基于unscented粒子滤波的红外弱小目标跟踪

为有效解决非线性环境中的红外弱小目标跟踪问题,提出基于unscented粒子滤波的目标跟踪算法。状态转移先验概率中未考虑当前测量对状态估计的作用,为克服传统粒子滤波算法采用状态转移先验概率作为粒子滤波建议分布的缺点,采用UKF生成粒子滤波的建议分布(UPF),并从中抽样粒子。由于考虑到当前观测值在状态后验估计中产生的影响,改善了目标状态估计的性能,且实验所需粒子数目大大少于传统粒子滤波算法所需粒子数目。用实际红外图像对所提算法做了仿真实验,结果表明,用该方法得到的状态估计结果优于用传统粒子滤波算法和用扩展卡尔曼滤波作为建议分布的粒子滤波算法获得的结果。     

基于无迹粒子PHD滤波的序贯融合算法

针对在杂波、漏检和非线性情况下,粒子概率假设密度滤波（particle probability hypothesis density filter, P-PHDF）算法估计精度不高、滤波发散及粒子退化等问题,提出了一种基于无迹粒子概率假设密度滤波（unscented particle PHDF, UP-PHDF）的序贯融合算法。利用无迹粒子滤波（unscented particle filter, UPF）实现PHDF,由UKF算法得到更好更优的重要性密度函数并从中采样,使粒子的分布更接近多目标概率假设密度分布;另外,为进一步提高滤波算法的性能,实现基于雷达和红外传感器的UP-PHDF序贯融合算法,通过两传感器交替滤波保证目标状态的可观测性。在复杂环境下,仿真结果表明该算法的估计精度和稳定性明显优于单传感器P-PHDF算法。     

基于量子遗传和无迹粒子滤波的人体运动跟踪

提出一种人体运动跟踪算法,用于解决多关节人体运动跟踪问题.由于无迹粒子滤波存在样本贫化现象,因而对目标运动估计产生影响,尤其估计模型为复杂的马尔可夫链的时域问题的影响尤为严重.通过分析产生该现象的原因,在无迹粒子滤波中引入量子遗传算法:一方面,增加样本集的多样性而缓解样本贫化现象的影响;另一方面,改善其估计、跟踪能力并有效缩短了计算时间.实验结果表明,所提出算法很好地减轻了样本贫化现象对无迹粒子滤波的影响,并提高了多关节人体运动跟踪的准确性,跟踪结果令人满意.     

MLP training in a self-organizing state space model using unscented Kalman particle filter

Many Bayesian learning approaches to the multi-layer perceptron (MLP) parameter optimization have been proposed such as the extended Kalman filter (EKF). This paper uses the unscented Kalman particle filter (UPF) to train the MLP in a selforganizing state space (SOSS) model. This involves forming augmented state vectors consisting of all parameters (the weights of the MLP) and outputs. The UPF is used to sequentially update the true system states and high dimensional parameters that are inherent to the SOSS model for the MLP simultaneously. Simulation results show that the new method performs better than traditional optimization methods.     

UPF算法及其在目标跟踪问题中的应用

针对传统粒子滤波(PF)算法的缺陷,提出了一种改进的粒子滤波(UPF)算法。该算法以UKF方法生成替代分布并从中采样,解决了传统PF算法中以转换先验密度函数作为替代分布所引发的各种问题。对UPF算法进行了深入的分析研究,并给出了一个纯方位目标跟踪问题的仿真算例。理论分析与仿真结果均表明,改进算法提高了滤波的稳定性和精确性,具有较高的实用价值和广泛的应用前景。     

UPF based autonomous navigation scheme for deep space probe

The autonomous ＂celestial navigation scheme＂ for deep space probe departing from the earth and the autonomous ＂optical navigation scheme＂ for encountering object celestial body are presented. Then, aiming at the conditions that large initial estimation errors and non-Gaussian distribution of state or measurement errors may exist in orbit determination process of the two phases, UPF （unscented particle filter） is introduced into the navigation schemes. By tackling nonlinear and non-Gaussian problems, UPF overcomes the accuracy influence brought by the traditional EKF （extended Kalman filter）, UKF （unscented Kalman filter）, and PF （particle filter） schemes in approximate treatment to nonlinear and non-Gaussian state model and measurement model. The numerical simulations demonstrate the feasibility and higher accuracy of the UPF navigation scheme.     

