Gaussian Sum PHD Filtering Algorithm for Nonlinear Non-Gaussian Models

A new multi-target filtering algorithm, termed as the Gaussian sum probability hypothesis density （GSPHD） filter, is proposed for nonlinear non-Gaussian tracking models. Provided that the initial prior intensity of the states is Gaussian or can be identified as a Gaussian sum, the analytical results of the algorithm show that the posterior intensity at any subsequent time step remains a Gaussian sum under the assumption that the state noise, the measurement noise, target spawn intensity, new target birth intensity, target survival probability, and detection probability are all Gaussian sums. The analysis also shows that the existing Gaussian mixture probability hypothesis density （GMPHD） filter, which is unsuitable for handling the non-Gaussian noise cases, is no more than a special case of the proposed algorithm, which fills the shortage of incapability of treating non-Gaussian noise. The multi-target tracking simulation results verify the effectiveness of the proposed GSPHD.

Adaptive Gaussian sum squared-root cubature Kalman filter with split-merge scheme for state estimation

The paper deals with state estimation problem of nonlinear non-Gaussian discrete dynamic systems for improvement of accuracy and consistency. An efficient new algorithm called the adaptive Gaussian-sum square-root cubature Kalman filter（AGSSCKF） with a split-merge scheme is proposed. It is developed based on the squared-root extension of newly introduced cubature Kalman filter（SCKF） and is built within a Gaussian-sum framework. Based on the condition that the probability density functions of process noises and initial state are denoted by a Gaussian sum using optimization method, a bank of SCKF are used as the sub-filters to estimate state of system with the corresponding weights respectively, which is adaptively updated. The new algorithm consists of an adaptive splitting and merging procedure according to a proposed split-decision model based on the nonlinearity degree of measurement. The results of two simulation scenarios（one-dimensional state estimation and bearings-only tracking） show that the proposed filter demonstrates comparable performance to the particle filter with significantly reduced computational cost.

The maxima and sums of multivariate non-stationary Gaussian sequences

Let {Xkl,…, Xkp, k≥ 1} be a p-dimensional standard （zero-means, unit-variances）non-stationary Gaussian vector sequence. In this work, the joint limit distribution of the maximaof {Xkl,…, Xkp, k 〉 1}, the incomplete maxima of those sequences subject to random failureand the partial sums of those sequences are obtained.

Joint asymptotic distribution of exceedances point process and partial sum of stationary Gaussian sequence

Let {Xi}i=1^∞ be a standardized stationary Gaussian sequence with covariance function τ（n） =EX1Xn＋1, Sn =∑i=1^nXi,and X^-n=Sn/n.And let Nn be the point process formed by the exceedances of random level （x/√2 log n＋√2 log n-log（4π log n）/2√log n） √1-τ（n） ＋ X^-n by X1,X2,…, Xn. Under some mild conditions, Nn and Sn are asymptotically independent, and Nn converges weakly to a Poisson process on （0,1].

Ordered space-time structures: Quantum carpets from Gaussian sum theory

The term "quantum carpet" can be observed in many closed quantum systems, where the evolution of a wave function exhibits a carpet-like pattern. Quantum carpet mechanisms are also akin to the classical interference patterns of light. Although the origins of quantum carpets have previously been studied by various researchers, many interesting details are still worth exploring. In this study, we present a unified framework for simultaneously analyzing three different features of quantum carpets: full revival,fractional revival, and diagonal canal. For the fractional revival feature, a complete formula is presented to explain its formation through Gaussian sum theory, in which all essential features, including phases and amplitudes, are captured analytically. We also reveal important relationships between the interference terms of diagonal canals and their geometric interpretations such that a better understanding of the development of diagonal canals can be supported.

Major Development Under Gaussian Filtering Since Unscented Kalman Filter

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.

Gaussian求和规则与D_s(0^+)介子

采用Gaussian求和规则计算Ds(0+)介子的质量.首先,通过Laplace变换得到了Ds(0+)介子流的两点函数以及谱函数的Gaussian变换;进而导出了关于Ds(0+)介子的质量与衰变常数的Gaussian求和规则;采用QCD标准的普适输入参数,得到了关于Ds(0+)介子质量与衰变常数的数值结果:mGauss=2.41±0.05±0.15 GeV和fGauss=0.30±0.02 GeV,所得的结果比Borel求和规则的结果(mBorel=2.48±0.03 GeV)要低,在理论计算误差范围内与Borel求和规则的结果相比更符合实验结果(mexp=2.317 6±0.001 3 GeV).

