For multisensor systems,when the model parameters and the noise variances are unknown,the consistent fused estimators of the model parameters and noise variances are obtained,based on the system identification algorit...For multisensor systems,when the model parameters and the noise variances are unknown,the consistent fused estimators of the model parameters and noise variances are obtained,based on the system identification algorithm,correlation method and least squares fusion criterion.Substituting these consistent estimators into the optimal weighted measurement fusion Kalman filter,a self-tuning weighted measurement fusion Kalman filter is presented.Using the dynamic error system analysis (DESA) method,the convergence of the self-tuning weighted measurement fusion Kalman filter is proved,i.e.,the self-tuning Kalman filter converges to the corresponding optimal Kalman filter in a realization.Therefore,the self-tuning weighted measurement fusion Kalman filter has asymptotic global optimality.One simulation example for a 4-sensor target tracking system verifies its effectiveness.展开更多
For the multisensor system with correlated measurement noises and unknown noise statistics, based on the solution of the matrix equations for correlation function, the on-line estimators of the noise variances and cro...For the multisensor system with correlated measurement noises and unknown noise statistics, based on the solution of the matrix equations for correlation function, the on-line estimators of the noise variances and cross-covariances is obtained. Further, a self-tuning weighted measurement fusion Kalman filter is presented, based on the Riccati equation. By the Dynamic Error System Analysis (DESA) method, it rigorously proved that the presented self-tuning weighted measurement fusion Kalman filter converges to the optimal weighted measurement fusion steady-state Kalman filter in a realization or with probability one, so that it has asymptotic global optimality. A simulation example for a target tracking system with 3-sensor shows that the presented self-tuning measurement fusion Kalman fuser converges to the optimal steady-state measurement fusion Kalman fuser.展开更多
Multisensor data fusion has played a significant role in diverse areas ranging from local robot guidance to global military theatre defense etc.Various multisensor data fusion methods have been extensively investigate...Multisensor data fusion has played a significant role in diverse areas ranging from local robot guidance to global military theatre defense etc.Various multisensor data fusion methods have been extensively investigated by researchers,of which Klaman filtering is one of the most important.Kalman filtering is the best-known recursive least mean-square algorithm to optimally estimate the unknown states of a dynamic system,which has found widespread application in many areas.The scope of the work is restricted to investigate the various data fusion and track fusion techniques based on the Kalman Filter methods,then a new method of state fusion is proposed. Finally the simulation results demonstrate the effectiveness of the introduced method.展开更多
The stability of the subsea oil and gas production system is heavily influenced by slug flow. One successful method of managing slug flow is to use top valve control based on subsea pipeline pressure. However, the com...The stability of the subsea oil and gas production system is heavily influenced by slug flow. One successful method of managing slug flow is to use top valve control based on subsea pipeline pressure. However, the complexity of production makes it difficult to measure the pressure of subsea pipelines, and measured values are not always accessible in real-time. The research introduces a technique for integrating Unscented Kalman Filter (UKF) and Wavelet Neural Network (WNN) to estimate the state of subsea pipeline pressure using historical data and a state model. The proposed method treats multiphase flow transport as a nonlinear model, with a dynamic WNN serving as the state observer. To achieve real-time state estimation, the WNN is included into the UKF algorithm to create a WNN-based UKF state equation. Integrate WNN and UKF in a novel way to predict system state accurately. The simulated results show that the approach can efficiently predict the inlet pressure and manage the slug flow in real-time using the riser's top pressure, outlet flow and valve opening. This method of estimate can significantly increase the control effect.展开更多
In this paper,the Kalman filter(KF)and the unbiased finite impulse response(UFIR)filter are fused in the discrete-time state-space to improve robustness against uncertainties.To avoid the problem where fusion filters ...In this paper,the Kalman filter(KF)and the unbiased finite impulse response(UFIR)filter are fused in the discrete-time state-space to improve robustness against uncertainties.To avoid the problem where fusion filters may give up some advantages of UFIR filters by fusing based on noise statistics,we attempt to find a way to fuse without using noise statistics.The fusion filtering algorithm is derived using the influence function that provides a quantified measure for disturbances on the resulting filtering outputs and is termed as an influence finite impulse response(IFIR)filter.The main advantage of the proposed method is that the noise statistics of process noise and measurement noise are no longer required in the fusion process,showing that a critical feature of the UFIR filter is inherited.One numerical example and a practice-oriented case are given to illustrate the effectiveness of the proposed method.It is shown that the IFIR filter has adaptive performance and can automatically switch from the Kalman estimate to the UFIR estimates according to operating conditions.Moreover,the proposed method can reduce the effects of optimal horizon length on the UFIR estimate and can give the state estimates of best accuracy among all the compared methods.