In this study, the problem of measuring noise pollution distribution by the intertial-based integrated navigation system is effectively suppressed. Based on nonlinear inertial navigation error modeling, a nested dual ...In this study, the problem of measuring noise pollution distribution by the intertial-based integrated navigation system is effectively suppressed. Based on nonlinear inertial navigation error modeling, a nested dual Kalman filter framework structure is developed. It consists of unscented Kalman filter (UKF)master filter and Kalman filter slave filter. This method uses nonlinear UKF for integrated navigation state estimation. At the same time, the exact noise measurement covariance is estimated by the Kalman filter dependency filter. The algorithm based on dual adaptive UKF (Dual-AUKF) has high accuracy and robustness, especially in the case of measurement information interference. Finally, vehicle-mounted and ship-mounted integrated navigation tests are conducted. Compared with traditional UKF and the Sage-Husa adaptive UKF (SH-AUKF), this method has comparable filtering accuracy and better filtering stability. The effectiveness of the proposed algorithm is verified.展开更多
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...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.展开更多
In order to improve the filter accuracy for the nonlinear error model of strapdown inertial navigation system （SINS） alignment, Unscented Kalman Filter （UKF） is presented for simulation with stationary base and mo...In order to improve the filter accuracy for the nonlinear error model of strapdown inertial navigation system （SINS） alignment, Unscented Kalman Filter （UKF） is presented for simulation with stationary base and moving base of SINS alignment. Simulation results show the superior performance of this approach when compared with classical suboptimal techniques such as extended Kalman filter in cases of large initial misalignment. The UKF has good performance in case of small initial misalignment.展开更多
An adaptive unscented Kalman filter （AUKF） and an augmented state method are employed to estimate the timevarying parameters and states of a kind of nonlinear high-speed objects. A strong tracking filter is employed...An adaptive unscented Kalman filter （AUKF） and an augmented state method are employed to estimate the timevarying parameters and states of a kind of nonlinear high-speed objects. A strong tracking filter is employed to improve the tracking ability and robustness of unscented Kalman filter （UKF） when the process noise is inaccuracy, and wavelet transform is used to improve the estimate accuracy by the variance of measurement noise. An augmented square-root framework is utilized to improve the numerical stability and accuracy of UKF. Monte Carlo simulations and applications in the rapid trajectory estimation of hypersonic artillery shells confirm the effectiveness of the proposed method.展开更多
An airship model is made-up of aerostatic,aerodynamic,dynamic,and propulsive forces and torques.Besides others,the computation of aerodynamic forces and torques is difficult.Usually,wind tunnel experimentation and pot...An airship model is made-up of aerostatic,aerodynamic,dynamic,and propulsive forces and torques.Besides others,the computation of aerodynamic forces and torques is difficult.Usually,wind tunnel experimentation and potential flow theory are used for their calculations.However,the limitations of these methods pose difficulties in their accurate calculation.In this work,an online estimation scheme based on unscented Kalman filter(UKF)is proposed for their calculation.The proposed method introduces six auxiliary states for the complete aerodynamic model.UKF uses an extended model and provides an estimate of a complete state vector along with auxiliary states.The proposed method uses the minimum auxiliary state variables for the approximation of the complete aerodynamic model that makes it computationally less intensive.UKF estimation performance is evaluated by developing a nonlinear simulation environment for University of Engineering and Technology,Taxila(UETT)airship.Estimator performance is validated by performing the error analysis based on estimation error and 2-σ uncertainty bound.For the same problem,the extended Kalman filter(EKF)is also implemented and its results are compared with UKF.The simulation results show that UKF successfully estimates the forces and torques due to the aerodynamic model with small estimation error and the comparative analysis with EKF shows that UKF improves the estimation results and also it is more suitable for the under-consideration problem.展开更多
