The phenomenon of a target echo peak overlapping with the backscattered echo peak significantly undermines the detection range and precision of underwater laser fuzes.To overcome this issue,we propose a four-quadrant ...The phenomenon of a target echo peak overlapping with the backscattered echo peak significantly undermines the detection range and precision of underwater laser fuzes.To overcome this issue,we propose a four-quadrant dual-beam circumferential scanning laser fuze to distinguish various interference signals and provide more real-time data for the backscatter filtering algorithm.This enhances the algorithm loading capability of the fuze.In order to address the problem of insufficient filtering capacity in existing linear backscatter filtering algorithms,we develop a nonlinear backscattering adaptive filter based on the spline adaptive filter least mean square(SAF-LMS)algorithm.We also designed an algorithm pause module to retain the original trend of the target echo peak,improving the time discrimination accuracy and anti-interference capability of the fuze.Finally,experiments are conducted with varying signal-to-noise ratios of the original underwater target echo signals.The experimental results show that the average signal-to-noise ratio before and after filtering can be improved by more than31 d B,with an increase of up to 76%in extreme detection distance.展开更多
The nonlinear filtering problem has enduringly been an active research topic in both academia and industry due to its ever-growing theoretical importance and practical significance.The main objective of nonlinear filt...The nonlinear filtering problem has enduringly been an active research topic in both academia and industry due to its ever-growing theoretical importance and practical significance.The main objective of nonlinear filtering is to infer the states of a nonlinear dynamical system of interest based on the available noisy measurements. In recent years, the advance of network communication technology has not only popularized the networked systems with apparent advantages in terms of installation,cost and maintenance, but also brought about a series of challenges to the design of nonlinear filtering algorithms, among which the communication constraint has been recognized as a dominating concern. In this context, a great number of investigations have been launched towards the networked nonlinear filtering problem with communication constraints, and many samplebased nonlinear filters have been developed to deal with the highly nonlinear and/or non-Gaussian scenarios. The aim of this paper is to provide a timely survey about the recent advances on the sample-based networked nonlinear filtering problem from the perspective of communication constraints. More specifically, we first review three important families of sample-based filtering methods known as the unscented Kalman filter, particle filter,and maximum correntropy filter. Then, the latest developments are surveyed with stress on the topics regarding incomplete/imperfect information, limited resources and cyber security.Finally, several challenges and open problems are highlighted to shed some lights on the possible trends of future research in this realm.展开更多
Image processing is becoming more popular because images are being used increasingly in medical diagnosis,biometric monitoring,and character recognition.But these images are frequently contaminated with noise,which ca...Image processing is becoming more popular because images are being used increasingly in medical diagnosis,biometric monitoring,and character recognition.But these images are frequently contaminated with noise,which can corrupt subsequent image processing stages.Therefore,in this paper,we propose a novel nonlinear filter for removing“salt and pepper”impulsive noise from a complex color image.The new filter is called the Modified Vector Directional Filter(MVDF).The suggested method is based on the traditional Vector Directional Filter(VDF).However,before the candidate pixel is processed by the VDF,theMVDF employs a threshold and the neighboring pixels of the candidate pixel in a 3×3 filter window to determine whether it is noise-corrupted or noise-free.Several reference color images corrupted by impulsive noise with intensities ranging from 3%to 20%are used to assess theMVDF’s effectiveness.The results of the experiments show that theMVDF is better than the VDF and the Generalized VDF(GVDF)in terms of the PSNR(Peak Signal-to-Noise Ratio),NCD(Normalized Color Difference),and execution time for the denoised image.In fact,the PSNR is increased by 6.554%and 12.624%,the NCD is decreased by 20.273%and 44.147%,and the execution time is reduced by approximately a factor of 3 for the MVDF relative to the VDF and GVDF,respectively.These results prove the efficiency of the proposed filter.Furthermore,a hardware design is proposed for the MVDF using the High-Level Synthesis(HLS)flow in order to increase its performance.This design,which is implemented on the Xilinx ZynqXCZU9EG Field-ProgrammableGate Array(FPGA),allows the restoration of a 256×256-pixel image in 2 milliseconds(ms)only.展开更多
