自适应序贯抗差估计

对含有粗差的观测值和先验参数,通过构造与它们的实际精度相适应的等价权矩阵的方式,采用双因子等价权原理,建立自适应M-M序贯抗差估计解式,并用实例验证其效果。     

基于双因子抗差卡尔曼滤波在动态导航中的应用

针对动态导航卡尔曼（Kalman）滤波的异常扰动影响问题,根据观测量中的粗差对状态向量滤波值的影响规律,引入了双因子算法,导出基于预报残差的抗差卡尔曼滤波模型,该模型具有良好的抗差性,利用实测数据加模拟粗差进行验证,结果表明：抗差卡尔曼滤波可以很好的控制状态对滤波估值的影响,精度相对于标准卡尔曼滤波有明显的提高。     

Sage-Husa随机加权无迹卡尔曼滤波及其在导航中的应用

在吸收Sage-Husa滤波和无迹卡尔曼滤波优点的基础上,利用随机加权估计算法将传统的定义在线性系统上的Sage-Husa噪声估计器推广到非线性系统中,提出一种非线性Sage-Husa随机加权无迹卡尔曼滤波算法。该算法首先利用Sage滤波的开窗平滑方法求得观测残差向量和新息(预测残差)向量的协方差阵;然后用随机加权自适应因子对观测残差和预测残差进行调节;最后对状态预报向量的协方差矩阵进行自适应随机加权估计,以控制观测残差和预测残差对导航精度的影响。计算结果表明,提出的非线性Sage-Husa随机加权无迹卡尔曼滤波算法,滤波精度明显优于无迹卡尔曼滤波和自适应无迹卡尔曼滤波算法,能够提高组合导航的解算精度。     

GPS/GALLIEO导航系统的抗差EKF模型研究

首先给出扩展卡尔曼滤波(Extended Kalman Filter,EKF)的原理,通过分析粗差在EKF模型中传递特性,给出新的抗差EKF模型。模型根据多余观测分量及预测残差统计,构造抗差等价增益矩阵,通过迭带给出GNSS抗差导航解。为提高模型在动态导航应用中的效率,文章结合统计模型,仅对存在粗差的观测历元进行抗差估计,进一步提高模型实时运行效率。并模拟GPS/Galileo多卫星导航星座及接收机平台的动态轨迹。采用加速度导航方程验证本文模型,并对不同模型运行的时间进行比较。结果表明在粗差存在的情况下,本文模型仍能正确导航,并且改进后的模型能明显提高实时导航的效率。     

基于抗差EKF的GNSS/INS紧组合算法研究

提出了GNSS/INS紧组合导航的抗差EKF算法,采用21状态GNSS/INS紧组合状态方程,根据多余观测分量及预测残差统计构造抗差等价增益矩阵,建立抗差EKF算法,通过迭代给出GNSS/INS组合导航的抗差解,并开发GNSS/INS紧组合导航模拟平台,通过对观测值加入单粗差、多粗差及缓慢增长三类误差,测试本文算法对不同粗差的抑制能力。分析表明,抗差EKF可以将三类粗差抑制在相应观测值的残差中,达到削弱其对状态参数估计的影响。本文算例证明,抗差EKF算法可将导航解的误差精度从dm级提高为cm级甚至mm级,导航精度及可靠性得到明显提高。     

相关观测抗差估计方案的比较分析

针对相关观测,基于敏感度分析的角度,利用学生化局部敏感度指标,并以此来确定抗差估计等价权。与此同时,将基于学生化残差确定等价权的抗差估计从独立观测推广到相关观测。最后将由t统计量和τ统计量确定等价权函数的抗差估计进行了Monte Carlo模拟比较分析。结果表明,基于学生化残差的抗差估计方案基本不具有抵御粗差影响的能力;而利用学生化局部敏感度指标的抗差估计能够有效抵御粗差的影响,但不稳定。这说明其在特定情形并不具有较强的抗差功效。     

基于丹麦法计算权因子的GPS高程拟合方法研究

针对GPS高程拟合这一问题,介绍了等值线法、解析拟合法等传统GPS高程拟合方法,并选用丹麦法计算权因子,构造等价权矩阵,结合总体最小二乘法抵抗粗差点对GPS高程拟合结果的影响。结果表明:等值线法与其它两种方法对不含粗差的等精度观测数据拟合的效果相当;基于丹麦法计算权因子的抗差总体最小二乘法对不等精度观测数据的偶然误差处理效果更佳,且通过权因子可以有效处理粗差点对高程拟合的影响,拟合效果更佳。      

GPS/Doppler导航随机模型的移动窗口实时估计算法

引进时间遗忘因子和观测冗余度因子,有效地平衡移动窗口内不同时刻的观测数据及其冗余情况对单位权方差估值的贡献,改进单位权方差的移动开窗实时估计算法.采用载噪比模型确定观测权阵,等价权抗差估计方法处理粗差.实测车载GPS/Doppler数据的处理结果表明:采用本文算法显著提高GPS/Doppler的导航精度与可靠性.     

