Nonlinear initial alignment is a significant research topic for strapdown inertial navigation system(SINS).Cubature Kalman filter(CKF)is a popular tool for nonlinear initial alignment.Standard CKF assumes that the sta...Nonlinear initial alignment is a significant research topic for strapdown inertial navigation system(SINS).Cubature Kalman filter(CKF)is a popular tool for nonlinear initial alignment.Standard CKF assumes that the statics of the observation noise are pre-given before the filtering process.Therefore,any unpredicted outliers in observation noise will decrease the stability of the filter.In view of this problem,improved CKF method with robustness is proposed.Multiple fading factors are introduced to rescale the observation noise covariance.Then the update stage of the filter can be autonomously tuned,and if there are outliers exist in the observations,the update should be less weighted.Under the Gaussian assumption of KF,the Mahalanobis distance of the innovation vector is supposed to be Chi-square distributed.Therefore a judging index based on Chi-square test is designed to detect the noise outliers,determining whether the fading tune are required.The proposed method is applied in the nonlinear alignment of SINS,and vehicle experiment proves the effective of the proposed method.展开更多
A robust finite-horizon Kalman filter is designed for linear discrete-time systems subject to norm-bounded uncertainties in the modeling parameters and missing measurements.The missing measurements were described by a...A robust finite-horizon Kalman filter is designed for linear discrete-time systems subject to norm-bounded uncertainties in the modeling parameters and missing measurements.The missing measurements were described by a binary switching sequence satisfying a conditional probability distribution,the commonest cases in engineering,such that the expectation of the measurements could be utilized during the iteration process.To consider the uncertainties in the system model,an upperbound for the estimation error covariance was obtained since its real value was unaccessible.Our filter scheme is on the basis of minimizing the obtained upper bound where we refer to the deduction of a classic Kalman filter thus calculation of the derivatives are avoided.Simulations are presented to illustrate the effectiveness of the proposed approach.展开更多
抗差Kalman滤波是控制GNSS动态导航定位中观测异常的有效算法,当应用到GPS/BDS实时动态精密单点定位(Precise Point Positioning,PPP)时,会出现某些历元定位精度甚至不如单一系统定位精度高,这主要是因为同一接收机接收的不同种类卫星...抗差Kalman滤波是控制GNSS动态导航定位中观测异常的有效算法,当应用到GPS/BDS实时动态精密单点定位(Precise Point Positioning,PPP)时,会出现某些历元定位精度甚至不如单一系统定位精度高,这主要是因为同一接收机接收的不同种类卫星观测量的随机特性不同,使得观测量验后残差的分布特性不一致,抗差估计时随机特性不同的观测量验后残差互比,反而对某一系统优质数据也进行了降权,导致定位结果出现偏差,减弱了GPS/BDS融合精密单点定位的优势。针对这一问题,提出了卫星分群的抗差Kalman滤波算法,并应用到GPS/BDS融合精密单点定位中,算法的核心是在每一历元观测数据质量控制时根据卫星类型分类构建方差膨胀因子,给出了算法的实施步骤,最后通过MGEX实测数据进行了验证,结果表明算法应用到GPS/BDS融合精密单点定位中,相较传统的抗差Kalman滤波算法在东、北、天三个方向分别提高了34.6%、33.3%、31.0%,同时表明该算法提高了GPS/BDS融合精密单点定位的可靠性。展开更多
在高动态与强干扰条件下,卫星导航接收机码跟踪环路与载波跟踪环路会出现异常抖动进而影响卫星导航接收机的授时精度,针对这一问题提出了一种新的基于抗野值Kalman滤波技术的卫星导航接收机授时方法。该方法可以有效消除码环与载波环的...在高动态与强干扰条件下,卫星导航接收机码跟踪环路与载波跟踪环路会出现异常抖动进而影响卫星导航接收机的授时精度,针对这一问题提出了一种新的基于抗野值Kalman滤波技术的卫星导航接收机授时方法。该方法可以有效消除码环与载波环的异常抖动对解算出的卫星钟差的影响,并且对连续出现的野值也有很好的剔除效果。同时该授时方法还可以有效地对卫星导航接收机的晶振频率误差进行估计,进而对1PPS(pulse per second)信号发生器的频率控制字进行调整,提高系统的授时精度。经过实验验证,该授时方法可以有效提高卫星导航接收机的授时精度以及授时系统的鲁棒性。展开更多
Aiming at the problem that the traditional Unscented Kalman Filtering(UKF) algorithm can't solve the problem that the measurement covariance matrix is unknown and the measured value contains outliers,this paper pr...Aiming at the problem that the traditional Unscented Kalman Filtering(UKF) algorithm can't solve the problem that the measurement covariance matrix is unknown and the measured value contains outliers,this paper proposes a robust adaptive UKF algorithm based on Support Vector Regression(SVR).The algorithm combines the advantages of support vector regression with small samples,nonlinear learning ability and online estimation capability of adaptive algorithm based on innovation.Firstly,the SVR model is trained by using the innovation in the sliding window,and the new innovation is monitored.If the deviation between the estimated innovation and the measured innovation exceeds a given threshold,then measured innovation will be replaced by the predicted innovation,and then the processed innovation is used to calculate the measurement noise covariance matrix using the adaptive estimation algorithm.Simulation experiments and measured data experiments show that SVRUKF is significantly better than the traditional UKF,robust UKF and adaptive UKF algorithms for the case where the covariance matrix is unknown and the measured values have outliers.展开更多
基金This work is supported by National Natural Science Foundation of China under Grant No.41574069The Major National Projects of China under Grant No.GFZX0301040303.
