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
To improve the low tracking precision caused by lagged filter gain or imprecise state noise when the target highly maneuvers, a modified unscented Kalman filter algorithm based on the improved filter gain and adaptive...To improve the low tracking precision caused by lagged filter gain or imprecise state noise when the target highly maneuvers, a modified unscented Kalman filter algorithm based on the improved filter gain and adaptive scale factor of state noise is presented. In every filter process, the estimated scale factor is used to update the state noise covariance Qk, and the improved filter gain is obtained in the filter process of unscented Kalman filter (UKF) via predicted variance Pk|k-1, which is similar to the standard Kalman filter. Simulation results show that the proposed algorithm provides better accuracy and ability to adapt to the highly maneuvering target compared with the standard UKF.展开更多
On-line estimation of unmeasurable biological variables is important in fermentation processes,directly influencing the optimal control performance of the fermentation system as well as the quality and yield of the ta...On-line estimation of unmeasurable biological variables is important in fermentation processes,directly influencing the optimal control performance of the fermentation system as well as the quality and yield of the targeted product.In this study,a novel strategy for state estimation of fed-batch fermentation process is proposed.By combining a simple and reliable mechanistic dynamic model with the sample-based regressive measurement model,a state space model is developed.An improved algorithm,swarm energy conservation particle swarm optimization(SECPSO) ,is presented for the parameter identification in the mechanistic model,and the support vector machines(SVM) method is adopted to establish the nonlinear measurement model.The unscented Kalman filter(UKF) is designed for the state space model to reduce the disturbances of the noises in the fermentation process.The proposed on-line estimation method is demonstrated by the simulation experiments of a penicillin fed-batch fermentation process.展开更多
Aiming at the adverse effect caused by limited detecting probability of sensors on filtering precision of a nonlinear system state,a novel multi-sensor federated unscented Kalman filtering algorithm is proposed.Firstl...Aiming at the adverse effect caused by limited detecting probability of sensors on filtering precision of a nonlinear system state,a novel multi-sensor federated unscented Kalman filtering algorithm is proposed.Firstly,combined with the residual detection strategy,effective observations are correctly identified.Secondly,according to the missing characteristic of observations and the structural feature of unscented Kalman filter,the iterative process of the single-sensor unscented Kalman filter in intermittent observations is given.The key idea is that the state estimation and its error covariance matrix are replaced by the state one-step prediction and its error covariance matrix,when the phenomenon of observations missing occurs.Finally,based on the realization mechanism of federated filter,a new fusion framework of state estimation from each local node is designed.And the filtering precision of system state is improved further by the effective management of observations missing and the rational utilization of redundancy and complementary information among multi-sensor observations.The theory analysis and simulation results show the feasibility and effectiveness of the proposed algorithm.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
Many Bayesian learning approaches to the multi-layer perceptron (MLP) parameter optimization have been proposed such as the extended Kalman filter (EKF). This paper uses the unscented Kalman particle filter (UPF...Many Bayesian learning approaches to the multi-layer perceptron (MLP) parameter optimization have been proposed such as the extended Kalman filter (EKF). This paper uses the unscented Kalman particle filter (UPF) to train the MLP in a self- organizing state space (SOSS) model. This involves forming augmented state vectors consisting of all parameters (the weights of the MLP) and outputs. The UPF is used to sequentially update the true system states and high dimensional parameters that are inherent to the SOSS moder for the MLP simultaneously. Simulation results show that the new method performs better than traditional optimization methods.展开更多
This paper evaluates the state estimation performance for processing nonlinear/non-Gaussian systems using the cubature particle lter(CPF),which is an estimation algorithm that combines the cubature Kalman lter(CKF)and...This paper evaluates the state estimation performance for processing nonlinear/non-Gaussian systems using the cubature particle lter(CPF),which is an estimation algorithm that combines the cubature Kalman lter(CKF)and the particle lter(PF).The CPF is essentially a realization of PF where the third-degree cubature rule based on numerical integration method is adopted to approximate the proposal distribution.It is benecial where the CKF is used to generate the importance density function in the PF framework for effectively resolving the nonlinear/non-Gaussian problems.Based on the spherical-radial transformation to generate an even number of equally weighted cubature points,the CKF uses cubature points with the same weights through the spherical-radial integration rule and employs an analytical probability density function(pdf)to capture the mean and covariance of the posterior distribution using the total probability theorem and subsequently uses the measurement to update with Bayes’rule.It is capable of acquiring a maximum a posteriori probability estimate of the nonlinear system,and thus the importance density function can be used to approximate the true posterior density distribution.In Bayesian ltering,the nonlinear lter performs well when all conditional densities are assumed Gaussian.When applied to the nonlinear/non-Gaussian distribution systems,the CPF algorithm can remarkably improve the estimation accuracy as compared to the other particle lterbased approaches,such as the extended particle lter(EPF),and unscented particle lter(UPF),and also the Kalman lter(KF)-type approaches,such as the extended Kalman lter(EKF),unscented Kalman lter(UKF)and CKF.Two illustrative examples are presented showing that the CPF achieves better performance as compared to the other approaches.展开更多
