The work proposes a distributed Kalman filtering(KF)algorithm to track a time-varying unknown signal process for a stochastic regression model over network systems in a cooperative way.We provide the stability analysi...The work proposes a distributed Kalman filtering(KF)algorithm to track a time-varying unknown signal process for a stochastic regression model over network systems in a cooperative way.We provide the stability analysis of the proposed distributed KF algorithm without independent and stationary signal assumptions,which implies that the theoretical results are able to be applied to stochastic feedback systems.Note that the main difficulty of stability analysis lies in analyzing the properties of the product of non-independent and non-stationary random matrices involved in the error equation.We employ analysis techniques such as stochastic Lyapunov function,stability theory of stochastic systems,and algebraic graph theory to deal with the above issue.The stochastic spatio-temporal cooperative information condition shows the cooperative property of multiple sensors that even though any local sensor cannot track the time-varying unknown signal,the distributed KF algorithm can be utilized to finish the filtering task in a cooperative way.At last,we illustrate the property of the proposed distributed KF algorithm by a simulation example.展开更多
For short-term wind power forecasting,an interval A2-C1 type-2(IT2)Takagi-Sugeno-Kang(TSK)fuzzy logic system(FLS)method(“A”means antecedent and“C”consequent)based on an extended Kalman filter(EKF)optimization algo...For short-term wind power forecasting,an interval A2-C1 type-2(IT2)Takagi-Sugeno-Kang(TSK)fuzzy logic system(FLS)method(“A”means antecedent and“C”consequent)based on an extended Kalman filter(EKF)optimization algorithm is proposed.Compared with the type-1(T1)FLS model,the IT2 TSK FLS method can simultaneously model both intra-and inter-individual uncertainty and further optimize the antecedent and consequent parameters using the EKF to improve forecasting performance further.The proposed IT2 A2-C1 FLS method is applied to Mackey-Glass chaotic time series and wind power forecasting instances in a certain region,under the same conditions.It is also compared with the T1 TSK FLS and IT2 TSK FLS methods with back propagation(BP)and particle swarm optimization(PSO)algorithms,as well as IT2 A2-C0 TSK FLS methods with EKF.The experimental results confirm that the proposed IT2 A2-C1 FLS method is superior to the other FLS methods regarding performance,which demonstrates its effectiveness and application potential.展开更多
This paper considers the problem of estimating unknown sparse time-varying signals for stochastic dynamic systems.To deal with the challenges of extensive sparsity,we resort to the compressed sensing method and propos...This paper considers the problem of estimating unknown sparse time-varying signals for stochastic dynamic systems.To deal with the challenges of extensive sparsity,we resort to the compressed sensing method and propose a compressed Kalman filter(KF)algorithm.Our algorithm first compresses the original high-dimensional sparse regression vector via the sensing matrix and then obtains a KF estimate in the compressed low-dimensional space.Subsequently,the original high-dimensional sparse signals can be well recovered by a reconstruction technique.To ensure stability and establish upper bounds on the estimation errors,we introduce a compressed excitation condition without imposing independence or stationarity on the system signal,and therefore suitable for feedback systems.We further present the performance of the compressed KF algorithm.Specifically,we show that the mean square compressed tracking error matrix can be approximately calculated by a linear deterministic difference matrix equation,which can be readily evaluated,analyzed,and optimized.Finally,a numerical example demonstrates that our algorithm outperforms the standard uncompressed KF algorithm and other compressed algorithms for estimating high-dimensional sparse signals.展开更多
Using similar single-difference methodology(SSDM) to solve the deformation values of the monitoring points, there is unstability of the deformation information series, at sometimes.In order to overcome this shortcomin...Using similar single-difference methodology(SSDM) to solve the deformation values of the monitoring points, there is unstability of the deformation information series, at sometimes.In order to overcome this shortcoming, Kalman filtering algorithm for this series is established,and its correctness and validity are verified with the test data obtained on the movable platform in plane. The results show that Kalman filtering can improve the correctness, reliability and stability of the deformation information series.展开更多
In the normal operation condition, a conventional square-root cubature Kalman filter （SRCKF） gives sufficiently good estimation results. However, if the measurements are not reliable, the SRCKF may give inaccurate r...In the normal operation condition, a conventional square-root cubature Kalman filter （SRCKF） gives sufficiently good estimation results. However, if the measurements are not reliable, the SRCKF may give inaccurate results and diverges by time. This study introduces an adaptive SRCKF algorithm with the filter gain correction for the case of measurement malfunctions. By proposing a switching criterion, an optimal filter is selected from the adaptive and conventional SRCKF according to the measurement quality. A subsystem soft fault detection algorithm is built with the filter residual. Utilizing a clear subsystem fault coefficient, the faulty subsystem is isolated as a result of the system reconstruction. In order to improve the performance of the multi-sensor system, a hybrid fusion algorithm is presented based on the adaptive SRCKF. The state and error covariance matrix are also predicted by the priori fusion estimates, and are updated by the predicted and estimated information of subsystems. The proposed algorithms were applied to the vessel dynamic positioning system simulation. They were compared with normal SRCKF and local estimation weighted fusion algorithm. The simulation results show that the presented adaptive SRCKF improves the robustness of subsystem filtering, and the hybrid fusion algorithm has the better performance. The simulation verifies the effectiveness of the proposed algorithms.展开更多
