Variable structure multiple model fixed-interval smoothing

This paper focuses on fixed-interval smoothing for stochastic hybrid systems.When the truth-mode mismatch is encountered,existing smoothing methods based on fixed structure of model-set have significant performance degradation and are inapplicable.We develop a fixedinterval smoothing method based on forward-and backward-filtering in the Variable Structure Multiple Model(VSMM)framework in this paper.We propose to use the Simplified Equivalent model Interacting Multiple Model(SEIMM)in the forward and the backward filters to handle the difficulty of different mode-sets used in both filters,and design a re-filtering procedure in the model-switching stage to enhance the estimation performance.To improve the computational efficiency,we make the basic model-set adaptive by the Likely-Model Set(LMS)algorithm.It turns out that the smoothing performance is further improved by the LMS due to less competition among models.Simulation results are provided to demonstrate the better performance and the computational efficiency of our proposed smoothing algorithms.

An Algorithm of the Adaptive Grid and Fuzzy Interacting Multiple Model

This paper studies the algorithm of the adaptive grid and fuzzy interacting multiple model （AGFIMM） for maneuvering target tracking, while focusing on the problems of the fixed structure multiple model （FSMM） algorithm＇s cost-efficiency ratio being not high and the Markov transition probability of the interacting multiple model （IMM） algorithm being difficult to determine exactly. This algorithm realizes the adaptive model set by adaptive grid adjustment, and obtains each model matching degree in the model set by fuzzy logic inference. The simulation results show that the AGFIMM algorithm can effectively improve the accuracy and cost-efficiency ratio of the multiple model algorithm, and as a result is suitable for enineering apolications.

Robust estimation algorithm for multiple-structural data

This paper proposes a robust method of parameter estimation and data classification for multiple-structural data based on the linear error in variable（EIV） model.The traditional EIV model fitting problem is analyzed and a robust growing algorithm is developed to extract the underlying linear structure of the observed data.Under the structural density assumption,the C-step technique borrowed from the Rousseeuw＇s robust MCD estimator is used to keep the algorithm robust and the mean-shift algorithm is adopted to ensure a good initialization.To eliminate the model ambiguities of the multiple-structural data,statistical hypotheses tests are used to refine the data classification and improve the accuracy of the model parameter estimation.Experiments show that the efficiency and robustness of the proposed algorithm.

Shipborne radar maneuvering target tracking based on the variable structure adaptive grid interacting multiple model

The trajectory of a shipbome radar target has a certain complexity, randomness, and diversity. Tracking a strong maneuvering target timely, accurately, and effectively is a key technology for a shipbome radar tracking system. Combining a variable structure interacting multiple model with an adaptive grid algorithm, we present a variable structure adaptive grid inter- acting multiple model maneuvering target tracking method. Tracking experiments are performed using the proposed method for five maneuvering targets, including a uniform motion - uniform acceleration motion target, a uniform acceleration motion - uni- form motion target, a serpentine locomotion target, and two variable acceleration motion targets. Experimental results show that the target position, velocity, and acceleration tracking errors for the five typical target trajectories are small. The method has high tracking precision, good stability, and flexible adaptability.

A Class of Distributed Variable Structure Multiple Model Algorithm Based on Posterior Information of Information Matrix

The tracking of maneuvering targets in radar networking scenarios is studied in this paper.For the interacting multiple model algorithm and the expected-mode augmentation algorithm,the fixed base model set leads to a mismatch between the model set and the target motion mode,which causes the reduction on tracking accuracy.An adaptive grid-expected-mode augmentation variable structure multiple model algorithm is proposed.The adaptive grid algorithm based on the turning model is extended to the two-dimensional pattern space to realize the self-adaptation of the model set.Furthermore,combining with the unscented information filtering,and by interacting the measurement information of neighboring radars and iterating information matrix with consistency strategy,a distributed target tracking algorithm based on the posterior information of the information matrix is proposed.For the problem of filtering divergence while target is leaving radar surveillance area,a k-coverage algorithm based on particle swarm optimization is applied to plan the radar motion trajectory for achieving filtering convergence.

一类基于模糊推理的具有机动自适应的目标跟踪算法

针对变结构多模型算法在机动目标跟踪中对目标机动不确定性、量测不确定性自适应能力不足的问题,提出一种基于模糊推理的机动自适应目标跟踪算法.设计一种基于模糊推理的双级机动判别模型,利用模型概率信息和主模型滤波残差加权范数进行主模型可信度和机动判别推理;并将双级机动判别引入基于可能模型集的期望模式扩增方法(EMA-LMS)框架,提出一种模糊推理EMA-LMS算法,实现对模型集自适应的参数和策略的在线调节,从而生成更加接近目标真实运动模式的期望模型,并更好地对模型进行取舍.仿真结果表明,本文算法能够有效增强算法对目标机动和量测不确定的自适应性,提高跟踪精度.

