Kalman filter is commonly used in data filtering and parameters estimation of nonlinear system,such as projectile's trajectory estimation and control.While there is a drawback that the prior error covariance matri...Kalman filter is commonly used in data filtering and parameters estimation of nonlinear system,such as projectile's trajectory estimation and control.While there is a drawback that the prior error covariance matrix and filter parameters are difficult to be determined,which may result in filtering divergence.As to the problem that the accuracy of state estimation for nonlinear ballistic model strongly depends on its mathematical model,we improve the weighted least squares method(WLSM)with minimum model error principle.Invariant embedding method is adopted to solve the cost function including the model error.With the knowledge of measurement data and measurement error covariance matrix,we use gradient descent algorithm to determine the weighting matrix of model error.The uncertainty and linearization error of model are recursively estimated by the proposed method,thus achieving an online filtering estimation of the observations.Simulation results indicate that the proposed recursive estimation algorithm is insensitive to initial conditions and of good robustness.展开更多
Compared with the rank reduction estimator(RARE) based on second-order statistics(called SOS-RARE), the RARE based on fourth-order cumulants(referred to as FOC-RARE) can handle more sources and restrain the negative i...Compared with the rank reduction estimator(RARE) based on second-order statistics(called SOS-RARE), the RARE based on fourth-order cumulants(referred to as FOC-RARE) can handle more sources and restrain the negative impacts of the Gaussian colored noise. However, the unexpected modeling errors appearing in practice are known to significantly degrade the performance of the RARE. Therefore, the direction-of-arrival(DOA) estimation performance of the FOC-RARE is quantitatively derived. The explicit expression for direction-finding(DF) error is derived via the first-order perturbation analysis, and then the theoretical formula for the mean square error(MSE) is given. Simulation results demonstrate the validation of the theoretical analysis and reveal that the FOC-RARE is more robust to the unexpected modeling errors than the SOS-RARE.展开更多
针对正交时频空(Orthogonal Time Frequency Space, OTFS)调制系统中均衡器性能不佳及线性滤波器复杂度较高等问题,提出了一种LU(Lower-Upper)分解与迭代最小均方误差(Iterative Minimum Mean Square Error, IMMSE)均衡器结合的OTFS系...针对正交时频空(Orthogonal Time Frequency Space, OTFS)调制系统中均衡器性能不佳及线性滤波器复杂度较高等问题,提出了一种LU(Lower-Upper)分解与迭代最小均方误差(Iterative Minimum Mean Square Error, IMMSE)均衡器结合的OTFS系统信号检测算法(LU-IMMSE)。该算法依据时延多普勒域稀疏信道矩阵的特征,采用一种低复杂度的LU分解方法,以避免MMSE均衡器求解矩阵逆的过程,在保证均衡器性能的前提下降低了均衡器复杂度。在OTFS系统中引入一种IMMSE均衡器,通过不断迭代更新发送符号均值和方差这些先验信息来逼近MMSE均衡器最优估计值。LU-IMMSE算法通过调节迭代次数可以有效降低误比特率。在比特信噪比为8 dB时,5次迭代后的LU-IMMSE均衡器误比特率相比传统的MMSE均衡器降低了约11 dB。随着迭代次数的增大,较传统IMMSE算法降低了计算复杂度。在最大时延系数为4、符号数为16的情况下,与直接求逆相比,所提出的低复杂度LU分解方法降低了约91.72%的矩阵求逆计算复杂度。展开更多
针对高速移动场景中正交时频空间(Orthogonal Time Frequency Space, OTFS)系统线性最小均方误差(Linear Minimum Mean Square Error, LMMSE)检测复杂度过高而难以快速有效实现的问题,利用零填充(Zero Padding, ZP)OTFS系统时域信道矩...针对高速移动场景中正交时频空间(Orthogonal Time Frequency Space, OTFS)系统线性最小均方误差(Linear Minimum Mean Square Error, LMMSE)检测复杂度过高而难以快速有效实现的问题,利用零填充(Zero Padding, ZP)OTFS系统时域信道矩阵呈块对角稀疏特性提出一种逐块迭代的对称逐次超松弛(Symmetric Successive over Relaxation, SSOR)迭代算法,在降低系统复杂度的同时获得与LMMSE检测近似的性能。仿真结果表明,与逐次超松弛(Successive over Relaxation, SOR)算法相比,所提算法对松弛参数不敏感且具有更快的收敛速度,在迭代次数为10次时误码性能几乎达到LMMSE误码性能,显著降低了检测器的复杂度。展开更多
The uncertainty of observers＇ positions can lead to significantly degrading in source localization accuracy. This pa-per proposes a method of using self-location for calibrating the positions of observer stations in ...The uncertainty of observers＇ positions can lead to significantly degrading in source localization accuracy. This pa-per proposes a method of using self-location for calibrating the positions of observer stations in source localization to reduce the errors of the observer positions and improve the accuracy of the source localization. The relative distance measurements of the two coordinative observers are used for the linear minimum mean square error （LMMSE） estimator. The results of computer si-mulations prove the feasibility and effectiveness of the proposed method. With the general estimation errors of observers＇ positions, the MSE of the source localization with self-location calibration, which is significantly lower than that without self-location calibra-tion, is approximating to the Cramer-Rao lower bound （CRLB）.展开更多