Determination of relative three-dimensional (3D) position, orientation, and relative motion between two reference frames is an important problem in robotic guidance, manipulation, and assembly as well as in other fiel...Determination of relative three-dimensional (3D) position, orientation, and relative motion between two reference frames is an important problem in robotic guidance, manipulation, and assembly as well as in other fields such as photogrammetry. A solution to pose and motion estimation problem that uses two-dimensional (2D) intensity images from a single camera is de- sirable for real-time applications. The difficulty in performing this measurement is that the process of projecting 3D object features to 2D images is a nonlinear transformation. In this paper, the 3D transformation is modeled as a nonlinear stochastic system with the state estimation providing six degrees-of-freedom motion and position values, using line features in image plane as measuring inputs and dual quaternion to represent both rotation and translation in a unified notation. A filtering method called the Gaussian particle filter (GPF) based on the particle filtering concept is presented for 3D pose and motion estimation of a moving target from monocular image sequences. The method has been implemented with simulated data, and simulation results are provided along with comparisons to the extended Kalman filter (EKF) and the unscented Kalman filter (UKF) to show the relative advantages of the GPF. Simulation results showed that GPF is a superior alternative to EKF and UKF.展开更多
针对传统Unscented卡尔曼滤波器(Unscented Kalman filter,UKF)在噪声先验统计未知时变情况下非线性滤波精度下降甚至发散的问题,设计了一种带噪声统计估计器的自适应UKF滤波算法.首先根据极大后验(Maximum a posterior,MAP)估计原理,...针对传统Unscented卡尔曼滤波器(Unscented Kalman filter,UKF)在噪声先验统计未知时变情况下非线性滤波精度下降甚至发散的问题,设计了一种带噪声统计估计器的自适应UKF滤波算法.首先根据极大后验(Maximum a posterior,MAP)估计原理,推导出一种次优无偏MAP常值噪声统计估计器;接着在此基础之上,采用指数加权的方法,给出了时变噪声统计估计器的递推公式;最后对自适应UKF算法进行了性能分析.相比于传统UKF,该自适应UKF算法在噪声统计未知时变情况下不仅滤波依然收敛,滤波精度及稳定性显著提高,而且其具有应对噪声变化的自适应能力.仿真实例验证了其有效性.展开更多
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supported by the National Natural Science Fundationof China(61102109)
文摘To improve the low tracking precision caused by lagged filter gain or imprecise state noise when the target highly maneuvers, a modified unscented Kalman filter algorithm based on the improved filter gain and adaptive scale factor of state noise is presented. In every filter process, the estimated scale factor is used to update the state noise covariance Qk, and the improved filter gain is obtained in the filter process of unscented Kalman filter (UKF) via predicted variance Pk|k-1, which is similar to the standard Kalman filter. Simulation results show that the proposed algorithm provides better accuracy and ability to adapt to the highly maneuvering target compared with the standard UKF.
基金Supported by the National Natural Science Foundation of China(20476007 20676013)
文摘On-line estimation of unmeasurable biological variables is important in fermentation processes,directly influencing the optimal control performance of the fermentation system as well as the quality and yield of the targeted product.In this study,a novel strategy for state estimation of fed-batch fermentation process is proposed.By combining a simple and reliable mechanistic dynamic model with the sample-based regressive measurement model,a state space model is developed.An improved algorithm,swarm energy conservation particle swarm optimization(SECPSO) ,is presented for the parameter identification in the mechanistic model,and the support vector machines(SVM) method is adopted to establish the nonlinear measurement model.The unscented Kalman filter(UKF) is designed for the state space model to reduce the disturbances of the noises in the fermentation process.The proposed on-line estimation method is demonstrated by the simulation experiments of a penicillin fed-batch fermentation process.
基金Supported by the National Natural Science Foundation(NNSF)of China under Grant(No.61300214)the Science and Technology Innovation Team Support Plan of Education Department of Henan Province(No.13IRTSTHN021)+5 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 Universities(No.2013GGJS-026)the Key Project of Teaching Reform Research of Henan University(No.HDXJJG2013-07)the Postdoctoral Science Fund of Henan Province(No.2013029)the Postdoctoral Science Fund of China(No.2014M551999)
文摘Aiming at the adverse effect caused by limited detecting probability of sensors on filtering precision of a nonlinear system state,a novel multi-sensor federated unscented Kalman filtering algorithm is proposed.Firstly,combined with the residual detection strategy,effective observations are correctly identified.Secondly,according to the missing characteristic of observations and the structural feature of unscented Kalman filter,the iterative process of the single-sensor unscented Kalman filter in intermittent observations is given.The key idea is that the state estimation and its error covariance matrix are replaced by the state one-step prediction and its error covariance matrix,when the phenomenon of observations missing occurs.Finally,based on the realization mechanism of federated filter,a new fusion framework of state estimation from each local node is designed.And the filtering precision of system state is improved further by the effective management of observations missing and the rational utilization of redundancy and complementary information among multi-sensor observations.The theory analysis and simulation results show the feasibility and effectiveness of the proposed algorithm.