基于等价方差-协方差的粗差探测敏感度分析及实现

选权迭代法在面对独立观测量中的粗差时能够表现出良好的探测效果,但由于其只是一种基于独立观测值的稳健估计法,没有考虑到观测值之间的相关性[1]。而现有的等价权函数虽然都满足稳健估计的要求,但由于所构造的等价权阵不对称,使得最后平差结果严重偏离实际情况。本文介绍在传统稳健估计的基础上,在定权时充分考虑相关观测值之间相关性的不变性,构造对称的方差—协方差阵不断扩大,并通过VB进行编程及实例分析,发现该方法对粗差的敏感度非常强,探测精度很高。     

Helmert方差分量估计的粗差检验与抗差解

当观测值中含有粗差时，检验表明Helmert方差分量估计结果同样含有粗差，且粗差还可能会发生转移，为有效地抵制粗差和随机模型差的互相影响，指出了发生这一转移的原因，介绍了基于双因子等价权的抗差估计，并针对相关Helmert方差分量估计抗差解求解过程中容易出现的法矩阵0值溢出问题，提出了改进方法。     

有色噪声作用下的抗差卡尔曼滤波

根据用GPS载波相位三差观测量进行动态定位或精密导航的需求,推导了动态噪声、观测噪声为有色噪声的抗差卡尔曼滤波公式。白噪声的抗差卡尔曼滤波是有色噪声的抗差卡尔曼滤波的特例,有色噪声的抗差卡尔曼滤波为白噪声的抗差卡尔曼滤波的推广。     

基于移动开窗法协方差估计和方差分量估计的自适应滤波

基于移动窗口协方差估计和方差分量估计，提出了一种新的自适应Kalman滤波技术。计算结果证实，该方法能有效地控制观测异常和载体状态扰动异常对动态系统参数估值的影响。     

Robust Kalman filtering based on Mahalanobis distance as outlier judging criterion

A robust Kalman filter scheme is proposed to resist the influence of the outliers in the observations. Two kinds of observation error are studied, i.e., the outliers in the actual observations and the heavy-tailed distribution of the observation noise. Either of the two kinds of errors can seriously degrade the performance of the standard Kalman filter. In the proposed method, a judging index is defined as the square of the Mahalanobis distance from the observation to its prediction. By assuming that the observation is Gaussian distributed with the mean and covariance being the observation prediction and its associate covariance, the judging index should be Chi-square distributed with the dimension of the observation vector as the degree of freedom. Hypothesis test is performed to the actual observation by treating the above Gaussian distribution as the null hypothesis and the judging index as the test statistic. If the null hypothesis should be rejected, it is concluded that outliers exist in the observations. In the presence of outliers scaling factors can be introduced to rescale the covariance of the observation noise or of the innovation vector, both resulting in a decreased filter gain. And the scaling factors can be solved using the Newton’s iterative method or in an analytical manner. The harmful influence of either of the two kinds of errors can be effectively resisted in the proposed method, so robustness can be achieved. Moreover, as the number of iterations needed in the iterative method may be rather large, the analytically calculated scaling factor should be preferred.     

基于渐消因子的改进Kalman滤波时间尺度估计算法

Kalman滤波时间尺度算法是一种实时的原子钟状态估计方法,在守时实验室具有重要实用价值。由于原子钟状态模型误差估计存在偏差,Kalman滤波时间尺度算法中状态估计可能出现相应异常扰动,应当对状态模型误差进行实时控制。对此,引入基于渐消因子的改进Kalman滤波时间尺度算法。对状态预测协方差矩阵引入渐消因子,利用统计量实时计算渐消因子的量值,控制状态预测协方差阵的增长,降低了原子钟状态估计的扰动。实验结果表明,相比于标准Kalman滤波时间尺度算法和基于预测残差构造自适应因子的Kalman滤波算法,基于渐消因子的改进Kalman滤波时间尺度算法能够提高原子钟状态估计的准确度,改进时间尺度的稳定度。     

Robust adaptive filter for shipborne kinematic positioning and velocity determination during the Baltic Sea experiment