一类二重量和三重量线性码的推广

设p是奇素数,F_(p)表示具有p个元素的有限域,借助高斯指数和以及有限域上的Pless power恒等式等知识,在F_(p)上得到了一类二重量和三重量线性码,并确定了这一类线性码的重量分布。

多策略改进的蜣螂优化算法及其应用

蜣螂优化算法(DBO)是近年提出的智能优化算法,与其他优化算法一样,DBO也存在收敛精度低、易陷入局部最优等缺点。针对DBO的这些局限性,提出一种多策略改进的蜣螂优化算法(MIDBO)。首先,改进雏球和偷窃蜣螂对局部最优解和全局最优解的接受程度,使其根据自身搜索能力动态变化,既提升了种群质量又保持了适应度高的个体的良好搜索能力;其次,融合麻雀搜索算法中的追随者位置更新机制对算法进行扰动,并用贪婪策略更新位置,提升了算法的收敛精度;最后,当算法陷入停滞时引入柯西高斯变异策略,提高了算法跳出局部最优解的能力。仿真实验基于20个基准测试函数和CEC2019测试函数,验证了3种改进策略的有效性,将所改进算法和对比算法的优化结果进行收敛性分析和Wilcoxon秩和检验,证明了MIDBO具有良好的寻优性能和鲁棒性。将MIDBO运用在汽车碰撞优化问题的求解上,进一步验证了MIDBO在求解实际工程问题中的有效性和可靠性。

高斯三角阵的聚集点过程与部分和的联合渐近行为

具有单位方差的中心化平稳高斯三角阵{X_(i,n),1≤i≤n},在其相关系数ρ_(j,n)=E(X_(i,n)X_(i+j,n))满足文献[14]的条件下,本文证明了该高斯三角阵的聚集点过程依分布收敛于泊松过程,并且聚集点过程与该高斯三角阵的部分和渐近独立.

鲁棒的高斯和容积卡尔曼滤波红外目标跟踪算法

为提高恶劣测量环境下单站红外搜索与跟踪系统的跟踪性能,提出了一种鲁棒的高斯和容积卡尔曼滤波算法.首先,为改善滤波初值模糊问题,在容积卡尔曼滤波框架下将滤波器分为若干不同初值的子滤波器,利用似然函数逐步减小初值偏差较大的子滤波器权值;其次构建非线性程度判别量,在高非线性情况下将预测密度沿最大特征向量方向进行分割,提高滤波精度;最后利用等价权函数改善新息协方差,减小异常误差对滤波准确性和稳定性造成的影响.实验结果表明,不存在异常误差时,所提算法跟踪结果优于传统算法;存在异常误差时,传统滤波方法的精度明显降低,而所提算法依然能够得到准确可靠的跟踪结果.

基于衰减记忆高斯和滤波的星间精密测距技术

星间精密测距是导航星座实现自主导航的核心技术。针对导航星座中码测量值精度低但无整周模糊度,载波相位测量值精度高但存在整周模糊度的特点,该文根据贝叶斯递推原理提出了一种衰减记忆高斯和滤波(Fading Memory Gaussian Sum Filter,FMGSF)的伪距估计方法。该方法用高斯和形式近似表示系统后验概率密度,并根据卡尔曼滤波原理来更新高斯项的均值和方差,同时引入衰减记忆因子克服由于模型失配导致的滤波结果发散问题,利用重采样解决由于载波相位测量值不确定导致的算法复杂度增加问题。理论分析和仿真结果表明,该文提出的方法不仅能够克服周跳对伪距估计的影响,而且可以获得更好的测距精度。

欠观测条件下的高斯和增量卡尔曼滤波算法

欠观测条件下的增量卡尔曼滤波算法能够消除未知的量测系统误差,提高滤波精度。当系统的过程噪声和量测噪声为非高斯分布时,该算法不能直接使用。针对该问题,结合高斯和滤波算法,提出一种欠观测条件下的高斯和增量卡尔曼滤波算法。该算法将初始状态、过程噪声和量测噪声近似为高斯和的形式,然后按照增量卡尔曼滤波的思想对每个高斯项进行预测和更新,最后以累加和的形式对状态向量进行近似。仿真结果表明,该算法在非高斯噪声分布的情况下,既能成功地消除量测系统误差,又能有效地提高滤波估计的准确度和可靠性。

基于高斯和近似的扩展切片高斯混合滤波器及其在多径估计中的应用

全球卫星导航系统(Global navigation satellite system,GNSS)信号的多径估计问题实际上是条件线性状态空间模型下的状态估计问题.根据高斯和理论提出了适用于非高斯噪声环境的扩展切片高斯混合滤波(Extension of sliced Gaussian mixture filter,ESGMF)算法.该算法将非高斯噪声的状态概率密度函数(Probability density function,PDF)表示为高斯和的形式,将ESGMF通过一组并行的切片高斯混合滤波器(Sliced Gaussian mixture filter,SGMF)来实现.同时,在ESGMF算法中利用粒子滤波(Particle filter,PF)中重采样的思想对成指数增加的状态预测PDF的高斯混合个体进行约简,以提高贝叶斯推理的效率.该算法可以获得非高斯噪声下状态PDF的迭代解析表达式.最后,将ESGMF应用于GPS多径参数估计,仿真结果表明,ESGMF算法的估计精度优于基于PF和扩展卡尔曼滤波(Extended Kalman filter,EKF)的算法.

