Unscented extended Kalman filter for target tracking

A new method of unscented extended Kalman filter (UEKF) for nonlinear system is presented. This new method is a combination of the unscented transformation and the extended Kalman filter (EKF). The extended Kalman filter is similar to that in a conventional EKF. However, in every running step of the EKF the unscented transformation is running, the deterministic sample is caught by unscented transformation, then posterior mean of nonlinearity is caught by propagating, but the posterior covariance of nonlinearity is caught by linearizing. The accuracy of new method is a little better than that of the unscented Kalman filter (UKF), however, the computational time of the UEKF is much less than that of the UKF.     

迭代无味卡尔曼滤波器的算法实现与应用评价

为了对各种迭代无味卡尔曼滤波(iterated unscented Kalman filter, IUKF)算法的应用及性能表现给出较为全面、客观的评价,分别导出并探讨了3种IUKF算法之间的内在联系。多种情况下的仿真应用表明,当观测噪声不太大,且该非线性系统状态的后验密度为可用高斯分布很好近似的单峰形式时,或者说是引起系统非线性的状态量是完全瞬时可观测时,选用恰当的IUKF算法,通过2~3次迭代,就可以在保持滤波一致性的条件下,进一步获得显著的精度收益;否则,IUKF相对于无味卡尔曼滤波(unscented Kalman filter, UKF)的迭代收益就难以保证。     

基于迭代无迹卡尔曼滤波的SLAM算法仿真研究

对迭代无迹卡尔曼滤波算法在SLAM问题中的应用进行仿真研究。通过仿真分析发现,与一般的无迹卡尔曼滤波算法相比,迭代的算法有时无法提高SLAM的精度,继而探讨了SLAM问题中选择采用迭代算法的条件;同时针对迭代算法的观测更新阶段,用阻尼的高斯-牛顿迭代方法改进完全高斯-牛顿迭代方法,从而提出一种改进的基于迭代无迹卡尔曼滤波的SLAM算法。仿真实验对提出的迭代条件进行了验证,仿真结果表明提出的SLAM算法与无迹卡尔曼滤波算法相比,可以进一步提高SLAM问题的估计精度。     

Phase noise filtering and phase unwrapping method based on unscented Kalman filter

This paper presents a new phase unwrapping algorithm based on the unscented Kalman filter(UKF) for synthetic aperture radar(SAR) interferometry.This method is the result of combining an UKF with path-following strategy and an omni-directional local phase slope estimator.This technique performs simultaneously noise filtering and phase unwrapping along the high-quality region to the low-quality region,which is also able to avoid going directly through the noisy regions.In addition,phase slope is estimated directly from the sample frequency spectrum of the complex interferogram,by which the underestimation of phase slope is overcome.Simulation and real data processing results validate the effectiveness of the proposed method,and show a significant improvement with respect to the extended Kalman filtering(EKF) algorithm and some conventional phase unwrapping algorithms in some situations.     

车载DR导航的非线性滤波方法研究

针对扩展卡尔曼滤波方法(EKF)用于车载DR导航系统滤波中存在的一些缺点,将一种新的滤波方法—UKF滤波方法用于车载DR导航系统的非线性状态估计中。该滤波方法与EKF方法相比具有容易实现和滤波精度高的特点。通过非线性状态估计UKF方法大大提高了导航系统的精度。为了检验其有效性,将这两种方法分别对车载DR导航系统进行滤波仿真,仿真结果进一步表明UKF方法优于EKF方法,是一种理想的车载DR导航非线性滤波方法。     

基于强跟踪UKF的航天器自主导航间接量测滤波算法

针对广义卡尔曼滤波(extended Kalman filter, EKF)和无迹卡尔曼滤波(unscented Kalman filter, UKF)缺乏对系统异常的在线自适应调整能力、导致滤波器精度降低的问题,提出了一种将强跟踪滤波(strong tracking filter, STF)和UKF相结合的滤波算法,并进一步采用部分状态信息作为间接观测量,同时量测噪声方差阵实时调整,从而避免了对观测方程求取Jacobi矩阵的过程,使滤波器的设计得到简化。将该算法应用于航天器自主导航系统中,仿真结果表明,该算法在系统出现突变或缓变异常时,能够迅速检测出异常,在保证较高估计精度的同时,提高了系统的可靠性。     

基于UKF的自组织模糊神经网络训练算法

如何生成最优的模糊规则数及模糊规则的自动生成和修剪是模糊神经网络训练算法研究的重点,针对这一问题,提出了基于无迹卡尔曼滤波（unscented Kalman filter, UKF）的自组织模糊神经网络的训练算法。分析了模糊神经网络的非线性动力系统表示,并用递推最小二乘法（recursive least square, RLS）和UKF分别学习线性和非线性的参数,给出了模糊规则生成的准则和参数更新的策略;然后,用误差下降率方法作为模糊规则修剪的策略,删除作用不大的规则。通过典型的函数逼近和系统辨识实例,表明所提算法得到的模糊神经网络的结构更为紧凑,泛化性能更佳。     