Principles and performances of quantum stochastic filters are studied for nonlinear time-domain filtering of communication signals. Filtering is realized by combining neural networks with the nonlinear Schroedinger eq...Principles and performances of quantum stochastic filters are studied for nonlinear time-domain filtering of communication signals. Filtering is realized by combining neural networks with the nonlinear Schroedinger equation and the time-variant probability density function of signals is estimated by solution of the equation. It is shown that obviously different performances can be achieved by the control of weight coefficients of potential fields. Based on this characteristic, a novel filtering algorithm is proposed, and utilizing this algorithm, the nonlinear waveform distortion of output signals and the denoising capability of the filters can be compromised. This will make the application of quantum stochastic filters be greatly extended, such as in applying the filters to the processing of communication signals. The predominant performance of quantum stochastic filters is shown by simulation results.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
Filtering is a recursive estimation of hidden states of a dynamic system from noisy measurements.Such problems appear in several branches of science and technology,ranging from target tracking to biomedical monitoring...Filtering is a recursive estimation of hidden states of a dynamic system from noisy measurements.Such problems appear in several branches of science and technology,ranging from target tracking to biomedical monitoring.A commonly practiced approach of filtering with nonlinear systems is Gaussian filtering.The early Gaussian filters used a derivative-based implementation,and suffered from several drawbacks,such as the smoothness requirements of system models and poor stability.A derivative-free numerical approximation-based Gaussian filter,named the unscented Kalman filter(UKF),was introduced in the nineties,which offered several advantages over the derivativebased Gaussian filters.Since the proposition of UKF,derivativefree Gaussian filtering has been a highly active research area.This paper reviews significant developments made under Gaussian filtering since the proposition of UKF.The review is particularly focused on three categories of developments:i)advancing the numerical approximation methods;ii)modifying the conventional Gaussian approach to further improve the filtering performance;and iii)constrained filtering to address the problem of discrete-time formulation of process dynamics.This review highlights the computational aspect of recent developments in all three categories.The performance of various filters are analyzed by simulating them with real-life target tracking problems.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
An algorithm based on the marginalized particle filters (MPF) is given in details in this paper to solve the spacecraft attitude estimation problem: attitude and gyro bias estimation using the biased gyro and vecto...An algorithm based on the marginalized particle filters (MPF) is given in details in this paper to solve the spacecraft attitude estimation problem: attitude and gyro bias estimation using the biased gyro and vector observations. In this algorithm, by marginalizing out the state appearing linearly in the spacecraft model, the Kalman filter is associated with each particle in order to reduce the size of the state space and computational burden. The distribution of attitude vector is approximated by a set of particles and estimated using particle filter, while the estimation of gyro bias is obtained for each one of the attitude particles by applying the Kalman filter. The efficiency of this modified MPF estimator is verified through numerical simulation of a fully actuated rigid body. For comparison, unscented Kalman filter (UKF) is also used to gauge the performance of MPE The results presented in this paper clearly derfionstrate that the MPF is superior to UKF in coping with the nonlinear model.展开更多
Reasonable selection and optimization of a filter used in model estimation for a multiple model structure is the key to improve tracking accuracy of maneuvering target.Combining with the cubature Kalman filter with it...Reasonable selection and optimization of a filter used in model estimation for a multiple model structure is the key to improve tracking accuracy of maneuvering target.Combining with the cubature Kalman filter with iterated observation update and the interacting multiple model method,a novel interacting multiple model algorithm based on the cubature Kalman filter with observation iterated update is proposed.Firstly,aiming to the structural features of cubature Kalman filter,the cubature Kalman filter with observation iterated update is constructed by the mechanism of iterated observation update.Secondly,the improved cubature Kalman filter is used as the model filter of interacting multiple model,and the stability and reliability of model identification and state estimation are effectively promoted by the optimization of model filtering step.In the simulations,compared with classic improved interacting multiple model algorithms,the theoretical analysis and experimental results show the feasibility and validity of the proposed algorithm.展开更多
