In this paper, the problem of cubature Kalman fusion filtering(CKFF) is addressed for multi-sensor systems under amplify-and-forward(AaF) relays. For the purpose of facilitating data transmission, AaF relays are utili...In this paper, the problem of cubature Kalman fusion filtering(CKFF) is addressed for multi-sensor systems under amplify-and-forward(AaF) relays. For the purpose of facilitating data transmission, AaF relays are utilized to regulate signal communication between sensors and filters. Here, the randomly varying channel parameters are represented by a set of stochastic variables whose occurring probabilities are permitted to exhibit bounded uncertainty. Employing the spherical-radial cubature principle, a local filter under AaF relays is initially constructed. This construction ensures and minimizes an upper bound of the filtering error covariance by designing an appropriate filter gain. Subsequently, the local filters are fused through the application of the covariance intersection fusion rule. Furthermore, the uniform boundedness of the filtering error covariance's upper bound is investigated through establishing certain sufficient conditions. The effectiveness of the proposed CKFF scheme is ultimately validated via a simulation experiment concentrating on a three-phase induction machine.展开更多
The purpose of this paper is to study a new strategy to construct embedded cubature formulae over two-dimensional regions. A new kind of embedded cubature formulae with some nodes along the selected algebraic curve is...The purpose of this paper is to study a new strategy to construct embedded cubature formulae over two-dimensional regions. A new kind of embedded cubature formulae with some nodes along the selected algebraic curve is constructed. Some examples on the unit disk are presented to illustrate the validity of this strategy.展开更多
The fading factor exerts a significant role in the strong tracking idea. However, traditional fading factor introduction method hinders the accuracy and robustness advantages of current strong-tracking-based nonlinear...The fading factor exerts a significant role in the strong tracking idea. However, traditional fading factor introduction method hinders the accuracy and robustness advantages of current strong-tracking-based nonlinear filtering algorithms such as Cubature Kalman Filter(CKF) since traditional fading factor introduction method only considers the first-order Taylor expansion. To this end, a new fading factor idea is suggested and introduced into the strong tracking CKF method.The new fading factor introduction method expanded the number of fading factors from one to two with reselected introduction positions. The relationship between the two fading factors as well as the general calculation method can be derived based on Taylor expansion. Obvious superiority of the newly suggested fading factor introduction method is demonstrated according to different nonlinearity of the measurement function. Equivalent calculation method can also be established while applied to CKF. Theoretical analysis shows that the strong tracking CKF can extract the thirdorder term information from the residual and thus realize second-order accuracy. After optimizing the strong tracking algorithm process, a Fast Strong Tracking CKF(FSTCKF) is finally established. Two simulation examples show that the novel FSTCKF improves the robustness of traditional CKF while minimizing the algorithm time complexity under various conditions.展开更多
The differential cubature solution to the problem of a Mindlin plate lying on the Winkler foundation with two simply supported edges and two clamped edges was derived.Discrete numerical technology and shape functions ...The differential cubature solution to the problem of a Mindlin plate lying on the Winkler foundation with two simply supported edges and two clamped edges was derived.Discrete numerical technology and shape functions were used to ensure that the solution is suitable to irregular shaped plates.Then,the mechanical model and the solution were employed to model the protection layer that isolates the mining stopes from sea water in Sanshandao gold mine,which is the first subsea mine of China.Furthermore,thickness optimizations for the protection layers above each stope were conducted based on the maximum principle stress criterion,and the linear relations between the best protection layer thickness and the stope area under different safety factors were regressed to guide the isolation design.The method presented in this work provides a practical way to quickly design the isolation layer thickness in subsea mining.展开更多
This paper is concerned with the adaptive robust cubature Kalman filtering problem for the case that the dynamics model error and the measurement model error exist simultaneously in the satellite attitude estimation s...This paper is concerned with the adaptive robust cubature Kalman filtering problem for the case that the dynamics model error and the measurement model error exist simultaneously in the satellite attitude estimation system. By using Hubel-based robust filtering methodology to correct the measurement covariance formulation of cubature Kalman filter, the proposed filtering algorithm could effectively suppress the measurement model error. To further enhance this effect and reduce the impact of the dynamics model error, two different adaptively robust filtering algorithms,one with the optimal adaptive factor based on the estimated covariance matrix of the predicted residuals and the other with multiple fading factors based on strong tracking algorithm, are developed and applied for the satellite attitude estimation. The quaternion is employed to represent the global attitude parameter, and three-dimensional generalized Rodrigues parameters are introduced to define the local attitude error. A multiplicative quaternion error is derived from the local attitude error to maintain quaternion normalization constraint in the filter. Simulation results indicate that the proposed novel algorithm could exhibit higher accuracy and faster convergence compared with the multiplicative extended Kalman filter, the unscented quaternion estimator, and the adaptive robust unscented Kalman filter.展开更多
