A second-order divided difference filter (SDDF) is derived for integrating line of sight measurement from vision sensor with acceleration and angular rate measurements of the follower to estimate the precise relative ...A second-order divided difference filter (SDDF) is derived for integrating line of sight measurement from vision sensor with acceleration and angular rate measurements of the follower to estimate the precise relative position,velocity and attitude of two unmanned aerial vehicles (UAVs).The second-order divided difference filter which makes use of multidimensional interpolation formulations to approximate the nonlinear transformations could achieve more accurate estimation and faster convergence from inaccurate initial conditions than standard extended Kalman filter.The filter formulation is based on relative motion equations.The global attitude parameterization is given by quarternion,while a generalized three-dimensional attitude representation is used to define the local attitude error.Simulation results are shown to compare the performance of the second-order divided difference filter with a standard extended Kalman filter approach.展开更多
The efficient and accurate approximate nonlinear filters have been widely used in the estimation of states and parameters of dynamical systems. In this paper, an adaptive divided difference filter is designed for prec...The efficient and accurate approximate nonlinear filters have been widely used in the estimation of states and parameters of dynamical systems. In this paper, an adaptive divided difference filter is designed for precise estimation of states and parameters of micromechanical gyro navigation system. Based on the investigation of nonlinear divided difference filter the adaptive divided difference filter(ADDF) was designed, which takes account of the incorrect time-varying noise statistics of dynamical systems and compensation of the nonlinearity effects neglected by linearization. And its performance is superior to that of DDF and extended Kalman filter(EKF). Simulation results indicate that the advantages of the proposed nonlinear filters make them attractive alternatives to the extended Kalman filter.展开更多
Distributed drive electric vehicles(DDEVs)possess great advantages in the viewpoint of fuel consumption,environment protection and traffic mobility.Whereas the effects of inertial parameter variation in DDEV control s...Distributed drive electric vehicles(DDEVs)possess great advantages in the viewpoint of fuel consumption,environment protection and traffic mobility.Whereas the effects of inertial parameter variation in DDEV control system become much more pronounced due to the drastic reduction of vehicle weights and body size,and inertial parameter has seldom been tackled and systematically estimated.This paper presents a dual central difference Kalman filter(DCDKF)where two Kalman filters run in parallel to simultaneously estimate vehicle different dynamic states and inertial parameters,such as vehicle sideslip angle,vehicle mass,vehicle yaw moment of inertia,the distance from the front axle to centre of gravity.The proposed estimation method only integrates and utilizes real-time measurements of hub torque information and other in-vehicle sensors from standard DDEVs.The four-wheel nonlinear vehicle dynamics estimation model considering payload variations,Pacejka tire model,wheel and motor dynamics model is developed,the observability of the DCDKF observer is analysed and derived via Lie derivative and differential geometry theory.To address system nonlinearities in vehicle dynamics estimation,the DCDKF and dual extended Kalman filter(DEKF)are also investigated and compared.Simulation with various maneuvers are carried out to verify the effectiveness of the proposed method using Matlab/Simulink-CarsimR.The results show that the proposed DCDKF method can effectively estimate vehicle dynamic states and inertial parameters despite the existence of payload variations and variable driving conditions.This research provides a boot-strapping procedure which can performs optimal estimation to estimate simultaneously vehicle system state and inertial parameter with high accuracy and real-time ability.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
A square-root version of the divided difference Rauch-Tung-Striebel (RTS) smoother is proposed in this paper. The square-root variant essentially propagates the square roots of the covariance matrices and can consiste...A square-root version of the divided difference Rauch-Tung-Striebel (RTS) smoother is proposed in this paper. The square-root variant essentially propagates the square roots of the covariance matrices and can consistently improve the numerical stability because all the resulting covariance matrices are guaranteed to stay positive semi-definite. Furthermore, the square-root form ensures reliable implementation in an embedded system with fixed or limited precision although it is algebraically equivalent to the standard form. The new smoothing algorithm is tested in a challenging two-dimensional maneuvering target tracking problem with unknown and time-varying turn rate, and its performance is compared with that of other de-facto standard filters and smoothers. The simulation results indicate that the proposed RTS smoother markedly outperforms the associated filters and gives slightly smaller error than an unscented-based RTS smoother.展开更多
Optical filters with different configurations based on cholesteric liquid crystals (CLCs) are designed. The central wavelength from CLCs can be tuned by the electric field or temperature. For the electric field tuni...Optical filters with different configurations based on cholesteric liquid crystals (CLCs) are designed. The central wavelength from CLCs can be tuned by the electric field or temperature. For the electric field tuning, the ITO is designed with circular patterns, which can make the tunable range 18 nm. For the temperature tuning, two-layer- CLC configurations are used. The experimental results indicate that a deepened or broadened bandgap from the CLC can be achieved by different handedness or concentrations of chiral dopants. The spectrum study is carried out.展开更多
