This paper deals with the problem of designing robust sequential covariance intersection(SCI)fusion Kalman filter for the clustering multi-agent sensor network system with measurement delays and uncertain noise varian...This paper deals with the problem of designing robust sequential covariance intersection(SCI)fusion Kalman filter for the clustering multi-agent sensor network system with measurement delays and uncertain noise variances.The sensor network is partitioned into clusters by the nearest neighbor rule.Using the minimax robust estimation principle,based on the worst-case conservative sensor network system with conservative upper bounds of noise variances,and applying the unbiased linear minimum variance(ULMV)optimal estimation rule,we present the two-layer SCI fusion robust steady-state Kalman filter which can reduce communication and computation burdens and save energy sources,and guarantee that the actual filtering error variances have a less-conservative upper-bound.A Lyapunov equation method for robustness analysis is proposed,by which the robustness of the local and fused Kalman filters is proved.The concept of the robust accuracy is presented and the robust accuracy relations of the local and fused robust Kalman filters are proved.It is proved that the robust accuracy of the global SCI fuser is higher than those of the local SCI fusers and the robust accuracies of all SCI fusers are higher than that of each local robust Kalman filter.A simulation example for a tracking system verifies the robustness and robust accuracy relations.展开更多
This paper proposes a subspace-based noise variance and Signal-to-Noise Ratio (SNR) estimation algorithm for Multi-Input Multi-Output (MIMO) wireless Orthogonal Frequency Division Multiplexing (OFDM) systems. The spec...This paper proposes a subspace-based noise variance and Signal-to-Noise Ratio (SNR) estimation algorithm for Multi-Input Multi-Output (MIMO) wireless Orthogonal Frequency Division Multiplexing (OFDM) systems. The special training sequences with the property of orthogonality and phase shift orthogonality are used in pilot tones to obtain the estimated channel correlation matrix. Partitioning the observation space into a delay subspace and a noise subspace, we achieve the measurement of noise variance and SNR. Simulation results show that the proposed estimator can obtain accurate and real-time measurements of the noise variance and SNR for various multipath fading channels, demonstrating its strong robustness against different channels.展开更多
Vision localization methods have been widely used in the motion estimation of unmanned aerial vehicles(UAVs).The noise of the vision location result is usually modeled as a white Gaussian noise so that this location r...Vision localization methods have been widely used in the motion estimation of unmanned aerial vehicles(UAVs).The noise of the vision location result is usually modeled as a white Gaussian noise so that this location result could be utilized as the observation vector in the Kalman filter to estimate the motion of the vehicle.Since the noise of the vision location result is affected by external environment,the variance of the noise is uncertain.However,in previous researches,the variance is usually set as a fixed empirical value,which will lower the accuracy of the motion estimation.The main contribution of this paper is that we proposed a novel adaptive noise variance identification(ANVI) method,which utilizes the special kinematic properties of the UAV for frequency analysis and then adaptively identifies the variance of the noise.The adaptively identified variance is used in the Kalman filter for more accurate motion estimation.The performance of the proposed method is assessed by simulations and field experiments on a quadrotor system.The results illustrate the effectiveness of the method.展开更多
The relationship between noise variance and spatial resolution in grating-based x-ray phase computed tomography（PCT） imaging is investigated with reverse projection extraction method, and the noise variances of the ...The relationship between noise variance and spatial resolution in grating-based x-ray phase computed tomography（PCT） imaging is investigated with reverse projection extraction method, and the noise variances of the reconstructed absorption coefficient and refractive index decrement are compared. For the differential phase contrast method, the noise variance in the differential projection images follows the same inverse-square law with spatial resolution as in conventional absorption-based x-ray imaging projections. However, both theoretical analysis and simulations demonstrate that in PCT the noise variance of the reconstructed refractive index decrement scales with spatial resolution follows an inverse linear relationship at fixed slice thickness, while the noise variance of the reconstructed absorption coefficient conforms with the inverse cubic law. The results indicate that, for the same noise variance level, PCT imaging may enable higher spatial resolution than conventional absorption computed tomography（ACT）, while ACT benefits more from degraded spatial resolution. This could be a useful guidance in imaging the inner structure of the sample in higher spatial resolution.展开更多