The standalone Global Positioning System (GPS) does not meet the higher accuracy requirements needed for approach and landing phase of an aircraft. To meet the Category-I Precision Approach (CAT-I PA) requirements of ...The standalone Global Positioning System (GPS) does not meet the higher accuracy requirements needed for approach and landing phase of an aircraft. To meet the Category-I Precision Approach (CAT-I PA) requirements of civil aviation, satellite based augmentation system (SBAS) has been planned by various countries including USA, Europe, Japan and India. The Indian SBAS is named as GPS Aided Geo Augmented Navigation (GAGAN). The GAGAN network consists of several dual frequency GPS receivers located at various airports around the Indian subcontinent. The ionospheric delay, which is a function of the total electron content (TEC), is one of the main sources of error affecting GPS/SBAS accuracy. A dual frequency GPS receiver can be used to estimate the TEC. However, line-of-sight TEC derived from dual frequency GPS data is corrupted by the instrumental biases of the GPS receiver and satellites. The estimation of receiver instrumental bias is particularly important for obtaining accurate estimates of ionospheric delay. In this paper, two prominent techniques based on Kalman filter and Self-Calibration Of pseudo Range Error (SCORE) algorithm are used for estimation of instrumental biases. The estimated instrumental bias and TEC results for the GPS Aided Geo Augmented Navigation (GAGAN) station at Hyderabad (78.47°E, 17.45°N), India are presented.展开更多
Data assimilation in agricultural remote sensing research is of great significance to integrate with remote sensing observations and model simulations for parameters estimation. The present investigation not only desi...Data assimilation in agricultural remote sensing research is of great significance to integrate with remote sensing observations and model simulations for parameters estimation. The present investigation not only designed and realized the Ensemble Kalman Filtering algorithm （EnKF） assimilation by combing the crop growth model （CERES-Wheat） with remote sensing data, but also optimized and updated the key parameters （LAI） of winter wheat by using remote sensing data. Results showed that the assimilation LAI and the observation ones agreed with each other, and the R2 reached 0.8315. So assimilation remote sensing and crop model could provide reference data for the agricultural production.展开更多
Because of the ignored items after linearization,the extended Kalman filter(EKF)becomes a form of suboptimal gradient descent algorithm.The emanative tendency exists in GPS solution when the filter equations are ill-p...Because of the ignored items after linearization,the extended Kalman filter(EKF)becomes a form of suboptimal gradient descent algorithm.The emanative tendency exists in GPS solution when the filter equations are ill-posed.The deviation in the estimation cannot be avoided.Furthermore,the true solution may be lost in pseudorange positioning because the linearized pseudorange equations are partial solutions.To solve the above problems in GPS dynamic positioning by using EKF,a closed-form Kalman filter method called the two-stage algorithm is presented for the nonlinear algebraic solution of GPS dynamic positioning based on the global nonlinear least squares closed algorithm--Bancroft numerical algorithm of American.The method separates the spatial parts from temporal parts during processing the GPS filter problems,and solves the nonlinear GPS dynamic positioning,thus getting stable and reliable dynamic positioning solutions.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
Localization of the sensor nodes is a key supporting technology in wireless sensor networks （WSNs）. In this paper, a real-time localization estimator of mobile node in WSNs based on extended Kalman filter （KF） is ...Localization of the sensor nodes is a key supporting technology in wireless sensor networks （WSNs）. In this paper, a real-time localization estimator of mobile node in WSNs based on extended Kalman filter （KF） is proposed. Mobile node movement model is analyzed and online sequential iterative method is used to compute location result. The detailed steps of mobile sensor node self-localization adopting extended Kalman filter （EKF） is designed. The simulation results show that the accuracy of the localization estimator scheme designed is better than those of maximum likelihood estimation （MLE） and traditional KF algorithm.展开更多
基金supported in part by Sichuan Science and Technology Program under Grant No.2025ZNSFSC151in part by the Strategic Priority Research Program of Chinese Academy of Sciences under Grant No.XDA27030201+1 种基金the Natural Science Foundation of China under Grant No.U21B6001in part by the Natural Science Foundation of Tianjin under Grant No.24JCQNJC01930.