In order to improve tracking accuracy when initial estimate is inaccurate or outliers exist,a bearings-only tracking approach called the robust range-parameterized cubature Kalman filter(RRPCKF)was proposed.Firstly,th...In order to improve tracking accuracy when initial estimate is inaccurate or outliers exist,a bearings-only tracking approach called the robust range-parameterized cubature Kalman filter(RRPCKF)was proposed.Firstly,the robust extremal rule based on the pollution distribution was introduced to the cubature Kalman filter(CKF)framework.The improved Turkey weight function was subsequently constructed to identify the outliers whose weights were reduced by establishing equivalent innovation covariance matrix in the CKF.Furthermore,the improved range-parameterize(RP)strategy which divides the filter into some weighted robust CKFs each with a different initial estimate was utilized to solve the fuzzy initial estimation problem efficiently.Simulations show that the result of the RRPCKF is more accurate and more robust whether outliers exist or not,whereas that of the conventional algorithms becomes distorted seriously when outliers appear.展开更多
Nonlinear initial alignment is a significant research topic for strapdown inertial navigation system(SINS).Cubature Kalman filter(CKF)is a popular tool for nonlinear initial alignment.Standard CKF assumes that the sta...Nonlinear initial alignment is a significant research topic for strapdown inertial navigation system(SINS).Cubature Kalman filter(CKF)is a popular tool for nonlinear initial alignment.Standard CKF assumes that the statics of the observation noise are pre-given before the filtering process.Therefore,any unpredicted outliers in observation noise will decrease the stability of the filter.In view of this problem,improved CKF method with robustness is proposed.Multiple fading factors are introduced to rescale the observation noise covariance.Then the update stage of the filter can be autonomously tuned,and if there are outliers exist in the observations,the update should be less weighted.Under the Gaussian assumption of KF,the Mahalanobis distance of the innovation vector is supposed to be Chi-square distributed.Therefore a judging index based on Chi-square test is designed to detect the noise outliers,determining whether the fading tune are required.The proposed method is applied in the nonlinear alignment of SINS,and vehicle experiment proves the effective of the proposed method.展开更多
The stochastic convergence of the cubature Kalmanfilter with intermittent observations （CKFI） for general nonlinearstochastic systems is investigated. The Bernoulli distributed ran-dom variable is employed to descri...The stochastic convergence of the cubature Kalmanfilter with intermittent observations （CKFI） for general nonlinearstochastic systems is investigated. The Bernoulli distributed ran-dom variable is employed to describe the phenomenon of intermit-tent observations. According to the cubature sample principle, theestimation error and the error covariance matrix （ECM） of CKFIare derived by Taylor series expansion, respectively. Afterwards, itis theoretically proved that the ECM will be bounded if the obser-vation arrival probability exceeds a critical minimum observationarrival probability. Meanwhile, under proper assumption corre-sponding with real engineering situations, the stochastic stabilityof the estimation error can be guaranteed when the initial estima-tion error and the stochastic noise terms are sufficiently small. Thetheoretical conclusions are verified by numerical simulations fortwo illustrative examples; also by evaluating the tracking perfor-mance of the optical-electric target tracking system implementedby CKFI and unscented Kalman filter with intermittent observa-tions （UKFI） separately, it is demonstrated that the proposed CKFIslightly outperforms the UKFI with respect to tracking accuracy aswell as real time performance.展开更多
A novel low-cost adaptive square-root cubature Kalmanfilter （LCASCKF） is proposed to enhance the robustness of processmodels while only increasing the computational load slightly.It is well-known that the Kalman fil...A novel low-cost adaptive square-root cubature Kalmanfilter （LCASCKF） is proposed to enhance the robustness of processmodels while only increasing the computational load slightly.It is well-known that the Kalman filter cannot handle uncertainties ina process model, such as initial state estimation errors, parametermismatch and abrupt state changes. These uncertainties severelyaffect filter performance and may even provoke divergence. Astrong tracking filter （STF）, which utilizes a suboptimal fading factor,is an adaptive approach that is commonly adopted to solvethis problem. However, if the strong tracking SCKF （STSCKF）uses the same method as the extended Kalman filter （EKF） tointroduce the suboptimal fading factor, it greatly increases thecomputational load. To avoid this problem, a low-cost introductorymethod is proposed and a hypothesis testing theory is applied todetect uncertainties. The computational load analysis is performedby counting the total number of floating-point operations and it isfound that the computational load of LCASCKF is close to that ofSCKF. Experimental results prove that the LCASCKF performs aswell as STSCKF, while the increase in computational load is muchlower than STSCKF.展开更多
