To effectively extract multi-scale information from observation data and improve computational efficiency,a multi-scale second-order autoregressive recursive filter(MSRF)method is designed.The second-order autoregress...To effectively extract multi-scale information from observation data and improve computational efficiency,a multi-scale second-order autoregressive recursive filter(MSRF)method is designed.The second-order autoregressive filter used in this study has been attempted to replace the traditional first-order recursive filter used in spatial multi-scale recursive filter(SMRF)method.The experimental results indicate that the MSRF scheme successfully extracts various scale information resolved by observations.Moreover,compared with the SMRF scheme,the MSRF scheme improves computational accuracy and efficiency to some extent.The MSRF scheme can not only propagate to a longer distance without the attenuation of innovation,but also reduce the mean absolute deviation between the reconstructed sea ice concentration results and observations reduced by about 3.2%compared to the SMRF scheme.On the other hand,compared with traditional first-order recursive filters using in the SMRF scheme that multiple filters are executed,the MSRF scheme only needs to perform two filter processes in one iteration,greatly improving filtering efficiency.In the two-dimensional experiment of sea ice concentration,the calculation time of the MSRF scheme is only 1/7 of that of SMRF scheme.This means that the MSRF scheme can achieve better performance with less computational cost,which is of great significance for further application in real-time ocean or sea ice data assimilation systems in the future.展开更多
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 assim...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.展开更多
In order to improve the efficiency of the Ocean Variational Assimilation System (OVALS), which has been widely used in various applications, an improved OVALS (OVALS2) is developed based on the recursive filter ...In order to improve the efficiency of the Ocean Variational Assimilation System (OVALS), which has been widely used in various applications, an improved OVALS (OVALS2) is developed based on the recursive filter (RF) algorithm. The first advantage of OVALS2 is that memory storage can be substantially reduced in practice because it implicitly computes the background error covariance matrix; the second advantage is that there is no inversion of the background error covariance by preconditioning the control variable. For comparing the effectiveness between OVALS2 and OVALS, a set of experiments was implemented by assimilating expendable bathythermograph (XBT) and ARGO data into the Tropical Pacific circulation model. The results show that the efficiency of OVALS2 is much higher than that of OVALS. The computational time and the computer storage in the assimilation process were reduced by 83% and 77%, respectively. Additionally, the corresponding results produced by the RF are almost as good as those obtained by OVALS. These results prove that OVALS2 is suitable for operational numerical oceanic forecasting.展开更多
The pull test is a damaging detection method that fails to measure the actual length of a bolt.Thus,the ultrasonic echo is an important non?destructive testing method for bolt quality detection.In this research,the va...The pull test is a damaging detection method that fails to measure the actual length of a bolt.Thus,the ultrasonic echo is an important non?destructive testing method for bolt quality detection.In this research,the variational modal decomposition(VMD)method is introduced into the bolt detection signal analysis.On the basis of morphological filtering(MF)and the VMD method,a VMD?combined MF principle is established into a bolt detection signal analysis method(MF?VMD).MF?VMD is used to analyze the vibration and actual bolt detection signals of the simulation.Results show that MF?VMD effectively separates intrinsic mode function,even under strong interference.In comparison with conventional VMD method,the proposed method can remove noise interference.An intrinsic mode function of the field detection signal can be effectively identified by reflecting the signal at the bottom of the bolt.展开更多
This paper is focused on the state estimation problem for nonlinear systems with unknown statistics of measurement noise.Based on the cubature Kalman filter,we propose a new nonlinear filtering algorithm that employs ...This paper is focused on the state estimation problem for nonlinear systems with unknown statistics of measurement noise.Based on the cubature Kalman filter,we propose a new nonlinear filtering algorithm that employs a skew t distribution to characterize the asymmetry of the measurement noise.The system states and the statistics of skew t noise distribution,including the shape matrix,the scale matrix,and the degree of freedom(DOF)are estimated jointly by employing variational Bayesian(VB)inference.The proposed method is validated in a target tracking example.Results of the simulation indicate that the proposed nonlinear filter can perform satisfactorily in the presence of unknown statistics of measurement noise and outperform than the existing state-of-the-art nonlinear filters.展开更多
