SINS/CNS/GPS integrated navigation algorithm based on UKF

A new nonlinear algorithm is proposed for strapdown inertial navigation system (SINS)/celestial navigation system (CNS)/global positioning system (GPS) integrated navigation systems. The algorithm employs a nonlinear system error model which can be modified by unscented Kalman filter (UKF) to give predictions of local filters. And these predictions can be fused by the federated Kalman filter. In the system error model, the rotation vector is introduced to denote vehicle’s attitude and has less variables tha...     

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.     

UKF-based attitude determination method for gyroless satellite

UKF (unscented Kalman filtering) is a new filtering method suitable to nonlinear systems. The method need not linearize nonlinear systems at the prediction stage of filtering, which is indispensable in EKF ( extended Kalman filtering) . As a result, the linearization error is avoided, and the filtering accuracy is greatly improved. UKF is applied to the attitude determination for gyroless satellite. Simulations are made to compare the new filter with the traditional EKF. The results indicate that under same conditions, compared with EKF, UKF has faster convergence speed, higher filtering accuracy and more stable estimation performance.     

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.     

An utilities based approach for multi-period dynamic portfolio selection

This paper proposed a multi-period dynamic optimal portfolio selection model. Assumptions were made to assure the strictness of reasoning. This Approach depicted the developments and changing of the real stock market and is an attempt to remedy some of the deficiencies of recent researches. The model is a standard form of quadratic programming. Furthermore, this paper presented a numerical example in real stock market.     

Fast lossless color image compression method using perceptron

The technique of lossless image compression plays an important role in image transmission and storage for high quality. At present, both the compression ratio and processing speed should be considered in a real-time multimedia system. A novel lossless compression algorithm is researched. A low complexity predictive model is proposed using the correlation of pixels and color components. In the meantime, perceptron in neural network is used to rectify the prediction values adaptively. It makes the prediction residuals smaller and in a small dynamic scope. Also a color space transform is used and good decorrelation is obtained in our algorithm. The compared experimental results have shown that our algorithm has a noticeably better performance than traditional algorithms. Compared to the new standard JPEG-LS, this predictive model reduces its computational complexity. And its speed is faster than the JPEG-LS with negligible performance sacrifice.     

Maximal-minimal correlation atoms algorithm for sparse recovery

A new iterative algorithm is proposed to reconstruct an unknown sparse signal from a set of projected measurements. Unlike existing greedy pursuit methods which only consider the atoms having the highest correlation with the residual signal, the proposed algorithm not only considers the higher correlation atoms but also reserves the lower correlation atoms with the residual signal. In the lower correlation atoms, only a few are correct which usually impact the reconstructive performance and decide the reconstruction dynamic range of greedy pursuit methods. The others are redundant. In order to avoid redundant atoms impacting the reconstructive accuracy, the Bayesian pursuit algorithm is used to eliminate them. Simulation results show that the proposed algorithm can improve the reconstructive dynamic range and the reconstructive accuracy. Furthermore, better noise immunity compared with the existing greedy pursuit methods can be obtained.     

Cooperative localization against GPS signal loss in multiple UAVs flight

Based on multiple unmanned aerial vehicles(UAVs) flight at a constant altitude,a fault-tolerant cooperative localization algorithm against global positioning system(GPS) signal loss due to GPS receiver malfunction is proposed.Contrast to the traditional means with single UAV,the proposed method is based on the use of inter-UAV relative range measurements against GPS signal loss and more suitable for the small-size and low-cost UAV applications.Firstly,for re-localizing an UAV with a malfunction in its GPS receiver,an algorithm which makes use of any other three healthy UAVs in the cooperative flight as the reference points for re-localization is proposed.Secondly,by using the relative ranges from the faulty UAV to the other three UAVs,its horizontal location can be determined after the GPS signal is lost.In order to improve an accuracy of the localization,a Kalman filter is further exploited to provide the estimated location of the UAV with the GPS signal loss.The Kalman filter calculates the variance of observations in terms of horizontal dilution of positioning(HDOP) automatically.Then,during each discrete computing time step,the best reference points are selected adaptively by minimizing the HDOP.Finally,two simulation examples in Matlab/Simulink environment with five UAVs in cooperative flight are shown to evaluate the effectiveness of the proposed method.     