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 str...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.展开更多
An effective autonomous navigation system for the integration of star sensor,infrared horizon sensor,magnetometer,radar altimeter and ultraviolet sensor is developed.The requirements of the integrated navigation syste...An effective autonomous navigation system for the integration of star sensor,infrared horizon sensor,magnetometer,radar altimeter and ultraviolet sensor is developed.The requirements of the integrated navigation system manager make optimum use of the various navigation sensors and allow rapid fault detection,isolation and recovery.The normal full fusion feedback method of federated unscented Kalman filter（UKF） cannot meet the needs of it.So a no-reset feedback federated Kalman filter architecture is developed and used in the autonomous navigation system.The minimal skew sigma points are chosen to improve the calculation speed.Simulation results are presented to demonstrate the advantages of the algorithm.These advantages include improved failure detection and correction,improved computational efficiency,and reliability.Additionally,its＇ accuracy is higher than that of the full fusion feedback method.展开更多
In inertial navigation system(INS) and global positioning system(GPS) integrated system, GPS antennas are usually not located at the same location as the inertial measurement unit(IMU) of the INS, so the lever arm eff...In inertial navigation system(INS) and global positioning system(GPS) integrated system, GPS antennas are usually not located at the same location as the inertial measurement unit(IMU) of the INS, so the lever arm effect exists, which makes the observation equation highly nonlinear. The INS/GPS integration with constant lever arm effect is studied. The position relation of IMU and GPS's antenna is represented in the earth centered earth fixed frame, while the velocity relation of these two systems is represented in local horizontal frame. Due to the small integration time interval of INS, i.e. 0.1 s in this work, the nonlinearity in the INS error equation is trivial, so the linear INS error model is constructed and addressed by Kalman filter's prediction step. On the other hand, the high nonlinearity in the observation equation due to lever arm effect is addressed by unscented Kalman filter's update step to attain higher accuracy and better applicability. Simulation is designed and the performance of the hybrid filter is validated.展开更多
This paper presents an enhanced multi-baseline phase unwrapping algorithm by combining an unscented Kalman filter with an enhanced joint phase gradient estimator based on the amended matrix pencil model, and an optima...This paper presents an enhanced multi-baseline phase unwrapping algorithm by combining an unscented Kalman filter with an enhanced joint phase gradient estimator based on the amended matrix pencil model, and an optimal path-following strategy based on phase quality estimate function. The enhanced joint phase gradient estimator can accurately and effectively extract the phase gradient information of wrapped pixels from noisy interferograms, which greatly increases the performances of the proposed method. The optimal path-following strategy ensures that the proposed algorithm simultaneously performs noise suppression and phase unwrapping along the pixels with high-reliance to the pixels with low-reliance. Accordingly, the proposed algorithm can be predicted to obtain better results, with respect to some other algorithms, as will be demonstrated by the results obtained from synthetic data.展开更多
The paper deals with the state estimation of the widely used scaled unscented Kalman filter（UKF）. In particular, the stress is laid on the scaling parameters selection principle for the scaled UKF. Several problems ...The paper deals with the state estimation of the widely used scaled unscented Kalman filter（UKF）. In particular, the stress is laid on the scaling parameters selection principle for the scaled UKF. Several problems caused by recommended constant scaling parameters are highlighted. On the basis of the analyses, an effective scaled UKF is proposed with self-adaptive scaling parameters,which is easy to understand and implement in engineering. Two typical strong nonlinear examples are given and their simulation results show the effectiveness of the proposed principle and algorithm.展开更多
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...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 non- lineadty 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.展开更多
