Research on Kalman-filter based multisensor data fusion

Multisensor data fusion has played a significant role in diverse areas ranging from local robot guidance to global military theatre defense etc. Various multisensor data fusion methods have been extensively investigated by researchers, of which Klaman filtering is one of the most important. Kalman filtering is the best-known recursive least mean-square algorithm to optimally estimate the unknown states of a dynamic system, which has found widespread application in many areas. The scope of the work is restricted to investigate the various data fusion and track fusion techniques based on the Kalman Filter methods, then a new method of state fusion is proposed. Finally the simulation results demonstrate the effectiveness of the introduced method.

An Adaptive Estimation of Forecast Error Covariance Parameters for Kalman Filtering Data Assimilation

An adaptive estimation of forecast error covariance matrices is proposed for Kalman filtering data assim- ilation. A forecast error covariance matrix is initially estimated using an ensemble of perturbation forecasts. This initially estimated matrix is then adjusted with scale parameters that are adaptively estimated by minimizing -2log-likelihood of observed-minus-forecast residuals. The proposed approach could be applied to Kalman filtering data assimilation with imperfect models when the model error statistics are not known. A simple nonlinear model （Burgers＇ equation model） is used to demonstrate the efficacy of the proposed approach.

Particle Filter Data Fusion Enhancements for MEMS-IMU/GPS

This research aims at enhancing the accuracy of navigation systems by integrating GPS and Mi-cro-Electro-Mechanical-System (MEMS) based inertial measurement units (IMU). Because of the conditions re-quired by the large number of restrictions on empirical data, a conventional Extended Kalman Filtering (EKF) is limited to apply in navigation systems by integrating MEMS-IMU/GPS. In response to non-linear non-Gaussian dynamic models of the inertial sensors, the methods rely on a particle cloud representation of the filtering distribution which evolves through time using importance sampling and resampling ideas. Then Particle Filtering (PF) can be used to data fusion of the inertial information and real-time updates from the GPS location and speed of information accurately. The experiments show that PF as opposed to EKF is more effective in raising MEMS-IMU/GPS navigation system’s data integration accuracy.

Application of S-transform threshold filtering in Anhui experiment airgun sounding data de-noising

As a relatively new method of processing non-stationary signal with high time-frequency resolution, S transform can be used to analyze the time-frequency characteristics of seismic signals. It has the following characteristics: its time-frequency resolution corresponding to the signal frequency, reversible inverse transform, basic wavelet that does not have to meet the permit conditions. We combined the threshold method, proposed the S-transform threshold filtering on the basis of S transform timefrequency filtering, and processed airgun seismic records from temporary stations in "Yangtze Program"(the Anhui experiment). Compared with the results of the bandpass filtering, the S transform threshold filtering can improve the signal to noise ratio(SNR) of seismic waves and provide effective help for first arrival pickup and accurate travel time. The first arrival wave seismic phase can be traced farther continuously, and the Pm seismic phase in the subsequent zone is also highlighted.

Coupling Ensemble Kalman Filter with Four-dimensional Variational Data Assimilation

This study examines the performance of coupling the deterministic four-dimensional variational assimilation system （4DVAR） with an ensemble Kalman filter （EnKF） to produce a superior hybrid approach for data assimilation. The coupled assimilation scheme （E4DVAR） benefits from using the state-dependent uncertainty provided by EnKF while taking advantage of 4DVAR in preventing filter divergence： the 4DVAR analysis produces posterior maximum likelihood solutions through minimization of a cost function about which the ensemble perturbations are transformed, and the resulting ensemble analysis can be propagated forward both for the next assimilation cycle and as a basis for ensemble forecasting. The feasibility and effectiveness of this coupled approach are demonstrated in an idealized model with simulated observations. It is found that the E4DVAR is capable of outperforming both 4DVAR and the EnKF under both perfect- and imperfect-model scenarios. The performance of the coupled scheme is also less sensitive to either the ensemble size or the assimilation window length than those for standard EnKF or 4DVAR implementations.

The Complete K-Level Tree and Its Application to Data Warehouse Filtering

This paper presents a simple complete K level tree (CKT) architecture for text database organization and rapid data filtering. A database is constructed as a CKT forest and each CKT contains data of the same length. The maximum depth and the minimum depth of an individual CKT are equal and identical to data’s length. Insertion and deletion operations are defined; storage method and filtering algorithm are also designed for good compensation between efficiency and complexity. Applications to computer aided teaching of Chinese and protein selection show that an about 30% reduction of storage consumption and an over 60% reduction of computation may be easily obtained.