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.     

Consecutive tracking for ballistic missile based on bearings-only during boost phase

This paper proposes a modified centralized shifted Rayleigh filter(MCSRF) algorithm for tracking boost phase of ballistic missile(BM) trajectory with a highly nonlinear dynamical model based on bearings-only.This paper contributes three folds.Firstly,the mathematical model of an MCSRF for multiple passive sensors is derived.Then,minimum entropy based onedimensional optimization search to adaptively adjust the probability of the different filters for real time state estimation is deployed.Finally,the unscented transform(UT) is introduced to resolve the asymmetric state estimation problem.Simulation results show that the proposed algorithm can consecutively track the BM precisely during the boost phase.In comparison with the unscented Kalman filter(UKF) algorithm,the proposed algorithm effectively reduces the tracking position and velocity root mean square(RMS) errors,which will make more sense for early precision interception.     

联合高斯回归的平方根UKF方法

针对传统的滤波方法容易受系统动态模型不确定性和噪声协方差不准确的限制这一问题,提出一种将高斯过程回归融入平方根不敏卡尔曼滤波（unscented Kalam filter,UKF）算法中的滤波算法。该算法用高斯过程对训练数据进行学习,得到动态系统的回归模型及系统噪声的协方差;采用标准的平方根UKF算法,状态方程和观测方程,相应的噪声协方差由高斯过程实时自适应调整。将应用于飞行器SINS/GPS组合导航,结果表明,该方法能够自适应系统噪声,收敛速度快,导航精度高。     

SR-UPF在探测器自主光学导航中的应用研究(英文)

提出了一种用于探测器在巡航段的自主光学导航方案,该方案利用光学导航相机以及星敏感器,通过测量星光信息以及天体边缘的信息,得出了探测器的相对位置.在此基础上针对导航系统状态方程和观测方程的非线性问题,提出了SR-UPF(Square-Root Unscented Particle Filter)算法,该方法将平方根UKF滤波和粒子滤波有机结合起来,可更好地提高自主导航系统的准确度和可靠性.通过数学仿真表明改进的算法与原UPF算法相比,收敛速度更快,滤波精度更高.     

RBUKF算法在GPS实时定位解算中的应用

迭代最小二乘法（iterative least square, ILS）是GPS实时定位解算中使用最为广泛的方法,而近年来扩展卡尔曼滤波（extended Kalman filter, EKF）和无轨迹卡尔曼滤波（unscented Kalman filter, UKF）也在定位解算中逐步得到应用。主要研究了UKF算法的改进型RBUKF算法在GPS实时定位解算中的应用。首先建立了滤波模型,并通过分析和调试得到了滤波器参数,最后使用真实卫星数据对算法进行了验证。实验结果表明：RBUKF算法的定位精度优于EKF和ILS,与UKF基本相同,而其计算量小于UKF和EKF。     

高动态GPS载波跟踪算法研究

为了寻求更好的高动态GPS载波跟踪解决方案,设计了适于高动态环境的基于参数估计的载波跟踪环路,分析了高动态GPS载波跟踪系统模型,比较了EKF、UKF和PF三种滤波算法的参数估计性能。在此基础上,完成了基于EKF、UKF和PF的载波跟踪环路的设计,并以JPL提出的高动态模型为例进行仿真验证。仿真结果表明,虽然这三种算法均能实现对高动态信号的精确跟踪,但总体而言,基于PF的载波跟踪环路具有更好的动态适应能力。另外,鉴于高动态GPS接收机应用场合的特殊性,又对PF滤波算法在非线性、非高斯GPS载波系统的假设下进行了仿真验证,结果显示了应用粒子滤波算法解决非高斯噪声干扰载波跟踪问题的可行性。     

GFMIMU/GPS组合导航系统信息融合技术研究

GFMIMU/GPS(Gyroscope Free Micro Inertial Measurement Unit/Global Positioning System)组合导航系统具有抗高g值冲击、低成本、长寿命、较高精度等优点,在低成本精确制导武器和微小型无人机具有广阔的应用前景。针对工程应用中信息融合的精度和实时性两方面的要求,运用基于模型误差预测的扩展卡尔曼滤波MEP-EKF(Extended Kalman Filter base on Model Error Predictive)方法,将MEMS(Micro Electromechanical Systems)加速度计的误差作为模型误差来考虑,对GFMIMU/GPS组合导航系统进行建模仿真,将其与EKF和UKF(Unscented Kalman Filter)方法进行了仿真比较,在方位误差角的估计上取得了比他们精度高的仿真结果,而且MEP-EKF所需时间是UKF的10%.     