基于VSMM的GMCPHD滤波算法在多机动目标跟踪的应用

针对交互多模型(interacting multiple model,IMM)在多机动目标跟踪算法中存在的缺陷以及目标跟踪精度问题,提出了基于变结构多模型(variable structure multiple model,VSMM)的高斯混合基数概率假设密度(Gaussian mixture cardinalized probability hypothesis density,GMCPHD)滤波算法。该算法利用了VSMM具有自适应性、时变性的特点,达到了在某一时刻能够选取与目标运动模式相匹配的模型集合的目的,相比于IMM考虑的仅是固定的模式集合具有很强的优越性。此外,GMCPHD滤波算法不仅避免了数据关联问题,而且通过高斯分布递推PHD函数的同时递推基数分布。最后,利用雷达作为传感器,对跟踪机动目标进行仿真,证明VSMM相比于IMM对于多机动目标跟踪更具有优越性,同时验证了VSMM-GMCPHD滤波算法具有提高机动目标跟踪精度,减小跟踪误差的作用。

基于无味有向图切换的机动目标跟踪VSMM算法

在机动目标跟踪领域,传统的基于固定模型集合的交互式多模型算法需要大量的模型来保证模型不失配,但是会带来巨大的计算量,并且来自过多模型的不必要的模型间竞争反而会使算法性能下降。为解决此矛盾,该文提出了一种基于有向图切换和无味卡尔曼滤波算法的变结构多模型算法。该算法根据目标不同时刻的运动状态依据有向图匹配不同的子模型集合进行滤波。仿真结果显示该算法在有效降低计算量的同时使模型集合和目标的运动状态更好的匹配,从而提高了算法跟踪精度。

高超声速滑翔飞行器多模型鲁棒跟踪方法

针对高超声速滑翔飞行器(HGV)具有机动能力强、机动样式多变、机动时机不确定等特点,提出了一种基于有向图变结构多模型的鲁棒跟踪(CHF-DSVSMM)方法。考虑到高超声速滑翔飞行器的跳跃滑翔运动特性,建立了包括自适应非零均值衰减震荡(ANMDO)模型、“当前”统计模型(CSM)等机动模型的模型集。针对固定结构多模型算法存在模型相互竞争、运算时间长的缺点,设计了基于有向图结构的切换准则自适应地改变模型集构成,提高模型匹配性。对于地基雷达探测中存在闪烁噪声的问题,采用容积Huber-based滤波方法进行状态估计。仿真结果表明,所提算法与现有方法相比具有更高的跟踪精度,并对闪烁噪声具有良好的鲁棒性。

考虑坐标耦合的三维变结构多模型机动目标跟踪方法

在3维空间机动目标跟踪过程中,目标运动先验未知和坐标耦合误差会引起运动模型-模式失配,而模型-模式失配会引起状态估计有偏。该文根据目标运动速度正交条件修正状态转移矩阵,利用原始-对偶正则约束空间测量到球面可行域,结合自适应转弯率模型和无迹卡尔曼滤波(UKF),进行模型状态滤波并融合状态估计的一致输出,推导3维变结构多模型无迹卡尔曼滤波(VSMMUKF)算法。实验结果表明,相比多模重要性无迹卡尔曼滤波(MIUKF)算法,VSMMUKF计算量相当,能够更准确地拟合3维空间点目标机动运动。相比于交互多模型最大最小粒子滤波(IMM-MPF)算法,VSMMUKF跟踪固定翼无人机(UAV)的滤波精度提升了2.8%~59.9%,整体算法负担减小了1个数量级。

基于目标机动模式识别的VSMM算法

针对定结构多模型在高机动目标跟踪算法中存在计算量大、计算时间长、难以满足系统实时性等问题,提出了基于目标机动模式识别的变结构多模型算法。该算法能够选取与目标运动状态相匹配的模型集合,具有时变性、自适应性的优点。通过运用少量的运动模型组成一个模型组,然后不同的运动模型组合形成不同的模型组,以模型组代替原先定结构模型中的多模型,根据跟踪检测到的目标运动模式来选择是否更换模型组,从而用少量运算得到较为精确的次优解。仿真结果表明,该算法在跟踪强机动目标中不但能够有效降低计算量,而且可以使模型集合和目标的运动状态更好地匹配,从而提高目标跟踪精度。

Design and comparison of minimal symmetric model-subset for maneuvering target tracking

Model-set is utilized in state estimation for maneuver- ing target tracking. Two minimal symmetric model-subsets are designed and investigated by moment matching method, which include hypersphere-symmetric model-subset and axis-symmetric model-subset, if system mode is a random variable and obeys certain probability distribution. They can be used as the fun- damental model-subset for multiple models estimation with fixed structure, variable structure and moving bank. The model-groups constructed by above designed subsets are given, which give the practical guidance for use of model-set in multiple models ap- proach with a variable structure. Simulation results show that the performances of two minimal model-set significantly outperform the corresponding model-sets with fixed spacing.