Fault tolerant navigation method for satellite based on information fusion and unscented Kalman filter

An effective autonomous navigation system for the integration of star sensor, infrared horizon sensor, magnetometer, radar altimeter and ultraviolet sensor is developed. The requirements of the integrated navigation system manager make optimum use of the various navigation sensors and allow rapid fault detection, isolation and recovery. The normal full fusion feedback method of federated unscented Kalman filter (UKF) cannot meet the needs of it. So a no-reset feedback federated Kalman filter architecture is developed and used in the autonomous navigation system. The minimal skew sigma points are chosen to improve the calculation speed. Simulation results are presented to demonstrate the advantages of the algorithm. These advantages include improved failure detection and correction, improved computational efficiency, and reliability. Additionally, its’ accuracy is higher than that of the full fusion feedback method.     

基于低轨星网的多目标协同跟踪滤波技术

低轨高密度星网因其覆盖范围广、能够对弹道目标进行全程跟踪而受到广泛的重视。针对低轨星网对多弹道目标协同跟踪问题,提出一种基于卡方分布和无迹卡尔曼滤波(unscented Kalman filter, UKF)的多目标协同跟踪滤波算法。该方法首先在卡方分布的假设下,设计了一种基于测量平面的数据关联指标函数,实现量测值的分配;在此基础上采用变结构滤波框架对多弹道目标进行状态更新;最后给出了多目标状态估计性能的评估指标。数值仿真实验证明,所提算法可以有效地实现多目标在测量平面上的数据关联,并以较少的计算量对多目标进行准确估计。     

基于UKF的新型北斗/SINS组合系统直接法卡尔曼滤波

针对传统的间接法卡尔曼滤波在北斗/捷联惯导(serial inertial navigation system, SINS)组合导航系统中无法实现较高的定位精度且计算的冗余度大的缺点,提出一种基于无迹卡尔曼滤波（unscented Kalman filter, UKF）的新型组合系统滤波算法。本算法以SINS输出的导航参数及平台误差角等作为系统状态,无源北斗输出的位置速度参数作为量测,采用改进的UKF方法进行数据融合,并直接计算组合系统导航参数的最优估计。实验结果表明,新算法可以降低对伪距误差模型的精确度要求,同时避免非线性系统状态方程的线性化,简化滤波参数的调整过程,从而有效地缩短组合导航系统的解算时间,提高定位精度。     

Pulsar/CNS integrated navigation based on federated UKF

In order to improve the autonomous navigation capability of satellite, a pulsar/CNS (celestial navigation system) integrated navigation method based on federated unscented Kalman filter (UKF) is proposed. The celestial navigation is a mature and stable navigation method. However, its position determination performance is not satisfied due to the low accuracy of horizon sensor. Single pulsar navigation is a new navigation method, which can provide highly accurate range measurements. The major drawback of single pulsar navigation is that the system is completely unobservable. As two methods are complementary to each other, the federated UKF is used here for fusing the navigation data from single pulsar navigation and CNS. Compared to the traditional celestial navigation method and single pulsar navigation, the integrated navigation method can provide better navigation performance. The simulation results demonstrate the feasibility and effectiveness of the navigation method.     

Modified unscented Kalman filter using modified filter gain and variance scale factor for highly maneuvering target tracking

To improve the low tracking precision caused by lagged filter gain or imprecise state noise when the target highly maneuvers, a modified unscented Kalman filter algorithm based on the improved filter gain and adaptive scale factor of state noise is presented. In every filter process, the estimated scale factor is used to update the state noise covariance Qk, and the improved filter gain is obtained in the filter process of unscented Kalman filter （UKF） via predicted variance Pk｜k-1, which is similar to the standard Kalman filter. Simulation results show that the proposed algorithm provides better accuracy and ability to adapt to the highly maneuvering target compared with the standard UKF.     

REKF and RUKF for pico satellite attitude estimation in the presence of measurement faults

When a pico satellite is under normal operational condi- tions, whether it is extended or unscented, a conventional Kalman filter gives sufficiently good estimation results. However, if the measurements are not reliable because of any kind of malfunc- tions in the estimation system, the Kalman filter gives inaccurate results and diverges by time. This study compares two different robust Kalman filtering algorithms, robust extended Kalman filter （REKF） and robust unscented Kalman filter （RUKF）, for the case of measurement malfunctions. In both filters, by the use of de- fined variables named as the measurement noise scale factor, the faulty measurements are taken into the consideration with a small weight, and the estimations are corrected without affecting the characteristic of the accurate ones. The proposed robust Kalman filters are applied for the attitude estimation process of a pico satel- lite, and the results are compared.     

