共查询到20条相似文献，搜索用时 46 毫秒
1.
带乘性噪声系统由于其广泛的适用性,一直成为研究的热点。针对带乘性噪声系统状态最优估计的自适应算法进行研究,探讨在噪声服从平稳正态分布情况下,对未知动态噪声方差阵与观测噪声方差阵的辨识问题。在证明带乘性噪声系统新息在稳态时和线性系统新息有着相似稳定特性的前提下,通过对线性系统辨识方法的改进,完成对带乘性噪声系统噪声方差阵的辨识,并利用新息特性对该方法进行进一步改进,以提高辨识精度;最后通过仿真验证该方法的有效性。 相似文献
2.
Junhao Xie Yeshu Yuan Yongtan Liu 《Oceanic Engineering, IEEE Journal of》1998,23(4):313-321
Owing to the decametric wavelength, the angular resolution of high-frequency surface wave radar (HFSWR) is usually coarse, especially when dimensions of antenna arrays are restricted such as in shipborne HFSWR applications. In this paper, the relative strength of atmospheric noise and sea clutter that will heavily degrade the capabilities of HFSWR in target detection and resolution are calculated, then a method for estimating the spatial covariance matrix of background noise is presented. By introducing a pre-whitening procedure in multiple signal classification (MUSIC), the resolution performance of MUSIC is enhanced in spatially colored noise environment. Results with data from the aircraft detecting experiment conducted by the Research Institute of Electronic Engineering of Harbin Institute of Technology in 1994 and simulated data of two targets show that pre-whitened MUSIC can provide a better resolution and accurate determination of target number. Furthermore, a post-processing method is proposed to eliminate the sidelobe of spatial spectrum arising from the estimation errors of a noise covariance matrix 相似文献
3.
针对多通道乘性噪声系统问题的实际需要 ,推广 Rajasekaran滤波算法 ,利用线性最小方差的概念和投影公式 ,导出含有乘性噪声统计特性参数阵特殊乘法运算的新息协方差矩阵 ,并利用这个中间矩阵 ,在观测为多通道 ,且各个通道的乘性噪声不同 ,以及系统的动态噪声和观测噪声同时刻相关的情况下 ,导出状态递推滤波算法 ,该算法在线性最小方差意义下是最优的。并对该算法进行仿真研究 ,仿真结果表明了该算法的有效性 相似文献
4.
Todd L. Walton Jr 《Ocean Engineering》2000,27(1):1811
Investigation of shoreline change signals in the presence of possible non-stationarity is attempted via Karhunen–Loeve filtering to separate the actual shoreline signal change from that of random noise. Interpretation is made of the signal and noise normalized covariance and spectra to help in delineating natural change versus man-made change patterns for a section of shoreline where a navigation channel existed over a portion of the shoreline history. 相似文献
5.
逆方法是海洋学研究中一个常用的方法,但是所求解的统计量通常和模式的先验假设不一致。为了解决这一问题,本文尝试将所求解的统计量作为模式的先验统计量,然后进行下一轮求逆运算,并重复这一过程。通过分析一个具体的案例,发现经过数次迭代之后,由于解和模式误差的协方差矩阵的行列式会变为零,从而所求解的统计量和它的先验假设之间的一致性变得很难评估。然而,在迭代过程中,解的后验统计量和先验统计量之间的数值上差异能够逐渐缩小。 相似文献
6.
This paper proposes an improved version of Unscented Kalman Filter (UKF), namely Robust Adaptive UKF (RAUKF), with a special focus on Bearings-Only Target Tracking for three-dimensional case (3DBOT). The automatic tuning of the noise covariance matrices and the robust estimation of the target states form a critical point for the performance of the Kalman-type filtering algorithms, especially in the variable environmental conditions exposed in underwater. The key idea of the proposed filter is to combine robust aspects of UKF and adaption of the process and measurement noise covariance matrices with low computational complexity. The main contribution of this paper is to adjust these matrices by means of the steepest descent algorithm, and the H∞ technique is embedded to achieve superior performance in terms of accuracy and robustness against initial conditions and model uncertainties. Different experiments are performed to evaluate the performance of the proposed algorithm in the 3DBOT problem with a single moving observer. Simulations demonstrate that the proposed filter produce more accurate results with satisfactory computational burden in comparison with other methods. 相似文献
7.
Several detection statistics are compared in the frequency domain based on the asymptotic probability of detection (APD) criterion. They include second-order, fourth-order, normalized fourth-order, and kurtosis estimates. The results show that for randomly occurring signals which can be characterized as non-Gaussian, the fourth-order, normalized fourth-order, and kurtosis estimates can have higher asymptotic probability of detection levels compared with second-order estimates. But only for the normalized fourth-order and kurtosis estimates do the results seem significant. Moreover, if a second-order estimate of the noise is available to normalize a fourth-order estimate of signal and noise, the resultant normalized fourth-order estimate has higher asymptotic probability of detection levels even for Gaussian signals. This result holds only when there is a significant positive covariance between the numerator and the normalizing noise sample in the denominator. On the other hand, if an independent noise sample is used to normalize a second-order or fourth-order estimate, the overall performance based on the asymptotic probability of detection will be degraded compared with the unnormalized second-order or fourth-order estimates, respectively. 相似文献
8.
