Spatiotemporal Learning Driven Mixture Importance Gaussian Filtering

ZHANG Hong-Wei

doi:10.12263/DZXB.20230056

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Spatiotemporal Learning Driven Mixture Importance Gaussian Filtering

更新时间：2023-10-20

- Spatiotemporal Learning Driven Mixture Importance Gaussian Filtering
- ACTA ELECTRONICA SINICA Pages: 1-8(2023)
- 作者机构：
  
  中山大学航空航天学院，广州深圳 518107
- 作者简介：
- 基金信息：
  
  Sun Yat-sen University Youth Cultivation Project(SPMT2021002;SPMT2022001)
- DOI：10.12263/DZXB.20230056
  CLC： TN953;
- Received：17 January 2023，
  
  Revised：2023-04-25，
  
  Published Online：20 October 2023，
- 稿件说明：
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ZHANG Hong-Wei. Spatiotemporal Learning Driven Mixture Importance Gaussian Filtering[J/OL]. ACTA ELECTRONICA SINICA, 2023, 1-8.
DOI：

ZHANG Hong-Wei. Spatiotemporal Learning Driven Mixture Importance Gaussian Filtering[J/OL]. ACTA ELECTRONICA SINICA, 2023, 1-8. DOI： 10.12263/DZXB.20230056.

摘要

为消减由非线性动态系统与状态约束不一致引起的高斯截断误差和线性化误差，提出时空学习驱动的混合重要性高斯滤波（Mixed Importance Gaussian Filtering，MIGF）算法.该算法采用软约束和稀疏正则技术表征目标状态真实参数和当前时刻测量之间的时空因果映射，利用瑞利熵混合历史状态和最新测量构建次优建议分布，根据因果不变结构融合重要性高斯-埃尔米特积分进行预测和更新，从而平衡样本数目和滤波精度并自适应地修正Sigma点权值，提升约束动态系统建模的准确性和参数估计的鲁棒性.实验结果表明，在综合性非线性标量状态估计中，相比无迹粒子滤波（Unscented Particle Filtering，UPF），MIGF的滤波状态协方差减小45.37%.在小型固定翼无人机纯方位跟踪实验中，相比混合截断无迹卡尔曼滤波（Mixture Truncated Unscented Kalman Filtering，MTUKF）、交互多模型无迹卡尔曼滤波（Interacting Multiple- model Unscented Kalman Filtering，IMMUKF）和多模型Rao-blackwell粒子滤波（Multi-model Rao-Blackwell particle filtering，MMRBPF），MIGF算法在时空一致约束下优化动态模型结构，获得更为准确、鲁棒的状态参数估计，整体运行时间相比IMMUKF增加一个数量级，而相比MMRBPF以模型集数目成倍减小.

Abstract

To reduce the Gaussian truncation error and linearization error caused by the inconsistency between the nonlinear dynamic and state constraints

this paper proposes a spatiotemporal learning-driven mixed importance Gaussian filtering (MIGF) algorithm. The algorithm uses soft constraint and sparse regularization technology to represent the spatiotemporal causal mapping between the true parameters of the target state and the current time measurement

uses Rayleigh entropy to mix the historical state and the latest measurement to establish the suboptimal recommendation distribution

and integrates the importance Gauss-Hermite integral to predict and update according to the causal invariant structure

adaptively correcting the Sigma points' weights and balancing the sample size and filtering accuracy to improve the accuracy of constrained dynamic system modeling and the robustness of parameter estimation. Experimental results show that

compared with the unscented particle filtering (UPF)

the filtered state covariance decreases by 45.37% for the comprehensive nonlinear scalar state estimation. Furthermore

in the bearings-only tracking experiment for a small fixed-wing UAV

compared with the mixture truncated unscented Kalman filtering (MTUKF)

interactive multi-model unscented Kalman filtering (IMMUKF) and multi-model Rao-blackwell particle filtering (MMRBPF)

the MIGF algorithm optimizes the dynamic model structure consistent spatiotemporal constraint to obtain more accurate and robust state parameter estimation. However

the overall running time is an order of magnitude higher than that of IMMUKF

while compared with MMRBPF

the reduction factor is the size of the model set.

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