تخمین حالت سیستمهای غیر خطی با استفاده از فیلتر کالمن مکعبی جمع گوسی بر اساس قانون شعاعی- کروی سیمپلکس
محورهای موضوعی : مهندسی برق و کامپیوترمحمدامین احمدپور کاخک 1 , بهروز صفری نژادیان 2
1 - دانشگاه صنعتی شیراز
2 - دانشگاه صنعتی شیراز
کلید واژه: سیستمهای غیر خطی, تخمین حالت, قانون مکعبی سیمپلکس, فیلتر جمع گوسی,
چکیده مقاله :
در این مقاله الگوریتم جدیدی از فیلترهای جمع گوسی برای تخمین حالت سیستمهای غیر خطی ارائه شده است. روش پیشنهادی شامل اجرای چند فیلتر کالمن مکعبی به شکل موازی است به صورتی که هر کدام از این فیلترها بر اساس قوانین شعاعی- کروی سیمپلکس پیادهسازی میشوند. در این روش تابع چگالی احتمال حالت به صورت مجموع وزنی از چند تابع گوسی است که مقادیر میانگین، کواریانس و همچنین ضرایب وزنی این توابع گوسی به صورت بازگشتی و در طول زمان محاسبه میشوند و هر کدام از فیلترهای کالمن مکعبی نیز مسئول به روز رسانی یکی از این توابع هستند. در نهایت عملکرد فیلتر پیشنهادی با استفاده از دو مسأله تخمین حالت غیر خطی مورد بررسی قرار گرفته و نتایج آن با فیلترهای غیر خطی مرسوم مقایسه میشود. شبیهسازیهای صورتگرفته نشان از دقت مناسب الگوریتم پیشنهادی در تخمین حالت سیستمهای غیر خطی دارد.
In this paper, a new algorithm of Gaussian sum filters for state estimation of nonlinear systems is presented. The proposed method consists of several parallel Cubature Kalman filters each of which is implemented according to the simplex spherical-radial rule. In this method, the probability density function is the sum of the weights of several Gaussian functions. The mean value, covariance, and weight coefficients of these Gaussian functions are calculated recursively over time, and each of the Cubature Kalman filters are responsible for updating one of these functions. Finally, the performance of the proposed filter is investigated using two nonlinear state estimation problems and the results are compared with conventional nonlinear filters. The simulation results show the appropriate accuracy of the proposed algorithm in state estimation of nonlinear systems.
[1] N. Gordon, B. Ristic, and S. Arulampalam, Beyond the Kalman Filter: Particle Filters for Tracking Applications, Artech House, 2004.
[2] Y. Bar-Shalom, X. R. Li, and T. Kirubarajan, Estimation with Applications to Tracking and Navigation, John Wiley & Sons, 2001.
[3] B. C. Kumar Pakki and G. Da-Wei, Nonlinear Filtering Methods and Applications, Springer, 2019.
[4] R. E. Kalman, "A new approach to linear filtering and prediction problems," J. of Basic Engineering, vol. 82, no. 1, pp. 35-45, Mar. 1960.
[5] A. Gelb, Applied Optimal Estimation, MIT Press, 1974.
[6] M. Nørgaard, N. K. Poulsen, and O. Ravn, "New developments in state estimation for nonlinear systems," Automatica, vol. 36, no. 11, pp. 1627-1638, Apr. 2000.
[7] S. Julier, J. Uhlmann, and H. F. Durrant-Whyte, "A new method for the nonlinear transformation of means and covariances in filters and estimators," IEEE Trans. on Automatic Control, vol. 45, no. 3, pp. 477-482, Mar. 2000.
[8] K. Ito and K. Xiong, "Gaussian filters for nonlinear filtering problems," IEEE Trans. on Automatic Control, vol. 45, no. 5, pp. 910-927, May 2000.
[9] I. Arasaratnam, S. Haykin, and L. Fellow, "Cubature Kalman filters," IEEE Trans. on Automatic Control, vol. 54, no. 6, pp. 1254-1269, Jun. 2009.
[10] I. Arasaratnam, S. Haykin, and T. R. Hurd, "Cubature Kalman filtering for continuous-discrete systems: theory and simulations," IEEE Trans. on Signal Processing, vol. 58, no. 10, pp. 4977-4993, Oct. 2010.