Redundant technology plays an important role in improving the reliability and fault-tolerance of the airborne avionics systems. A Markov state transition model is introduced to the reliability analysis of the redundan...Redundant technology plays an important role in improving the reliability and fault-tolerance of the airborne avionics systems. A Markov state transition model is introduced to the reliability analysis of the redundant inertial navigation system (RINS) in airborne navigation systems. An information processing mechanism based on difference filtering is put forward to strengthen the consistency between the outputs of the equal-precision inertial navigation system (INS). On this basis, the homologous fault monitoring algorithm is designed to realize the homologous fault monitoring of RINS. The simulation is carried out based on the above algorithms, and the results verify the effectiveness of the proposed fault monitoring algorithm based on difference filtering. Research results have good reference value for the configuration and design of RINS in airborne integrated avionics systems.展开更多
In order to obtain a compact and exact representation of 2D range scans,UKF(unscented Kalman filter) and CDKF(central difference Kalman filter) were proposed for extracting the breakpoint of the laser data. Line extra...In order to obtain a compact and exact representation of 2D range scans,UKF(unscented Kalman filter) and CDKF(central difference Kalman filter) were proposed for extracting the breakpoint of the laser data. Line extraction was performed in every continuous breakpoint region by detecting the optimal angle and the optimal distance in polar coordinates,and every breakpoint area was constructed with two points. As a proof to the method,an experiment was performed by a mobile robot equipped with one SICK laser rangefinder,and the results of UKF/CDKF in breakpoint detection and line extraction were compared with those of the EKF(extended Kalman filter) . The results show that the exact geometry of the raw laser data of the environments can be obtained by segmented raw measurements(combining the proposed breakpoint detection approach with the line extraction method) ,and method UKF is the best one compared with CDKF and EKF.展开更多
The selection and optimization of model filters affect the precision of motion pattern identification and state estimation in maneuvering target tracking directly.Aiming at improving performance of model filters,a nov...The selection and optimization of model filters affect the precision of motion pattern identification and state estimation in maneuvering target tracking directly.Aiming at improving performance of model filters,a novel maneuvering target tracking algorithm based on central difference Kalman filter in observation bootstrapping strategy is proposed.The framework of interactive multiple model(IMM) is used to realize identification of motion pattern,and a central difference Kalman filter(CDKF) is selected as the model filter of IMM.Considering the advantage of multi-sensor fusion method in improving the stability and reliability of observation information,the hardware cost of the observation system for multiple sensors is adopted,meanwhile,according to the data assimilation technique in Ensemble Kalman filter(En KF),a bootstrapping observation set is constructed by integrating the latest observation and the prior information of observation noise.On that basis,these bootstrapping observations are reasonably used to optimize the filtering performance of CDKF by means of weight fusion way.The object of new algorithm is to improve the tracking precision of observed target by the multi-sensor fusion method without increasing the number of physical sensors.The theoretical analysis and experimental results show the feasibility and efficiency of the proposed algorithm.展开更多
On the assumption that random interruptions in the observation process are modelled by a sequence of independent Bernoulli random variables, this paper generalize the extended Kalman filtering (EKF), the unscented K...On the assumption that random interruptions in the observation process are modelled by a sequence of independent Bernoulli random variables, this paper generalize the extended Kalman filtering (EKF), the unscented Kalman filtering (UKF) and the Gaussian particle filtering (GPF) to the case in which there is a positive probability that the observation in each time consists of noise alone and does not contain the chaotic signal (These generalized novel algorithms are referred to as GEKF, GUKF and GGPF correspondingly in this paper). Using weights and network output of neural networks to constitute state equation and observation equation for chaotic time-series prediction to obtain the linear system state transition equation with continuous update scheme in an online fashion, and the prediction results of chaotic time series represented by the predicted observation value, these proposed novel algorithms are applied to the prediction of Mackey-Glass time-series with additive and multiplicative noises. Simulation results prove that the GGPF provides a relatively better prediction performance in comparison with GEKF and GUKF.展开更多
基金Sponsored by the Aerospace Technology Innovation Funding(Grant No. CASC0209)
文摘A second-order divided difference filter (SDDF) is derived for integrating line of sight measurement from vision sensor with acceleration and angular rate measurements of the follower to estimate the precise relative position,velocity and attitude of two unmanned aerial vehicles (UAVs).The second-order divided difference filter which makes use of multidimensional interpolation formulations to approximate the nonlinear transformations could achieve more accurate estimation and faster convergence from inaccurate initial conditions than standard extended Kalman filter.The filter formulation is based on relative motion equations.The global attitude parameterization is given by quarternion,while a generalized three-dimensional attitude representation is used to define the local attitude error.Simulation results are shown to compare the performance of the second-order divided difference filter with a standard extended Kalman filter approach.
