Improved adaptive filter with application to relative navigation

An improved adaptive Kalman filter algorithm is presented to model error and process noise uncertainty. The adaptive algorithm for model error is obtained by using an upper bound for the state prediction covariance matrix. The process noise is estimated at each filter step by minimizing a criterion function, which was determined by measurement prediction. A recursive algorithm is provided for solving the criterion function. The proposed adaptive filter algorithm was successfully implemented in GPS relative navigation for spacecraft formation flying in high earth orbits with real orbit perturbations. Software simulation results indicated that the proposed adaptive filter performed better in robustness and accuracy compared with previous adaptive algorithms.     

函数模型误差弹性自适应滤波修正

多源导航信息融合过程中,观测模型和动力学模型随时间和空间变化复杂,高精度的动态载体导航与定位需要观测模型和动力学模型具有准实时或实时修正的能力。针对包含观测模型误差以及动力学模型误差的滤波系统,提出了一种基于信息滤波的弹性自适应滤波算法。所提算法以不含模型误差的标准信息滤波器为主滤波器,分别构造了观测函数模型及动力学函数模型误差补偿滤波器,对两类模型误差进行补偿。所提方法强调模型补偿项的弹性自适应估计和状态参数的弹性组合,提高了时变模型误差估计的稳定性。半物理仿真实验结果表明,基于函数模型补偿的弹性自适应滤波算法可以有效地估计观测模型和载体动力学模型误差项,水下拖体的三维位置偏差在0.2 m以内,两类模型误差的影响基本消除,明显提高了载体动态参数的估计精度。     

An iteratively reweighted least-squares approach to adaptive robust adjustment of parameters in linear regression models with autoregressive and <Emphasis Type="Italic">t</Emphasis>-distributed deviations

In this paper, we investigate a linear regression time series model of possibly outlier-afflicted observations and autocorrelated random deviations. This colored noise is represented by a covariance-stationary autoregressive (AR) process, in which the independent error components follow a scaled (Student’s) t-distribution. This error model allows for the stochastic modeling of multiple outliers and for an adaptive robust maximum likelihood (ML) estimation of the unknown regression and AR coefficients, the scale parameter, and the degree of freedom of the t-distribution. This approach is meant to be an extension of known estimators, which tend to focus only on the regression model, or on the AR error model, or on normally distributed errors. For the purpose of ML estimation, we derive an expectation conditional maximization either algorithm, which leads to an easy-to-implement version of iteratively reweighted least squares. The estimation performance of the algorithm is evaluated via Monte Carlo simulations for a Fourier as well as a spline model in connection with AR colored noise models of different orders and with three different sampling distributions generating the white noise components. We apply the algorithm to a vibration dataset recorded by a high-accuracy, single-axis accelerometer, focusing on the evaluation of the estimated AR colored noise model.     

自适应抗差KF-UKF的超宽带导航定位方法

针对超宽带导航定位中量测信息异常误差和非线性滤波问题,该文提出了一种基于自适应抗差卡尔曼滤波-无迹卡尔曼滤波(KF-UKF)的超宽带导航定位算法。该算法首先利用卡尔曼滤波计算预测状态向量及其协方差矩阵,利用无迹卡尔曼滤波进行量测更新;然后利用先验阈值和预测残差构建量测噪声的抗差协方差矩阵,以减少量测信息异常误差的影响,同时利用自适应因子对算法进行调节和修正。结果表明,该算法能有效地抑制并消除超宽带测距中量测信息异常误差的影响,能有效地处理状态模型误差的影响,提高超宽带导航定位的精度和稳定性,同时拥有比无迹卡尔曼滤波算法更高的计算效率。     

Adaptive GPS/INS integration for relative navigation

Relative navigation based on GPS receivers and inertial measurement units is required in many applications including formation flying, collision avoidance, cooperative positioning, and accident monitoring. Since sensors are mounted on different vehicles which are moving independently, sensor errors are more variable in relative navigation than in single-vehicle navigation due to different vehicle dynamics and signal environments. In order to improve the robustness against sensor error variability in relative navigation, we present an efficient adaptive GPS/INS integration method. In the proposed method, the covariances of GPS and inertial measurements are estimated separately by the innovations of two fundamentally different filters. One is the position-domain carrier-smoothed-code filter and the other is the velocity-aided Kalman filter. By the proposed two-filter adaptive estimation method, the covariance estimation of the two sensors can be isolated effectively since each filter estimates its own measurement noise. Simulation and experimental results demonstrate that the proposed method improves relative navigation accuracy by appropriate noise covariance estimation.     

多场景下的行人步频自适应检测方法

针对步频检测中容易出现步数过计、错计等问题影响行人航迹推算(PDR)室内定位精度,提出一种自适应步频检测算法.由于智能手机内置加速度传感器直接采集得到的数据存在大量干扰噪声,提出一种组合滤波去噪方法,即将加速度数据依次通过赫尔指数移动平均法、卡尔曼滤波(KF)和低通滤波的预处理滤波组合去除噪声.然后在不同场景下,如上下...     