利用相临过去时段预报结果中同一时刻不同时效的模式预报场差异,计算预报误差协方差,并基于集合-变分混合同化系统将其与静态背景场误差协方差结合,从而在同化系统中构建了具有各向异性和一定流依赖特征的背景场误差协方差。单点观测理想试验显示本方案改善了静态模型化背景场误差协方差的各向同性和流依赖性问题。“凡亚比”台风的一系列同化及模拟试验表明,从台风路径、强度等方面本文方案的效果都要优于三维变分法。本文方案在不需要集合预报,计算量与三维变分法相当的情况下,给同化系统引入了各向异性、一定流依赖特征的背景误差协方差,因此本方案适于在计算资源较为紧缺情况下,对时效要求较高的预报业务中应用。 相似文献
9.
In an active sonar system setting, a novel method is evaluated that extracts range and Doppler information from a Doppler-spread active sonar echo. The Doppler spreading is based on H. Van Trees' (1971) Gaussian amplitude modulating model, and the new method is based on the Fourier transform of a special case of the fourth-order cumulant. Specifically, from the envelope of the Gaussian amplitude modulated echo of a transmitted coded pulse train, the second-order spectrum and the Fourier transform of a special case of the fourth-order cumulant are derived and analyzed for this ability to extract range and Doppler information. It is shown that the method can theoretically extract range and Doppler information without degradation. The reason for this result is that a special case of the fourth-order cumulant is independent of the covariance of the Gaussian amplitude modulating function. These methods are also simulated and compared with the simulated results of the range-Doppler ambiguity function. This shows that the ambiguity function and the second-order spectrum are degraded due to the Gaussian amplitude modulation. The results are further demonstrated by simulating the three range-Doppler extraction methods for the received echo in noise 相似文献
10.
Analysis of measurements from two long-term moored arrays in and near the Gulf Stream suggests a simple parameterization of eddy spatial covariance statistics: a parameterization that can be referred to as “quasi-homogeneous and isotropic”. Taking the normalized covariance function (i.e. the correlation function) for streamfunction to be homogeneous and isotropic and assuming motions to be horizontally nondivergent and hydrostatic permit the velocity and temperature covariances to be derived from the streamfunction covariance. Statistical tests indicate that deviations from these assumptions are indistinguishable from Gaussian random noise. The spatial correlation function used in Gaussian with a decay scale of about 140 km, which is only weakly depth dependent. A simple form is also suggested for the vertical lag dependence. This parameterization permits calculation of derived quantities such as the eddy vorticity flux divergence which is discussed in the context of the mean potential vorticity balances for the depth integrated circulation and for the subthermocline layer. The divergence of the relative vorticity flux is found capable of driving two counter-rotating gyres of strength 30–40 Sv on either side of the Stream, as are observed. The “thickness flux” dominates the lower layer eddy potential vorticity flux and is of the correct sign to make the recirculation more barotropic. The lower layer eddy forcing is weak and the gyres exist in a region of nearly uniform mean potential vorticity. 相似文献
11.
12.
最小二乘配置法由于其能融合不同种类重力观测数据进行局部重力场逼近的特性而受到广泛关注,但最小二乘配置结果的不稳定严重影响该方法的推广应用。 基于对重力观测量协方差矩阵的谱分解,分析出该协方差矩阵存在病态性,协方差矩阵的求逆过程是信号放大的非平稳过程,微小的观测误差会被协方差矩阵的小奇异值放大,从而导致配置结果的不稳定且精度偏低。 引入 Tikhonov 正则化算法,通过 L 曲线法选择正则化参数,利用正则化参数修正重力观测量协方差矩阵的小奇异值,能抑制其对观测误差的放大影响。 通过以 EGM2008 重力场模型分别计算的山区、丘陵和海域重力异常作为基础数据确定相应区域大地水准面的实验,验证了本文算法的有效性。 相似文献
13.
14.