一种改进的不敏粒子滤波算法

提出了一种改进的不敏粒子滤波（UPF,Unscented Particle Filter）算法。和传统的UPF相比,该算法有两点改进,首先,在形成＂粒子云＂时,直接采用当前时刻各粒子的UKF（Unscented Kalman Filter）估计作为粒子,在保证粒子有效性的同时,减少了UKF之后的重采样过程;然后,结合新的粒子产生办法,重新定义了权值计算方法,避免了对各粒子重要概率的复杂计算。仿真表明,改进算法在减少计算量的同时,有效地提高了跟踪稳定性和跟踪精度。

Abstract：

An improved Unscented Particle Filter （UPF） algorithm was proposed.Compared with traditional UPF,it has been improved at two points.First,when producing particle cloudy,it directly uses the current particle estimation of Unscented Kalman Filter （UKF） as new particle,which guarantees the validity of particles and eliminates the re-sampling process after UKF as well;then,according to the new particle-producing method,a weight-calculating formula is re-defined,so as to avoid the complicated computation of proposal probability of every particle.A simulation shows that the Improved UPF （I-UPF） can effectively enhance the tracking stability and tracking precision and reduce computational cost at the same time.     

Optimization-based particle filter for state and parameter estimation

In recent years, the theory of particle filter has been developed and widely used for state and parameter estimation in nonlinear/non-Gaussian systems. Choosing good importance density is a critical issue in particle filter design. In order to improve the approximation of posterior distribution, this paper provides an optimization-based algorithm (the steepest descent method) to generate the proposal distribution and then sample particles from the distribution. This algorithm is applied in 1-D case, and the simulation results show that the proposed particle filter performs better than the extended Kalman filter (EKF), the standard particle filter (PF), the extended Kalman particle filter (PF-EKF) and the unscented particle filter (UPF) both in efficiency and in estimation precision.     

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.     

KF/UPF在SINS大方位失准角初始对准中的应用

为解决捷联惯导系统大方位失准角初始对准中状态维数较高,直接应用无迹粒子滤波(unscented particle filter, UPF)会带来维数灾难的问题,提出了基于卡尔曼滤波(Kalman filter, KF) /UPF组合滤波的初始对准方法。将非线性初始对准模型分解为线性与非线性两部分,采用KF实现对线性部分的最优估计,采用UPF对系统的非线性部分进行状态估计。通过仿真比较不同粒子数下KF/UPF组合滤波算法和UPF算法,结果表明,KF/UPF组合滤波算法在保证初始对准精度和收敛速度的同时,将需要进行UPF滤波的状态维数由10 维降为3 维,减少了计算量,运算时间分别缩短至原来的52.69%和6.0%,提高了初始对准的实时性。     

Bandwidth adaption for kernel particle filter

A novel particle filter bandwidth adaption for kernel particle filter (BAKPF) is proposed. Selection of the kernel bandwidth is a critical issue in kernel density estimation (KDE). The plug-in method is adopted to get the global fixed bandwidth by optimizing the asymptotic mean integrated squared error (AMISE) firstly. Then, particle-driven bandwidth selection is invoked in the KDE. To get a more effective allocation of the particles, the KDE with adap- tive bandwidth in the BAKPF is used to approximate the posterior probability density function (PDF) by moving particles toward the posterior. A closed-form expression of the true distribution is given. The simulation results show that the proposed BAKPF performs better than the standard particle filter (PF), unscented particle filter (UPF) and the kernel particle filter (KPF) both in efficiency and estimation precision.     

Quadrature Kalman particle fitler

In order to resolve the state estimation problem of nonlinear/non-Gaussian systems,a new kind of quadrature Kalman particle filter (QKPF) is proposed.In this new algorithm,quadrature Kalman filter (QKF) is used for generating the importance density function.It linearizes the nonlinear functions using statistical linear regression method through a set of GaussianHermite quadrature points.It need not compute the Jacobian matrix and is easy to be implemented.Moreover,the importantce density function integrates the latest measurements into system state transition density,so the approximation to the system posterior density is improved.The theoretical analysis and experimental results show that,compared with the unscented partcle filter (UPF),the estimation accuracy of the new particle filter is improved almost by 18%,and its calculation cost is decreased a little.So,QKPF is an effective nonlinear filtering algorithm.     