捷联惯导系统简化非线性对准研究

对任意大失准角条件下的捷联惯导系统非线性对准进行了建模和简化,并给出了差分GPS辅助条件下的大失准角行进间对准简化模型。针对四组不同量级的初始姿态失准角,分别采用线性模型和非线性模型进行卡尔曼滤波（KF）和Unscented卡尔曼滤波（UKF）静态对准仿真,结果表明文中大失准角非线性模型可适用于任意角度的初始对准,小失准角和大方位失准角情况下UKF对准可达角分级精度,但在水平和方位皆为大失准角情况下UKF收敛至一定程度后仍需与KF配合使用。

Abstract：

Modeling for Strapdown Inertial Navigation System （SINS） initial alignment with arbitrarily misalignment angles was created and simplified,and the nonlinear alignment modeling for SINS initial alignment on-move with the help of Differential GPS （DGPS） was proposed.Simulations of static-base initial alignments through linear Kalman Filtering （KF） and nonlinear Unscented Kalman Filtering （UKF） were carried out with four different weights of initial misalignment angles.Results show that the simplified nonlinear model can implement initial alignment with arbitrarily misalignment angles.The nonlinear UKF can reach minute magnitude precision as all of misalignment angles are small or only azimuth misalignment angle is large.However,if both initial horizontal and azimuth misalignment angles are large,KF is still recommended to use after UKF convergence to small scales.     

基于UKF神经网络的姿态测量信息融合算法

针对融合系统建模误差、噪声统计特性不精确性和环境的动态变化性致使传统联合滤波过程中融合权值难以确定,引入人工智能中的神经网络,提出了基于神经网络的多信息自适应智能估计融合算法研究;利用神经网络的自适应能力对状态估计融合结果进行实时辅助补偿和修正,将非线性最优估计与神经网络技术相结合,重点研究了基于UKF的神经元融合权重在线自适应学习算法,以便在缺少准确局部子滤波器协方差信息情况下,仍能使全局估计融合结果最优,从理论上证明了UKF学习算法优于传统EKF学习方法,并以卫星多姿态测量信息融合定姿系统为例,给出了计算实例和结论分析,表明了所提出的模型与算法在实际应用中的有效性。

Abstract：

The fusion weight of traditional Federal Kalman Filter is difficult to be determined because of the fusion system modeling error,the inaccuracy of noise statistic characteristics as well as the dynamic variability in the fusion filtering process.In order to solve this problem,a self-adaptive fusion estimation algorithm for multi-information measurement based on neural networks was presented,which used the self-adaptive ability of neural networks to make real-time compensation and amendment for the state fusion estimation results.Combining a nonlinear optimal estimation with neural network,an online adaptive training algorithm for the weights of neuron based on Unscented Kalman filter （UKF） was researched,which could still realize the optimal fusion for the global estimation even if the accurate covariance information of each local sub-filter were absent.The performances of UKF training algorithm and the traditional EKF algorithm were analyzed and compared,and moreover taking the multi-information fusion system for satellite attitude determination as the experimental example,the simulation calculation and analysis were advanced,which show that the presented models and algorithms are effective in the actual application.     

EKF与UKF在紧耦合组合导航系统中的应用

为了检验扩展卡尔曼滤波(extended Kalman filter,EKF)与无轨迹卡尔曼滤波(unscented Kalmanfilter,UKF)在紧耦合组合导航系统中的性能,给出了地心地球固连(earth-centered earth-fixed,ECEF)坐标系下惯性导航系统(inertial navigation system,INS)误差方程.将该方程作为系统方程,GPS伪距测量方程作为系统测量方程,推导得出了EKF和UKF的滤波方程.仿真验证了EKF和UKF可以良好地应用于紧耦合系统,其定位精度优于单独使用GPS信息得到的导航解,UKF与EKF二者性能相当,UKF略优.