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 order to improve the accuracy of fusion algorithm, feedback is introduced into Kalman filtering fusion. Fusion center broadcasts its latest estimated states to the local sensors, which can improve the performance o...In order to improve the accuracy of fusion algorithm, feedback is introduced into Kalman filtering fusion. Fusion center broadcasts its latest estimated states to the local sensors, which can improve the performance of local tracking error through reducing the covariance of each local error, and only needs calculating the trace of error variance matrices without calculating the inverse of error variance matrices. Simulation results show that it can reduce the computational complexity and the covariance of error, and it is convenient for engineering applications.展开更多
The GM-PHD framework as recursion realization of PHD filter is extensively applied to multitarget tracking system. A new idea of improving the estimation precision of time-varying multi-target in non-linear system is ...The GM-PHD framework as recursion realization of PHD filter is extensively applied to multitarget tracking system. A new idea of improving the estimation precision of time-varying multi-target in non-linear system is proposed due to the advantage of computation efficiency in this paper. First,a novel cubature Kalman probability hypothesis density filter is designed for single sensor measurement system under the Gaussian mixture framework. Second,the consistency fusion strategy for multi-sensor measurement is proposed through constructing consistency matrix. Furthermore,to take the advantage of consistency fusion strategy,fused measurement is introduced in the update step of cubature Kalman probability hypothesis density filter to replace the single-sensor measurement. Then a cubature Kalman probability hypothesis density filter based on multi-sensor consistency fusion is proposed. Capabilily of the proposed algorithm is illustrated through simulation scenario of multi-sensor multi-target tracking.展开更多
For the multisensor linear discrete time-invariant stochastic systems with correlated noises and unknown noise statistics,an on-line noise statistics estimator is presented by using the correlation method.Substituting...For the multisensor linear discrete time-invariant stochastic systems with correlated noises and unknown noise statistics,an on-line noise statistics estimator is presented by using the correlation method.Substituting it into the steady-state Riccati equation,the self-tuning Riccati equation is obtained.Using the Kalman filtering method,based on the self-tuning Riccati equation,a self-tuning weighted measurement fusion white noise deconvolution estimator is presented.By the dynamic error system analysis(DESA) method,it is proved that the self-tuning fusion white noise deconvolution estimator converges to the optimal fusion steadystate white noise deconvolution estimator in a realization,so that it has the asymptotic global optimality.A simulation example for Bernoulli-Gaussian input white noise shows its effectiveness.展开更多
In practical applications, the system observation error is widespread. If the observation equation of the system has not been verified or corrected under certain environmental conditions,the unknown system errors and ...In practical applications, the system observation error is widespread. If the observation equation of the system has not been verified or corrected under certain environmental conditions,the unknown system errors and filtering errors will come into being.The incremental observation equation is derived, which can eliminate the unknown observation errors effectively. Furthermore, an incremental Kalman smoother is presented. Moreover, a weighted measurement fusion incremental Kalman smoother applying the globally optimal weighted measurement fusion algorithm is given.The simulation results show their effectiveness and feasibility.展开更多
This paper derives a square-root information-type filtering algorithm for nonlinear multi-sensor fusion problems using the cubature Kalman filter theory. The resulting filter is called the square-root cubature Informa...This paper derives a square-root information-type filtering algorithm for nonlinear multi-sensor fusion problems using the cubature Kalman filter theory. The resulting filter is called the square-root cubature Information filter (SCIF). The SCIF propagates the square-root information matrices derived from numerically stable matrix operations and is therefore numerically robust. The SCIF is applied to a highly maneuvering target tracking problem in a distributed sensor network with feedback. The SCIF’s performance is finally compared with the regular cubature information filter and the traditional extended information filter. The results, presented herein, indicate that the SCIF is the most reliable of all three filters and yields a more accurate estimate than the extended information filter.展开更多