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...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 self- organizing 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 moder for the MLP simultaneously. Simulation results show that the new method performs better than traditional optimization methods.展开更多
Inherent flaws in the extended Kalman filter(EKF) algorithm were pointed out and unscented Kalman filter(UKF) was put forward as an alternative.Furthermore,a novel adaptive unscented Kalman filter(AUKF) based on innov...Inherent flaws in the extended Kalman filter(EKF) algorithm were pointed out and unscented Kalman filter(UKF) was put forward as an alternative.Furthermore,a novel adaptive unscented Kalman filter(AUKF) based on innovation was developed.The three data-fusing approaches were analyzed and evaluated in a mathematically rigorous way.Field experiments conducted in lake further demonstrate that AUKF reduces the position error approximately by 65% compared with EKF and by 35% UKF and improves the robust performance.展开更多
A modified unscented particle filtering scheme for nonlinear tracking is proposed, in view of the potential drawbacks （such as, particle impoverishment and numerical sensitivity in calculating the prior） of the conv...A modified unscented particle filtering scheme for nonlinear tracking is proposed, in view of the potential drawbacks （such as, particle impoverishment and numerical sensitivity in calculating the prior） of the conventional unscented particle filter （UPF） confronted in practice. Specifically, a different derivation of the importance weight is presented in detail. The proposed method can avoid the calculation of the prior and reduce the effects of the impoverishment problem caused by sampling from the proposal distribution, Simulations have been performed using two illustrative examples and results have been provided to demonstrate the validity of the modified UPF as well as its improved performance over the conventional one.展开更多
To solve the problem of information fusion in the strapdown inertial navigation system(SINS)/celestial navigation system(CNS)/global positioning system(GPS) integrated navigation system described by the nonlinear/non-...To solve the problem of information fusion in the strapdown inertial navigation system(SINS)/celestial navigation system(CNS)/global positioning system(GPS) integrated navigation system described by the nonlinear/non-Gaussian error models,a new algorithm called the federated unscented particle filtering(FUPF) algorithm was introduced.In this algorithm,the unscented particle filter(UPF) served as the local filter,the federated filter was used to fuse outputs of all local filters,and the global filter result was obtained.Because the algorithm was not confined to the assumption of Gaussian noise,it was of great significance to integrated navigation systems described by the non-Gaussian noise.The proposed algorithm was tested in a vehicle's maneuvering trajectory,which included six flight phases:climbing,level flight,left turning,level flight,right turning and level flight.Simulation results are presented to demonstrate the improved performance of the FUPF over conventional federated unscented Kalman filter(FUKF).For instance,the mean of position-error decreases from(0.640×10-6 rad,0.667×10-6 rad,4.25 m) of FUKF to(0.403×10-6 rad,0.251×10-6 rad,1.36 m) of FUPF.In comparison of the FUKF,the FUPF performs more accurate in the SINS/CNS/GPS system described by the nonlinear/non-Gaussian error models.展开更多
Particle filters have been widely used in nonlinear/non- Gaussian Bayesian state estimation problems. However, efficient distribution of the limited number of particles （n state space remains a critical issue in desi...Particle filters have been widely used in nonlinear/non- Gaussian Bayesian state estimation problems. However, efficient distribution of the limited number of particles （n state space remains a critical issue in designing a particle filter. A simplified unscented particle filter （SUPF） is presented, where particles are drawn partly from the transition prior density （TPD） and partly from the Gaussian approximate posterior density （GAPD） obtained by a unscented Kalman filter. The ratio of the number of particles drawn from TPD to the number of particles drawn from GAPD is adaptively determined by the maximum likelihood ratio （MLR）. The MLR is defined to measure how well the particles, drawn from the TPD, match the likelihood model. It is shown that the particle set generated by this sampling strategy is more close to the significant region in state space and tends to yield more accurate results. Simulation results demonstrate that the versatility and es- timation accuracy of SUPF exceed that of standard particle filter, extended Kalman particle filter and unscented particle filter.展开更多