For multisensor systems,when the model parameters and the noise variances are unknown,the consistent fused estimators of the model parameters and noise variances are obtained,based on the system identification algorit...For multisensor systems,when the model parameters and the noise variances are unknown,the consistent fused estimators of the model parameters and noise variances are obtained,based on the system identification algorithm,correlation method and least squares fusion criterion.Substituting these consistent estimators into the optimal weighted measurement fusion Kalman filter,a self-tuning weighted measurement fusion Kalman filter is presented.Using the dynamic error system analysis(DESA)method,the convergence of the self-tuning weighted measurement fusion Kalman filter is proved,i.e.,the self-tuning Kalman filter converges to the corresponding optimal Kalman filter in a realization.Therefore,the self-tuning weighted measurement fusion Kalman filter has asymptotic global optimality.One simulation example for a 4-sensor target tracking system verifies its effectiveness.展开更多
In order to avoid the influence of noise variance on the filtering performances, a modified adaptive weighted averaging (MAWA) filtering algorithm is proposed for noisy image sequences. Based upon adaptive weighted av...In order to avoid the influence of noise variance on the filtering performances, a modified adaptive weighted averaging (MAWA) filtering algorithm is proposed for noisy image sequences. Based upon adaptive weighted averaging pixel values in consecutive frames, this algorithm achieves the filtering goal by assigning smaller weights to the pixels with inappropriate estimated motion trajectory for noise. It only utilizes the intensity of pixels to suppress noise and accordingly is independent of noise variance. To evaluate the performance of the proposed filtering algorithm, its mean square error and percentage of preserved edge points were compared with those of traditional adaptive weighted averaging and non-adaptive mean filtering algorithms under different noise variances. Relevant results show that the MAWA filtering algorithm can preserve image structures and edges under motion after attenuating noise, and thus may be used in image sequence filtering.展开更多
In this paper, the optimal convergence rates of estimators based on kernel approach for nonlinear AR model are investigated in the sense of Stone[17,18]. By combining the or mixingproperty of the stationary solution w...In this paper, the optimal convergence rates of estimators based on kernel approach for nonlinear AR model are investigated in the sense of Stone[17,18]. By combining the or mixingproperty of the stationary solution with the characteristics of the model itself, the restrictiveconditions in the literature which are not easy to be satisfied by the nonlinear AR model areremoved, and the mild conditions are obtained to guarantee the optimal rates of the estimatorof autoregression function. In addition, the strongly consistent estimator of the variance ofwhite noise is also constructed.展开更多
基金Supported by National Natural Science Foundation of China(60874063)Innovation and Scientific Research Foundation of Graduate Student of Heilongjiang Province(YJSCX2012-263HLJ)
文摘This paper deals with the problem of designing robust sequential covariance intersection(SCI)fusion Kalman filter for the clustering multi-agent sensor network system with measurement delays and uncertain noise variances.The sensor network is partitioned into clusters by the nearest neighbor rule.Using the minimax robust estimation principle,based on the worst-case conservative sensor network system with conservative upper bounds of noise variances,and applying the unbiased linear minimum variance(ULMV)optimal estimation rule,we present the two-layer SCI fusion robust steady-state Kalman filter which can reduce communication and computation burdens and save energy sources,and guarantee that the actual filtering error variances have a less-conservative upper-bound.A Lyapunov equation method for robustness analysis is proposed,by which the robustness of the local and fused Kalman filters is proved.The concept of the robust accuracy is presented and the robust accuracy relations of the local and fused robust Kalman filters are proved.It is proved that the robust accuracy of the global SCI fuser is higher than those of the local SCI fusers and the robust accuracies of all SCI fusers are higher than that of each local robust Kalman filter.A simulation example for a tracking system verifies the robustness and robust accuracy relations.
基金Supported by the National Natural Science Foundation of China(No.60496311)
文摘This paper proposes a subspace-based noise variance and Signal-to-Noise Ratio (SNR) estimation algorithm for Multi-Input Multi-Output (MIMO) wireless Orthogonal Frequency Division Multiplexing (OFDM) systems. The special training sequences with the property of orthogonality and phase shift orthogonality are used in pilot tones to obtain the estimated channel correlation matrix. Partitioning the observation space into a delay subspace and a noise subspace, we achieve the measurement of noise variance and SNR. Simulation results show that the proposed estimator can obtain accurate and real-time measurements of the noise variance and SNR for various multipath fading channels, demonstrating its strong robustness against different channels.