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.
基金supported by the National Natural Science Foundation of China(7092100160574058)+1 种基金the Key International Cooperation Programs of Hunan Provincial Science & Technology Department (2009WK2009)the General Program of Hunan Provincial Education Department(11C0023)
文摘Many Bayesian learning approaches to the multi-layer perceptron (MLP) parameter optimization have been proposed such as the extended Kalman filter (EKF). This paper uses the unscented Kalman particle filter (UPF) to train the MLP in a self- organizing state space (SOSS) model. This involves forming augmented state vectors consisting of all parameters (the weights of the MLP) and outputs. The UPF is used to sequentially update the true system states and high dimensional parameters that are inherent to the SOSS moder for the MLP simultaneously. Simulation results show that the new method performs better than traditional optimization methods.
基金supported by the Ministry of Science and Technology,Taiwan[Grant No.MOST 108-2221-E-019-013]。
文摘This paper evaluates the state estimation performance for processing nonlinear/non-Gaussian systems using the cubature particle lter(CPF),which is an estimation algorithm that combines the cubature Kalman lter(CKF)and the particle lter(PF).The CPF is essentially a realization of PF where the third-degree cubature rule based on numerical integration method is adopted to approximate the proposal distribution.It is benecial where the CKF is used to generate the importance density function in the PF framework for effectively resolving the nonlinear/non-Gaussian problems.Based on the spherical-radial transformation to generate an even number of equally weighted cubature points,the CKF uses cubature points with the same weights through the spherical-radial integration rule and employs an analytical probability density function(pdf)to capture the mean and covariance of the posterior distribution using the total probability theorem and subsequently uses the measurement to update with Bayes’rule.It is capable of acquiring a maximum a posteriori probability estimate of the nonlinear system,and thus the importance density function can be used to approximate the true posterior density distribution.In Bayesian ltering,the nonlinear lter performs well when all conditional densities are assumed Gaussian.When applied to the nonlinear/non-Gaussian distribution systems,the CPF algorithm can remarkably improve the estimation accuracy as compared to the other particle lterbased approaches,such as the extended particle lter(EPF),and unscented particle lter(UPF),and also the Kalman lter(KF)-type approaches,such as the extended Kalman lter(EKF),unscented Kalman lter(UKF)and CKF.Two illustrative examples are presented showing that the CPF achieves better performance as compared to the other approaches.
基金Project (No. 2006J0017) supported by the Natural Science Foundation of Fujian Province, China
文摘Determination of relative three-dimensional (3D) position, orientation, and relative motion between two reference frames is an important problem in robotic guidance, manipulation, and assembly as well as in other fields such as photogrammetry. A solution to pose and motion estimation problem that uses two-dimensional (2D) intensity images from a single camera is de- sirable for real-time applications. The difficulty in performing this measurement is that the process of projecting 3D object features to 2D images is a nonlinear transformation. In this paper, the 3D transformation is modeled as a nonlinear stochastic system with the state estimation providing six degrees-of-freedom motion and position values, using line features in image plane as measuring inputs and dual quaternion to represent both rotation and translation in a unified notation. A filtering method called the Gaussian particle filter (GPF) based on the particle filtering concept is presented for 3D pose and motion estimation of a moving target from monocular image sequences. The method has been implemented with simulated data, and simulation results are provided along with comparisons to the extended Kalman filter (EKF) and the unscented Kalman filter (UKF) to show the relative advantages of the GPF. Simulation results showed that GPF is a superior alternative to EKF and UKF.
文摘针对传统Unscented卡尔曼滤波器(Unscented Kalman filter,UKF)在噪声先验统计未知时变情况下非线性滤波精度下降甚至发散的问题,设计了一种带噪声统计估计器的自适应UKF滤波算法.首先根据极大后验(Maximum a posterior,MAP)估计原理,推导出一种次优无偏MAP常值噪声统计估计器;接着在此基础之上,采用指数加权的方法,给出了时变噪声统计估计器的递推公式;最后对自适应UKF算法进行了性能分析.相比于传统UKF,该自适应UKF算法在噪声统计未知时变情况下不仅滤波依然收敛,滤波精度及稳定性显著提高,而且其具有应对噪声变化的自适应能力.仿真实例验证了其有效性.