scholarly journals An Adaptive Target Tracking Algorithm Based on EKF for AUV with Unknown Non-Gaussian Process Noise

2020 ◽  
Vol 10 (10) ◽  
pp. 3413 ◽  
Author(s):  
Lingyan Dong ◽  
Hongli Xu ◽  
Xisheng Feng ◽  
Xiaojun Han ◽  
Chuang Yu
Keyword(s):  
Neural Network ◽  
Gaussian Process ◽  
Target Tracking ◽  
Estimation Error ◽  
Gaussian Mixture ◽  
The State ◽  
Forward Speed ◽  
Process Noise ◽  
Variational Bayesian ◽  
Non Gaussian

An adaptive target tracking method based on extended Kalman filter (TT-EKF) is proposed to simultaneously estimate the state of an Autonomous Underwater Vehicle (AUV) and an mobile recovery system (MRS) with unknown non-Gaussian process noise in homing process. In the application scenario of this article, the process noise includes the measurement noise of AUV heading and forward speed and the estimation error of MRS heading and forward speed. The accuracy of process noise covariance matrix (PNCM) can affect the state estimation performance of the TT-EKF. The variational Bayesian based algorithm is applied to estimate the process noise statistics. We use a Gaussian mixture distribution to model the non-Gaussian noisy forward speed of AUV and MRS. We use a von-Mises distribution to model the noisy heading of AUV and MRS. The variational Bayesian algorithm is applied to estimate the parameters of these distributions, and then the PNCM can be calculated. The prediction error of TT-EKF is online compensated by using a multilayer neural network, and the neural network is online trained during the target tracking process. Matlab simulation and experimental data analysis results verify the effectiveness of the proposed method.

Improved UFIR Tracking Algorithm for Maneuvering Target

2016 ◽  
Vol 2 (2) ◽  
pp. 344 ◽  
Author(s):  
Shoulin Yin ◽  
Jinfeng Wang ◽  
Tianhua Liu
Keyword(s):  
Target Tracking ◽  
Finite Impulse Response ◽  
Estimation Error ◽  
Statistical Properties ◽  
Noise Model ◽  
Noise Power ◽  
Actual Process ◽  
Maneuvering Target Tracking ◽  
Process Noise ◽  
Maneuvering Target

Maneuvering target tracking is a target motion estimation problem, which can describe the irregular target maneuvering motion. It has been widely used in the field of military and civilian applications. In the maneuvering target tracking, the performance of Kalman filter(KF) and its improved algorithms depend on the accuracy of process noise statistical properties. If there exists deviation between process noise model and the actual process, it will generate the phenomenon of estimation error increasing. Unbiased finite impulse response(UFIR) filter does not need priori knowledge of noise statistical properties in the filtering process. The existing UFIR filters have the problem that generalized noise power gain(GNPG) does not change with measurement of innovation. We propose an improved UFIR filter based on measurement of innovation with ratio dynamic adaptive adjustment at adjacent time. It perfects the maneuvering detect-ability. The simulation results show that the improved UFIR filter has the best filtering effect than KF when process noise is not accurate.

scholarly journals An Improved Gaussian Mixture CKF Algorithm under Non-Gaussian Observation Noise

2016 ◽  
Vol 2016 ◽  
pp. 1-10
Author(s):  
Hongjian Wang ◽  
Cun Li
Keyword(s):  
Target Tracking ◽  
Computation Time ◽  
Velocity Model ◽  
Gaussian Mixture ◽  
Fast Tracking ◽  
Mixture Density ◽  
Cubature Kalman Filter ◽  
Observation Noise ◽  
Non Gaussian ◽  
Time Update

In order to solve the problems that the weight of Gaussian components of Gaussian mixture filter remains constant during the time update stage, an improved Gaussian Mixture Cubature Kalman Filter (IGMCKF) algorithm is designed by combining a Gaussian mixture density model with a CKF for target tracking. The algorithm adopts Gaussian mixture density function to approximately estimate the observation noise. The observation models based on Mini RadaScan for target tracking on offing are introduced, and the observation noise is modelled as glint noise. The Gaussian components are predicted and updated using CKF. A cost function is designed by integral square difference to update the weight of Gaussian components on the time update stage. Based on comparison experiments of constant angular velocity model and maneuver model with different algorithms, the proposed algorithm has the advantages of fast tracking response and high estimation precision, and the computation time should satisfy real-time target tracking requirements.

scholarly journals Adaptive Weight Update Algorithm for Target Tracking of UUV Based on Improved Gaussian Mixture Cubature Kalman Filter

Complexity ◽  
2020 ◽  
Vol 2020 ◽  
pp. 1-12
Author(s):  
Hongjian Wang ◽  
Ying Wang ◽  
Cun Li ◽  
Juan Li ◽  
Qing Li ◽  
...  
Keyword(s):  
Kalman Filter ◽  
Probability Density Function ◽  
Target Tracking ◽  
Probability Density ◽  
Density Function ◽  
Gaussian Mixture ◽  
System State ◽  
Cubature Kalman Filter ◽  
Non Gaussian ◽  
Time Update