Information on trajectory and attitude is essential for analyzing gravimetric data collected on kinematic platforms. Usually, a Kalman filter is used to obtain high-accuracy positional and velocity information. However, this can be affected by measurement outliers and by state disturbances that occur frequently under a fast-changing environment. To overcome these problems, a robust adaptive Kalman filtering algorithm is applied for state estimates, which introduces an equivalent weight to resist measurement outliers and an optimal adaptive factor to balance the contributions of the kinematic model information and the measurements. In addition to the conventional robust estimator, an improved Current Statistical (CS) model is proposed. The improved CS model adopts a variance adaptive learning algorithm, and it can perform self-adaptation of acceleration variance with the innovation information; thus, it can overcome the shortcoming of lower tracking accuracy and avoid setting the maximum acceleration. Following a gravimetry campaign on the Baltic Sea, it is shown in theory and in practice that the robust adaptive Kalman filter is not only simple in its calculation but also more reliable in controlling the colored observation noise and kinematic state disturbance compared with the classical Kalman filter. The improved CS model performs best, especially when analyzing the positioning errors at the turns due to the target maneuvering. Compared to the CS model, the RMS values of the positional estimates derived from the improved CS model decrease by almost 30% in the horizontal direction, and no significant improvement in the vertical direction is found.     

大地测量相关观测抗差估计理论

相关观测异常诊断、质量控制是测量数据处理领域亟待解决的难题之一。分别从方差膨胀模型和相关权元素压缩模型入手研究了相关观测的质量控制理论和方法；给出了误差影响函数；构造了方差膨胀函数和权因子收缩函数；利用观测量的等价协方差阵和等价权矩阵讨论了相关观测质量控制的计算方法。该等价协方差矩阵和等价权矩阵不仅保持了原有协方差矩阵和权矩阵的对称性，而且保持了原有协方差矩阵的相关性不变。计算结果表明异常观测的方差膨胀法和等价权法能有效地控制异常观测对参数估值的影响。     

观测值含有粗差的抗差粒子滤波算法

作为非线性滤波的代表,粒子滤波得到广泛应用。该算法通过随机生成的具有权重的样本（粒子）来计算后验概率密度。其中赋权的过程需要综合系统信息和观测信息,当观测值含有粗差时,会使粒子错误赋权影响滤波结果。提出一种新的基于抗差估计的抗差粒子滤波算法,通过计算粒子等价权,抑制观测值粗差的影响。模拟计算分析表明,当观测值含有粗差时,与标准粒子滤波相比,该方法能有效提高滤波精度。     

自适应渐消卡尔曼滤波及其在SINS初始对准中的应用

卡尔曼滤波常常被用于惯性导航系统初始对准算法,其使用前提是对系统状态进行建模,从而得到比较准确的系统噪声和观测噪声统计特性。在模型失配和观测噪声干扰的情况下,常规卡尔曼滤波会出现精度下降甚至发散,从而影响初始对准精度。针对这一问题,提出了一种新型渐消卡尔曼滤波算法,引入了多重渐消因子对预测误差协方差阵进行调整,设计了基于新息向量统计特性的滤波状态χ2检验条件,使渐消因子的引入时机更加合理,算法的自适应性得到增强。将改进的卡尔曼滤波算法应用到惯性导航系统的初始对准问题中,仿真试验和实测数据试验结果表明,与常规渐消因子滤波算法相比,新算法可以有效提高滤波精度及鲁棒性。     

Adaptive estimation of multiple fading factors in Kalman filter for navigation applications

Kalman filter is the most frequently used algorithm in navigation applications. A conventional Kalman filter (CKF) assumes that the statistics of the system noise are given. As long as the noise characteristics are correctly known, the filter will produce optimal estimates for system states. However, the system noise characteristics are not always exactly known, leading to degradation in filter performance. Under some extreme conditions, incorrectly specified system noise characteristics may even cause instability and divergence. Many researchers have proposed to introduce a fading factor into the Kalman filtering to keep the filter stable. Accordingly various adaptive Kalman filters are developed to estimate the fading factor. However, the estimation of multiple fading factors is a very complicated, and yet still open problem. A new approach to adaptive estimation of multiple fading factors in the Kalman filter for navigation applications is presented in this paper. The proposed approach is based on the assumption that, under optimal estimation conditions, the residuals of the Kalman filter are Gaussian white noises with a zero mean. The fading factors are computed and then applied to the predicted covariance matrix, along with the statistical evaluation of the filter residuals using a Chi-square test. The approach is tested using both GPS standalone and integrated GPS/INS navigation systems. The results show that the proposed approach can significantly improve the filter performance and has the ability to restrain the filtering divergence even when system noise attributes are inaccurate.