Sensorless control of AC motor drives,which takes the advantages of cost saving,higher reliability,and less hardware,has been developed for several decades.Among the existing speed sensorless control methods,nonlinear...Sensorless control of AC motor drives,which takes the advantages of cost saving,higher reliability,and less hardware,has been developed for several decades.Among the existing speed sensorless control methods,nonlinear Kalman filter-based one has attached widespread attention due to its superb estimation accuracy and inherent resistibility to noise.However,the determination of noise covariance matrix and robustness of model uncertainties are still open issues in practice.A great number of studies try to solve these problems in resent years.This paper reviews the application of extended Kalman filter(EKF),unscented Kalman filter(UKF),and cubature Kalman filter(CKF)in speed sensorless control for AC motor drives.As an iterative algorithm,EKF has advantages in processor implementation.However,EKF suffers from the linearization error and model uncertainties when applying to sensorless control system.This paper presents the predominant improvements of EKF which is also applicative in UKF and CKF mostly.展开更多
The carbon dioxide removal system is the most critical system for controlling CO2 mass concentration in long-term manned spacecraft.In order to ensure the controlling CO2 mass concentration in the cabin within the all...The carbon dioxide removal system is the most critical system for controlling CO2 mass concentration in long-term manned spacecraft.In order to ensure the controlling CO2 mass concentration in the cabin within the allowable range,the state of CO2 removal system needs to be estimated in real time.In this paper,the mathematical model is firstly established that describes the actual system conditions and then the Galerkin-based extended Kalman filter algorithm is proposed for the estimation of the state of CO2.This method transforms partial differential equation to ordinary differential equation by using Galerkin approaching method,and then carries out the state estimation by using extended Kalman filter.Simulation experiments were performed with the qualification of the actual manned space mission.The simulation results show that the proposed method can effectively estimate the system state while avoiding the problem of dimensional explosion,and has strong robustness regarding measurement noise.Thus,this method can establish a basis for system fault diagnosis and fault positioning.展开更多
This paper focuses on the cubature Kalman filters (CKFs) for the nonlinear dynamic systems with additive process and measurement noise. As is well known, the heart of the CKF is the third-degree spherical–radial cu...This paper focuses on the cubature Kalman filters (CKFs) for the nonlinear dynamic systems with additive process and measurement noise. As is well known, the heart of the CKF is the third-degree spherical–radial cubature rule which makes it possible to compute the integrals encountered in nonlinear filtering problems. However, the rule not only requires computing the integration over an n-dimensional spherical region, but also combines the spherical cubature rule with the radial rule, thereby making it difficult to construct higher-degree CKFs. Moreover, the cubature formula used to construct the CKF has some drawbacks in computation. To address these issues, we present a more general class of the CKFs, which completely abandons the spherical–radial cubature rule. It can be shown that the conventional CKF is a special case of the proposed algorithm. The paper also includes a fifth-degree extension of the CKF. Two target tracking problems are used to verify the proposed algorithm. The results of both experiments demonstrate that the higher-degree CKF outperforms the conventional nonlinear filters in terms of accuracy.展开更多
This paper is focused on the state estimation problem for nonlinear systems with unknown statistics of measurement noise.Based on the cubature Kalman filter,we propose a new nonlinear filtering algorithm that employs ...This paper is focused on the state estimation problem for nonlinear systems with unknown statistics of measurement noise.Based on the cubature Kalman filter,we propose a new nonlinear filtering algorithm that employs a skew t distribution to characterize the asymmetry of the measurement noise.The system states and the statistics of skew t noise distribution,including the shape matrix,the scale matrix,and the degree of freedom(DOF)are estimated jointly by employing variational Bayesian(VB)inference.The proposed method is validated in a target tracking example.Results of the simulation indicate that the proposed nonlinear filter can perform satisfactorily in the presence of unknown statistics of measurement noise and outperform than the existing state-of-the-art nonlinear filters.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
The performance of the conventional Kalman filter depends on process and measurement noise statistics given by the system model and measurements.The conventional Kalman filter is usually used for a linear system,but i...The performance of the conventional Kalman filter depends on process and measurement noise statistics given by the system model and measurements.The conventional Kalman filter is usually used for a linear system,but it should not be used for estimating the state of a nonlinear system such as a satellite motion because it is difficult to obtain the desired estimation results.The linearized Kalman filtering approach and the extended Kalman filtering approach have been proposed for a general nonlinear system.The equations of satellite motion are described.The satellite motion states are estimated,and the relevant estimation errors are calculated through the estimation algorithms of the both above mentioned approaches implemented in Matlab are estimated.The performances of the extended Kalman filter and the linearized Kalman filter are compared.The simulation results show that the extended Kalman filter is much better than the linearized Kalman filter at the aspect of estimation effect.展开更多