This research aims at enhancing the accuracy of navigation systems by integrating GPS and Mi-cro-Electro-Mechanical-System (MEMS) based inertial measurement units (IMU). Because of the conditions re-quired by the larg...This research aims at enhancing the accuracy of navigation systems by integrating GPS and Mi-cro-Electro-Mechanical-System (MEMS) based inertial measurement units (IMU). Because of the conditions re-quired by the large number of restrictions on empirical data, a conventional Extended Kalman Filtering (EKF) is limited to apply in navigation systems by integrating MEMS-IMU/GPS. In response to non-linear non-Gaussian dynamic models of the inertial sensors, the methods rely on a particle cloud representation of the filtering distribution which evolves through time using importance sampling and resampling ideas. Then Particle Filtering (PF) can be used to data fusion of the inertial information and real-time updates from the GPS location and speed of information accurately. The experiments show that PF as opposed to EKF is more effective in raising MEMS-IMU/GPS navigation system’s data integration accuracy.展开更多
For the underwater integrated navigation system, information fusion is an important technology. This paper introduces the Kalman filter as the most useful information fusion technology, and then gives a summary of the...For the underwater integrated navigation system, information fusion is an important technology. This paper introduces the Kalman filter as the most useful information fusion technology, and then gives a summary of the Kalman filter applied in underwater integrated navigation system at present,and points out the further research directions in this field.展开更多
A multisensor distributed extended Kalman filtering algorithm is presented for nonlinear system, in which the dynamic equation of the system and the equations of sensor’s measurements are linearized in the global est...A multisensor distributed extended Kalman filtering algorithm is presented for nonlinear system, in which the dynamic equation of the system and the equations of sensor’s measurements are linearized in the global estimate and global prediction respectively and the suboptimal global estimate based on all available information can be reconstructed from the estimates computed by local sensors based solely on their own local information and transmitted to the data fusion center. An analysis of the properties of the algorithm presented here shows that the global estimate has higher precision than the local one and smaller linearization error than the existing method. Finally, an application of the algorithm to radar/IR tracking of a maneuvering target is illustrated. Simulation results show the effectiveness of the algorithm.展开更多
基金supported by the National Natural Science Foundation of China(No.60874063)the Innovation Scientific Research Foundation for Graduate Students of Heilongjiang Province(No.YJSCX2008-018HLJ),and the Automatic Control Key Laboratory of Heilongjiang University
文摘For multisensor systems,when the model parameters and the noise variances are unknown,the consistent fused estimators of the model parameters and noise variances are obtained,based on the system identification algorithm,correlation method and least squares fusion criterion.Substituting these consistent estimators into the optimal weighted measurement fusion Kalman filter,a self-tuning weighted measurement fusion Kalman filter is presented.Using the dynamic error system analysis (DESA) method,the convergence of the self-tuning weighted measurement fusion Kalman filter is proved,i.e.,the self-tuning Kalman filter converges to the corresponding optimal Kalman filter in a realization.Therefore,the self-tuning weighted measurement fusion Kalman filter has asymptotic global optimality.One simulation example for a 4-sensor target tracking system verifies its effectiveness.
基金Supported by the National Natural Science Foundation of China (No.60874063)Science and Technology Research Foundation of Heilongjiang Education Department (No.11521214)Open Fund of Key Laboratory of Electronics Engineering, College of Heilongjiang Province (Heilongjiang University)
文摘For the multisensor system with correlated measurement noises and unknown noise statistics, based on the solution of the matrix equations for correlation function, the on-line estimators of the noise variances and cross-covariances is obtained. Further, a self-tuning weighted measurement fusion Kalman filter is presented, based on the Riccati equation. By the Dynamic Error System Analysis (DESA) method, it rigorously proved that the presented self-tuning weighted measurement fusion Kalman filter converges to the optimal weighted measurement fusion steady-state Kalman filter in a realization or with probability one, so that it has asymptotic global optimality. A simulation example for a target tracking system with 3-sensor shows that the presented self-tuning measurement fusion Kalman fuser converges to the optimal steady-state measurement fusion Kalman fuser.
