分布式无迹信息滤波(Distributed unscented information filter,DUIF)算法是一种有效的非线性分布式状态估计多源信息融合方法,然而当将该算法应用于稀疏无线传感器网络(Wireless sensor networks,WSN)时,稀疏WSN中存在的无效节点会引...分布式无迹信息滤波(Distributed unscented information filter,DUIF)算法是一种有效的非线性分布式状态估计多源信息融合方法,然而当将该算法应用于稀疏无线传感器网络(Wireless sensor networks,WSN)时,稀疏WSN中存在的无效节点会引起使滤波趋于发散的平均一致误差.针对该问题,本文提出一种改进DUIF算法.该算法不改变DUIF算法的级联结构,而是将其底层和上层滤波器分别改进为局部无迹信息滤波器(Local unscented information filter,LUIF)和加权平均一致性滤波器.LUIF对每个节点的局部多源观测信息进行局部融合,得到局部的后验估计信息向量和矩阵,进而将它们作为加权平均一致性滤波器的输入,最终得到不包含平均一致误差的分布式后验估计结果.其中,加权平均一致性滤波器是通过对由LUIF输出的局部后验估计信息向量和矩阵分别进行平均一致性滤波而得以在改进DUIF算法框架下实现的.同时,在此过程中,相邻节点之间的状态估计互相关信息也被引入改进DUIF算法的输出结果中,进一步增强了滤波的可靠性.仿真实验结果表明,改进DUIF算法能够在稀疏WSN中对机动目标进行有效跟踪,在估计精度和抑制滤波发散方面明显优于标准DUIF算法.展开更多
针对现有布鲁姆过滤器在流识别应用中对每个IP包进行相同的处理,未考虑IP包识别失效代价和硬件开销的问题,提出一种面向IP包识别的算法——CPBF(Classified and Pipelined Bloom Filter).该算法通过引入IP头中服务类型作为识别失效代价...针对现有布鲁姆过滤器在流识别应用中对每个IP包进行相同的处理,未考虑IP包识别失效代价和硬件开销的问题,提出一种面向IP包识别的算法——CPBF(Classified and Pipelined Bloom Filter).该算法通过引入IP头中服务类型作为识别失效代价的判断依据对IP包进行分类,根据分类结果采取不同数目的 Hash函数进行映射,降低高失效代价IP包的识别失效率;同时在Hash计算中采用流水机制加速识别速率;基于概率论、微分方程等相关知识对CPBF算法进行了描述和理论分析,最后在FPGA上对算法进行实现和实验.结果表明,与标准布鲁姆过滤器、多维布鲁姆过滤器相比,CPBF在具有较低的识别失效率和硬件开销的同时,也能保持较高的识别速率.展开更多
The square-root unscented Kalman filter (SR-UKF) for state estimation probably encounters the problem that Cholesky factor update of the covariance matrices can't be implemented when the zero'th weight of sigm...The square-root unscented Kalman filter (SR-UKF) for state estimation probably encounters the problem that Cholesky factor update of the covariance matrices can't be implemented when the zero'th weight of sigma points is negative or the numerical computation error becomes large during the filtering procedure.Consequently the filter becomes invalid.An improved SR-UKF algorithm (ISR-UKF) is presented for state estimation of arbitrary nonlinear systems with linear measurements.It adopts a modified form of predicted covariance matrices,and modifies the Cholesky factor calculation of the updated covariance matrix originating from the square-root covariance filtering method.Discussions have been given on how to avoid the filter invalidation and further error accumulation.The comparison between the ISR-UKF and the SR-UKF by simulation also shows both have the same accuracy for state estimation.Finally the performance of the improved filter is evaluated under the impact of model mismatch.The error behavior shows that the ISR-UKF can overcome the impact of model mismatch to a certain extent and has excellent trace capability.展开更多
文摘分布式无迹信息滤波(Distributed unscented information filter,DUIF)算法是一种有效的非线性分布式状态估计多源信息融合方法,然而当将该算法应用于稀疏无线传感器网络(Wireless sensor networks,WSN)时,稀疏WSN中存在的无效节点会引起使滤波趋于发散的平均一致误差.针对该问题,本文提出一种改进DUIF算法.该算法不改变DUIF算法的级联结构,而是将其底层和上层滤波器分别改进为局部无迹信息滤波器(Local unscented information filter,LUIF)和加权平均一致性滤波器.LUIF对每个节点的局部多源观测信息进行局部融合,得到局部的后验估计信息向量和矩阵,进而将它们作为加权平均一致性滤波器的输入,最终得到不包含平均一致误差的分布式后验估计结果.其中,加权平均一致性滤波器是通过对由LUIF输出的局部后验估计信息向量和矩阵分别进行平均一致性滤波而得以在改进DUIF算法框架下实现的.同时,在此过程中,相邻节点之间的状态估计互相关信息也被引入改进DUIF算法的输出结果中,进一步增强了滤波的可靠性.仿真实验结果表明,改进DUIF算法能够在稀疏WSN中对机动目标进行有效跟踪,在估计精度和抑制滤波发散方面明显优于标准DUIF算法.
基金Shanghai Commission of Science and Technology,China(No.08JC1408200)Shanghai Leading Academic Discipline Project,China(No.B504)
文摘The square-root unscented Kalman filter (SR-UKF) for state estimation probably encounters the problem that Cholesky factor update of the covariance matrices can't be implemented when the zero'th weight of sigma points is negative or the numerical computation error becomes large during the filtering procedure.Consequently the filter becomes invalid.An improved SR-UKF algorithm (ISR-UKF) is presented for state estimation of arbitrary nonlinear systems with linear measurements.It adopts a modified form of predicted covariance matrices,and modifies the Cholesky factor calculation of the updated covariance matrix originating from the square-root covariance filtering method.Discussions have been given on how to avoid the filter invalidation and further error accumulation.The comparison between the ISR-UKF and the SR-UKF by simulation also shows both have the same accuracy for state estimation.Finally the performance of the improved filter is evaluated under the impact of model mismatch.The error behavior shows that the ISR-UKF can overcome the impact of model mismatch to a certain extent and has excellent trace capability.