Object tracking with abrupt motion is an important research topic and has attracted wide attention.To obtain accurate tracking results,an improved particle filter tracking algorithm based on sparse representation and ...Object tracking with abrupt motion is an important research topic and has attracted wide attention.To obtain accurate tracking results,an improved particle filter tracking algorithm based on sparse representation and nonlinear resampling is proposed in this paper. First,the sparse representation is used to compute particle weights by considering the fact that the weights are sparse when the object moves abruptly,so the potential object region can be predicted more precisely. Then,a nonlinear resampling process is proposed by utilizing the nonlinear sorting strategy,which can solve the problem of particle diversity impoverishment caused by traditional resampling methods. Experimental results based on videos containing objects with various abrupt motions have demonstrated the effectiveness of the proposed algorithm.展开更多
The initial alignment error equation of an INS (Inertial Navigation System) with large initial azimuth error has been derived and nonlinear characteristics are included. When azimuth error is fairly small, the nonline...The initial alignment error equation of an INS (Inertial Navigation System) with large initial azimuth error has been derived and nonlinear characteristics are included. When azimuth error is fairly small, the nonlinear equation can be reduced to a linear one. Extended Kalman filter, iterated filter and second order filter formulas are derived for the nonlinear state equation with linear measurement equation. Simulations results show that the accuracy of azimuth error estimation using extended Kalman filter is better than that of using standard Kalman filter while the iterated filter and second order filter can give even better estimation accuracy.展开更多
A marginalized particle filtering (MPF) approach is proposed for target tracking under the background of passive measurement. Essentially, the MPF is a combination of particle filtering technique and Kalman filter. ...A marginalized particle filtering (MPF) approach is proposed for target tracking under the background of passive measurement. Essentially, the MPF is a combination of particle filtering technique and Kalman filter. By making full use of marginalization, the distributions of the tractable linear part of the total state variables are updated analytically using Kalman filter, and only the lower-dimensional nonlinear state variable needs to be dealt with using particle filter. Simulation studies are performed on an illustrative example, and the results show that the MPF method leads to a significant reduction of the tracking errors when compared with the direct particle implementation. Real data test results also validate the effectiveness of the presented method.展开更多
Digital images are frequently contaminated by impulse noise(IN)during acquisition and transmission.The removal of this noise from images is essential for their further processing.In this paper,a two-staged nonlinear f...Digital images are frequently contaminated by impulse noise(IN)during acquisition and transmission.The removal of this noise from images is essential for their further processing.In this paper,a two-staged nonlinear filtering algorithm is proposed for removing random-valued impulse noise(RVIN)from digital images.Noisy pixels are identified and corrected in two cascaded stages.The statistics of two subsets of nearest neighbors are employed as the criterion for detecting noisy pixels in the first stage,while directional differences are adopted as the detector criterion in the second stage.The respective adaptive median values are taken as the replacement values for noisy pixels in each stage.The performance of the proposed method was compared with that of several existing methods.The experimental results show that the performance of the suggested algorithm is superior to those of the compared methods in terms of noise removal,edge preservation,and processing time.展开更多
Based on the principle of statistical linear regression, a set of n + 2 sigma points instead of 2n + 1 sigma points used in the unscented Kalman filter (UKF), is constructed to approximate the system state. And fi...Based on the principle of statistical linear regression, a set of n + 2 sigma points instead of 2n + 1 sigma points used in the unscented Kalman filter (UKF), is constructed to approximate the system state. And filter accuracy is second order. Real-time of modified UKF is improved. In order to describe accurately the maneuvering target, the "current" statistical model is used. And the equation of acceleration error covariance is modified at every sample time of the filter. The modified adaptive UKF is presented for estimating the position, velocity and acceleration of maneuvering target. Monte Carlo simulations show the modified adaptive UKF acquires good performance for tracking position of maneuvering target. The modified adaptive UKF has better computational efficiency than UKF.展开更多