To investigate the real-time mean orbital elements(MOEs)estimation problem under the influence of state jumping caused by non-fatal spacecraft collision or protective orbit trans-fer,a modified augmented square-root u...To investigate the real-time mean orbital elements(MOEs)estimation problem under the influence of state jumping caused by non-fatal spacecraft collision or protective orbit trans-fer,a modified augmented square-root unscented Kalman filter(MASUKF)is proposed.The MASUKF is composed of sigma points calculation,time update,modified state jumping detec-tion,and measurement update.Compared with the filters used in the existing literature on MOEs estimation,it has three main characteristics.Firstly,the state vector is augmented from six to nine by the added thrust acceleration terms,which makes the fil-ter additionally give the state-jumping-thrust-acceleration esti-mation.Secondly,the normalized innovation is used for state jumping detection to set detection threshold concisely and make the filter detect various state jumping with low latency.Thirdly,when sate jumping is detected,the covariance matrix inflation will be done,and then an extra time update process will be con-ducted at this time instance before measurement update.In this way,the relatively large estimation error at the detection moment can significantly decrease.Finally,typical simulations are per-formed to illustrated the effectiveness of the method.展开更多
New sigma point filtering algorithms, including the unscented Kalman filter （UKF） and the divided difference filter （DDF）, are designed to solve the nonlinear filtering problem under the condition of correlated no...New sigma point filtering algorithms, including the unscented Kalman filter （UKF） and the divided difference filter （DDF）, are designed to solve the nonlinear filtering problem under the condition of correlated noises. Based on the minimum mean square error estimation theory, the nonlinear optimal predictive and correction recursive formulas under the hypothesis that the input noise is correlated with the measurement noise are derived and can be described in a unified framework. Then, UKF and DDF with correlated noises are proposed on the basis of approximation of the posterior mean and covariance in the unified framework by using unscented transformation and second order Stirling＇s interpolation. The proposed UKF and DDF with correlated noises break through the limitation that input noise and measurement noise must be assumed to be uneorrelated in standard UKF and DDF. Two simulation examples show the effectiveness and feasibility of new algorithms for dealing with nonlinear filtering issue with correlated noises.展开更多
针对无迹卡尔曼滤波(unscented Kalman filter,UKF)算法估计锂电池荷电状态(state of charge,SOC)时精度低、稳定性差、产生的sigma点过多导致计算难度大等不足,提出一种基于自适应球形不敏变换方式的无迹卡尔曼滤波(unscented Kalman f...针对无迹卡尔曼滤波(unscented Kalman filter,UKF)算法估计锂电池荷电状态(state of charge,SOC)时精度低、稳定性差、产生的sigma点过多导致计算难度大等不足,提出一种基于自适应球形不敏变换方式的无迹卡尔曼滤波(unscented Kalman filter based on adaptive spherical insensitive transformation,ASIT-UKF)算法。该算法通过使用球形不敏变换方式选择权系数以及初始化一元向量对sigma点的产生进行选取。与UKF算法相比,ASIT-UKF算法产生的sigma点减少近50%,使得算法的计算复杂度大大降低。同时,将产生的所有sigma点进行单位球形面上的归一化处理,提高了数值的稳定性。考虑到实际运行中锂电池系统噪声干扰带来的不确定性,加入Sage-Husa自适应滤波器对不确定性噪声的干扰进行实时更新和修正,以达到提高在线锂电池SOC估计精度的目的。最后,将均方根误差和最大绝对误差计算公式引入到性能估计指标中。实验结果表明,ASIT-UKF算法在准确度、鲁棒性和收敛性方面具有优越的性能。展开更多
Aiming at the shortcoming that the traditional industrial manipulator using off-line programming cannot change along with the change of external environment,the key technologies such as machine vision and manipulator ...Aiming at the shortcoming that the traditional industrial manipulator using off-line programming cannot change along with the change of external environment,the key technologies such as machine vision and manipulator control are studied,and a complete manipulator vision tracking system is designed.Firstly,Denavit-Hartenberg(D-H)parameters method is used to construct the model of the manipulator and analyze the forward and inverse kinematics equations of the manipulator.At the same time,a binocular camera is used to obtain the threedimensional position of the target.Secondly,in order to make the manipulator track the target more accurately,the fuzzy adaptive square root unscented Kalman filter(FSRUKF)is proposed to estimate the target state.Finally,the manipulator tracking system is built by using the position-based visual servo.The simulation experiments show that FSRUKF converges faster and with less error than the square root unscented Kalman filter(SRUKF),which meets the application requirements of the manipulator tracking system,and basically meets the application requirements of the manipulator tracking system in the practical experiments.展开更多