文摘Multisensor data fusion has played a significant role in diverse areas ranging from local robot guidance to global military theatre defense etc.Various multisensor data fusion methods have been extensively investigated by researchers,of which Klaman filtering is one of the most important.Kalman filtering is the best-known recursive least mean-square algorithm to optimally estimate the unknown states of a dynamic system,which has found widespread application in many areas.The scope of the work is restricted to investigate the various data fusion and track fusion techniques based on the Kalman Filter methods,then a new method of state fusion is proposed. Finally the simulation results demonstrate the effectiveness of the introduced method.
基金supported by Development Project in Key Technical Field of Sichuan Province(2019ZDZX0030)International Science and Technology Innovation Cooperation Program of Sichuan Province(2021YFH0115)+1 种基金Nanchong-SWPU Science and Technology Strategic Cooperation Project(SXHZ057)Key and Core Technology Breakthrough Project of CNPC(2021ZG08).
文摘The stability of the subsea oil and gas production system is heavily influenced by slug flow. One successful method of managing slug flow is to use top valve control based on subsea pipeline pressure. However, the complexity of production makes it difficult to measure the pressure of subsea pipelines, and measured values are not always accessible in real-time. The research introduces a technique for integrating Unscented Kalman Filter (UKF) and Wavelet Neural Network (WNN) to estimate the state of subsea pipeline pressure using historical data and a state model. The proposed method treats multiphase flow transport as a nonlinear model, with a dynamic WNN serving as the state observer. To achieve real-time state estimation, the WNN is included into the UKF algorithm to create a WNN-based UKF state equation. Integrate WNN and UKF in a novel way to predict system state accurately. The simulated results show that the approach can efficiently predict the inlet pressure and manage the slug flow in real-time using the riser's top pressure, outlet flow and valve opening. This method of estimate can significantly increase the control effect.
基金supported in part by the National Natural Science Foundation of China(61973136,61991402,61833007)the Natural Science Foundation of Jiangsu Province(BK20211528)。
文摘In this paper,the Kalman filter(KF)and the unbiased finite impulse response(UFIR)filter are fused in the discrete-time state-space to improve robustness against uncertainties.To avoid the problem where fusion filters may give up some advantages of UFIR filters by fusing based on noise statistics,we attempt to find a way to fuse without using noise statistics.The fusion filtering algorithm is derived using the influence function that provides a quantified measure for disturbances on the resulting filtering outputs and is termed as an influence finite impulse response(IFIR)filter.The main advantage of the proposed method is that the noise statistics of process noise and measurement noise are no longer required in the fusion process,showing that a critical feature of the UFIR filter is inherited.One numerical example and a practice-oriented case are given to illustrate the effectiveness of the proposed method.It is shown that the IFIR filter has adaptive performance and can automatically switch from the Kalman estimate to the UFIR estimates according to operating conditions.Moreover,the proposed method can reduce the effects of optimal horizon length on the UFIR estimate and can give the state estimates of best accuracy among all the compared methods.
基金Supported by the National Natural Science Foundation of China (50979017, NSFC60775060) the National High Technology Ship Research Project of China (GJCB09001)
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Supported by National Natural Science Foundation of China (60874063) and Innovation and Scientific Research Foundation of Graduate Student of Heilongjiang Province (YJSCX2012-263HLJ)
文摘In order to improve the accuracy of fusion algorithm, feedback is introduced into Kalman filtering fusion. Fusion center broadcasts its latest estimated states to the local sensors, which can improve the performance of local tracking error through reducing the covariance of each local error, and only needs calculating the trace of error variance matrices without calculating the inverse of error variance matrices. Simulation results show that it can reduce the computational complexity and the covariance of error, and it is convenient for engineering applications.
基金Supported by National Natural Science Foundation of China (60874063), and Innovation and Scientific Research Foundation of Graduate Student of Heilongjiang Province (YJSCX2012-263HLJ)
基金Supported by the National Natural Science Foundation of China(No.61300214)the Science and Technology Innovation Team Support Plan of Education Department of Henan Province(No.13IRTSTHN021)+1 种基金the Post-doctoral Science Foundation of China(No.2014M551999) the Outstanding Young Cultivation Foundation of Henan University(No.0000A40366)
文摘The GM-PHD framework as recursion realization of PHD filter is extensively applied to multitarget tracking system. A new idea of improving the estimation precision of time-varying multi-target in non-linear system is proposed due to the advantage of computation efficiency in this paper. First,a novel cubature Kalman probability hypothesis density filter is designed for single sensor measurement system under the Gaussian mixture framework. Second,the consistency fusion strategy for multi-sensor measurement is proposed through constructing consistency matrix. Furthermore,to take the advantage of consistency fusion strategy,fused measurement is introduced in the update step of cubature Kalman probability hypothesis density filter to replace the single-sensor measurement. Then a cubature Kalman probability hypothesis density filter based on multi-sensor consistency fusion is proposed. Capabilily of the proposed algorithm is illustrated through simulation scenario of multi-sensor multi-target tracking.