This paper presents a kind of attitude estimation algorithm based on quaternion-vector switching and square-root cubature Kalman filter for autonomous underwater vehicle(AUV).The filter formulation is based on geomagn...This paper presents a kind of attitude estimation algorithm based on quaternion-vector switching and square-root cubature Kalman filter for autonomous underwater vehicle(AUV).The filter formulation is based on geomagnetic field tensor measurement dependent on the attitude and a gyro-based model for attitude propagation. In this algorithm, switching between the quaternion and the three-component vector is done by a couple of the mathematical transformations. Quaternion is chosen as the state variable of attitude in the kinematics equation to time update, while the mean value and covariance of the quaternion are computed by the three-component vector to avoid the normalization constraint of quaternion. The square-root forms enjoy a continuous and improved numerical stability because all the resulting covariance matrices are guaranteed to stay positively semidefinite. The entire square-root cubature attitude estimation algorithm with quaternion-vector switching for the nonlinear equality constraint of quaternion is given. The numerical simulation of simultaneous swing motions in the three directions is performed to compare with the three kinds of filters and the results indicate that the proposed filter provides lower attitude estimation errors than the other two kinds of filters and a good convergence rate.展开更多
A new Gaussian approximation nonlinear filter called generalized cubature quadrature Kalman filter (GCQKF) is introduced for nonlinear dynamic systems. Based on standard GCQKF, two extensions are developed, namely squ...A new Gaussian approximation nonlinear filter called generalized cubature quadrature Kalman filter (GCQKF) is introduced for nonlinear dynamic systems. Based on standard GCQKF, two extensions are developed, namely square root generalized cubature quadrature Kalman filter (SR-GCQKF) and iterated generalized cubature quadrature Kalman filter (I-GCQKF). In SR-GCQKF, the QR decomposition is exploited to alter the Cholesky decomposition and both predicted and filtered error covariances have been propagated in square root format to make sure the numerical stability. In I-GCQKF, the measurement update step is executed iteratively to make full use of the latest measurement and a new terminal criterion is adopted to guarantee the increase of likelihood. Detailed numerical experiments demonstrate the superior performance on both tracking stability and estimation accuracy of I-GCQKF and SR-GCQKF compared with GCQKF.展开更多
This article addresses the nonlinear state estimation problem where the conventional Gaussian assumption is completely relaxed.Here,the uncertainties in process and measurements are assumed non-Gaussian,such that the ...This article addresses the nonlinear state estimation problem where the conventional Gaussian assumption is completely relaxed.Here,the uncertainties in process and measurements are assumed non-Gaussian,such that the maximum correntropy criterion(MCC)is chosen to replace the conventional minimum mean square error criterion.Furthermore,the MCC is realized using Gaussian as well as Cauchy kernels by defining an appropriate cost function.Simulation results demonstrate the superior estimation accuracy of the developed estimators for two nonlinear estimation problems.展开更多
基金supported in part by the National Natural Science Foundation of China(12171124,61933007)the Natural Science Foundation of Heilongjiang Province of China(ZD2022F003)+2 种基金the National High-End Foreign Experts Recruitment Plan of China(G2023012004L)the Royal Society of UKthe Alexander von Humboldt Foundation of Germany
文摘In this paper, the problem of cubature Kalman fusion filtering(CKFF) is addressed for multi-sensor systems under amplify-and-forward(AaF) relays. For the purpose of facilitating data transmission, AaF relays are utilized to regulate signal communication between sensors and filters. Here, the randomly varying channel parameters are represented by a set of stochastic variables whose occurring probabilities are permitted to exhibit bounded uncertainty. Employing the spherical-radial cubature principle, a local filter under AaF relays is initially constructed. This construction ensures and minimizes an upper bound of the filtering error covariance by designing an appropriate filter gain. Subsequently, the local filters are fused through the application of the covariance intersection fusion rule. Furthermore, the uniform boundedness of the filtering error covariance's upper bound is investigated through establishing certain sufficient conditions. The effectiveness of the proposed CKFF scheme is ultimately validated via a simulation experiment concentrating on a three-phase induction machine.