This work addresses the problem of estimating the states of nonlinear dynamic systems with sparse observations.We present a hybrid three-dimensional variation(3DVar) and particle piltering(PF) method,which combine...This work addresses the problem of estimating the states of nonlinear dynamic systems with sparse observations.We present a hybrid three-dimensional variation(3DVar) and particle piltering(PF) method,which combines the advantages of 3DVar and particle-based filters.By minimizing the cost function,this approach will produce a better proposal distribution of the state.Afterwards the stochastic resampling step in standard PF can be avoided through a deterministic scheme.The simulation results show that the performance of the new method is superior to the traditional ensemble Kalman filtering(EnKF) and the standard PF,especially in highly nonlinear systems.展开更多
This letter demonstrates the structure of the passive radar using TV signals. Because the TV signal is a kind of pseudoperiodic signal, the matched filtering of color TV signals would yield high sidelobes which cause ...This letter demonstrates the structure of the passive radar using TV signals. Because the TV signal is a kind of pseudoperiodic signal, the matched filtering of color TV signals would yield high sidelobes which cause the range ambiguity. To overcome this problem, the mismatched filter is proposed to suppress the correlation sidelobes of matched filtering of TV signals. By utilizing the iteration process, this method could achieve the required peak sidelobe level. The impacts of the noise and target movement on mismatched filtering are also analysed. Simulation results are included to demonstrate the effectiveness of the proposed technique.展开更多
A novel variational Bayesian inference based on adaptive cubature Kalman filter(VBACKF)algorithm is proposed for the problem of state estimation in a target tracking system with time-varying measurement noise and rand...A novel variational Bayesian inference based on adaptive cubature Kalman filter(VBACKF)algorithm is proposed for the problem of state estimation in a target tracking system with time-varying measurement noise and random measurement losses.Firstly,the Inverse-Wishart(IW)distribution is chosen to model the covariance matrix of time-varying measurement noise in the cubature Kalman filter framework.Secondly,the Bernoulli random variable is introduced as the judgement factor of the measurement losses,and the Beta distribution is selected as the conjugate prior distribution of measurement loss probability to ensure that the posterior distribution and prior distribution have the same function form.Finally,the joint posterior probability density function of the estimated variables is approximately decoupled by the variational Bayesian inference,and the fixed-point iteration approach is used to update the estimated variables.The simulation results show that the proposed VBACKF algorithm considers the comprehensive effects of system nonlinearity,time-varying measurement noise and unknown measurement loss probability,moreover,effectively improves the accuracy of target state estimation in complex scene.展开更多
A compressive near-field millimeter wave(MMW)imaging algorithm is proposed.From the compressed sensing(CS)theory,the compressive near-field MMW imaging process can be considered to reconstruct an image from the under-...A compressive near-field millimeter wave(MMW)imaging algorithm is proposed.From the compressed sensing(CS)theory,the compressive near-field MMW imaging process can be considered to reconstruct an image from the under-sampled sparse data.The Gini index(GI)has been founded that it is the only sparsity measure that has all sparsity attributes that are called Robin Hood,Scaling,Rising Tide,Cloning,Bill Gates,and Babies.By combining the total variation(TV)operator,the GI-TV mixed regularization introduced compressive near-field MMW imaging model is proposed.In addition,the corresponding algorithm based on a primal-dual framework is also proposed.Experimental results demonstrate that the proposed GI-TV mixed regularization algorithm has superior convergence and stability performance compared with the widely used l1-TV mixed regularization algorithm.展开更多
为降低实际应用中由强未知干扰和仪器故障对观测造成的影响,减轻随机和未建模干扰对系统的侵蚀,从而提升系统在非高斯噪声环境下的状态估计精度,提高滤波器的鲁棒性能,提出了一种基于高斯-重尾切换分布的鲁棒卡尔曼滤波器(Gaussian-heav...为降低实际应用中由强未知干扰和仪器故障对观测造成的影响,减轻随机和未建模干扰对系统的侵蚀,从而提升系统在非高斯噪声环境下的状态估计精度,提高滤波器的鲁棒性能,提出了一种基于高斯-重尾切换分布的鲁棒卡尔曼滤波器(Gaussian-heavy-tailed switching distribution based robust Kalman filter,GHTSRKF)。首先,通过自适应学习高斯分布和一种重尾分布之间的切换概率将噪声建模为GHTS(Gaussian-heavy-tailed switching)分布,所设计的GHTS分布可以通过在线调整高斯分布和新的重尾分布之间的切换概率来对非平稳重尾噪声进行建模,具有虚拟协方差的高斯分布用于处理协方差矩阵不准确的高斯噪声。其次,引入两个分别服从Categorical分布与伯努利分布的辅助参数将GHTS分布表示为一个分层高斯形式,进一步利用变分贝叶斯方法推导了GHTSRKF。最后,利用一个仿真场景对几种不同的RKFs(robust Kalman filters)进行了对比验证。结果表明,所提出的GHTSRKF算法的估计精度对初始状态的选取不敏感,精度优于其他RKFs,它的RMSEs最接近噪声信息准确的KFTNC(KF with true noise covariances)的RMSEs(root mean square errors),且当系统与量测噪声是未知时变高斯噪声时,相比于现有的滤波器,GHTSRKF具有更好的估计性能,从而验证了GHTSRKF的有效性。展开更多
基金The National Key Research and Development Program of China under contract No.2023YFC3107701the National Natural Science Foundation of China under contract No.42375143.