神经网络辅助的GPS/INS组合导航自适应UKF算法

GPS/INS组合导航非线性系统最优估计算法中,基于统计信息和假设检验理论的多渐消因子自适应滤波算法的应用前提条件是残差向量为高斯白噪声。本文针对观测异常会影响残差向量的数字特性分布,提出了一种神经网络辅助的多重渐消因子自适应SVD-UKF算法。该算法采用神经网络算法削弱观测异常对残差序列高斯白噪声分布特性的影响,利用奇异值分解抑制UKF中先验协方差矩阵负定性变化,同时构造多重渐消因子对预测状态协方差阵进行调整,使得不同的滤波通道具有不同的调节能力,高效地应用于多变量复杂系统。最后利用车载实测数据进行了验证。结果表明,神经网络算法极大削弱了观测粗差对残差序列高斯白噪声分布特性的影响,拓展了多重渐消因子的应用范围,使其能在观测值含有粗差的条件下自适应调节不同滤波通道,消除滤波状态中的异常,提高组合导航解的精度和可靠性。     

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.     

常加速度模型的简化自协方差最小二乘法

“当前”统计模型自适应算法并非真正意义上的自适应目标跟踪算法,其性能与其中关键参数的选择有着直接的关系。本文以常加速度模型对机动载体进行建模,顾及其状态噪声协方差矩阵满足特定结构,提出了简化的自协方差最小二乘噪声协方差估计方法,该方法通过建立新息的相关函数序列与未知噪声协方差矩阵间的函数模型,并结合最小二乘法进行噪声协方差估计。数值仿真结果表明,当载体进行阶跃加速度运动或变加速度运动时,本文所提方法的目标跟踪精度均优于“当前”统计模型自适应算法。     

噪声的分布层次分析及其自适应滤波算法

基于对噪声模型的分析 ,提出了两种自适应中值滤波器算法 :(1)对于消除噪声密度较大的脉冲干扰 ,提出了基于剩余脉冲检测的自适应中值滤波器算法 (AMF1) ,通过对滤波器输出是否存在剩余噪声的检测来决定采用的滤波器窗口尺寸 ,从而有效滤除脉冲干扰 ;(2 )对于消除的一定宽度的脉冲干扰 ,则提出了基于脉冲宽度检测的自适应中值滤波器算法 (AMF2 ) ,通过决定干扰脉冲的宽度来确定滤波器窗口的大小 ,从而有效去除较宽的干扰脉冲。通过对实际图像的测试 ,表明提出的算法运算结果优于标准中值滤波器的输出结果     

基于状态矩阵卡尔曼滤波的姿态估计算法研究

设计一种组合GPS／速率陀螺定姿系统。系统以方向余弦矩阵表示姿态,建立GPS／速率陀螺组合状态模型和观测模型。结合kalman滤波算法,提出一种状态矩阵卡尔曼滤波（StateMatrixKalmanKilter,SMKF）姿态估计算法,并采用拉格朗日算法对姿态矩阵进行正交化约束。与传统的基于四元数的扩展卡尔曼滤波（EKF）算法相比,基于方向余弦矩阵的姿态系统状态方程与测量方程均为线性方程,无需线性化处理,对初始姿态误差更具有较好的鲁棒性。数值仿真表明,该方法具有精度高和稳定性强等优点。     

基于衰减因子的虚拟应答器信息融合方法研究

针对虚拟应答器(VB)信息融合时使用Kalman滤波易出现滤波发散的问题,提出了基于改进Sage-Husa自适应滤波算法的信息融合方法. 首先采用自适应滤波动态调节噪声统计特性参数,抑制滤波发散,在预测误差方差矩阵中引入衰减因子,减小陈旧数据的影响进而提高滤波精度,最后进行仿真实验,将所提出的滤波算法与Kalman滤波和Sage-Husa自适应滤波在VB的位置误差和速度误差上进行对比. 仿真结果证明:在相同的时间内,本文所述算法在VB的定位误差上具有显著优势,具有较好地稳定性.      

顾及有色噪声的光纤陀螺随机噪声自适应滤波方法

作为光纤陀螺误差的重要组成部分,随机噪声严重影响着光纤陀螺的精度,对光纤陀螺随机噪声进行准确建模和补偿是提升陀螺精度的有效方式。本文针对光纤陀螺随机噪声的复杂性,难以对其进行精确分析,ARIMA （auto-regressive moving average）模型Kalman滤波中有色噪声不能使用状态扩充法建模的问题,扩展了Harvey方程,实现有色噪声白化。同时,考虑先验噪声的不确定性以及模型参数在线更新导致的参数与状态噪声相互耦合,分析了动态Allan方差估计量测噪声的不足,使用VBAKF （variational Bayesian adaptive Kalman filter）实时修正滤波状态噪声与量测噪声。试验表明,Harvey法较传统滤波建模方式,随机噪声序列方差降低40%,Harvey法结合VBAKF使序列方差降低了54%;VBAKF较动态Allan方差,可以更好地估计量测噪声。结果表明,此方法可有效抑制随机噪声Kalman滤波中有色噪声和随机模型不准确的影响,提高随机误差补偿精度。     