基金Supported by the Natural Science Foundation of China(Grant Nos.6103301211171052)+1 种基金Specialized Research Fund for the Doctoral Program of Higher Education(Grant No.20100041110036)the Fundamental Research Funds for the Central Universities
文摘The purpose of this paper is to study a new strategy to construct embedded cubature formulae over two-dimensional regions. A new kind of embedded cubature formulae with some nodes along the selected algebraic curve is constructed. Some examples on the unit disk are presented to illustrate the validity of this strategy.
基金supported by the National Natural Science Foundation of China (No. 61573283)
文摘The fading factor exerts a significant role in the strong tracking idea. However, traditional fading factor introduction method hinders the accuracy and robustness advantages of current strong-tracking-based nonlinear filtering algorithms such as Cubature Kalman Filter(CKF) since traditional fading factor introduction method only considers the first-order Taylor expansion. To this end, a new fading factor idea is suggested and introduced into the strong tracking CKF method.The new fading factor introduction method expanded the number of fading factors from one to two with reselected introduction positions. The relationship between the two fading factors as well as the general calculation method can be derived based on Taylor expansion. Obvious superiority of the newly suggested fading factor introduction method is demonstrated according to different nonlinearity of the measurement function. Equivalent calculation method can also be established while applied to CKF. Theoretical analysis shows that the strong tracking CKF can extract the thirdorder term information from the residual and thus realize second-order accuracy. After optimizing the strong tracking algorithm process, a Fast Strong Tracking CKF(FSTCKF) is finally established. Two simulation examples show that the novel FSTCKF improves the robustness of traditional CKF while minimizing the algorithm time complexity under various conditions.
基金Projects(51504044,51204100)supported by National Natural Science Foundation of ChinaProject(14KF05)supported by the Research Fund of The State Key Laboratory of Coal Resources and Mine Safety,CUMT,China+3 种基金Project(cstc2016jcyj A1861)supported by the Research Fund of Chongqing Basic Science and Cutting-Edge Technology Special Projects,ChinaProject(2015CDJXY)supported by the Fundamental Research Funds for the Central UniversitiesProject supported by the China Postdoctoral Science FoundationProject(2011DA105287-MS201503)supported by the Independent Subject of State Key Laboratory of Coal Mine Disaster Dynamics and Control,China
文摘The differential cubature solution to the problem of a Mindlin plate lying on the Winkler foundation with two simply supported edges and two clamped edges was derived.Discrete numerical technology and shape functions were used to ensure that the solution is suitable to irregular shaped plates.Then,the mechanical model and the solution were employed to model the protection layer that isolates the mining stopes from sea water in Sanshandao gold mine,which is the first subsea mine of China.Furthermore,thickness optimizations for the protection layers above each stope were conducted based on the maximum principle stress criterion,and the linear relations between the best protection layer thickness and the stope area under different safety factors were regressed to guide the isolation design.The method presented in this work provides a practical way to quickly design the isolation layer thickness in subsea mining.