Adaptive unscented Kalman filter for parameter and state estimation of nonlinear high-speed objects

An adaptive unscented Kalman filter (AUKF) and an augmented state method are employed to estimate the timevarying parameters and states of a kind of nonlinear high-speed objects. A strong tracking filter is employed to improve the tracking ability and robustness of unscented Kalman filter (UKF) when the process noise is inaccuracy, and wavelet transform is used to improve the estimate accuracy by the variance of measurement noise. An augmented square-root framework is utilized to improve the numerical stability and accuracy of UKF. Monte Carlo simulations and applications in the rapid trajectory estimation of hypersonic artillery shells confirm the effectiveness of the proposed method.     

基于IMM-UKF方法的主动段目标分级与关机识别

主动段目标的分级与关机识别对于系统把握目标模型切换并部署后续跟踪具有重要意义。建立了主动段目标的分级和关机所涉及的两级主动段模型和中段模型;引入了交互式多模型框架以应对不确定模式下的跟踪问题,引入了无迹卡尔曼滤波以解决非线性估计问题。在天基观测条件下进行了仿真实验,结果表明,利用模型概率和总体估计误差的异常变化,可有效识别主动段目标的分级和关机。     

考虑SAR量测特性的弹载SINS/SAR组合导航滤波算法

在弹载捷联惯性导航系统(strapdown inertial navigation system,SINS)/合成孔径雷达(synthetic aperture radar,SAR)组合导航系统中,针对量测输出时间间隔不同及SAR量测滞后的问题,提出一种利用曲线拟合法解决量测滞后的非等间隔无迹卡尔曼滤波(unscent...     

非线性滤波算法在无源双基地雷达目标跟踪中的比较研究

针对无源双基地雷达目标跟踪问题,仿真分析了EKF、UKF、CDF等几种非线性滤波算法的状态估计性能。同时,基于后向平滑估计原理,利用当前观测数据平滑估计前时刻状态变量的均值和方差,提出了一种改进的UKF(CDF)滤波算法-BSUKF/CDF。仿真结果表明,在理想高斯白噪声情况下,UKF/CDF及BSUKF/CDF的跟踪性能相近,但均明显优于EKF;但若考虑角闪烁噪声,BSUKF/CDF的跟踪性能则优于UKF/CDF及EKF。     

基于UKF的导弹SINS/CNS姿态估计方法

针对中远程弹道导弹的特点,在分析研究捷联惯性导航系统/天文导航系统(strapdown inertial navigation system/celestial navigation system, SINS/CNS)组合导航测量修正方案的基础上,建立了导弹四元数运动学方程、陀螺测量模型,星敏感器测量模型等系统方程,将无轨迹卡尔曼滤波(unscented Kalman filter, UKF)算法应用于主动段关机点环境,通过对陀螺常值漂移、一阶漂移的在线估计,达到高精度导弹姿态的实时输出。与EKF、QUEST、MLS和捷联惯性迭代递推算法比较,仿真结果表明了UKF算法具有更高的精度,收敛快,适于在无控飞行阶段的工程应用。     

基于EKF与UKF的利率期限结构模型估计及对比

在CKLS广义模型框架下,引入基于扩展卡尔曼滤波(EKF )和无损卡尔曼滤波(UKF )的利率期限结构均衡模型的估计方法,并使用加拿大国债数据对EKF和UKF的模型估计效果进行了对比实证研究.结论表明,引入的基于UKF的模型估计方法相对于文献中普遍采用的基于EKF 的估计方法的估计效果有明显改善,尤其存在强非线性和非正态分布的模型条件下,基于 UKF 的模型估计方法相对于基于EKF的估计方法有很大优势.进一步,基于UKF 估计方法对Vasicek 模型和CIR模型的数据拟合性进行了对比研究.结果表明,Vasicek 模型和 CIR 模型均具有较好的数据拟合性,而Vasicek 模型相对更好.     

Improved H-infinity channel estimator based on EM for MIMO-OFDM systems

H-infinity estimator is generally implemented in timevariant state-space models,but it leads to high complexity when the model is used for multiple input multiple output with orthogonal frequency division multiplexing (MIMO-OFDM) systems.Thus,an H-infinity estimator over time-invariant system models is proposed,which modifies the Krein space accordingly.In order to avoid the large matrix inversion and multiplication required in each OFDM symbol from different transmit antennas,expectation maximization (EM) is developed to reduce the high computational load.Joint estimation over multiple OFDM symbols is used to resist the high pilot overhead generated by the increasing number of transmit antennas.Finally,the performance of the proposed estimator is enhanced via an angle-domain process.Through performance analysis and simulation experiments,it is indicated that the proposed algorithm has a better mean square error (MSE) and bit error rate (BER) performance than the optimal least square (LS) estimator.Joint estimation over multiple OFDM symbols can not only reduce the pilot overhead but also promote the channel performance.What is more,an obvious improvement can be obtained by using the angle-domain filter.