闪烁噪声下的改进粒子滤波跟踪算法

在实际雷达目标跟踪系统中,雷达量测常受到闪烁噪声干扰,传统的滤波算法在闪烁噪声下,滤波性能急剧下降甚至发散。提出了一种改进的粒子滤波(particle filter, PF)算法,按照高斯牛顿迭代方法对迭代扩展卡尔曼滤波(iterated extended Kalman filter, IEKF)中的测量更新进行修正,利用修正的IEKF来产生PF的重要性密度函数。进一步,采用马尔科夫链蒙特卡罗(Markov chain Monte Carlo, MCMC)方法来消除重采样引起的粒子贫化问题。在给出的闪烁噪声统计模型基础上,将所提算法与PF及MCMCPF算法进行了仿真比较,结果表明该算法具有更好的跟踪性能。     

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.     

基于UKF的单站无源定位与跟踪双向预测滤波算法

提出了一种新的滤波算法,以加快滤波算法的收敛速度和提高滤波的估计精度。反向预测与更新提高了上一时刻状态估计的精度,减小了当前时刻的状态预测误差。利用更准确的初始条件经过正向预测与更新,能得到当前状态更精确的估计值。计算机仿真结果表明,本算法的滤波性能优于传统的迭代滤波算法,既提高了滤波的估计精度,又加快了算法的收敛速度。     

基于PSO的USQUE在组合导航姿态估计中的应用

针对组合导航姿态估计中无味四元数估计(unscented quaternion estimation, USQUE)的噪声协方差矩阵参数无法准确给出等问题,提出基于粒子群优化的USQUE(USQUE based on particle swarm optimization, PSO-USQUE)算法。通过粒子群算法对噪声协方差矩阵Q和R进行寻优,获取优化的噪声协方差矩阵等滤波先验条件;分别进行仿真实验和微机电惯导系统/GPS车载实验。实验结果表明,对于USQUE的姿态估计问题, PSO-USQUE算法相比常规算法具有更高的精度,验证了所提算法的有效性。     

基于高斯过程回归的平方根UPF算法

针对系统动力学模型不准确可能导致滤波精度下降,以及系统状态协方差阵可能出现的负定性问题,提出一种新的高斯过程回归平方根分解无迹粒子滤波(Gaussian process regression square-root decomposition unscented particle filter,GPSR-UPF)算法。在该算法中,采用高斯过程回归求取UPF的重要性密度函数。当系统模型不准确时,通过高斯过程回归学习训练数据,进而获取系统的回归模型及系统噪声协方差,同时引入平方根变换抑制系统状态协方差阵的负定性。将提出的GPSR- UPF算法应用到捷联惯导/全球定位系统(strapdown inertial navigation system / global positioning system, SINS/GPS)组合导航系统中进行仿真验证。结果表明,所提出滤波算法的性能优于基本的无迹粒子滤波算法,能提高组合导航系统的解算精度。     

基于IUPF算法的三维无人机毫米波波束跟踪

由于无人机毫米波通信技术具有高速数据传输和广域网络覆盖能力, 因此在军用和民用领域中拥有广阔的应用前景。针对无人机毫米波通信需要进行精确的波束跟踪这一问题, 提出一种基于改进无迹卡尔曼粒子滤波算法的三维波束跟踪方法。该方法首先利用无迹卡尔曼滤波建立建议密度函数并更新采样粒子; 然后计算每一个采样粒子的权值, 并在归一化后再次对粒子进行重采样; 最后计算粒子均值, 得到波束跟踪角度。仿真结果表明, 该方法相较于以往毫米波波束跟踪方法大大降低了估计误差, 显著提高了波束的跟踪精度。     

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。     

改进的强跟踪平方根UKF在卫星导航中应用

针对应用于受不确定性干扰和噪声影响的卫星自主导航系统中的无迹卡尔曼滤波（unscented Kalman filter,UKF）存在估计精度低、跟踪性能差和鲁棒性弱等缺陷,提出一种改进的强跟踪平方根UKF(strong tracking square-root UKF, STSRUKF)导航方法。该方法中利用星敏感器和光学导航相机设计出导航方案,并通过转换方程将间接量测量转换为观测量。针对平方根UKF（square-root UKF, SRUKF）在高阶系统中因为sigma点的零权值系数是负的或者数值计算误差太大时而可能造成滤波器发散问题,采用一种改良的平方根分解方法,改善了滤波器的稳定性。同时,基于强跟踪滤波器理论（strong tracking filters, STF）,引入多重自适应衰减因子调节协方差矩阵,使得滤波器具有强跟踪能力和克服系统模型不确定的鲁棒性,改善了滤波器的估计精度。将该方法应用于卫星自主导航系统中,实验仿真结果表明,相对于平方根UKF和STF,该方法不仅保证了系统的可靠性,还提高系统的导航精度和改善系统的鲁棒性及跟踪能力。