脉冲星导航可靠、稳定、精度高,是实现火星探测器自主导航的有效手段之一.针对脉冲星导航中脉冲到达时间的微小误差会引起巨大的位置估计误差这一问题,提出了一种基于扩维Unsented卡尔曼滤波(ASUKF,Augmented State Unscented Kalman Fi...脉冲星导航可靠、稳定、精度高,是实现火星探测器自主导航的有效手段之一.针对脉冲星导航中脉冲到达时间的微小误差会引起巨大的位置估计误差这一问题,提出了一种基于扩维Unsented卡尔曼滤波(ASUKF,Augmented State Unscented Kalman Filter)的火星探测器脉冲星自主导航方法,建立了以位置、速度和脉冲到达时间的常值测量误差作为状态量的导航系统数学模型,可在对探测器位置、速度进行估计的同时有效估计并修正脉冲到达时间的常值测量误差,并降低随机测量误差的影响.仿真结果表明该方法的导航定位精度可达350 m以内,可以满足火星探测自主导航的需要.展开更多
When Kalman filter is used in the estimation of Vasicek term structure of interest rates,it is usual to assume that the measurement noise is uncorrelated.Study results are more favorable to the assumption of correlate...When Kalman filter is used in the estimation of Vasicek term structure of interest rates,it is usual to assume that the measurement noise is uncorrelated.Study results are more favorable to the assumption of correlated measurement noise.An augmented state Kalman filter form for Vasicek model is proposed to optimally estimate the unobservable state variable with the assumption of correlated measurement noise.Empirical results indicate that the model with sequentially correlated measurement noise can more accurately describe the dynamics of the term structure of interest rates.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
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
文摘When Kalman filter is used in the estimation of Vasicek term structure of interest rates,it is usual to assume that the measurement noise is uncorrelated.Study results are more favorable to the assumption of correlated measurement noise.An augmented state Kalman filter form for Vasicek model is proposed to optimally estimate the unobservable state variable with the assumption of correlated measurement noise.Empirical results indicate that the model with sequentially correlated measurement noise can more accurately describe the dynamics of the term structure of interest rates.
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.
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.