文摘The efficient and accurate approximate nonlinear filters have been widely used in the estimation of states and parameters of dynamical systems. In this paper, an adaptive divided difference filter is designed for precise estimation of states and parameters of micromechanical gyro navigation system. Based on the investigation of nonlinear divided difference filter the adaptive divided difference filter(ADDF) was designed, which takes account of the incorrect time-varying noise statistics of dynamical systems and compensation of the nonlinearity effects neglected by linearization. And its performance is superior to that of DDF and extended Kalman filter(EKF). Simulation results indicate that the advantages of the proposed nonlinear filters make them attractive alternatives to the extended Kalman filter.
基金Supported by National Natural Science Foundation of China(Grant Nos.51905329,51975118)Foundation of State Key Laboratory of Automotive Simulation and Control of China(Grant No.20181112).
文摘Distributed drive electric vehicles(DDEVs)possess great advantages in the viewpoint of fuel consumption,environment protection and traffic mobility.Whereas the effects of inertial parameter variation in DDEV control system become much more pronounced due to the drastic reduction of vehicle weights and body size,and inertial parameter has seldom been tackled and systematically estimated.This paper presents a dual central difference Kalman filter(DCDKF)where two Kalman filters run in parallel to simultaneously estimate vehicle different dynamic states and inertial parameters,such as vehicle sideslip angle,vehicle mass,vehicle yaw moment of inertia,the distance from the front axle to centre of gravity.The proposed estimation method only integrates and utilizes real-time measurements of hub torque information and other in-vehicle sensors from standard DDEVs.The four-wheel nonlinear vehicle dynamics estimation model considering payload variations,Pacejka tire model,wheel and motor dynamics model is developed,the observability of the DCDKF observer is analysed and derived via Lie derivative and differential geometry theory.To address system nonlinearities in vehicle dynamics estimation,the DCDKF and dual extended Kalman filter(DEKF)are also investigated and compared.Simulation with various maneuvers are carried out to verify the effectiveness of the proposed method using Matlab/Simulink-CarsimR.The results show that the proposed DCDKF method can effectively estimate vehicle dynamic states and inertial parameters despite the existence of payload variations and variable driving conditions.This research provides a boot-strapping procedure which can performs optimal estimation to estimate simultaneously vehicle system state and inertial parameter with high accuracy and real-time ability.
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.
基金the Fundamental Research Fund of Northwestern Polytechnical University( Grant No. JC20120210,JC20110238)
文摘A square-root version of the divided difference Rauch-Tung-Striebel (RTS) smoother is proposed in this paper. The square-root variant essentially propagates the square roots of the covariance matrices and can consistently improve the numerical stability because all the resulting covariance matrices are guaranteed to stay positive semi-definite. Furthermore, the square-root form ensures reliable implementation in an embedded system with fixed or limited precision although it is algebraically equivalent to the standard form. The new smoothing algorithm is tested in a challenging two-dimensional maneuvering target tracking problem with unknown and time-varying turn rate, and its performance is compared with that of other de-facto standard filters and smoothers. The simulation results indicate that the proposed RTS smoother markedly outperforms the associated filters and gives slightly smaller error than an unscented-based RTS smoother.