基金supported by the 2021 Open Project Fund of Science and Technology on Electromechanical Dynamic Control Laboratory,grant number 212-C-J-F-QT-2022-0020China Postdoctoral Science Foundation,grant number 2021M701713+1 种基金Postgraduate Research&Practice Innovation Program of Jiangsu Province,grant number KYCX23_0511the Jiangsu Funding Program for Excellent Postdoctoral Talent,grant number 20220ZB245。
文摘The phenomenon of a target echo peak overlapping with the backscattered echo peak significantly undermines the detection range and precision of underwater laser fuzes.To overcome this issue,we propose a four-quadrant dual-beam circumferential scanning laser fuze to distinguish various interference signals and provide more real-time data for the backscatter filtering algorithm.This enhances the algorithm loading capability of the fuze.In order to address the problem of insufficient filtering capacity in existing linear backscatter filtering algorithms,we develop a nonlinear backscattering adaptive filter based on the spline adaptive filter least mean square(SAF-LMS)algorithm.We also designed an algorithm pause module to retain the original trend of the target echo peak,improving the time discrimination accuracy and anti-interference capability of the fuze.Finally,experiments are conducted with varying signal-to-noise ratios of the original underwater target echo signals.The experimental results show that the average signal-to-noise ratio before and after filtering can be improved by more than31 d B,with an increase of up to 76%in extreme detection distance.
基金supported in part by the National Key R&D Program of China (2022ZD0116401,2022ZD0116400)the National Natural Science Foundation of China (62203016,U2241214,T2121002,62373008,61933007)+2 种基金the China Postdoctoral Science Foundation (2021TQ0009)the Royal Society of the UKthe Alexander von Humboldt Foundation of Germany。
文摘The nonlinear filtering problem has enduringly been an active research topic in both academia and industry due to its ever-growing theoretical importance and practical significance.The main objective of nonlinear filtering is to infer the states of a nonlinear dynamical system of interest based on the available noisy measurements. In recent years, the advance of network communication technology has not only popularized the networked systems with apparent advantages in terms of installation,cost and maintenance, but also brought about a series of challenges to the design of nonlinear filtering algorithms, among which the communication constraint has been recognized as a dominating concern. In this context, a great number of investigations have been launched towards the networked nonlinear filtering problem with communication constraints, and many samplebased nonlinear filters have been developed to deal with the highly nonlinear and/or non-Gaussian scenarios. The aim of this paper is to provide a timely survey about the recent advances on the sample-based networked nonlinear filtering problem from the perspective of communication constraints. More specifically, we first review three important families of sample-based filtering methods known as the unscented Kalman filter, particle filter,and maximum correntropy filter. Then, the latest developments are surveyed with stress on the topics regarding incomplete/imperfect information, limited resources and cyber security.Finally, several challenges and open problems are highlighted to shed some lights on the possible trends of future research in this realm.
基金funded by the Deanship of Scientific Research at Jouf University (Kingdom of Saudi Arabia)under Grant No.DSR-2021-02-0393.
文摘Image processing is becoming more popular because images are being used increasingly in medical diagnosis,biometric monitoring,and character recognition.But these images are frequently contaminated with noise,which can corrupt subsequent image processing stages.Therefore,in this paper,we propose a novel nonlinear filter for removing“salt and pepper”impulsive noise from a complex color image.The new filter is called the Modified Vector Directional Filter(MVDF).The suggested method is based on the traditional Vector Directional Filter(VDF).However,before the candidate pixel is processed by the VDF,theMVDF employs a threshold and the neighboring pixels of the candidate pixel in a 3×3 filter window to determine whether it is noise-corrupted or noise-free.Several reference color images corrupted by impulsive noise with intensities ranging from 3%to 20%are used to assess theMVDF’s effectiveness.The results of the experiments show that theMVDF is better than the VDF and the Generalized VDF(GVDF)in terms of the PSNR(Peak Signal-to-Noise Ratio),NCD(Normalized Color Difference),and execution time for the denoised image.In fact,the PSNR is increased by 6.554%and 12.624%,the NCD is decreased by 20.273%and 44.147%,and the execution time is reduced by approximately a factor of 3 for the MVDF relative to the VDF and GVDF,respectively.These results prove the efficiency of the proposed filter.Furthermore,a hardware design is proposed for the MVDF using the High-Level Synthesis(HLS)flow in order to increase its performance.This design,which is implemented on the Xilinx ZynqXCZU9EG Field-ProgrammableGate Array(FPGA),allows the restoration of a 256×256-pixel image in 2 milliseconds(ms)only.