基于有向图切换的INS/GPS组合导航VSMM算法

INS/GPS组合导航系统量测噪声统计特性随着载体机动、外界扰动等影响发生变化,传统的卡尔曼滤波方法对于这种量测噪声变化系统的滤波精度不高,甚至会出现发散现象。针对上述问题,将机动目标跟踪中的变结构多模型滤波算法引入INS/GPS组合导航滤波中,提出了一种基于有向图切换的变结构多模型INS/GPS组合导航算法,并对此算法进行了仿真。仿真结果表明:该算法能够适应系统量测噪声变化,定位误差小于交互式多模型算法,并有效地降低了滤波过程中的计算量。

变结构交互式多模型滤波和平滑算法

针对机动目标跟踪问题,提出了一种变结构交互式多模型滤波和平滑算法。首先,对多模型滤波和平滑问题进行了简单描述,并给出了前向交互式多模型滤波和后向交互式多模型平滑的数学模型;然后,建立了变结构交互式多模型算法的精确模型,模型子集之间并行独立运行,通过选取概率最高的模型子集的状态估计作为最终的估计结果;最后,对变结构交互式多模型算法的滤波数据进行平滑处理,得到了变结构交互式多模型滤波和平滑算法。所提算法将前向滤波和后向平滑相结合,提高了目标跟踪精度。仿真结果表明,变结构交互式多模型滤波和平滑算法的跟踪效果优于其他方法。

Model-Based Fault Detection of a Battery System in a Hybrid Electric Vehicle

Recently, a new type of IMM （interacting multiple model） method was introduced based on the relatively new SVSF （smooth variable structure filter）, and is referred to as the IMM-SVSF. The SVSF is a type of sliding mode estimator that is formulated in a predictor-corrector fashion. This strategy keeps the estimated state bounded within a region of the true state trajectory, thus creating a stable and robust estimation process. The IMM method may be utilized for fault detection and diagnosis, and is classified as a model-based method. In this paper, for the purposes of fault detection, the IMM-SVSF is applied through simulation on a simple battery system which is modeled from a hybrid electric vehicle.

一种自适应变结构交互式多模型算法

针对机动目标跟踪问题,提出了一种自适应变结构交互式多模型算法。对滤波问题进行了简单描述,并给出了交互式多模型算法的数学模型;建立了一种新的变结构交互式多模型算法的精确模型,模型子集之间并行独立运行,通过选取概率最高的模型子集的状态估计作为最终的估计结果;在变结构交互式多模型算法基础上进一步设计了自适应变结构交互式多模型算法,该方法提高了模型子集和目标实际机动模式的匹配程度,从而提高了目标跟踪精度。仿真结果表明,自适应变结构交互式多模型算法的跟踪效果优于其他方法。

模型参数自适应的低复杂度ATPM-VSIMM算法

在机动目标跟踪中,针对交互式多模型算法使用固定模型集和固定转移概率矩阵导致跟踪精度下降的问题,提出模型参数自适应更新的低复杂度ATPM-VSIMM算法。所提算法根据系统新息变化情况来判断目标是否出现机动,从而调整模型集的状态噪声,实现模型集的自适应更新;然后,根据模型后验概率变化情况和模型间的相互切换关系,准确地计算出转移概率矩阵,从而提高系统运动模型和目标运动轨迹的匹配程度,保证跟踪系统具有滤波精度高和响应速度快的优点。从模型后验概率初值、转移概率矩阵初值和状态噪声三方面验证了所提算法的有效性。仿真结果表明,ATPM-VSIMM算法的空间位置跟踪精度比现有算法提高了8%左右。

基于结构方程模型的多重中介效应分析

多重中介模型是指存在多个中介变量的模型。多重中介模型可以分析特定中介效应、总的中介效应和对比中介效应。指出了目前多重中介模型分析普遍存在的问题,包括分析不完整、使用Sobel检验带来的局限。建议通过增加辅助变量的方法进行完整的多重中介效应分析,使用偏差校正的Bootstrap方法进行中介检验。总结出一个多重中介SEM分析流程,并有示例和相应的MPLUS和LISREL程序。随后展望了辅助变量和中介效应检验方法的发展方向。

机载激光通信终端的模糊变结构跟踪方法研究(英文)

为避免经典固定模型集合中多模型算法造成的模型间竞争并减小计算量,基于有向图切换的变结构方法,建立有向图切换规则和较完备的模型集合.通过模糊逻辑推理得到模型集合中各模型的匹配度,以此代替传统多模型算法中的模式概率来计算,降低了计算的复杂度.采用核粒子滤波克服了标准粒子滤波没有考虑到的量测信息问题,即粒子能够通过核密度估计后朝着状态的后验概率密度的模型移动,使真实和估计模型之间的均方误差最小.仿真结果表明,基于模糊理论的变结构核粒子滤波算法能较大地提高跟踪准确度和减少计算量.

防发散无迹卡尔曼滤波自适应网格交互式多模型算法

针对非线性观测条件下的机动目标跟踪问题,基于机动目标的协同转弯模型,采用防发散无迹卡尔曼滤波方法和自适应网格的模型集自适应策略,研究了一种变结构交互式多模型算法。对二维机动目标跟踪的仿真结果表明,该算法与相应的固定结构交互式多模型算法相比,可以解决固定结构多模型算法存在的问题,有效提高多模型算法的精度和费效比,缩短计算时间,且适合工程应用。