter of interacting multiple model,and the stability and reliability of model identification and state estimation are effectively promoted by the optimization of model filtering step.In the simulations,compared with classic improved interacting multiple model algorithms,the theoretical analysis and experimental results show the feasibility and validity of the proposed algorithm.     

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.     

一种新型的简化群优化粒子滤波算法

针对粒子滤波的粒子退化和贫化问题,将新兴的简化群优化(SSO)算法引入到粒子滤波的重采样阶段.SSO算法结构简单,在保留优良粒子的基础上,增加一项粒子随机运动过程,以提供粒子多样性.实验结果表明,新算法不仅有效提高了对非线性系统状态的估计精度,而且具有更高的运算速度.     

非高斯噪声环境下的智能粒子滤波多用户检测方法

粒子滤波适用于任何非线性非高斯系统的状态估计问题,具有应用灵活、适用范围广等优点．建议分布的选择恰当与否直接决定着粒子滤波的估计精度和估计效率．针对这一难点提出了采用粒子群优化算法来确定粒子的建议分布．粒子群优化算法作为新的群智能算法同样适应于各类非线性非高斯系统,采用该算法确定粒子滤波的建议分布保证了粒子滤波广泛的适应性,同时提高了估计精度．最后在Alpha稳定分布噪声环境下对CDMA系统多用户检测进行了仿真,结果表明,采用智能算法来确定粒子的建议分布极大地提高了粒子滤波的估计精度．     

粒子滤波融合跟踪方法

针对Kalman滤波不能处理多传感器量测信息融合中的非线性问题,提出了一种基于粒子滤波方法的融合跟踪算法.通过对量测方程的非线性分析,利用粒子滤波器计算目标状态估计值,通过线性迭代的方式得到系统的最优估计.仿真结果表明,与采用Kalman滤波的方法相比,该算法具有更高的估计精度和更少的计算量.相比于单传感器,减少了量测信息的模糊性,提高了资源的利用率.     

低信扰比下粒子权重优化的粒子滤波算法

针对低信扰比条件下粒子权重有效评价问题,本文给出了一种粒子权重优化的粒子滤波算法。在算法实现中,首先,通过代价评估粒子滤波中代价函数和风险函数的引入实现粒子权重评价过程中对于当前量测信息的合理利用;其次,通过置信度距离和置信度矩阵的构建及求解完成对于粒子间蕴含冗余和互补信息的充分提取;最终,利用权重平衡因子在融合两种权重度量结果基础上实现粒子权重的合理度量。新算法在实现当前时刻粒子集中信息有效利用的同时,避免了量测噪声先验统计信息的偏差的不利影响,从而使得粒子权重度量结果更加稳定和可靠。理论分析和仿真实验验证了算法的有效性。     

Multi-sensor federated unscented Kalman filtering algorithm in intermittent observations

Aiming at the adverse effect caused by limited detecting probability of sensors on filtering precision of a nonlinear system state,a novel multi-sensor federated unscented Kalman filtering algorithm is proposed.Firstly,combined with the residual detection strategy,effective observations are correctly identified.Secondly,according to the missing characteristic of observations and the structural feature of unscented Kalman filter,the iterative process of the single-sensor unscented Kalman filter in intermittent observations is given.The key idea is that the state estimation and its error covariance matrix are replaced by the state one-step prediction and its error covariance matrix,when the phenomenon of observations missing occurs.Finally,based on the realization mechanism of federated filter,a new fusion framework of state estimation from each local node is designed.And the filtering precision of system state is improved further by the effective management of observations missing and the rational utilization of redundancy and complementary information among multi-sensor observations.The theory analysis and simulation results show the feasibility and effectiveness of the proposed algorithm.     

基于自适应遗传算法的粒子滤波器

针对重采样导致的权值退化问题,应用遗传算法的进化思想来优化重采样算法,将粒子权值作为适应度值,合理设定阈值,利用最佳个体保存法保存高适应度粒子,利用自适应交叉、变异操作对低适应度粒子进行进化,将高适应度粒子与进化粒子组合成新的粒子集进行状态估计.仿真实验表明,该算法具有良好的实时性和估计精度,其状态估计精度比标准粒子滤波提高近24倍,比无迹卡尔曼粒子滤波提高近4倍,耗时约为无迹卡尔曼粒子滤波的1/10.     