文摘To effectively extract multi-scale information from observation data and improve computational efficiency,a multi-scale second-order autoregressive recursive filter(MSRF)method is designed.The second-order autoregressive filter used in this study has been attempted to replace the traditional first-order recursive filter used in spatial multi-scale recursive filter(SMRF)method.The experimental results indicate that the MSRF scheme successfully extracts various scale information resolved by observations.Moreover,compared with the SMRF scheme,the MSRF scheme improves computational accuracy and efficiency to some extent.The MSRF scheme can not only propagate to a longer distance without the attenuation of innovation,but also reduce the mean absolute deviation between the reconstructed sea ice concentration results and observations reduced by about 3.2%compared to the SMRF scheme.On the other hand,compared with traditional first-order recursive filters using in the SMRF scheme that multiple filters are executed,the MSRF scheme only needs to perform two filter processes in one iteration,greatly improving filtering efficiency.In the two-dimensional experiment of sea ice concentration,the calculation time of the MSRF scheme is only 1/7 of that of SMRF scheme.This means that the MSRF scheme can achieve better performance with less computational cost,which is of great significance for further application in real-time ocean or sea ice data assimilation systems in the future.
基金sponsored by the U.S. National Science Foundation (Grant No.ATM0205599)the U.S. Offce of Navy Research under Grant N000140410471Dr. James A. Hansen was partially supported by US Offce of Naval Research (Grant No. N00014-06-1-0500)
文摘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.
基金supported by the Chinese Academy of Science(Contract No. KZCX2-YW-202)the 973 Pro-gram (Grant No. 2006CB403606)the National Natural Science Foundation of China (Grant Nos. 40606008,40776011)
文摘In order to improve the efficiency of the Ocean Variational Assimilation System (OVALS), which has been widely used in various applications, an improved OVALS (OVALS2) is developed based on the recursive filter (RF) algorithm. The first advantage of OVALS2 is that memory storage can be substantially reduced in practice because it implicitly computes the background error covariance matrix; the second advantage is that there is no inversion of the background error covariance by preconditioning the control variable. For comparing the effectiveness between OVALS2 and OVALS, a set of experiments was implemented by assimilating expendable bathythermograph (XBT) and ARGO data into the Tropical Pacific circulation model. The results show that the efficiency of OVALS2 is much higher than that of OVALS. The computational time and the computer storage in the assimilation process were reduced by 83% and 77%, respectively. Additionally, the corresponding results produced by the RF are almost as good as those obtained by OVALS. These results prove that OVALS2 is suitable for operational numerical oceanic forecasting.
基金supported by the Key Project of the National Natural Science Foundation of China (No.51739006)the Open Research Fund of the Fundamental Science on Radioactive Geology and Exploration Technology Laboratory (No.RGET1502)+1 种基金the Open Research Fund of Hubei Key Laboratory of Intelligent Vision Based Monitoring for Hydroelectric Engineering (No.2017SDSJ05)the Project of the Hubei Foundation for Innovative Research Groups (No.2015CFA025)
文摘The pull test is a damaging detection method that fails to measure the actual length of a bolt.Thus,the ultrasonic echo is an important non?destructive testing method for bolt quality detection.In this research,the variational modal decomposition(VMD)method is introduced into the bolt detection signal analysis.On the basis of morphological filtering(MF)and the VMD method,a VMD?combined MF principle is established into a bolt detection signal analysis method(MF?VMD).MF?VMD is used to analyze the vibration and actual bolt detection signals of the simulation.Results show that MF?VMD effectively separates intrinsic mode function,even under strong interference.In comparison with conventional VMD method,the proposed method can remove noise interference.An intrinsic mode function of the field detection signal can be effectively identified by reflecting the signal at the bottom of the bolt.
基金This work was supported in part by National Natural Science Foundation of China under Grants 62103167 and 61833007in part by the Natural Science Foundation of Jiangsu Province under Grant BK20210451.
文摘This paper is focused on the state estimation problem for nonlinear systems with unknown statistics of measurement noise.Based on the cubature Kalman filter,we propose a new nonlinear filtering algorithm that employs a skew t distribution to characterize the asymmetry of the measurement noise.The system states and the statistics of skew t noise distribution,including the shape matrix,the scale matrix,and the degree of freedom(DOF)are estimated jointly by employing variational Bayesian(VB)inference.The proposed method is validated in a target tracking example.Results of the simulation indicate that the proposed nonlinear filter can perform satisfactorily in the presence of unknown statistics of measurement noise and outperform than the existing state-of-the-art nonlinear filters.