基金co-supported by the National Natural Science Foundation of China (No. 61573113)the Harbin Research Foundation for Leaders of Outstanding Disciplines, China (No. 2014RFXXJ074)
文摘This paper is concerned with the adaptive robust cubature Kalman filtering problem for the case that the dynamics model error and the measurement model error exist simultaneously in the satellite attitude estimation system. By using Hubel-based robust filtering methodology to correct the measurement covariance formulation of cubature Kalman filter, the proposed filtering algorithm could effectively suppress the measurement model error. To further enhance this effect and reduce the impact of the dynamics model error, two different adaptively robust filtering algorithms,one with the optimal adaptive factor based on the estimated covariance matrix of the predicted residuals and the other with multiple fading factors based on strong tracking algorithm, are developed and applied for the satellite attitude estimation. The quaternion is employed to represent the global attitude parameter, and three-dimensional generalized Rodrigues parameters are introduced to define the local attitude error. A multiplicative quaternion error is derived from the local attitude error to maintain quaternion normalization constraint in the filter. Simulation results indicate that the proposed novel algorithm could exhibit higher accuracy and faster convergence compared with the multiplicative extended Kalman filter, the unscented quaternion estimator, and the adaptive robust unscented Kalman filter.
基金Projects(51377172,51577191) supported by the National Natural Science Foundation of China
文摘In order to improve tracking accuracy when initial estimate is inaccurate or outliers exist,a bearings-only tracking approach called the robust range-parameterized cubature Kalman filter(RRPCKF)was proposed.Firstly,the robust extremal rule based on the pollution distribution was introduced to the cubature Kalman filter(CKF)framework.The improved Turkey weight function was subsequently constructed to identify the outliers whose weights were reduced by establishing equivalent innovation covariance matrix in the CKF.Furthermore,the improved range-parameterize(RP)strategy which divides the filter into some weighted robust CKFs each with a different initial estimate was utilized to solve the fuzzy initial estimation problem efficiently.Simulations show that the result of the RRPCKF is more accurate and more robust whether outliers exist or not,whereas that of the conventional algorithms becomes distorted seriously when outliers appear.
基金This work is supported by National Natural Science Foundation of China under Grant No.41574069The Major National Projects of China under Grant No.GFZX0301040303.
文摘Nonlinear initial alignment is a significant research topic for strapdown inertial navigation system(SINS).Cubature Kalman filter(CKF)is a popular tool for nonlinear initial alignment.Standard CKF assumes that the statics of the observation noise are pre-given before the filtering process.Therefore,any unpredicted outliers in observation noise will decrease the stability of the filter.In view of this problem,improved CKF method with robustness is proposed.Multiple fading factors are introduced to rescale the observation noise covariance.Then the update stage of the filter can be autonomously tuned,and if there are outliers exist in the observations,the update should be less weighted.Under the Gaussian assumption of KF,the Mahalanobis distance of the innovation vector is supposed to be Chi-square distributed.Therefore a judging index based on Chi-square test is designed to detect the noise outliers,determining whether the fading tune are required.The proposed method is applied in the nonlinear alignment of SINS,and vehicle experiment proves the effective of the proposed method.
基金supported by the National Natural Science Foundation of China(6110418661273076)
文摘The stochastic convergence of the cubature Kalmanfilter with intermittent observations （CKFI） for general nonlinearstochastic systems is investigated. The Bernoulli distributed ran-dom variable is employed to describe the phenomenon of intermit-tent observations. According to the cubature sample principle, theestimation error and the error covariance matrix （ECM） of CKFIare derived by Taylor series expansion, respectively. Afterwards, itis theoretically proved that the ECM will be bounded if the obser-vation arrival probability exceeds a critical minimum observationarrival probability. Meanwhile, under proper assumption corre-sponding with real engineering situations, the stochastic stabilityof the estimation error can be guaranteed when the initial estima-tion error and the stochastic noise terms are sufficiently small. Thetheoretical conclusions are verified by numerical simulations fortwo illustrative examples; also by evaluating the tracking perfor-mance of the optical-electric target tracking system implementedby CKFI and unscented Kalman filter with intermittent observa-tions （UKFI） separately, it is demonstrated that the proposed CKFIslightly outperforms the UKFI with respect to tracking accuracy aswell as real time performance.