基金supported by China Postdoctoral Science Foundation(2023M741882)the National Natural Science Foundation of China(62103222,62273195)。
文摘In this study, the problem of measuring noise pollution distribution by the intertial-based integrated navigation system is effectively suppressed. Based on nonlinear inertial navigation error modeling, a nested dual Kalman filter framework structure is developed. It consists of unscented Kalman filter (UKF)master filter and Kalman filter slave filter. This method uses nonlinear UKF for integrated navigation state estimation. At the same time, the exact noise measurement covariance is estimated by the Kalman filter dependency filter. The algorithm based on dual adaptive UKF (Dual-AUKF) has high accuracy and robustness, especially in the case of measurement information interference. Finally, vehicle-mounted and ship-mounted integrated navigation tests are conducted. Compared with traditional UKF and the Sage-Husa adaptive UKF (SH-AUKF), this method has comparable filtering accuracy and better filtering stability. The effectiveness of the proposed algorithm is verified.
基金supported by the National Natural Science Fundationof China(61102109)
文摘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.
文摘In order to improve the filter accuracy for the nonlinear error model of strapdown inertial navigation system （SINS） alignment, Unscented Kalman Filter （UKF） is presented for simulation with stationary base and moving base of SINS alignment. Simulation results show the superior performance of this approach when compared with classical suboptimal techniques such as extended Kalman filter in cases of large initial misalignment. The UKF has good performance in case of small initial misalignment.
基金supported by the National Natural Science Foundation of China (61304254)the National Science Foundation for Distinguished Young Scholars of China (60925011)the Provincial and Ministerial Key Fund of China (9140A07010511BQ0105)
文摘An adaptive unscented Kalman filter （AUKF） and an augmented state method are employed to estimate the timevarying parameters and states of a kind of nonlinear high-speed objects. A strong tracking filter is employed to improve the tracking ability and robustness of unscented Kalman filter （UKF） when the process noise is inaccuracy, and wavelet transform is used to improve the estimate accuracy by the variance of measurement noise. An augmented square-root framework is utilized to improve the numerical stability and accuracy of UKF. Monte Carlo simulations and applications in the rapid trajectory estimation of hypersonic artillery shells confirm the effectiveness of the proposed method.
文摘An airship model is made-up of aerostatic,aerodynamic,dynamic,and propulsive forces and torques.Besides others,the computation of aerodynamic forces and torques is difficult.Usually,wind tunnel experimentation and potential flow theory are used for their calculations.However,the limitations of these methods pose difficulties in their accurate calculation.In this work,an online estimation scheme based on unscented Kalman filter(UKF)is proposed for their calculation.The proposed method introduces six auxiliary states for the complete aerodynamic model.UKF uses an extended model and provides an estimate of a complete state vector along with auxiliary states.The proposed method uses the minimum auxiliary state variables for the approximation of the complete aerodynamic model that makes it computationally less intensive.UKF estimation performance is evaluated by developing a nonlinear simulation environment for University of Engineering and Technology,Taxila(UETT)airship.Estimator performance is validated by performing the error analysis based on estimation error and 2-σ uncertainty bound.For the same problem,the extended Kalman filter(EKF)is also implemented and its results are compared with UKF.The simulation results show that UKF successfully estimates the forces and torques due to the aerodynamic model with small estimation error and the comparative analysis with EKF shows that UKF improves the estimation results and also it is more suitable for the under-consideration problem.