基金Supported by the National Natural Science Foundation of China under Grant Nos 61107059,61308052 and 61077047the Fundamental Research Funds for the Central Universitiesthe 111 Project of the Harbin Engineering University under Grant No B13015
文摘Optical filters with different configurations based on cholesteric liquid crystals (CLCs) are designed. The central wavelength from CLCs can be tuned by the electric field or temperature. For the electric field tuning, the ITO is designed with circular patterns, which can make the tunable range 18 nm. For the temperature tuning, two-layer- CLC configurations are used. The experimental results indicate that a deepened or broadened bandgap from the CLC can be achieved by different handedness or concentrations of chiral dopants. The spectrum study is carried out.
基金supported by the National Natural Science Foundation of China (6117419791016019)+1 种基金the Nanjing University of Aeronautics and Astronautics Research Foundation (NP2011049NZ2012003)
文摘Redundant technology plays an important role in improving the reliability and fault-tolerance of the airborne avionics systems. A Markov state transition model is introduced to the reliability analysis of the redundant inertial navigation system (RINS) in airborne navigation systems. An information processing mechanism based on difference filtering is put forward to strengthen the consistency between the outputs of the equal-precision inertial navigation system (INS). On this basis, the homologous fault monitoring algorithm is designed to realize the homologous fault monitoring of RINS. The simulation is carried out based on the above algorithms, and the results verify the effectiveness of the proposed fault monitoring algorithm based on difference filtering. Research results have good reference value for the configuration and design of RINS in airborne integrated avionics systems.
基金Project(2003AA1Z2130)supported by the National High-Tech Research and Development Program of ChinaProject(2005C11001-02)supported by the Science and Technology Project of Zhejiang Province,China
文摘In order to obtain a compact and exact representation of 2D range scans,UKF(unscented Kalman filter) and CDKF(central difference Kalman filter) were proposed for extracting the breakpoint of the laser data. Line extraction was performed in every continuous breakpoint region by detecting the optimal angle and the optimal distance in polar coordinates,and every breakpoint area was constructed with two points. As a proof to the method,an experiment was performed by a mobile robot equipped with one SICK laser rangefinder,and the results of UKF/CDKF in breakpoint detection and line extraction were compared with those of the EKF(extended Kalman filter) . The results show that the exact geometry of the raw laser data of the environments can be obtained by segmented raw measurements(combining the proposed breakpoint detection approach with the line extraction method) ,and method UKF is the best one compared with CDKF and EKF.
基金Supported by the Postdoctoral Science Foundation of China(No.2014M551999)the Open Foundation of Key Laboratory of Spectral Imaging Technology of the Chinese Academy of Sciences(No.LSIT201711D)
文摘The selection and optimization of model filters affect the precision of motion pattern identification and state estimation in maneuvering target tracking directly.Aiming at improving performance of model filters,a novel maneuvering target tracking algorithm based on central difference Kalman filter in observation bootstrapping strategy is proposed.The framework of interactive multiple model(IMM) is used to realize identification of motion pattern,and a central difference Kalman filter(CDKF) is selected as the model filter of IMM.Considering the advantage of multi-sensor fusion method in improving the stability and reliability of observation information,the hardware cost of the observation system for multiple sensors is adopted,meanwhile,according to the data assimilation technique in Ensemble Kalman filter(En KF),a bootstrapping observation set is constructed by integrating the latest observation and the prior information of observation noise.On that basis,these bootstrapping observations are reasonably used to optimize the filtering performance of CDKF by means of weight fusion way.The object of new algorithm is to improve the tracking precision of observed target by the multi-sensor fusion method without increasing the number of physical sensors.The theoretical analysis and experimental results show the feasibility and efficiency of the proposed algorithm.
基金supported by the National Natural Science Foundation of China (Grant No 60774067)the Natural Science Foundation of Fujian Province of China (Grant No 2006J0017)
文摘On the assumption that random interruptions in the observation process are modelled by a sequence of independent Bernoulli random variables, this paper generalize the extended Kalman filtering (EKF), the unscented Kalman filtering (UKF) and the Gaussian particle filtering (GPF) to the case in which there is a positive probability that the observation in each time consists of noise alone and does not contain the chaotic signal (These generalized novel algorithms are referred to as GEKF, GUKF and GGPF correspondingly in this paper). Using weights and network output of neural networks to constitute state equation and observation equation for chaotic time-series prediction to obtain the linear system state transition equation with continuous update scheme in an online fashion, and the prediction results of chaotic time series represented by the predicted observation value, these proposed novel algorithms are applied to the prediction of Mackey-Glass time-series with additive and multiplicative noises. Simulation results prove that the GGPF provides a relatively better prediction performance in comparison with GEKF and GUKF.