文摘The work proposes a distributed Kalman filtering(KF)algorithm to track a time-varying unknown signal process for a stochastic regression model over network systems in a cooperative way.We provide the stability analysis of the proposed distributed KF algorithm without independent and stationary signal assumptions,which implies that the theoretical results are able to be applied to stochastic feedback systems.Note that the main difficulty of stability analysis lies in analyzing the properties of the product of non-independent and non-stationary random matrices involved in the error equation.We employ analysis techniques such as stochastic Lyapunov function,stability theory of stochastic systems,and algebraic graph theory to deal with the above issue.The stochastic spatio-temporal cooperative information condition shows the cooperative property of multiple sensors that even though any local sensor cannot track the time-varying unknown signal,the distributed KF algorithm can be utilized to finish the filtering task in a cooperative way.At last,we illustrate the property of the proposed distributed KF algorithm by a simulation example.
基金Supported by the Key Project of Natural Science Foundation of Gansu Province(25JRRA150)the Gansu Provincial Natural Science Foundation(23JRRA876).
文摘For short-term wind power forecasting,an interval A2-C1 type-2(IT2)Takagi-Sugeno-Kang(TSK)fuzzy logic system(FLS)method(“A”means antecedent and“C”consequent)based on an extended Kalman filter(EKF)optimization algorithm is proposed.Compared with the type-1(T1)FLS model,the IT2 TSK FLS method can simultaneously model both intra-and inter-individual uncertainty and further optimize the antecedent and consequent parameters using the EKF to improve forecasting performance further.The proposed IT2 A2-C1 FLS method is applied to Mackey-Glass chaotic time series and wind power forecasting instances in a certain region,under the same conditions.It is also compared with the T1 TSK FLS and IT2 TSK FLS methods with back propagation(BP)and particle swarm optimization(PSO)algorithms,as well as IT2 A2-C0 TSK FLS methods with EKF.The experimental results confirm that the proposed IT2 A2-C1 FLS method is superior to the other FLS methods regarding performance,which demonstrates its effectiveness and application potential.
基金supported by the National Key Research and Development Program of China(Grant No.2022YFB3305600)the National Natural Science Foundation of China(Grant Nos.61621003,62141604)+1 种基金the China Postdoctoral Science Foundation(Grant No.2022M722926)the Major Key Project of Peng Cheng Laboratory(Grant No.PCL2023AS1-2)。
文摘This paper considers the problem of estimating unknown sparse time-varying signals for stochastic dynamic systems.To deal with the challenges of extensive sparsity,we resort to the compressed sensing method and propose a compressed Kalman filter(KF)algorithm.Our algorithm first compresses the original high-dimensional sparse regression vector via the sensing matrix and then obtains a KF estimate in the compressed low-dimensional space.Subsequently,the original high-dimensional sparse signals can be well recovered by a reconstruction technique.To ensure stability and establish upper bounds on the estimation errors,we introduce a compressed excitation condition without imposing independence or stationarity on the system signal,and therefore suitable for feedback systems.We further present the performance of the compressed KF algorithm.Specifically,we show that the mean square compressed tracking error matrix can be approximately calculated by a linear deterministic difference matrix equation,which can be readily evaluated,analyzed,and optimized.Finally,a numerical example demonstrates that our algorithm outperforms the standard uncompressed KF algorithm and other compressed algorithms for estimating high-dimensional sparse signals.
文摘Using similar single-difference methodology(SSDM) to solve the deformation values of the monitoring points, there is unstability of the deformation information series, at sometimes.In order to overcome this shortcoming, Kalman filtering algorithm for this series is established,and its correctness and validity are verified with the test data obtained on the movable platform in plane. The results show that Kalman filtering can improve the correctness, reliability and stability of the deformation information series.