基金The National Natural Science Foundation of China(No60472054)the High Technology Research Program of JiangsuProvince(NoBG2004035)the Foundation of Excellent Doctoral Dis-sertation of Southeast University (No0602)
文摘Principles and performances of quantum stochastic filters are studied for nonlinear time-domain filtering of communication signals. Filtering is realized by combining neural networks with the nonlinear Schroedinger equation and the time-variant probability density function of signals is estimated by solution of the equation. It is shown that obviously different performances can be achieved by the control of weight coefficients of potential fields. Based on this characteristic, a novel filtering algorithm is proposed, and utilizing this algorithm, the nonlinear waveform distortion of output signals and the denoising capability of the filters can be compromised. This will make the application of quantum stochastic filters be greatly extended, such as in applying the filters to the processing of communication signals. The predominant performance of quantum stochastic filters is shown by simulation results.
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.
文摘Filtering is a recursive estimation of hidden states of a dynamic system from noisy measurements.Such problems appear in several branches of science and technology,ranging from target tracking to biomedical monitoring.A commonly practiced approach of filtering with nonlinear systems is Gaussian filtering.The early Gaussian filters used a derivative-based implementation,and suffered from several drawbacks,such as the smoothness requirements of system models and poor stability.A derivative-free numerical approximation-based Gaussian filter,named the unscented Kalman filter(UKF),was introduced in the nineties,which offered several advantages over the derivativebased Gaussian filters.Since the proposition of UKF,derivativefree Gaussian filtering has been a highly active research area.This paper reviews significant developments made under Gaussian filtering since the proposition of UKF.The review is particularly focused on three categories of developments:i)advancing the numerical approximation methods;ii)modifying the conventional Gaussian approach to further improve the filtering performance;and iii)constrained filtering to address the problem of discrete-time formulation of process dynamics.This review highlights the computational aspect of recent developments in all three categories.The performance of various filters are analyzed by simulating them with real-life target tracking problems.
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 the Research Fund for the Doctoral Program of Higher Education of China (No. 20050213010)the National High Technology Research and Development Program of China (863 Program) (No. 2004AA735080).
文摘An algorithm based on the marginalized particle filters (MPF) is given in details in this paper to solve the spacecraft attitude estimation problem: attitude and gyro bias estimation using the biased gyro and vector observations. In this algorithm, by marginalizing out the state appearing linearly in the spacecraft model, the Kalman filter is associated with each particle in order to reduce the size of the state space and computational burden. The distribution of attitude vector is approximated by a set of particles and estimated using particle filter, while the estimation of gyro bias is obtained for each one of the attitude particles by applying the Kalman filter. The efficiency of this modified MPF estimator is verified through numerical simulation of a fully actuated rigid body. For comparison, unscented Kalman filter (UKF) is also used to gauge the performance of MPE The results presented in this paper clearly derfionstrate that the MPF is superior to UKF in coping with the nonlinear model.
基金Supported by the National Nature Science Foundations of China(No.61300214,U1204611,61170243)the Science and Technology Innovation Team Support Plan of Education Department of Henan Province(No.13IRTSTHN021)+3 种基金the Science and Technology Research Key Project of Education Department of Henan Province(No.13A413066)the Basic and Frontier Technology Research Plan of Henan Province(No.132300410148)the Funding Scheme of Young Key Teacher of Henan Province Universitiesthe Key Project of Teaching Reform Research of Henan University(No.HDXJJG2013-07)
文摘Reasonable selection and optimization of a filter used in model estimation for a multiple model structure is the key to improve tracking accuracy of maneuvering target.Combining with the cubature Kalman filter with iterated observation update and the interacting multiple model method,a novel interacting multiple model algorithm based on the cubature Kalman filter with observation iterated update is proposed.Firstly,aiming to the structural features of cubature Kalman filter,the cubature Kalman filter with observation iterated update is constructed by the mechanism of iterated observation update.Secondly,the improved cubature Kalman filter is used as the model filter of interacting multiple model,and the stability and reliability of model identification and state estimation are effectively promoted by the optimization of model filtering step.In the simulations,compared with classic improved interacting multiple model algorithms,the theoretical analysis and experimental results show the feasibility and validity of the proposed algorithm.