[11] I. Arasaratnam and S. Haykin, "Cubature Kalman smoothers," Automatica, vol. 47, no. 10, pp. 2245-2250, Oct. 2011.
[12] B. Jia, M. Xin, and Y. Cheng, "High-degree cubature Kalman filter," Automatica, vol. 49, no. 2, pp. 510-518, Feb. 2013.
[13] D. Meng, L. Miao, H. Shao, and J. Shen, "A seventh-degree cubature Kalman filter," Asian J. of Control, vol. 20, no. 1, pp. 250-262, Jan. 2018.
[14] S. Wang, J. Feng, and K. T. Chi, "Spherical simplex-radial cubature Kalman filter," IEEE Signal Processing Letter, vol. 21, no. 1, pp. 43-46, Jan. 2013.
[15] M. S. Arulampalam, S. Maskell, N. Gordon, and T. Clapp, "A tutorial on particle filters for online nonlinear/non-Gaussian Bayesian tracking," IEEE Trans. on Signal Processing, vol. 50, no. 2, pp. 174-188, Feb. 2002.
[16] D. Simon, Optimal State Estimation: Kalman, H Infinity, and Nonlinear Approaches, John Wiley & Sons, 2006.
[17] P. H. Leong, S. Arulampalam, T. A. Lamahewa, and T. D. Abhayapala, "A Gaussian-sum based cubature Kalman filter for bearings-only tracking," IEEE Trans. on Aerospace and Electronic Systems, vol. 49, no. 2, pp. 1161-1176, Apr. 2013.
[18] R. Radhakrishnan, S. Bhaumik, and N. K. Tomar, "Gaussian sum shifted Rayleigh filter for underwater bearings-only target tracking problems," IEEE J. of Oceanic Engineering, vol. 44, no. 2, pp. 492-501, Apr. 2018.
[19] L. Wang and X. Cheng, "Algorithm of gaussian sum filter based on high-order UKF for dynamic state estimation," International J. of Control, Automation and Systems, vol. 13, no. 3, pp. 652-661, Mar. 2015.
[20] S. Sarkka, "On unscented Kalman filtering for state estimation of continuous-time nonlinear systems," IEEE Trans. on Automatic Control, vol. 52, no. 9, pp. 1631-1641, Sept. 2007.
[21] G. Mohammaddadi, N. Pariz, and A. Karimpour, "Modal Kalman filter," Asian J. of Control, vol. 19, no. 2, pp. 728-738, Mar. 2017.
[22] B. Jia, M. Xin, and Y. Cheng, "Sparse-grid quadrature nonlinear filtering," Automatica, vol. 48, no. 2, pp. 327-341, Feb. 2012.
[23] A. Genz and J. Monahan, "Stochastic integration rules for infinite regions," SIAM J. on Scientific Computing, vol. 19, no. 2, pp. 426-439, Mar. 1998.
[24] J. H. Kotecha and P. M. Djuric, "Gaussian sum particle filtering," IEEE Trans. on Signal Processing, vol. 51, no. 10, pp. 2602-2612, Oct. 2003.
[25] S. Sadhu, S. Bhaumik, A. Doucet, and T. K. Ghoshal, "Particle-method-based formulation of risk-sensitive filter," Signal Processing, vol. 89, no. 3, pp. 314-319, Mar. 2009.
[26] S. Bhaumik, M. Srinivasan, S. Sadhu, and T. K. Ghoshal, "Adaptive grid risk-sensitive filter for non-linear problems," IET Signal Processing, vol. 5, no. 2, pp. 235-241, Apr. 2011.
[27] F. Faubel and D. Klakow, "Further improvement of the adaptive level of detail transform: splitting in direction of the nonlinearity," in Proc. 18th European Signal Processing Conf., pp. 850-854, Aalborg, Denmark, 23-27 Aug. 2010.
[28] I. Stewart, "The lorenz attractor exists," Nature, vol. 406, no. 6799, pp. 948-949, Aug. 2000.
[29] K. Nosrati, C. Volos, and A. Azemi, "Cubature Kalman filter-based chaotic synchronization and image encryption," Signal Processing: Image Communication, vol. 58, pp. 35-48, Oct. 2017.