Sequential measurement processing is of benefit to both estimation accuracy and computational efficiency. When the noises are correlated across the measurement components, decorrelation based on covariance matrix fact...Sequential measurement processing is of benefit to both estimation accuracy and computational efficiency. When the noises are correlated across the measurement components, decorrelation based on covariance matrix factorization is required in the previous methods in order to perform sequential updates properly. A new sequential processing method, which carries out the sequential updates directly using the correlated measurement components, is proposed. And a typical sequential processing example is investigated, where the converted position measure- ments are used to estimate target states by standard Kalman filtering equations and the converted Doppler measurements are then incorporated into a minimum mean squared error （MMSE） estimator with the updated cross-covariance involved to account for the correlated errors. Numerical simulations demonstrate the superiority of the proposed new sequential processing in terms of better accuracy and consistency than the conventional sequential filter based on measurement decorrelation.展开更多
Receding horizon H∞ control scheme which can deal with both the H∞ disturbance attenuation and mean square stability is proposed for a class of discrete-time Markovian jump linear systems when minimizing a given qua...Receding horizon H∞ control scheme which can deal with both the H∞ disturbance attenuation and mean square stability is proposed for a class of discrete-time Markovian jump linear systems when minimizing a given quadratic performance criteria. First, a control law is established for jump systems based on pontryagin’s minimum principle and it can be constructed through numerical solution of iterative equations. The aim of this control strategy is to obtain an optimal control which can minimize the cost function under the worst disturbance at every sampling time. Due to the difficulty of the assurance of stability, then the above mentioned approach is improved by determining terminal weighting matrix which satisfies cost monotonicity condition. The control move which is calculated by using this type of terminal weighting matrix as boundary condition naturally guarantees the mean square stability of the closed-loop system. A sufficient condition for the existence of the terminal weighting matrix is presented in linear matrix inequality （LMI） form which can be solved efficiently by available software toolbox. Finally, a numerical example is given to illustrate the feasibility and effectiveness of the proposed method.展开更多
基金This work is supported by Postgraduate Research&Practice Innovation Program of Jiangsu Province(KYCX18_0467)Jiangsu Province,China.During the revision of this paper,the author is supported by China Scholarship Council(No.201906840021)China to continue some research related to data processing.
文摘Kalman filter is commonly used in data filtering and parameters estimation of nonlinear system,such as projectile's trajectory estimation and control.While there is a drawback that the prior error covariance matrix and filter parameters are difficult to be determined,which may result in filtering divergence.As to the problem that the accuracy of state estimation for nonlinear ballistic model strongly depends on its mathematical model,we improve the weighted least squares method(WLSM)with minimum model error principle.Invariant embedding method is adopted to solve the cost function including the model error.With the knowledge of measurement data and measurement error covariance matrix,we use gradient descent algorithm to determine the weighting matrix of model error.The uncertainty and linearization error of model are recursively estimated by the proposed method,thus achieving an online filtering estimation of the observations.Simulation results indicate that the proposed recursive estimation algorithm is insensitive to initial conditions and of good robustness.
基金Project(61201381) supported by the National Natural Science Foundation of ChinaProject(YP12JJ202057) supported by the Future Development Foundation of Zhengzhou Information Science and Technology College,China
文摘Compared with the rank reduction estimator(RARE) based on second-order statistics(called SOS-RARE), the RARE based on fourth-order cumulants(referred to as FOC-RARE) can handle more sources and restrain the negative impacts of the Gaussian colored noise. However, the unexpected modeling errors appearing in practice are known to significantly degrade the performance of the RARE. Therefore, the direction-of-arrival(DOA) estimation performance of the FOC-RARE is quantitatively derived. The explicit expression for direction-finding(DF) error is derived via the first-order perturbation analysis, and then the theoretical formula for the mean square error(MSE) is given. Simulation results demonstrate the validation of the theoretical analysis and reveal that the FOC-RARE is more robust to the unexpected modeling errors than the SOS-RARE.