基金supported by the National Natural Science Foundation of China(60874063)Science and Technology Research Foundation of Heilongjiang Education Department(11551355)Key Laboratory of Electronics Engineering,College of Heilongjiang Province(DZZD20105)
文摘For the multisensor linear discrete time-invariant stochastic systems with correlated noises and unknown noise statistics,an on-line noise statistics estimator is presented by using the correlation method.Substituting it into the steady-state Riccati equation,the self-tuning Riccati equation is obtained.Using the Kalman filtering method,based on the self-tuning Riccati equation,a self-tuning weighted measurement fusion white noise deconvolution estimator is presented.By the dynamic error system analysis(DESA) method,it is proved that the self-tuning fusion white noise deconvolution estimator converges to the optimal fusion steadystate white noise deconvolution estimator in a realization,so that it has the asymptotic global optimality.A simulation example for Bernoulli-Gaussian input white noise shows its effectiveness.
基金supported by the National Natural Science Foundation of China(6110420961503126)
文摘In practical applications, the system observation error is widespread. If the observation equation of the system has not been verified or corrected under certain environmental conditions,the unknown system errors and filtering errors will come into being.The incremental observation equation is derived, which can eliminate the unknown observation errors effectively. Furthermore, an incremental Kalman smoother is presented. Moreover, a weighted measurement fusion incremental Kalman smoother applying the globally optimal weighted measurement fusion algorithm is given.The simulation results show their effectiveness and feasibility.
文摘This paper derives a square-root information-type filtering algorithm for nonlinear multi-sensor fusion problems using the cubature Kalman filter theory. The resulting filter is called the square-root cubature Information filter (SCIF). The SCIF propagates the square-root information matrices derived from numerically stable matrix operations and is therefore numerically robust. The SCIF is applied to a highly maneuvering target tracking problem in a distributed sensor network with feedback. The SCIF’s performance is finally compared with the regular cubature information filter and the traditional extended information filter. The results, presented herein, indicate that the SCIF is the most reliable of all three filters and yields a more accurate estimate than the extended information filter.
文摘This research aims at enhancing the accuracy of navigation systems by integrating GPS and Mi-cro-Electro-Mechanical-System (MEMS) based inertial measurement units (IMU). Because of the conditions re-quired by the large number of restrictions on empirical data, a conventional Extended Kalman Filtering (EKF) is limited to apply in navigation systems by integrating MEMS-IMU/GPS. In response to non-linear non-Gaussian dynamic models of the inertial sensors, the methods rely on a particle cloud representation of the filtering distribution which evolves through time using importance sampling and resampling ideas. Then Particle Filtering (PF) can be used to data fusion of the inertial information and real-time updates from the GPS location and speed of information accurately. The experiments show that PF as opposed to EKF is more effective in raising MEMS-IMU/GPS navigation system’s data integration accuracy.
文摘For the underwater integrated navigation system, information fusion is an important technology. This paper introduces the Kalman filter as the most useful information fusion technology, and then gives a summary of the Kalman filter applied in underwater integrated navigation system at present,and points out the further research directions in this field.
文摘A multisensor distributed extended Kalman filtering algorithm is presented for nonlinear system, in which the dynamic equation of the system and the equations of sensor’s measurements are linearized in the global estimate and global prediction respectively and the suboptimal global estimate based on all available information can be reconstructed from the estimates computed by local sensors based solely on their own local information and transmitted to the data fusion center. An analysis of the properties of the algorithm presented here shows that the global estimate has higher precision than the local one and smaller linearization error than the existing method. Finally, an application of the algorithm to radar/IR tracking of a maneuvering target is illustrated. Simulation results show the effectiveness of the algorithm.