A Data-Adaptive Filter of the Tahiti-Darwin Southern Oscillation Index and the Associate Scheme of Filling Data Gaps

The Tahiti-Darwin Southern Oscillation index provided by Climate Analysis Center of USA has been used in numerous studies. But, it has some deficiency. It contains noise mainly due to high month-to-month variability. In order to reduce the level of noise in the SO index, this paper introduces a fully data-adaptive filter based on singular spectrum analysis. Another interesting aspect of the filter is that it can be used to fill data gaps of the SO index by an iterative process. Eventually, a noiseless long-period data series without any gaps is obtained.

Improvement of S/N ratio of seismic data by hyperbolic filter algorithm

This paper deals with the implementation of the hyperbolic filter algorithm for noise suppression of seismic data. Known the velocity of reflection event, utilizes the resemblance of reflection signal in each seismic trace, the hyperbolic filter algorithm is effective in enhance reflection event and suppress the random noise. This algorithm is used to CDP gathers also is compared with the algorithm of τ-p transform. Simulation shows the hyperbolic filter is effective and better than τ-p transform.

An ensemble adjustment Kalman filter study for Argo data

An ensemble adjustment Kalman filter system is developed to assimilate Argo profiles into the Northwest Pacific MASNUM wave-circulation coupled model, which is based on the Princeton Ocean Model (POM). This model was recoded in FORTRAN-90 style, and some new data types were defined to improve the efficiency of system design and execution. This system is arranged for parallel computing by using UNIX shell scripts: it is easier with single models running separately with the required information exchanged through input/output files. Tests are carried out to check the performance of the system: one for checking the ensemble spread and another for the performance of assimilation of the Argo data in 2005. The first experiment shows that the assimilation system performs well. The comparison with the Satellite derived sea surface temperature (SST) shows that modeled SST errors are reduced after assimilation; at the same time, the spatial correlation between the simulated SST anomalies and the satellite data is improved because of Argo assimilation. Furthermore, the temporal evolution/trend of SST becomes much better than those results without data assimilation. The comparison against GTSPP profiles shows that the improvement is not only in the upper layers of ocean, but also in the deeper layers. All these results suggest that this system is potentially capable of reconstructing oceanic data sets that are of high quality and are temporally and spatially continuous.

ROBUST FILTERS WITH SAMPLED-DATA ESTIMATION COVARANCE CONSTRAINT FOR UNCERTAIN CONTINUOUS-TIME SYSTEMS

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Fast Rate Fault Detection Filter for Multirate Sampled-data Systems

This paper focuses on the fast rate fault detection filter (FDF) problem for a class of multirate sampled-data (MSD) systems. A lifting technique is used to convert such an MSD system into a linear time-invariant discrete-time one and an unknown input observer (UIO) is considered as FDF to generate residual. The design of FDF is formulated as an H∞ optimization problem and a solvable condition as well as an optimal solution are derived. The causality of the residual generator can be guaranteed so that the fast rate residual can be implemented via inverse lifting. A numerical example is included to demonstrate the feasibility of the obtained results.

Probabilistic data association algorithm based on ensemble Kalman filter with observation iterated update

Aiming at improving the observation uncertainty caused by limited accuracy of sensors,and the uncertainty of observation source in clutters,through the dynamic combination of ensemble Kalman filter(EnKF) and probabilistic data association(PDA),a novel probabilistic data association algorithm based on ensemble Kalman filter with observation iterated update is proposed.Firstly,combining with the advantages of data assimilation handling observation uncertainty in EnKF,an observation iterated update strategy is used to realize optimization of EnKF in structure.And the object is to further improve state estimation precision of nonlinear system.Secondly,the above algorithm is introduced to the framework of PDA,and the object is to increase reliability and stability of candidate echo acknowledgement.In addition,in order to decrease computation complexity in the combination of improved EnKF and PDA,the maximum observation iterated update mechanism is applied to the iteration of PDA.Finally,simulation results verify the feasibility and effectiveness of the proposed algorithm by a typical target tracking scene in clutters.

State Estimation for Non-linear Sampled-Data Descriptor Systems:A Robust Extended Kalman Filtering Approach

This paper proposes a state estimation method for a class of norm bounded non linear sampled data descriptor systems using the Kalman filtering method. The descriptor model is firstly discretized to obtain a discrete time non singular one. Then a model of robust extended Kalman filter is proposed for the state estimation based on the discretized non linear non singular system. As parameters are introduced in for transforming descriptor systems into non singular ones there exist uncertainties in the state of the systems. To solve this problem an optimized upper bound is proposed so that the convergence of the estimation error co variance matrix is guaranteed in the paper. A simulating example is proposed to verify the validity of this method at last.