融合小波变换和自适应Kalman滤波在GPS监测中的应用研究

针对自适应卡尔曼滤波只适用于滤除高斯分布的白噪声,本文提出了融合小波变换和自适应卡尔曼滤波的算法。该算法利用小波变换的多尺度分解,将GPS高频的监测时间序列进行多层分解,重构出新的GPS监测时间序列,将其作为新的自适应卡尔曼滤波初始值,进行滤波处理。将融合算法的滤波结果与单一的自适应卡尔曼滤波结果进行对比分析,结果表明融合算法的滤波效果较为显著。同时,对融合算法滤除的噪声信息进行统计分析,结果表明融合算法滤除的噪声符合正态分布,进一步说明了该融合算法的有效性,为GPS的高频率、高精度的监测提供了技术支持。     

Using a Grid-Based Filter to Solve InSAR Phase Unwrapping

This letter presents a phase-unwrapping (PU) algorithm for synthetic aperture radar interferometry based on a grid-based filter. The proposed PU algorithm, which is based on state-space techniques, simultaneously performs noise filtering and PU. The formulation of this technique provides independence from noise statistics and is not constrained by the nonlinearity of the problem. Results obtained with synthetic data show a significant improvement with respect to other conventional PU algorithms in some situations.     

动力学模型自适应滤波算法研究

在全球导航卫星系统（global navigation satellite system,GNSS）动态测量中,常采用Kalman滤波进行导航解算。但是,载体运动的不规则性经常会导致动力学模型偏差增大,从而出现定位精度下降的问题。针对此,在实时估计协同转弯模型（coordinated turn,CT）转弯率的基础上提出了两种减弱动力学模型偏差影响的自适应滤波算法。一种是实时估计转弯率的CT模型与改进的椭球约束方程相结合的滤波算法;另一种是通过对载体运动规律的分析,推导了实时估计转弯率的三维转弯模型,提出了一种三维转弯模型与新息向量构造的自适应因子相结合的自适应滤波算法。实验结果表明,这两种算法在不同的机动情况下都能较好地控制动力学模型误差的影响,其精度明显优于标准Kalman滤波和CT模型与常速度模型相结合的滤波算法。尤其是第二种算法,不仅通过自适应估计提高了动力学模型的精确性,还通过自适应因子进一步控制了动力学模型扰动的影响,显著提高了动态导航解的精度和可靠性。     

一种适用于动态变形测量的双频模糊度实时解算方法

设计了一种短基线情况下双差模糊度的实时解算方法,利用双频载波相位的两个长波组合φ-3,4和φ4,-5,通过坐标初始值约束和双频信号之间的相关关系,可快速求解模糊度,采用抗差自适应滤波来提高模糊度求解的可靠性及定位精度。该方法对监测点初始点位误差的要求可放宽至50cm,适合于变形幅度较大的动态监测系统。     

基于空域最小二乘法求解GOCE卫星重力场的模拟研究

本文论述了最小二乘过程中有色噪声的处理方法,提出使用AR模型对GOCE梯度观测值中的有色噪声进行时域滤波,数值模拟结果验证了该方法的有效性。利用数值模拟验证了直接求逆方法和PCCG法求解大型法方程的有效性,后者的效率远远高于前者。联合加入噪声（有色噪声和白噪声）的卫星重力梯度张量径向分量观测值Vzz和SST观测值,分别使用空域最小二乘法和SA方法恢复了180阶全球重力场模型,前者求解重力场模型的大地水准面和重力异常在180阶次的精度分别为3.01cm和0.75mGal,优于SA方法求解模型的精度。     

附有道路信息约束的自适应卡尔曼滤波在车载导航中的应用

基于车辆“当前”统计模型,利用自适应卡尔曼滤波对车载GPS动态数据进行了处理。将制约车辆运动的道路信息引入模型中,作为约束条件引入卡尔曼滤波方程。其思路是在原有滤波的基础上,利用道路信息约束条件对滤波方程中的一步预测值进行修正,以提高滤波结果的精度。实验结果表明,该算法具有实用意义。     

附加原子钟物理模型的PPP时间传递算法

传统精密单点定位(PPP)时间传递算法通常把接收机钟差当作相互独立的白噪声逐历元进行估计,而忽略了钟差参数历元间的相关性。针对这一问题,本文提出了一种附加原子钟物理模型的PPP时间传递算法。该算法通过利用Kalman滤波对高稳定度的原子钟钟差进行建模,拓展传统PPP时间传递模型中的接收机钟差参数,并给出了Kalman滤波过程噪声协方差和初始状态向量的确定方法。试验结果表明:该算法可以有效避免传统算法时间传递结果需要一定收敛时间的问题,使解算结果更加符合原子钟的物理特性,能够显著提高时间传递结果的精度和稳定性,可将单站时间传递精度平均提高58%,站间时间传递精度平均提高51%。