基金This work was supported in part by National Natural Science Foundation of China(51677150)in part by State Key Laboratory of Large Electric Drive System and Equipment Technology(SKLLDJ012016006)+1 种基金in part by Key Research and Development Project of ShaanXi Province(2019GY-060)in part by Key Laboratory of Industrial Automation in ShaanXi Province(SLGPT2019KF01-12)。
文摘Sensorless control of AC motor drives,which takes the advantages of cost saving,higher reliability,and less hardware,has been developed for several decades.Among the existing speed sensorless control methods,nonlinear Kalman filter-based one has attached widespread attention due to its superb estimation accuracy and inherent resistibility to noise.However,the determination of noise covariance matrix and robustness of model uncertainties are still open issues in practice.A great number of studies try to solve these problems in resent years.This paper reviews the application of extended Kalman filter(EKF),unscented Kalman filter(UKF),and cubature Kalman filter(CKF)in speed sensorless control for AC motor drives.As an iterative algorithm,EKF has advantages in processor implementation.However,EKF suffers from the linearization error and model uncertainties when applying to sensorless control system.This paper presents the predominant improvements of EKF which is also applicative in UKF and CKF mostly.
基金Project(050403)supported by Pre-research Project in the Manned Space Filed of China。
文摘The carbon dioxide removal system is the most critical system for controlling CO2 mass concentration in long-term manned spacecraft.In order to ensure the controlling CO2 mass concentration in the cabin within the allowable range,the state of CO2 removal system needs to be estimated in real time.In this paper,the mathematical model is firstly established that describes the actual system conditions and then the Galerkin-based extended Kalman filter algorithm is proposed for the estimation of the state of CO2.This method transforms partial differential equation to ordinary differential equation by using Galerkin approaching method,and then carries out the state estimation by using extended Kalman filter.Simulation experiments were performed with the qualification of the actual manned space mission.The simulation results show that the proposed method can effectively estimate the system state while avoiding the problem of dimensional explosion,and has strong robustness regarding measurement noise.Thus,this method can establish a basis for system fault diagnosis and fault positioning.
文摘This paper focuses on the cubature Kalman filters (CKFs) for the nonlinear dynamic systems with additive process and measurement noise. As is well known, the heart of the CKF is the third-degree spherical–radial cubature rule which makes it possible to compute the integrals encountered in nonlinear filtering problems. However, the rule not only requires computing the integration over an n-dimensional spherical region, but also combines the spherical cubature rule with the radial rule, thereby making it difficult to construct higher-degree CKFs. Moreover, the cubature formula used to construct the CKF has some drawbacks in computation. To address these issues, we present a more general class of the CKFs, which completely abandons the spherical–radial cubature rule. It can be shown that the conventional CKF is a special case of the proposed algorithm. The paper also includes a fifth-degree extension of the CKF. Two target tracking problems are used to verify the proposed algorithm. The results of both experiments demonstrate that the higher-degree CKF outperforms the conventional nonlinear filters in terms of accuracy.
基金This work was supported in part by National Natural Science Foundation of China under Grants 62103167 and 61833007in part by the Natural Science Foundation of Jiangsu Province under Grant BK20210451.
文摘This paper is focused on the state estimation problem for nonlinear systems with unknown statistics of measurement noise.Based on the cubature Kalman filter,we propose a new nonlinear filtering algorithm that employs a skew t distribution to characterize the asymmetry of the measurement noise.The system states and the statistics of skew t noise distribution,including the shape matrix,the scale matrix,and the degree of freedom(DOF)are estimated jointly by employing variational Bayesian(VB)inference.The proposed method is validated in a target tracking example.Results of the simulation indicate that the proposed nonlinear filter can perform satisfactorily in the presence of unknown statistics of measurement noise and outperform than the existing state-of-the-art nonlinear filters.