文摘针对正交时频空(Orthogonal Time Frequency Space, OTFS)调制系统中均衡器性能不佳及线性滤波器复杂度较高等问题,提出了一种LU(Lower-Upper)分解与迭代最小均方误差(Iterative Minimum Mean Square Error, IMMSE)均衡器结合的OTFS系统信号检测算法(LU-IMMSE)。该算法依据时延多普勒域稀疏信道矩阵的特征,采用一种低复杂度的LU分解方法,以避免MMSE均衡器求解矩阵逆的过程,在保证均衡器性能的前提下降低了均衡器复杂度。在OTFS系统中引入一种IMMSE均衡器,通过不断迭代更新发送符号均值和方差这些先验信息来逼近MMSE均衡器最优估计值。LU-IMMSE算法通过调节迭代次数可以有效降低误比特率。在比特信噪比为8 dB时,5次迭代后的LU-IMMSE均衡器误比特率相比传统的MMSE均衡器降低了约11 dB。随着迭代次数的增大,较传统IMMSE算法降低了计算复杂度。在最大时延系数为4、符号数为16的情况下,与直接求逆相比,所提出的低复杂度LU分解方法降低了约91.72%的矩阵求逆计算复杂度。
文摘针对高速移动场景中正交时频空间(Orthogonal Time Frequency Space, OTFS)系统线性最小均方误差(Linear Minimum Mean Square Error, LMMSE)检测复杂度过高而难以快速有效实现的问题,利用零填充(Zero Padding, ZP)OTFS系统时域信道矩阵呈块对角稀疏特性提出一种逐块迭代的对称逐次超松弛(Symmetric Successive over Relaxation, SSOR)迭代算法,在降低系统复杂度的同时获得与LMMSE检测近似的性能。仿真结果表明,与逐次超松弛(Successive over Relaxation, SOR)算法相比,所提算法对松弛参数不敏感且具有更快的收敛速度,在迭代次数为10次时误码性能几乎达到LMMSE误码性能,显著降低了检测器的复杂度。
基金supported by the Fundamental Research Funds for the Central Universities(ZYGX2009J016)
文摘The uncertainty of observers＇ positions can lead to significantly degrading in source localization accuracy. This pa-per proposes a method of using self-location for calibrating the positions of observer stations in source localization to reduce the errors of the observer positions and improve the accuracy of the source localization. The relative distance measurements of the two coordinative observers are used for the linear minimum mean square error （LMMSE） estimator. The results of computer si-mulations prove the feasibility and effectiveness of the proposed method. With the general estimation errors of observers＇ positions, the MSE of the source localization with self-location calibration, which is significantly lower than that without self-location calibra-tion, is approximating to the Cramer-Rao lower bound （CRLB）.
基金Supported by National Natural Science Foundation of China （61135001, 61075029, 61074179, 61074155） and the Postdoctoral Science Foundation of China （20110491692）
基金supported by the National Natural Science Foundation of China(6120131161132005)the Aerospace Science Foundation of China(20142077010)
文摘Sequential measurement processing is of benefit to both estimation accuracy and computational efficiency. When the noises are correlated across the measurement components, decorrelation based on covariance matrix factorization is required in the previous methods in order to perform sequential updates properly. A new sequential processing method, which carries out the sequential updates directly using the correlated measurement components, is proposed. And a typical sequential processing example is investigated, where the converted position measure- ments are used to estimate target states by standard Kalman filtering equations and the converted Doppler measurements are then incorporated into a minimum mean squared error （MMSE） estimator with the updated cross-covariance involved to account for the correlated errors. Numerical simulations demonstrate the superiority of the proposed new sequential processing in terms of better accuracy and consistency than the conventional sequential filter based on measurement decorrelation.
基金supported by the National Natural Science Foundation of China (60974001)Jiangsu "Six Personnel Peak" Talent-Funded Projects
文摘Receding horizon H∞ control scheme which can deal with both the H∞ disturbance attenuation and mean square stability is proposed for a class of discrete-time Markovian jump linear systems when minimizing a given quadratic performance criteria. First, a control law is established for jump systems based on pontryagin’s minimum principle and it can be constructed through numerical solution of iterative equations. The aim of this control strategy is to obtain an optimal control which can minimize the cost function under the worst disturbance at every sampling time. Due to the difficulty of the assurance of stability, then the above mentioned approach is improved by determining terminal weighting matrix which satisfies cost monotonicity condition. The control move which is calculated by using this type of terminal weighting matrix as boundary condition naturally guarantees the mean square stability of the closed-loop system. A sufficient condition for the existence of the terminal weighting matrix is presented in linear matrix inequality （LMI） form which can be solved efficiently by available software toolbox. Finally, a numerical example is given to illustrate the feasibility and effectiveness of the proposed method.
文摘针对无线传感网络中传统DV-Hop(Distance Vector Hop)定位算法节点分布不均匀导致定位误差较大的问题,提出了非均匀网络中半径可调的ARDV-Hop(Adjustable Radius DV-Hop in Non-uniform Networks)定位算法。该算法通过半径可调的方式对节点间的跳数进行细化,用细化后呈小数级的跳数代替传统的整数级跳数,并建立了数据能量消耗模型,优化了网络传输性能。ARDV-Hop算法还针对节点分布不均匀的区域提出跳距优化算法:在节点密度大的区域,采用余弦定理优化跳距;密度小的区域,采用最小均方误差(Least Mean Square,LMS)来修正跳距。仿真实验表明,在同等网络环境下,与传统DV-Hop算法、GDV-Hop算法和WOA-DV-Hop算法相比,ARDV-Hop算法能更有效地降低定位误差.