基金supported by the National Natural Science Foundation of China (60772143)
文摘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.
基金supported by the Aviation Science Foundation(20070852009)
文摘An effective autonomous navigation system for the integration of star sensor,infrared horizon sensor,magnetometer,radar altimeter and ultraviolet sensor is developed.The requirements of the integrated navigation system manager make optimum use of the various navigation sensors and allow rapid fault detection,isolation and recovery.The normal full fusion feedback method of federated unscented Kalman filter（UKF） cannot meet the needs of it.So a no-reset feedback federated Kalman filter architecture is developed and used in the autonomous navigation system.The minimal skew sigma points are chosen to improve the calculation speed.Simulation results are presented to demonstrate the advantages of the algorithm.These advantages include improved failure detection and correction,improved computational efficiency,and reliability.Additionally,its＇ accuracy is higher than that of the full fusion feedback method.
基金Project(41374018)supported by the National Natural Science Foundation of ChinaProject(J13LN74)supported by the Shandong Province Higher Educational Science and Technology Program,China
文摘In inertial navigation system(INS) and global positioning system(GPS) integrated system, GPS antennas are usually not located at the same location as the inertial measurement unit(IMU) of the INS, so the lever arm effect exists, which makes the observation equation highly nonlinear. The INS/GPS integration with constant lever arm effect is studied. The position relation of IMU and GPS's antenna is represented in the earth centered earth fixed frame, while the velocity relation of these two systems is represented in local horizontal frame. Due to the small integration time interval of INS, i.e. 0.1 s in this work, the nonlinearity in the INS error equation is trivial, so the linear INS error model is constructed and addressed by Kalman filter's prediction step. On the other hand, the high nonlinearity in the observation equation due to lever arm effect is addressed by unscented Kalman filter's update step to attain higher accuracy and better applicability. Simulation is designed and the performance of the hybrid filter is validated.
基金supported by the National Natural Science Foundation of China(4120147961261033+2 种基金61461011)the Guangxi Natural Science Foundation(2014GXNSFBA118273)the Dean Project of Guangxi Key Laboratory of Wireless Broadband Communication and Signal Processing(GXKL061503)
文摘This paper presents an enhanced multi-baseline phase unwrapping algorithm by combining an unscented Kalman filter with an enhanced joint phase gradient estimator based on the amended matrix pencil model, and an optimal path-following strategy based on phase quality estimate function. The enhanced joint phase gradient estimator can accurately and effectively extract the phase gradient information of wrapped pixels from noisy interferograms, which greatly increases the performances of the proposed method. The optimal path-following strategy ensures that the proposed algorithm simultaneously performs noise suppression and phase unwrapping along the pixels with high-reliance to the pixels with low-reliance. Accordingly, the proposed algorithm can be predicted to obtain better results, with respect to some other algorithms, as will be demonstrated by the results obtained from synthetic data.
基金supported by the National Natural Science Foundation of China(61703228)
文摘The paper deals with the state estimation of the widely used scaled unscented Kalman filter（UKF）. In particular, the stress is laid on the scaling parameters selection principle for the scaled UKF. Several problems caused by recommended constant scaling parameters are highlighted. On the basis of the analyses, an effective scaled UKF is proposed with self-adaptive scaling parameters,which is easy to understand and implement in engineering. Two typical strong nonlinear examples are given and their simulation results show the effectiveness of the proposed principle and algorithm.
文摘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 non- lineadty 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.
基金supported by the National Natural Science Foundation of China(7092100160574058)+1 种基金the Key International Cooperation Programs of Hunan Provincial Science & Technology Department (2009WK2009)the General Program of Hunan Provincial Education Department(11C0023)
文摘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 self- organizing 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 moder for the MLP simultaneously. Simulation results show that the new method performs better than traditional optimization methods.