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The performance of the conventional Kalman filter depends on process and measurement noise statistics given by the system model and measurements.The conventional Kalman filter is usually used for a linear system,but it should not be used for estimating the state of a nonlinear system such as a satellite motion because it is difficult to obtain the desired estimation results.The linearized Kalman filtering approach and the extended Kalman filtering approach have been proposed for a general nonlinear system.The equations of satellite motion are described.The satellite motion states are estimated,and the relevant estimation errors are calculated through the estimation algorithms of the both above mentioned approaches implemented in Matlab are estimated.The performances of the extended Kalman filter and the linearized Kalman filter are compared.The simulation results show that the extended Kalman filter is much better than the linearized Kalman filter at the aspect of estimation effect.
基金Supported by the National Natural Science Foundation of China(61701029)
文摘Object tracking with abrupt motion is an important research topic and has attracted wide attention.To obtain accurate tracking results,an improved particle filter tracking algorithm based on sparse representation and nonlinear resampling is proposed in this paper. First,the sparse representation is used to compute particle weights by considering the fact that the weights are sparse when the object moves abruptly,so the potential object region can be predicted more precisely. Then,a nonlinear resampling process is proposed by utilizing the nonlinear sorting strategy,which can solve the problem of particle diversity impoverishment caused by traditional resampling methods. Experimental results based on videos containing objects with various abrupt motions have demonstrated the effectiveness of the proposed algorithm.
文摘The initial alignment error equation of an INS (Inertial Navigation System) with large initial azimuth error has been derived and nonlinear characteristics are included. When azimuth error is fairly small, the nonlinear equation can be reduced to a linear one. Extended Kalman filter, iterated filter and second order filter formulas are derived for the nonlinear state equation with linear measurement equation. Simulations results show that the accuracy of azimuth error estimation using extended Kalman filter is better than that of using standard Kalman filter while the iterated filter and second order filter can give even better estimation accuracy.
文摘A marginalized particle filtering (MPF) approach is proposed for target tracking under the background of passive measurement. Essentially, the MPF is a combination of particle filtering technique and Kalman filter. By making full use of marginalization, the distributions of the tractable linear part of the total state variables are updated analytically using Kalman filter, and only the lower-dimensional nonlinear state variable needs to be dealt with using particle filter. Simulation studies are performed on an illustrative example, and the results show that the MPF method leads to a significant reduction of the tracking errors when compared with the direct particle implementation. Real data test results also validate the effectiveness of the presented method.
基金supported by the Opening Project of Key Laboratory of Astronomical Optics & Technology, Nanjing Institute of Astronomical Optics & Technology, Chinese Academy of Sciences (No. CAS-KLAOTKF201308)partly by the special funding for Young Researcher of Nanjing Institute of Astronomical Optics & Technology,Chinese Academy of Sciences(Y-12)
文摘Digital images are frequently contaminated by impulse noise(IN)during acquisition and transmission.The removal of this noise from images is essential for their further processing.In this paper,a two-staged nonlinear filtering algorithm is proposed for removing random-valued impulse noise(RVIN)from digital images.Noisy pixels are identified and corrected in two cascaded stages.The statistics of two subsets of nearest neighbors are employed as the criterion for detecting noisy pixels in the first stage,while directional differences are adopted as the detector criterion in the second stage.The respective adaptive median values are taken as the replacement values for noisy pixels in each stage.The performance of the proposed method was compared with that of several existing methods.The experimental results show that the performance of the suggested algorithm is superior to those of the compared methods in terms of noise removal,edge preservation,and processing time.
基金the National Natural Science Foundation of China (413090503)
文摘Based on the principle of statistical linear regression, a set of n + 2 sigma points instead of 2n + 1 sigma points used in the unscented Kalman filter (UKF), is constructed to approximate the system state. And filter accuracy is second order. Real-time of modified UKF is improved. In order to describe accurately the maneuvering target, the "current" statistical model is used. And the equation of acceleration error covariance is modified at every sample time of the filter. The modified adaptive UKF is presented for estimating the position, velocity and acceleration of maneuvering target. Monte Carlo simulations show the modified adaptive UKF acquires good performance for tracking position of maneuvering target. The modified adaptive UKF has better computational efficiency than UKF.