期刊文献+

基于MCMC粒子滤波的GPS接收机自主完好性监测算法研究 被引量:11

Research on GPS receiver autonomous integrity monitoring algorithm based on MCMC particle filtering
在线阅读 下载PDF
导出
摘要 提出将马尔可夫蒙特卡罗方法与标准的粒子滤波算法有机结合应用于接收机自主完好性监测(RAIM)中。通过状态观测概率密度似然比方法建立一致性检验统计量进行卫星故障的检测与隔离。对算法进行了数学建模,描述了算法的流程。通过实测数据验证,结果表明,该方法在非高斯测量噪声情况下可以对状态进行精确的估计,成功检测和隔离故障卫星,克服了卡尔曼滤波的RAIM算法在处理非高斯测量噪声时性能下降的问题,从而验证了MCMC粒子滤波在接收机自主完好性监测中的有效性。 The investigation presents a new approach combining Markov Chain Monte Carlo method and standard particle filtering for GPS receiver autonomous integrity monitoring. The log likelihood ratio (LLR) test based on probability density function of state-measurement is set up. The consistency test utilizing LLR is devised for satellite fault detection and isolation (FDI). Mathematic model and algorithm flow for FDI are described in detail. Experimental results based on real GPS data demonstrate that the algorithm can estimate the state precisely under non-Gaussian measurement noise, detect and isolate GPS satellite failures successfully and solve the performance degradation problem of RAIM algorithm based on Kalman filter. Therefore, experimental results validate the validity of MCMC particle filtering for RAIM.
出处 《仪器仪表学报》 EI CAS CSCD 北大核心 2009年第10期2208-2212,共5页 Chinese Journal of Scientific Instrument
基金 国家863计划(2009AA12Z312) 交通部科技教育司(200536422504)资助项目
关键词 GPS 粒子滤波 接收机自主完好性监测 马尔可夫蒙特卡罗方法 故障检测 global positioning system particle filtering receiver autonomous integrity monitoring (RAIM) Markov Chain Monte Carlo (MCMC) method fault detection
  • 相关文献

参考文献1

二级参考文献10

  • 1ARULAMPALAM S, MASKELL S, GORDON N. A tutorial on particle filters for online non-linear/non-gaussian bayesian tracking [ J ]. IEEE Transaction on Signal Processing, 2002,50(2) : 174-188.
  • 2DOUCET A, GORDON N J. Sequential Monte Carlo methods in practice [ M ]. New York : Springer-Verlag, 2001.
  • 3DOUCET A, GORDON N J. On sequential simulation- based methods for bayesian filtering[ M ]. Technical Target Track, SPIE Signal and Data Processing of Small Targets, 1999.
  • 4LIU J S, CHEN R. Sequential Monte Carlo methods for dynamic systems[J]. Journal of the American Statistical Association, 1998 : 1032-1044.
  • 5CRISAN D, DOUCET A. Convergence of sequential Monte Carlo methods, technical report CUED/F-INFENG/TR381 [ R]. Signal Processing Group, Department of Engineering, University of Cambridge, 2000:65-86.
  • 6MERVE R V, DOUCET A. The unscented particle filter [ R]. Technical Report CUED/F-INFENF TR 380, 2000.
  • 7ATHANS M, WISHNER R P, BERTOLINI A. Suboptimal state estimation for continuous time nonlinear systems from discrete noisy ts [ J ]. IEEE Transactions on Automatic Control, 1968(13) :504-514.
  • 8KITAGAWA G. Non-gaussian state-space modeling of nonstationary time-series [ J ]. Journal of the American Statistical Association, 1987,82(400) :1032-1063.
  • 9BEADLE E R, DJURIC P M. A fast weighted Bayesian bootstrap filter for nonlinear model state estimation [ J ]. IEEE Transactions on Aerospace and Electronic Systems, 1997,33( 1 ) :338-343.
  • 10JULIER S, UHLMANN J, DURRANT-WHYTE H F. A new method for nonlinear transformation of means and covariances in filters and estimator[ J]. IEEE Transactions on Automatic Control, 2000,45 ( 3 ) :477-482.

共引文献23

同被引文献124

引证文献11

二级引证文献57

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部