基金Projects(2009AA093302,2002AA401003)supported by the National High-Tech Research and Development Program of ChinaProject(YYYJ-0917)supported by the Knowledge Innovation of Chinese Academy of Sciences+1 种基金Projects(61273334,61233013)supported by the National Natural Science Foundation of ChinaProject(2011010025-401)supported by the Natural Science Foundation of Liaoning Province,China
文摘Inherent flaws in the extended Kalman filter(EKF) algorithm were pointed out and unscented Kalman filter(UKF) was put forward as an alternative.Furthermore,a novel adaptive unscented Kalman filter(AUKF) based on innovation was developed.The three data-fusing approaches were analyzed and evaluated in a mathematically rigorous way.Field experiments conducted in lake further demonstrate that AUKF reduces the position error approximately by 65% compared with EKF and by 35% UKF and improves the robust performance.
文摘A modified unscented particle filtering scheme for nonlinear tracking is proposed, in view of the potential drawbacks （such as, particle impoverishment and numerical sensitivity in calculating the prior） of the conventional unscented particle filter （UPF） confronted in practice. Specifically, a different derivation of the importance weight is presented in detail. The proposed method can avoid the calculation of the prior and reduce the effects of the impoverishment problem caused by sampling from the proposal distribution, Simulations have been performed using two illustrative examples and results have been provided to demonstrate the validity of the modified UPF as well as its improved performance over the conventional one.
基金Project(60535010) supported by the National Nature Science Foundation of China
文摘To solve the problem of information fusion in the strapdown inertial navigation system(SINS)/celestial navigation system(CNS)/global positioning system(GPS) integrated navigation system described by the nonlinear/non-Gaussian error models,a new algorithm called the federated unscented particle filtering(FUPF) algorithm was introduced.In this algorithm,the unscented particle filter(UPF) served as the local filter,the federated filter was used to fuse outputs of all local filters,and the global filter result was obtained.Because the algorithm was not confined to the assumption of Gaussian noise,it was of great significance to integrated navigation systems described by the non-Gaussian noise.The proposed algorithm was tested in a vehicle's maneuvering trajectory,which included six flight phases:climbing,level flight,left turning,level flight,right turning and level flight.Simulation results are presented to demonstrate the improved performance of the FUPF over conventional federated unscented Kalman filter(FUKF).For instance,the mean of position-error decreases from(0.640×10-6 rad,0.667×10-6 rad,4.25 m) of FUKF to(0.403×10-6 rad,0.251×10-6 rad,1.36 m) of FUPF.In comparison of the FUKF,the FUPF performs more accurate in the SINS/CNS/GPS system described by the nonlinear/non-Gaussian error models.
基金supported by the National Natural Science Foundation of China(61271296)
文摘Particle filters have been widely used in nonlinear/non- Gaussian Bayesian state estimation problems. However, efficient distribution of the limited number of particles （n state space remains a critical issue in designing a particle filter. A simplified unscented particle filter （SUPF） is presented, where particles are drawn partly from the transition prior density （TPD） and partly from the Gaussian approximate posterior density （GAPD） obtained by a unscented Kalman filter. The ratio of the number of particles drawn from TPD to the number of particles drawn from GAPD is adaptively determined by the maximum likelihood ratio （MLR）. The MLR is defined to measure how well the particles, drawn from the TPD, match the likelihood model. It is shown that the particle set generated by this sampling strategy is more close to the significant region in state space and tends to yield more accurate results. Simulation results demonstrate that the versatility and es- timation accuracy of SUPF exceed that of standard particle filter, extended Kalman particle filter and unscented particle filter.
基金This work was supported by National Natural Science Foundation of China(12372045)Shanghai Aerospace Science and Technology Program(SAST2021-030).