基于改进差分进化的高精度粒子滤波算法

针对智能优化粒子滤波算法精度较低和收敛速度慢的问题,提出一种改进适应度函数和搜索策略的差分进化粒子滤波算法(IDE-PF).该算法通过自适应融合粒子权值和量测误差得到适应度函数,并利用该函数评价粒子的可信度,引导粒子向后验概率密度取值高的位置移动,同时引入新的搜索策略,不仅保持了粒子多样性,还加快了算法收敛的速度.仿真结果表明,该算法可有效提高智能优化粒子滤波对于非线性系统状态估计的精度和实时性.     

人工蜂群粒子滤波信道估计算法研究

人工蜂群算法是用以解决复杂优化问题的新方法,具有收敛速度快、优化性能高等特点.将人工蜂群算法与粒子滤波相结合应用于信道估计可以摆脱常规方法对线性高斯条件的束缚,具有理论依据和现实意义.结合2种算法的优势提出了人工蜂群粒子滤波,采用人工蜂群算法确定粒子滤波的建议分布.仿真将Alpha稳定分布作为非高斯噪声模型,实现了粒子滤波及其改进算法的信道估计研究.结果表明人工蜂群算法与其他智能算法相比具有更快的收敛速度,改进人工蜂群粒子滤波与无迹粒子滤波相比极大地提高了信道估计精度.     

改进的粒子群算法及在数值函数优化中应用

为提高粒子群算法的优化能力,提出了一种改进的粒子群优化算法。在该算法中,采用Beta分布初始化种群,采用逆不完全伽马函数更新惯性权重,在速度更新式中,引入了基于差分进化的新算子,对于粒子的越界处理,采用了基于边界对称映射的新方法。以50个不同类型的数值函数作为优化实例,基于威尔柯克斯符号秩检验的测试结果表明,该算法明显优于普通粒子群优化算法、差分进化算法、人工蜂群优化算法和量子行为粒子群算法。     

基于容积原则的概率假设密度滤波算法

为改善多目标跟踪问题中概率假设密度滤波精度与算法运行时间之间的关系,提高目标状态和数目的实时估计性能,提出了基于容积原则的概率假设密度滤波算法. 该算法在高斯混合粒子概率假设密度的框架下,利用容积数值积分原则直接计算非线性随机函数的均值和方差, 产生粒子滤波算法的重要性函数,实现高精度粒子的重构,来近似目标状态和数目的概率分布,并且在高斯混合概率假设密度滤波算法中进行采样和更新. 仿真验证了所提出算法的有效性,其Wasserstein误差距离优化了17.32%,目标数估计均值也提高了23.72%.      

Probabilistic data association algorithm based on ensemble Kalman filter with observation iterated update

Aiming at improving the observation uncertainty caused by limited accuracy of sensors,and the uncertainty of observation source in clutters,through the dynamic combination of ensemble Kalman filter(EnKF) and probabilistic data association(PDA),a novel probabilistic data association algorithm based on ensemble Kalman filter with observation iterated update is proposed.Firstly,combining with the advantages of data assimilation handling observation uncertainty in EnKF,an observation iterated update strategy is used to realize optimization of EnKF in structure.And the object is to further improve state estimation precision of nonlinear system.Secondly,the above algorithm is introduced to the framework of PDA,and the object is to increase reliability and stability of candidate echo acknowledgement.In addition,in order to decrease computation complexity in the combination of improved EnKF and PDA,the maximum observation iterated update mechanism is applied to the iteration of PDA.Finally,simulation results verify the feasibility and effectiveness of the proposed algorithm by a typical target tracking scene in clutters.     

并行局部概率假设密度(PHD)粒子滤波

针对概率假设密度滤波权值更新效率低下的问题, 提出一种并行局部概率假设密度粒子滤波?通过聚类将粒子按目标估计个数进行分类并添加标签,通过一步预测和跟踪门限将观测区域划分为目标存在区域和不包含目标的杂波区域,修正目标所在的局部区域杂波强度公式,独立并行地计算每个目标所在区域的局部概率假设密度?仿真结果表明,并行的局部概率假设密度粒子滤波时效性更高,误差更低?     

基于均值迁移的粒子滤波算法研究

针对弱观测噪声环境下的粒子退化现象,特别是观测噪声较小时非线性非高斯的粒子滤波问题,提出了一种基于均值迁移的粒子滤波算法。首先,将核密度估计的无参快速模式匹配算法引入到粒子滤波中,并迭代计算概率密度估计。然后,利用均值迁移估计粒子梯度的方向,计算每个粒子移向其样本的均值。当粒子位置发生改变时,对重采样粒子进行加权处理。最后,根据本算法采样更新粒子集,有效地克服了粒子退化现象并提高了状态估计精度。