基金Supported by the National Natural Science Foundation of China （50979017, NSFC60775060） the National High Technology Ship Research Project of China （GJCB09001）
文摘In the normal operation condition, a conventional square-root cubature Kalman filter （SRCKF） gives sufficiently good estimation results. However, if the measurements are not reliable, the SRCKF may give inaccurate results and diverges by time. This study introduces an adaptive SRCKF algorithm with the filter gain correction for the case of measurement malfunctions. By proposing a switching criterion, an optimal filter is selected from the adaptive and conventional SRCKF according to the measurement quality. A subsystem soft fault detection algorithm is built with the filter residual. Utilizing a clear subsystem fault coefficient, the faulty subsystem is isolated as a result of the system reconstruction. In order to improve the performance of the multi-sensor system, a hybrid fusion algorithm is presented based on the adaptive SRCKF. The state and error covariance matrix are also predicted by the priori fusion estimates, and are updated by the predicted and estimated information of subsystems. The proposed algorithms were applied to the vessel dynamic positioning system simulation. They were compared with normal SRCKF and local estimation weighted fusion algorithm. The simulation results show that the presented adaptive SRCKF improves the robustness of subsystem filtering, and the hybrid fusion algorithm has the better performance. The simulation verifies the effectiveness of the proposed algorithms.
文摘The standalone Global Positioning System (GPS) does not meet the higher accuracy requirements needed for approach and landing phase of an aircraft. To meet the Category-I Precision Approach (CAT-I PA) requirements of civil aviation, satellite based augmentation system (SBAS) has been planned by various countries including USA, Europe, Japan and India. The Indian SBAS is named as GPS Aided Geo Augmented Navigation (GAGAN). The GAGAN network consists of several dual frequency GPS receivers located at various airports around the Indian subcontinent. The ionospheric delay, which is a function of the total electron content (TEC), is one of the main sources of error affecting GPS/SBAS accuracy. A dual frequency GPS receiver can be used to estimate the TEC. However, line-of-sight TEC derived from dual frequency GPS data is corrupted by the instrumental biases of the GPS receiver and satellites. The estimation of receiver instrumental bias is particularly important for obtaining accurate estimates of ionospheric delay. In this paper, two prominent techniques based on Kalman filter and Self-Calibration Of pseudo Range Error (SCORE) algorithm are used for estimation of instrumental biases. The estimated instrumental bias and TEC results for the GPS Aided Geo Augmented Navigation (GAGAN) station at Hyderabad (78.47°E, 17.45°N), India are presented.
基金supported by the National Natural Science Foundation of China (40701120)the Beijing Natural Science Foundation, China (4092016)the Beijing Nova, China (2008B33)
文摘Data assimilation in agricultural remote sensing research is of great significance to integrate with remote sensing observations and model simulations for parameters estimation. The present investigation not only designed and realized the Ensemble Kalman Filtering algorithm （EnKF） assimilation by combing the crop growth model （CERES-Wheat） with remote sensing data, but also optimized and updated the key parameters （LAI） of winter wheat by using remote sensing data. Results showed that the assimilation LAI and the observation ones agreed with each other, and the R2 reached 0.8315. So assimilation remote sensing and crop model could provide reference data for the agricultural production.
文摘Because of the ignored items after linearization,the extended Kalman filter(EKF)becomes a form of suboptimal gradient descent algorithm.The emanative tendency exists in GPS solution when the filter equations are ill-posed.The deviation in the estimation cannot be avoided.Furthermore,the true solution may be lost in pseudorange positioning because the linearized pseudorange equations are partial solutions.To solve the above problems in GPS dynamic positioning by using EKF,a closed-form Kalman filter method called the two-stage algorithm is presented for the nonlinear algebraic solution of GPS dynamic positioning based on the global nonlinear least squares closed algorithm--Bancroft numerical algorithm of American.The method separates the spatial parts from temporal parts during processing the GPS filter problems,and solves the nonlinear GPS dynamic positioning,thus getting stable and reliable dynamic positioning solutions.
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Project supported by the Shanghai Leading Academic Discipcine Project (Grant No.S30108)the National Natural Science Foundation of China (Grant No.60872021)the Science and Technology Commission of Shanghai Municipality (Grant No.08DZ2231100)
文摘Localization of the sensor nodes is a key supporting technology in wireless sensor networks （WSNs）. In this paper, a real-time localization estimator of mobile node in WSNs based on extended Kalman filter （KF） is proposed. Mobile node movement model is analyzed and online sequential iterative method is used to compute location result. The detailed steps of mobile sensor node self-localization adopting extended Kalman filter （EKF） is designed. The simulation results show that the accuracy of the localization estimator scheme designed is better than those of maximum likelihood estimation （MLE） and traditional KF algorithm.
