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一种带有色量测噪声的非线性系统辨识方法 被引量:16
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作者 黄玉龙 张勇刚 +1 位作者 李宁 赵琳 《自动化学报》 EI CSCD 北大核心 2015年第11期1877-1892,共16页
利用最大似然判据,本文提出了一种带有色量测噪声的非线性系统辨识方法.首先,利用量测差分方法将有色量测噪声白色化,获得新的量测方程,从而将带有色量测噪声的非线性系统辨识问题转化成带白色量测噪声和一步延迟状态的非线性系统辨识问... 利用最大似然判据,本文提出了一种带有色量测噪声的非线性系统辨识方法.首先,利用量测差分方法将有色量测噪声白色化,获得新的量测方程,从而将带有色量测噪声的非线性系统辨识问题转化成带白色量测噪声和一步延迟状态的非线性系统辨识问题.其次,利用期望最大化(Expectation maximization,EM)算法提出了一种新的基于最大似然估计的非线性系统辨识方法,该算法由期望步骤(Expectation step,E-step)和最大化步骤(Maximization step,M-step)两部分组成.在期望步骤中,基于当前估计的参数并利用带有色量测噪声的高斯近似滤波器和平滑器,近似计算完整的对数似然函数的期望.在最大化步骤中,近似计算的似然函数期望值被最大化,并且通过解析更新获得噪声参数估计,通过Newton更新方法获得模型参数的估计.最后,数值仿真验证了本文提出算法的有效性. 展开更多
关键词 非线性系统辨识 最大似然判据 有色量测噪声 期望最大化算法 量测差分方法 非线性状态估计器
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State estimation of connected vehicles using a nonlinear ensemble filter
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作者 刘江 陈华展 +1 位作者 蔡伯根 王剑 《Journal of Central South University》 SCIE EI CAS CSCD 2015年第6期2406-2415,共10页
The concept of connected vehicles is with great potentials for enhancing the road transportation systems in the future. To support the functions and applications under the connected vehicles frame, the estimation of d... The concept of connected vehicles is with great potentials for enhancing the road transportation systems in the future. To support the functions and applications under the connected vehicles frame, the estimation of dynamic states of the vehicles under the cooperative environments is a fundamental issue. By integrating multiple sensors, localization modules in OBUs(on-board units) require effective estimation solutions to cope with various operation conditions. Based on the filtering estimation framework for sensor fusion, an ensemble Kalman filter(En KF) is introduced to estimate the vehicle's state with observations from navigation satellites and neighborhood vehicles, and the original En KF solution is improved by using the cubature transformation to fulfill the requirements of the nonlinearity approximation capability, where the conventional ensemble analysis operation in En KF is modified to enhance the estimation performance without increasing the computational burden significantly. Simulation results from a nonlinear case and the cooperative vehicle localization scenario illustrate the capability of the proposed filter, which is crucial to realize the active safety of connected vehicles in future intelligent transportation. 展开更多
关键词 connected vehicles state estimation cooperative positioning nonlinear ensemble filter global navigation satellite system (GNSS) dedicated short range communication (DSRC)
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