基金supported by the National Natural Science Foundation of China(61573283)
文摘A novel low-cost adaptive square-root cubature Kalmanfilter （LCASCKF） is proposed to enhance the robustness of processmodels while only increasing the computational load slightly.It is well-known that the Kalman filter cannot handle uncertainties ina process model, such as initial state estimation errors, parametermismatch and abrupt state changes. These uncertainties severelyaffect filter performance and may even provoke divergence. Astrong tracking filter （STF）, which utilizes a suboptimal fading factor,is an adaptive approach that is commonly adopted to solvethis problem. However, if the strong tracking SCKF （STSCKF）uses the same method as the extended Kalman filter （EKF） tointroduce the suboptimal fading factor, it greatly increases thecomputational load. To avoid this problem, a low-cost introductorymethod is proposed and a hypothesis testing theory is applied todetect uncertainties. The computational load analysis is performedby counting the total number of floating-point operations and it isfound that the computational load of LCASCKF is close to that ofSCKF. Experimental results prove that the LCASCKF performs aswell as STSCKF, while the increase in computational load is muchlower than STSCKF.
基金supported by the National Natural Science Foundation of China(1140503561004130+4 种基金60834005)the Natural Science Foundation of Heilongjiang Province of China(F201414)the Postdoctoral Scientific Research Developmental Fund of Heilongjiang Province(LBHQ15034)the Stable Supporting Fund of Acoustic Science and Technology Laboratory(JCKYS2019604SSJS002)the Fundamental Research Funds for the Central Universities。
文摘This paper presents a kind of attitude estimation algorithm based on quaternion-vector switching and square-root cubature Kalman filter for autonomous underwater vehicle(AUV).The filter formulation is based on geomagnetic field tensor measurement dependent on the attitude and a gyro-based model for attitude propagation. In this algorithm, switching between the quaternion and the three-component vector is done by a couple of the mathematical transformations. Quaternion is chosen as the state variable of attitude in the kinematics equation to time update, while the mean value and covariance of the quaternion are computed by the three-component vector to avoid the normalization constraint of quaternion. The square-root forms enjoy a continuous and improved numerical stability because all the resulting covariance matrices are guaranteed to stay positively semidefinite. The entire square-root cubature attitude estimation algorithm with quaternion-vector switching for the nonlinear equality constraint of quaternion is given. The numerical simulation of simultaneous swing motions in the three directions is performed to compare with the three kinds of filters and the results indicate that the proposed filter provides lower attitude estimation errors than the other two kinds of filters and a good convergence rate.
基金supported by the National Natural Science Foundation of China(6147322711472222)+2 种基金the Aerospace Technology Support Fund of China(2014-HT-XGD)the Natural Science Foundation of Shaanxi Province(2015JM6304)the Aeronautical Science Foundation of China(20151353018)
文摘A new Gaussian approximation nonlinear filter called generalized cubature quadrature Kalman filter (GCQKF) is introduced for nonlinear dynamic systems. Based on standard GCQKF, two extensions are developed, namely square root generalized cubature quadrature Kalman filter (SR-GCQKF) and iterated generalized cubature quadrature Kalman filter (I-GCQKF). In SR-GCQKF, the QR decomposition is exploited to alter the Cholesky decomposition and both predicted and filtered error covariances have been propagated in square root format to make sure the numerical stability. In I-GCQKF, the measurement update step is executed iteratively to make full use of the latest measurement and a new terminal criterion is adopted to guarantee the increase of likelihood. Detailed numerical experiments demonstrate the superior performance on both tracking stability and estimation accuracy of I-GCQKF and SR-GCQKF compared with GCQKF.
基金Rahul Radhakrishnan received the B.Tech.degree in Applied Electronics and Instrumentation from the Government Engineering College,Calicut,India,in 2010 and the M.Tech.degreein Control Systems from the Department of Electrical Engineering,National Institute of Technology Kurukshetra,India,in 2013.He received the Ph.D.degree from the Department of Electrical Engineering,Indian Institute of Technology Patna,India,in 2018.Currently,he is workingasan Assistant Professor in the Department of Electrical Engineering,Sardar Vallabhbhai National Institute of Technology,Surat,Gujarat,India.His main research interests include nonlinear filtering,aerospace,and underwater target tracking.
文摘This article addresses the nonlinear state estimation problem where the conventional Gaussian assumption is completely relaxed.Here,the uncertainties in process and measurements are assumed non-Gaussian,such that the maximum correntropy criterion(MCC)is chosen to replace the conventional minimum mean square error criterion.Furthermore,the MCC is realized using Gaussian as well as Cauchy kernels by defining an appropriate cost function.Simulation results demonstrate the superior estimation accuracy of the developed estimators for two nonlinear estimation problems.