Data assimilation using support vector machines and ensemble Kalman filter for multi-layer soil moisture prediction

Hybrid data assimilation （DA） is a method seeing more use in recent hydrology and water resources research. In this study, a DA method coupled with the support vector machines （SVMs） and the ensemble Kalman filter （EnKF） technology was used for the prediction of soil moisture in different soil layers： 0-5 cm, 30 cm, 50 cm, 100 cm, 200 cm, and 300 cm. The SVM methodology was first used to train the ground measurements of soil moisture and meteorological parameters from the Meilin study area, in East China, to construct soil moisture statistical prediction models. Subsequent observations and their statistics were used for predictions, with two approaches： the SVM predictor and the SVM-EnKF model made by coupling the SVM model with the EnKF technique using the DA method. Validation results showed that the proposed SVM-EnKF model can improve the prediction results of soil moisture in different layers, from the surface to the root zone.

Reservoir Multiscale Data Assimilation Using the Ensemble Kalman Filter

In this paper we propose a way to integrate data at different spatial scales using the ensemble Kalman filter (EnKF), such that the finest scale data is sequentially estimated, subject to the available data at the coarse scale (s), as an additional constraint. Relationship between various scales has been modeled via upscaling techniques. The proposed coarse-scale EnKF algorithm is recursive and easily implementable. Our numerical results with the coarse-scale data provide improved fine-scale field estimates when compared to the results with regular EnKF (which did not incorporate the coarse-scale data). We also tested our algorithm with various precisions of the coarse-scale data to account for the inexact relationship between the fine and coarse scale data. As expected, the results show that higher precision in the coarse-scale data, yielded improved estimates.

Novel Static Security and Stability Control of Power Systems Based on Artificial Emotional Lazy Q-Learning

The stability problem of power grids has become increasingly serious in recent years as the size of novel power systems increases.In order to improve and ensure the stable operation of the novel power system,this study proposes an artificial emotional lazy Q-learning method,which combines artificial emotion,lazy learning,and reinforcement learning for static security and stability analysis of power systems.Moreover,this study compares the analysis results of the proposed method with those of the small disturbance method for a stand-alone power system and verifies that the proposed lazy Q-learning method is able to effectively screen useful data for learning,and improve the static security stability of the new type of power system more effectively than the traditional proportional-integral-differential control and Q-learning methods.

一种改进的基于惯导运动补偿的实时成像方法

合成孔径雷达(SAR)作为一种主动式的对地微波遥感技术,具有全天候、全天时和远距离的特点。通过发射大带宽信号,获得距离向的高分辨。通过平台相对静止场景的运动形成合成孔径,获得方位向的高分辨,SAR平台的运动是成像的基本条件。对于机载SAR,由于载机在大气中飞行时受到大气湍流等因素的影响,不可能保持理想的运动状态,必然会产生运动误差,运动误差会导致相位误差和包络移动,从而导致图像散焦等问题。如何对SAR进行运动补偿是实现成像的关键。基于惯导数据的运动补偿是实现高分辨成像的重要手段之一。根据惯导数据的特点,结合卡尔曼滤波原理和SAR成像的几何模型,提出了一种基于卡尔曼滤波的惯导数据滤波和重采样方法。该方法可以有效剔除运动参数野值,精确地获得雷达平台的运动参数。文中所提出的运动补偿方法能和SAR成像算法很好的结合,实测数据的成像结果验证了该方法的准确性和有效性。

飞行器参数动态采集降噪技术研究

针对飞行器测试过程中动态数据采集存在大量噪声干扰,设计了硬件与软件相结合的噪声优化解决方案。通过分析π型滤波电路原理,设计相关参数,搭建π型CRC无源滤波电路,从硬件层面解决了信号受纹波干扰导致的失真问题;通过在FPGA中进行理论仿真,设计递推平均滤波器,从软件层面解决了信号受尖峰脉冲噪声干扰导致的信号可靠性降低的问题。经过实验验证,该噪声优化方案可以大幅降低噪声峰峰值。经过优化后的采编器完成了多次高低温和振动试验,性能稳定可靠,目前已经应用在某飞行器大型地面试验中。