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.     

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.     

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.     

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.     

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.     

任意相关噪声线性系统异步状态向量融合

基于线性无偏最小方差估计理论,提出了一种任意相关噪声线性系统异步状态向量融合算法.该算法将融合中心的采样周期设定为传感器测量周期的最小公倍数,使得传输到融合中心的局部状态估计在每个周期内具有相同的数目,减少了跟踪滤波的计算量.在跟踪滤波器的增益阵中引入测量噪声与过程噪声的相关量和测量噪声之间的相关量,增加了描述多传感器融合系统的信息量.仿真结果表明,状态向量融合算法比噪声不相关融合算法具有更好的跟踪性能,航迹跟踪的精度得到了改善.     

带相关噪声多传感器系统的事件触发贯序和分布式融合估计

对带相关噪声的多传感器系统,研究了事件触发的贯序和分布式融合估计算法.不同传感器之间的观测噪声同时刻相关,并与过程噪声一步相关.为了节省通信能耗,采用了事件触发传输机制,该机制依赖于每个传感器当前的观测值和上一个触发时刻的观测值.在事件触发条件下,提出了在线性最小方差意义上的最优贯序融合和分布式融合估计算法.所提出的贯序融合算法可以根据传感器观测数据到达滤波器的顺序进行实时处理,具有较小的计算负担.所提出的分布式融合算法可以对传感器观测数据进行并行处理,具有更好的可靠性.两种算法与事件触发集中融合算法具有相同的估计精度.仿真结果验证了算法的有效性.     

旋转导向系统有色噪声的改进无迹卡尔曼滤波方法

在旋转导向钻井系统的姿态测量过程中,三轴加速度计测量数据中包含大量有色噪声,严重影响井底组合钻具姿态测量的精度。基于旋转坐标变换的四元数理论,结合所建立的三轴加速度噪声模型,提出一种改进无迹卡尔曼(UKF)迭代滤波算法。此方法利用陀螺测量原理构造观测方程和时变状态方程,将实时解算出的钻具姿态以四元数的形式更新时变状态方程中三轴角速度,通过更新观测方程加速度噪声模型实现加速度计传感器数据中有色噪声的UKF迭代滤波。实测数据滤波的结果表明,此方法可有效滤除加速度传感器数据中的有色噪声,保证旋转导向钻具姿态测量的精度。     

迭代无味卡尔曼滤波的目标跟踪算法

针对目标跟踪迭代无味卡尔曼滤波(IUKF)算法中跟踪精度较差的问题,提出一种基于状态扩展技术的改进迭代无味卡尔曼滤波(IIUKF)算法.新算法首先将观测噪声扩展进状态,构造关于扩展状态的零噪声观测方程,然后在观测迭代过程中将最新的扩展状态后验估计代入更新公式,进行观测迭代更新.相比IUKF算法,IIUKF算法不仅形式上更为简洁,而且避免了IUKF算法中先验估计和观测噪声非统计正交的问题,滤波精度更高.数值仿真表明,IIUKF算法的跟踪误差比IUKF算法减小了20%以上.     

一种强背景噪声下的WSN目标定位算法

为了进一步提高无线传感器网络(WSN)目标定位解算精度,提出了一种改进的Cubature粒子滤波(ICPF)定位算法.该算法运用最小二乘法估计移动目标当前初始时刻的位置,使用Cubature卡尔曼滤波和Gauss-Newton迭代法来充分利用测量更新后的状态最新信息,精确设计目标状态重要性密度函数,为粒子滤波提供相应的建议分布,从而能够更加有效改善粒子滤波器的性能.仿真实验结果证明,提出的改进算法在强背景噪声下能有效提高定位精度且收敛性增强,其性能优于标准粒子滤波(PF)、扩展粒子滤波(EPF)及Unscented粒子滤波定位算法(UPF).      

有色量测噪声情况下的多传感器目标跟踪融合算法

目前已有的目标跟踪融合估计算法都是基于Kalman滤波的,而卡尔曼滤波估计算法要求系统过程噪声和量测噪声均为白色噪声,而实际的跟踪系统中量测噪声往往是有色噪声。针对上述问题,本文利用线性组合当前量测与下一时刻量测的量测扩增法,研究了有色量测噪声情况下的集中式、分布式多传感器目标跟踪融合算法。并对新的融合算法进行仿真分析,仿真结果表明新的融合算法具有良好的跟踪性能。     

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.     

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。     

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.     

一种基于雷达和红外的粒子滤波融合跟踪方法

针对Kalman滤波不能处理雷达与红外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.该算法通过利用量测方程的非线性分析和粒子滤波器计算状态估计值,从而以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,同时减小了计算量.     

基于能效的分布式轻量级WSN目标跟踪算法

针对不确定性复杂运动目标跟踪中的节点调度以及节能问题,提出了基于能效的无线传感器网络分布式多节点协作的目标跟踪算法.根据监控区域内目标的运动状态以及局部区域的节点密度,利用节点的剩余能量和调度情况,确定无线传感器网络在跟踪目标过程中的簇规模,使网络的局部能量消耗达到均衡.利用高斯Cost-Reference粒子滤波对目标进行跟踪,以减少对噪声建模的依赖性.仿真结果表明,该算法达到了跟踪精度的要求,解决了节点调度问题,并有效地均衡了网络能耗.     

基于多重检测及双权值的椒盐噪声自适应滤波算法

提出一种针对椒盐噪声的扩大窗口多重检测及使用双权值的自适应滤波算法.采用对可疑噪声扩大窗口进行多次重复检测来提高对噪声的判别,采用基于图像整体相似度和像素相似度的两种权值构造加权滤波函数,采用噪声剪切和自适应窗口实现滤波.实验表明,算法对不同密度的椒盐噪声具有良好的适应性,在高密度噪声下去噪效果有明显改善.     

基于多重检测及双权值的椒盐噪声自适应滤波算法

提出一种针对椒盐噪声的扩大窗口多重检测及使用双权值的自适应滤波算法。采用对可疑噪声扩大窗口进行多次重复检测来提高对噪声的判别,采用基于图像整体相似度和像素相似度的两种权值构造加权滤波函数,采用噪声剪切和自适应窗口实现滤波。实验表明,算法对不同密度的椒盐噪声具有良好的适应性,在高密度噪声下去噪效果有明显改善。     

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.     

Cubature Kalman probability hypothesis density filter based on multi-sensor consistency fusion①

The GM-PHD framework as recursion realization of PHD filter is extensively applied to multi-target tracking system .A new idea of improving the estimation precision of time-varying multi-target in non-linear system is proposed due to the advantage of computation efficiency in this paper .First, a novel cubature Kalman probability hypothesis density filter is designed for single sensor measure -ment system under the Gaussian mixture framework .Second , the consistency fusion strategy for multi-sensor measurement is proposed through constructing consistency matrix .Furthermore, to take the advantage of consistency fusion strategy , fused measurement is introduced in the update step of cubature Kalman probability hypothesis density filter to replace the single-sensor measurement .Then a cubature Kalman probability hypothesis density filter based on multi-sensor consistency fusion is proposed .Capabilily of the proposed algorithm is illustrated through simulation scenario of multi-sen-sor multi-target tracking .