基于高斯和与SCKF的非线性非高斯滤波算法

针对均方根容积卡尔曼滤波(SCKF)对非高斯情况滤波效果差的问题,在分析SCKF和高斯和滤波基础上,提出一种高斯和均方根容积卡尔曼滤波新算法。算法采用高斯和形式来逼近非高斯后验概率密度,将SCKF作为子滤波器,对每个高斯分量进行时间和量测更新,使其有效解决非线性非高斯滤波问题。仿真结果表明,高斯和均方根容积卡尔曼滤波估计精度高于粒子滤波和高斯和扩展卡尔曼滤波算法,与容积粒子滤波精度相当,但耗时约为容积粒子滤波的15%,是一种较好平衡跟踪精度和实时性的非线性非高斯滤波算法。

高斯和粒子滤波器及其在被动跟踪中的应用

为提高被动跟踪性能,提出了一种高斯和粒子滤波方法。在建立目标被动跟踪模型的基础上,使用高斯和滤波(GSF)近似目标状态的后验密度,利用粒子滤波方法处理GSF中的均值和方差计算问题,推导了高斯和粒子滤波器(GSPF)应用的具体算法步骤,使用机动目标被动跟踪仿真实例,与其它滤波器进行了仿真对比,分析了跟踪性能和RMSE误差。仿真结果表明,对于机动目标被动跟踪问题,GSPF不仅具有较高的跟踪精度,而且与一般粒子滤波器相比,GSPF具有较好的跟踪稳定性和较低的计算量。

基于高斯和模型的倾斜喷涂生长率建模

针对倾角喷涂工艺时的涂层生长速率建模问题,提出运用高斯和模型建立喷枪静态倾角喷涂时的涂层生长速率模型。基于高斯和模型,首先运用微分几何放大定理建立考虑喷涂倾角为变量的涂层生长速率模型;然后做喷枪静态倾角喷涂实验,运用最小二乘法对离散点的涂层厚度进行拟合,最终建立基于高斯和模型的倾角喷涂涂层生长速率模型。最后运用基于β分布模型的倾角喷涂涂层生长速率模型拟合离散点的涂层厚度,通过对比得到基于高斯和模型的倾角喷涂涂层生长速率模型更能获得较好的拟合精度。

鲁棒高斯和集合卡尔曼滤波及其在纯角度跟踪中的应用

针对纯角度目标跟踪中量测信息易受异常值和非高斯噪声干扰的问题,提出了一种新的非线性滤波算法–鲁棒高斯和集合卡尔曼滤波(robust Gaussian-sum ensemble Kalman filter,RGSEnKF)算法.首先,采用Huber技术重塑集合卡尔曼滤波的量测更新过程,能够有效地处理量测中的异常值.随后,将改进的集合卡尔曼滤波在高斯和框架下进行扩展,得到RGSEnKF算法,可以进一步解决受非高斯噪声干扰的非线性系统的状态估计问题.此外,新算法中包含距离参数化初始化策略和高斯分量融合策略.前者是为了减小纯角度跟踪中距离信息不可观测的影响,而后者可以避免高斯分量数目随时间不断增长.大量仿真结果验证了新算法的有效性和鲁棒性.

基于混合粒子滤波的载波估计算法

针对粒子滤波载波估计算法的高复杂度、粒子退化及贫化问题,提出了一种基于混合粒子滤波的载波估计方法.该方法引入多阶马尔科夫模型,采用多个非零均值高斯分布的加权和来近似重要性函数的最佳选择,并根据最大后验概率准则规范粒子的迭代计算.仿真结果表明,在非高斯噪声环境下,低轨卫星通信TDMA/DEQPSK(Time Division Multiple Ad-dress/Differential Quadrature Phase Shift Keying)数据帧非合作接收载波估计时,与基于经典粒子滤波的载波估计算法相比,提高了粒子"效率",在误码性能相当的情况下,有效降低了计算复杂度.

有色噪声条件下的高斯和卡尔曼滤波算法

标准卡尔曼滤波假设系统的过程噪声和量测噪声是均值为零的高斯白噪声,但在实际应用中,经常会遇到噪声为非高斯分布的有色噪声,因此不能直接使用卡尔曼滤波算法。针对该问题,提出一种有色噪声条件下的高斯和卡尔曼滤波算法。分别采用状态扩增法和量测扩增法对过程噪声和量测噪声进行白化处理;根据高斯和滤波思想,用多个高斯项的叠加来近似非高斯分布,实现对系统的状态估计。实验结果表明,该算法能够有效去除有色噪声影响,提高滤波精度。