The Gaussian mixture filter can solve the non-Gaussian problem of target tracking in complex environment by the multimode approximation method, but the weights of the Gaussian component of the conventional Gaussian mixture filter are only updated with the arrival of the measurement value in the measurement update stage. When the nonlinear degree of the system is high or the measurement value is missing, the weight of the Gauss component remains unchanged, and the probability density function of the system state cannot be accurately approximated. To solve this problem, this paper proposes an algorithm to update adaptive weights for the Gaussian components of a Gaussian mixture cubature Kalman filter (CKF) in the time update stage. The proposed method approximates the non-Gaussian noise by splitting the system state, process noise, and observation noise into several Gaussian components and updates the weight of the Gaussian components in the time update stage. The method contributes to obtaining a better approximation of the posterior probability density function, which is constrained by the substantial uncertainty associated with the measurements or ambiguity in the model. The estimation accuracy of the proposed algorithm was analyzed using a Taylor expansion. A series of extensive trials was performed to assess the estimation precision corresponding to various algorithms. The results based on the data pertaining to the lake trial of an unmanned underwater vehicle (UUV) demonstrated the superiority of the proposed algorithm in terms of its better accuracy and stability compared to those of conventional tracking algorithms, along with the associated reasonable computational time that could satisfy real-time tracking requirements.

Adaptive estimation algorithm of boost-phase trajectory using binary asynchronous observation

2016 ◽  
Vol 230 (14) ◽  
pp. 2661-2672 ◽  
Author(s):  
Nan Wu ◽  
Lei Chen ◽  
Yongjun Lei ◽  
Fankun Meng
Keyword(s):  
State Estimation ◽  
Phase Trajectory ◽  
Prior Information ◽  
Estimation Error ◽  
The State ◽  
Estimation Accuracy ◽  
Unknown Input ◽  
Noise Variance ◽  
Process Noise ◽  
Variance Matrix

A kind of adaptive filter algorithm based on the estimation of the unknown input is proposed for studying the adaptive adjustment of process noise variance of boost phase trajectory. Polynomial model is used as the motion model of the boost trajectory, truncation error is regarded as an equivalent to the process noise and the unknown input and process noise variance matrix is constructed from the estimation value of unknown input according to the quantitative relationship among the unknown input, the state estimation error, and optimal process noise variance. The simulation results show that in the absence of prior information, the unknown input is estimated effectively in terms of magnitude, a positive definite matrix of process noise covariance which is close to the optimal value is constructed real-timely, and the state estimation error approximates the error lower bound of the optimal estimation. The estimation accuracy of the proposed algorithm is similar to that of the current statistical model algorithm using accurate prior information.

Modeling and Monitoring of Chemical System

2016 ◽  
pp. 835-858
Author(s):  
Majdi Mansouri ◽  
Hazem Numan Nounou ◽  
Mohamed Numan Nounou
Keyword(s):  
State Estimation ◽  
Nonlinear Modeling ◽  
The State ◽  
Estimation Accuracy ◽  
Time Varying ◽  
Bayesian Filter ◽  
Estimation Techniques ◽  
Variational Bayesian ◽  
Continuously Stirred Tank Reactor ◽  
Non Gaussian

This chapter addresses the problem of time-varying nonlinear modeling and monitoring of a continuously stirred tank reactor (CSTR) process using state estimation techniques. These techniques include the extended Kalman filter (EKF), particle filter (PF), and the more recently the variational Bayesian filter (VBF). The objectives of this chapter are threefold. The first objective is to use the variational Bayesian filter with better proposal distribution for nonlinear states and parameters estimation. The second objective is to extend the state and parameter estimation techniques to better handle nonlinear and non-Gaussian processes without a priori state information, by utilizing a time-varying assumption of statistical parameters. The third objective is to apply the state estimation techniques EKF, PF and VBF for time-varying nonlinear modeling and monitoring of CSTR process. The estimation performance is evaluated on a synthetic example in terms of estimation accuracy, root mean square error and execution times.

The short texts classification based on neural network topic model

2021 ◽  
pp. 1-13
Author(s):  
Dangguo Shao ◽  
Chengyao Li ◽  
Chusheng Huang ◽  
Qing An ◽  
Yan Xiang ◽  
...  
Keyword(s):  
Neural Network ◽  
Feature Extraction ◽  
Latent Dirichlet Allocation ◽  
Topic Model ◽  
Dirichlet Distribution ◽  
Gaussian Mixture ◽  
Classification Model ◽  
Variational Bayesian ◽  
Model Based ◽  
Topic Distribution

Aiming at the low effectiveness of short texts feature extraction, this paper proposes a short texts classification model based on the improved Wasserstein-Latent Dirichlet Allocation (W-LDA), which is a neural network topic model based on the Wasserstein Auto-Encoder (WAE) framework. The improvements of W-LDA are as follows: Firstly, the Bag of Words (BOW) input in the W-LDA is preprocessed by Term Frequency–Inverse Document Frequency (TF-IDF); Subsequently, the prior distribution of potential topics in W-LDA is replaced from the Dirichlet distribution to the Gaussian mixture distribution, which is based on the Variational Bayesian inference; And then the sparsemax function layer is introduced after the hidden layer inferred by the encoder network to generate a sparse document-topic distribution with better topic relevance, the improved W-LDA is named the Sparse Wasserstein-Variational Bayesian Gaussian mixture model (SW-VBGMM); Finally, the document-topic distribution generated by SW-VBGMM is input to BiGRU (Bidirectional Gating Recurrent Unit) for the deep feature extraction and the short texts classification. Experiments on three Chinese short texts datasets and one English dataset represent that our model is better than some common topic models and neural network models in the four evaluation indexes (accuracy, precision, recall, F1 value) of text classification.

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