基金supported by National Science and Technology Major Projects of the Ministry of Science and Technology of China:ITER(No.2012GB102007)
文摘Vision localization methods have been widely used in the motion estimation of unmanned aerial vehicles(UAVs).The noise of the vision location result is usually modeled as a white Gaussian noise so that this location result could be utilized as the observation vector in the Kalman filter to estimate the motion of the vehicle.Since the noise of the vision location result is affected by external environment,the variance of the noise is uncertain.However,in previous researches,the variance is usually set as a fixed empirical value,which will lower the accuracy of the motion estimation.The main contribution of this paper is that we proposed a novel adaptive noise variance identification(ANVI) method,which utilizes the special kinematic properties of the UAV for frequency analysis and then adaptively identifies the variance of the noise.The adaptively identified variance is used in the Kalman filter for more accurate motion estimation.The performance of the proposed method is assessed by simulations and field experiments on a quadrotor system.The results illustrate the effectiveness of the method.
基金Project supported by the National Basic Research Program of China(Grant No.2012CB825800)the Science Fund for Creative Research Groups,the Knowledge Innovation Program of the Chinese Academy of Sciences(Grant Nos.KJCX2-YW-N42 and Y4545320Y2)the National Natural Science Foundation of China(Grant Nos.11475170,11205157,11305173,11205189,11375225,11321503,11179004,and U1332109)
文摘The relationship between noise variance and spatial resolution in grating-based x-ray phase computed tomography（PCT） imaging is investigated with reverse projection extraction method, and the noise variances of the reconstructed absorption coefficient and refractive index decrement are compared. For the differential phase contrast method, the noise variance in the differential projection images follows the same inverse-square law with spatial resolution as in conventional absorption-based x-ray imaging projections. However, both theoretical analysis and simulations demonstrate that in PCT the noise variance of the reconstructed refractive index decrement scales with spatial resolution follows an inverse linear relationship at fixed slice thickness, while the noise variance of the reconstructed absorption coefficient conforms with the inverse cubic law. The results indicate that, for the same noise variance level, PCT imaging may enable higher spatial resolution than conventional absorption computed tomography（ACT）, while ACT benefits more from degraded spatial resolution. This could be a useful guidance in imaging the inner structure of the sample in higher spatial resolution.
基金supported by the National Natural Science Foundation of China(No.60874063)the Innovation Scientific Research Foundation for Graduate Students of Heilongjiang Province(No.YJSCX2008-018HLJ),and the Automatic Control Key Laboratory of Heilongjiang University
文摘For multisensor systems,when the model parameters and the noise variances are unknown,the consistent fused estimators of the model parameters and noise variances are obtained,based on the system identification algorithm,correlation method and least squares fusion criterion.Substituting these consistent estimators into the optimal weighted measurement fusion Kalman filter,a self-tuning weighted measurement fusion Kalman filter is presented.Using the dynamic error system analysis(DESA)method,the convergence of the self-tuning weighted measurement fusion Kalman filter is proved,i.e.,the self-tuning Kalman filter converges to the corresponding optimal Kalman filter in a realization.Therefore,the self-tuning weighted measurement fusion Kalman filter has asymptotic global optimality.One simulation example for a 4-sensor target tracking system verifies its effectiveness.
基金Supported by National Natural Science Foundation of China (No.30500129)
文摘In order to avoid the influence of noise variance on the filtering performances, a modified adaptive weighted averaging (MAWA) filtering algorithm is proposed for noisy image sequences. Based upon adaptive weighted averaging pixel values in consecutive frames, this algorithm achieves the filtering goal by assigning smaller weights to the pixels with inappropriate estimated motion trajectory for noise. It only utilizes the intensity of pixels to suppress noise and accordingly is independent of noise variance. To evaluate the performance of the proposed filtering algorithm, its mean square error and percentage of preserved edge points were compared with those of traditional adaptive weighted averaging and non-adaptive mean filtering algorithms under different noise variances. Relevant results show that the MAWA filtering algorithm can preserve image structures and edges under motion after attenuating noise, and thus may be used in image sequence filtering.
文摘In this paper, the optimal convergence rates of estimators based on kernel approach for nonlinear AR model are investigated in the sense of Stone[17,18]. By combining the or mixingproperty of the stationary solution with the characteristics of the model itself, the restrictiveconditions in the literature which are not easy to be satisfied by the nonlinear AR model areremoved, and the mild conditions are obtained to guarantee the optimal rates of the estimatorof autoregression function. In addition, the strongly consistent estimator of the variance ofwhite noise is also constructed.