文摘To investigate the real-time mean orbital elements(MOEs)estimation problem under the influence of state jumping caused by non-fatal spacecraft collision or protective orbit trans-fer,a modified augmented square-root unscented Kalman filter(MASUKF)is proposed.The MASUKF is composed of sigma points calculation,time update,modified state jumping detec-tion,and measurement update.Compared with the filters used in the existing literature on MOEs estimation,it has three main characteristics.Firstly,the state vector is augmented from six to nine by the added thrust acceleration terms,which makes the fil-ter additionally give the state-jumping-thrust-acceleration esti-mation.Secondly,the normalized innovation is used for state jumping detection to set detection threshold concisely and make the filter detect various state jumping with low latency.Thirdly,when sate jumping is detected,the covariance matrix inflation will be done,and then an extra time update process will be con-ducted at this time instance before measurement update.In this way,the relatively large estimation error at the detection moment can significantly decrease.Finally,typical simulations are per-formed to illustrated the effectiveness of the method.
基金Projects(61135001, 61075029, 61074155) supported by the National Natural Science Foundation of ChinaProject(20110491690) supported by the Postdocteral Science Foundation of China
文摘New sigma point filtering algorithms, including the unscented Kalman filter （UKF） and the divided difference filter （DDF）, are designed to solve the nonlinear filtering problem under the condition of correlated noises. Based on the minimum mean square error estimation theory, the nonlinear optimal predictive and correction recursive formulas under the hypothesis that the input noise is correlated with the measurement noise are derived and can be described in a unified framework. Then, UKF and DDF with correlated noises are proposed on the basis of approximation of the posterior mean and covariance in the unified framework by using unscented transformation and second order Stirling＇s interpolation. The proposed UKF and DDF with correlated noises break through the limitation that input noise and measurement noise must be assumed to be uneorrelated in standard UKF and DDF. Two simulation examples show the effectiveness and feasibility of new algorithms for dealing with nonlinear filtering issue with correlated noises.
文摘针对无迹卡尔曼滤波(unscented Kalman filter,UKF)算法估计锂电池荷电状态(state of charge,SOC)时精度低、稳定性差、产生的sigma点过多导致计算难度大等不足,提出一种基于自适应球形不敏变换方式的无迹卡尔曼滤波(unscented Kalman filter based on adaptive spherical insensitive transformation,ASIT-UKF)算法。该算法通过使用球形不敏变换方式选择权系数以及初始化一元向量对sigma点的产生进行选取。与UKF算法相比,ASIT-UKF算法产生的sigma点减少近50%,使得算法的计算复杂度大大降低。同时,将产生的所有sigma点进行单位球形面上的归一化处理,提高了数值的稳定性。考虑到实际运行中锂电池系统噪声干扰带来的不确定性,加入Sage-Husa自适应滤波器对不确定性噪声的干扰进行实时更新和修正,以达到提高在线锂电池SOC估计精度的目的。最后,将均方根误差和最大绝对误差计算公式引入到性能估计指标中。实验结果表明,ASIT-UKF算法在准确度、鲁棒性和收敛性方面具有优越的性能。
基金supported by Natural Science Basic Research Program of Shaanxi(2022JQ-593)Key Research and Development Program of Shaanxi(2022GY-089)。
文摘Aiming at the shortcoming that the traditional industrial manipulator using off-line programming cannot change along with the change of external environment,the key technologies such as machine vision and manipulator control are studied,and a complete manipulator vision tracking system is designed.Firstly,Denavit-Hartenberg(D-H)parameters method is used to construct the model of the manipulator and analyze the forward and inverse kinematics equations of the manipulator.At the same time,a binocular camera is used to obtain the threedimensional position of the target.Secondly,in order to make the manipulator track the target more accurately,the fuzzy adaptive square root unscented Kalman filter(FSRUKF)is proposed to estimate the target state.Finally,the manipulator tracking system is built by using the position-based visual servo.The simulation experiments show that FSRUKF converges faster and with less error than the square root unscented Kalman filter(SRUKF),which meets the application requirements of the manipulator tracking system,and basically meets the application requirements of the manipulator tracking system in the practical experiments.