文摘Nonlinear initial alignment is a significant research topic for strapdown inertial navigation system(SINS).Cubature Kalman filter(CKF)is a popular tool for nonlinear initial alignment.Standard CKF assumes that the statics of the observation noise are pre-given before the filtering process.Therefore,any unpredicted outliers in observation noise will decrease the stability of the filter.In view of this problem,improved CKF method with robustness is proposed.Multiple fading factors are introduced to rescale the observation noise covariance.Then the update stage of the filter can be autonomously tuned,and if there are outliers exist in the observations,the update should be less weighted.Under the Gaussian assumption of KF,the Mahalanobis distance of the innovation vector is supposed to be Chi-square distributed.Therefore a judging index based on Chi-square test is designed to detect the noise outliers,determining whether the fading tune are required.The proposed method is applied in the nonlinear alignment of SINS,and vehicle experiment proves the effective of the proposed method.
基金Supported by the National Natural Science Foundation for Outstanding Youth(61422102)
文摘A robust finite-horizon Kalman filter is designed for linear discrete-time systems subject to norm-bounded uncertainties in the modeling parameters and missing measurements.The missing measurements were described by a binary switching sequence satisfying a conditional probability distribution,the commonest cases in engineering,such that the expectation of the measurements could be utilized during the iteration process.To consider the uncertainties in the system model,an upperbound for the estimation error covariance was obtained since its real value was unaccessible.Our filter scheme is on the basis of minimizing the obtained upper bound where we refer to the deduction of a classic Kalman filter thus calculation of the derivatives are avoided.Simulations are presented to illustrate the effectiveness of the proposed approach.
文摘抗差Kalman滤波是控制GNSS动态导航定位中观测异常的有效算法,当应用到GPS/BDS实时动态精密单点定位(Precise Point Positioning,PPP)时,会出现某些历元定位精度甚至不如单一系统定位精度高,这主要是因为同一接收机接收的不同种类卫星观测量的随机特性不同,使得观测量验后残差的分布特性不一致,抗差估计时随机特性不同的观测量验后残差互比,反而对某一系统优质数据也进行了降权,导致定位结果出现偏差,减弱了GPS/BDS融合精密单点定位的优势。针对这一问题,提出了卫星分群的抗差Kalman滤波算法,并应用到GPS/BDS融合精密单点定位中,算法的核心是在每一历元观测数据质量控制时根据卫星类型分类构建方差膨胀因子,给出了算法的实施步骤,最后通过MGEX实测数据进行了验证,结果表明算法应用到GPS/BDS融合精密单点定位中,相较传统的抗差Kalman滤波算法在东、北、天三个方向分别提高了34.6%、33.3%、31.0%,同时表明该算法提高了GPS/BDS融合精密单点定位的可靠性。
文摘在高动态与强干扰条件下,卫星导航接收机码跟踪环路与载波跟踪环路会出现异常抖动进而影响卫星导航接收机的授时精度,针对这一问题提出了一种新的基于抗野值Kalman滤波技术的卫星导航接收机授时方法。该方法可以有效消除码环与载波环的异常抖动对解算出的卫星钟差的影响,并且对连续出现的野值也有很好的剔除效果。同时该授时方法还可以有效地对卫星导航接收机的晶振频率误差进行估计,进而对1PPS(pulse per second)信号发生器的频率控制字进行调整,提高系统的授时精度。经过实验验证,该授时方法可以有效提高卫星导航接收机的授时精度以及授时系统的鲁棒性。
文摘Aiming at the problem that the traditional Unscented Kalman Filtering(UKF) algorithm can't solve the problem that the measurement covariance matrix is unknown and the measured value contains outliers,this paper proposes a robust adaptive UKF algorithm based on Support Vector Regression(SVR).The algorithm combines the advantages of support vector regression with small samples,nonlinear learning ability and online estimation capability of adaptive algorithm based on innovation.Firstly,the SVR model is trained by using the innovation in the sliding window,and the new innovation is monitored.If the deviation between the estimated innovation and the measured innovation exceeds a given threshold,then measured innovation will be replaced by the predicted innovation,and then the processed innovation is used to calculate the measurement noise covariance matrix using the adaptive estimation algorithm.Simulation experiments and measured data experiments show that SVRUKF is significantly better than the traditional UKF,robust UKF and adaptive UKF algorithms for the case where the covariance matrix is unknown and the measured values have outliers.