基金Project supported by the National Natural Science Foundation of China (Grant No. 41105063)
文摘This work addresses the problem of estimating the states of nonlinear dynamic systems with sparse observations.We present a hybrid three-dimensional variation(3DVar) and particle piltering(PF) method,which combines the advantages of 3DVar and particle-based filters.By minimizing the cost function,this approach will produce a better proposal distribution of the state.Afterwards the stochastic resampling step in standard PF can be avoided through a deterministic scheme.The simulation results show that the performance of the new method is superior to the traditional ensemble Kalman filtering(EnKF) and the standard PF,especially in highly nonlinear systems.
文摘This letter demonstrates the structure of the passive radar using TV signals. Because the TV signal is a kind of pseudoperiodic signal, the matched filtering of color TV signals would yield high sidelobes which cause the range ambiguity. To overcome this problem, the mismatched filter is proposed to suppress the correlation sidelobes of matched filtering of TV signals. By utilizing the iteration process, this method could achieve the required peak sidelobe level. The impacts of the noise and target movement on mismatched filtering are also analysed. Simulation results are included to demonstrate the effectiveness of the proposed technique.
基金Supported by the National Natural Science Foundation of China(No.61976080)the Science and Technology Key Project of Science and TechnologyDepartment of Henan Province(No.212102310298)+1 种基金the Academic Degrees&Graduate Education Reform Project of Henan Province(No.2021SJGLX195Y)the Innovation and Quality Improvement Project for Graduate Education of Henan University(No.SYL20010101)。
文摘A novel variational Bayesian inference based on adaptive cubature Kalman filter(VBACKF)algorithm is proposed for the problem of state estimation in a target tracking system with time-varying measurement noise and random measurement losses.Firstly,the Inverse-Wishart(IW)distribution is chosen to model the covariance matrix of time-varying measurement noise in the cubature Kalman filter framework.Secondly,the Bernoulli random variable is introduced as the judgement factor of the measurement losses,and the Beta distribution is selected as the conjugate prior distribution of measurement loss probability to ensure that the posterior distribution and prior distribution have the same function form.Finally,the joint posterior probability density function of the estimated variables is approximately decoupled by the variational Bayesian inference,and the fixed-point iteration approach is used to update the estimated variables.The simulation results show that the proposed VBACKF algorithm considers the comprehensive effects of system nonlinearity,time-varying measurement noise and unknown measurement loss probability,moreover,effectively improves the accuracy of target state estimation in complex scene.
基金supported in part by the National Natural Science Foundation of China under Grants No.62027803,No.61601096,No.61971111,No.61801089,and No.61701095in part by the Science and Technology Program under Grants No.8091C24,No.80904020405,No.2021JCJQJJ0949,and No.2022JCJQJJ0784in part by Industrial Technology Development Program under Grant No.2020110C041.
文摘A compressive near-field millimeter wave(MMW)imaging algorithm is proposed.From the compressed sensing(CS)theory,the compressive near-field MMW imaging process can be considered to reconstruct an image from the under-sampled sparse data.The Gini index(GI)has been founded that it is the only sparsity measure that has all sparsity attributes that are called Robin Hood,Scaling,Rising Tide,Cloning,Bill Gates,and Babies.By combining the total variation(TV)operator,the GI-TV mixed regularization introduced compressive near-field MMW imaging model is proposed.In addition,the corresponding algorithm based on a primal-dual framework is also proposed.Experimental results demonstrate that the proposed GI-TV mixed regularization algorithm has superior convergence and stability performance compared with the widely used l1-TV mixed regularization algorithm.
文摘为降低实际应用中由强未知干扰和仪器故障对观测造成的影响,减轻随机和未建模干扰对系统的侵蚀,从而提升系统在非高斯噪声环境下的状态估计精度,提高滤波器的鲁棒性能,提出了一种基于高斯-重尾切换分布的鲁棒卡尔曼滤波器(Gaussian-heavy-tailed switching distribution based robust Kalman filter,GHTSRKF)。首先,通过自适应学习高斯分布和一种重尾分布之间的切换概率将噪声建模为GHTS(Gaussian-heavy-tailed switching)分布,所设计的GHTS分布可以通过在线调整高斯分布和新的重尾分布之间的切换概率来对非平稳重尾噪声进行建模,具有虚拟协方差的高斯分布用于处理协方差矩阵不准确的高斯噪声。其次,引入两个分别服从Categorical分布与伯努利分布的辅助参数将GHTS分布表示为一个分层高斯形式,进一步利用变分贝叶斯方法推导了GHTSRKF。最后,利用一个仿真场景对几种不同的RKFs(robust Kalman filters)进行了对比验证。结果表明,所提出的GHTSRKF算法的估计精度对初始状态的选取不敏感,精度优于其他RKFs,它的RMSEs最接近噪声信息准确的KFTNC(KF with true noise covariances)的RMSEs(root mean square errors),且当系统与量测噪声是未知时变高斯噪声时,相比于现有的滤波器,GHTSRKF具有更好的估计性能,从而验证了GHTSRKF的有效性。