Air-sea carbon-dioxide flux estimated by eddy covariance method from a buoy observation 总被引：1，自引：0，他引：1
Precise measurements of the CO2 gas transfer across the air-sea interface provide a better understanding of the global carbon cycle.The air-sea CO2 fluxes are obtained by the eddy covariance method and the bulk method from a buoy observation in the northern Huanghai sea.The effects of buoy motion on flux calculated by the eddy covariance method are demonstrated.The research shows that a motion correction can improve the correlation coefficient between the CO2 fluxes estimated from two different levels.Without the CO2-H2 O cross-correlation correction which is termed as PKT correction,the air-sea CO2 fluxes estimated by eddy covariance method using the motion corrected data are nearly an order of magnitude larger than those estimated by the bulk method.After the CO2-H2 O cross-correlation correction,some eddy covariance CO2 fluxes indeed become closer to the bulk CO2 flux,whereas some are overcorrected which are in response to small water vapor flux. 相似文献
15.
鉴于深海温跃层以下往往声速值缺乏,声速剖面不完整的原因,提出一种声速剖面的预报方法:在传统经验正交函数预报法基础上,首先改进协方差矩阵的求解方法,将原始数据的空间信息和时间信息有效地融合到协方差矩阵中,通过由大量实测数据统计得出的时间函数的经验公式,得到合成剖面,将二者结合,把不完整剖面垂直向下延拓到海底,较为有效地解决了传统方法求解协方差矩阵和时间函数较粗糙的问题,给出了完整的海洋声速剖面的准确预报.实测数据检验结果表明,改进方法的预报精度比传统方法有了很大提高. 相似文献
16.
In this paper, we use matched-field inversion methods to estimate the geoacoustic parameters for three synthetic test cases from the Geoacoustic Inversion Techniques Workshop held in May 2001 in Gulfport, MS. The objective of this work is to use a sparse acoustic data set to obtain estimates of the parameters as well as an indication of their uncertainties. The unknown parameters include the geoacoustic properties of the sea bed (i.e., number of layers, layer thickness, density, compressional speed, and attenuation) and the bathymetry for simplified range-dependent acoustic environments. The acoustic data used to solve the problems are restricted to five frequencies for a single vertical line array of receivers located at one range from the source. Matched-field inversion using simplex simulated annealing optimization is initially used to find a maximum-likelihood (ML) estimate. However, the ML estimate provides no information on the uncertainties or covariance associated with the model parameters. To estimate uncertainties, a Bayesian formulation of matched-field inversion is used to generate posterior probability density distributions for the parameters. The mean, covariance, and marginal distributions are determined using a Gibbs importance sampler based on the cascaded Metropolis algorithm. In most cases, excellent results were obtained for relatively sensitive parameters such as wave speed, layer thickness, and water depth. The variance of the estimates increase for relatively insensitive parameters such as density and wave attenuation, especially when noise is added to the data. 相似文献
17.
根据预报值具有最小方差这一要求,详细推导了融合法在观测数据为一维、多维和维数不同的情况下的具体同化表达形式,同时还给出了不同情况下与同化表达式相对应的预报误差公式.利用这些公式,可以用融合法处理常见的海洋观测数据的同化问题.在陆架海模式HAMSOM基础上,以4月份的渤海海表温度为例,我们验证了同化公式的正确性,并给出了同化后较好的同化结果。最后将融合法的同化结果与卡尔曼滤波同化结果进行了对比.比较表明,融合法使用起来更简单,且能有效地处理常见的海洋观测数据. 相似文献
18.
在地球表面附近的组合导航中,一般以经、纬度表示水平位置,单位为弧度(rad),以高程表示竖直位置,单位为米(m)。1m的定位误差仅相当于约10-7rad,从而造成定位协方差矩阵的条件数达1013量级。Kalman滤波中要对协方差矩阵求逆,过高的条件数将引起严重的病态问题,从而造成很大的数值误差,影响滤波精度,甚至造成滤波发散。提出一种直接的解决方法,即构建一种避免病态问题的组合导航滤波模型。具体过程为:引入一种尺度因子(即平均地球半径)对组合导航系统的状态量、观测量、状态方程以及观测方程进行线性变换,从而对经、纬度误差进行适当的尺度化,明显降低协方差矩阵的条件数,有效避免了滤波过程中病态问题的出现。新方法在不明显增加计算量的前提下有效解决了病态问题,并保证了Kalman滤波的最优性质。数值仿真验证了该方法的有效性。 相似文献
19.
MICHAEL K. TIPPETT STEPHEN E. COHN RICARDO TODLING DAN MARCHESIN 《地球，A辑:动力气象学与海洋学》2000,52(5):533-553
Ensemble and reduced‐rank approaches to prediction and assimilation rely on low‐dimensional approximations of the estimation error covariances. Here stability properties of the forecast/analysis cycle for linear, time‐independent systems are used to identify factors that cause the steady‐state analysis error covariance to admit a low‐dimensional representation. A useful measure of forecast/analysis cycle stability is the bound matrix , a function of the dynamics, observation operator and assimilation method. Upper and lower estimates for the steady‐state analysis error covariance matrix eigenvalues are derived from the bound matrix. The estimates generalize to time‐dependent systems. If much of the steady‐state analysis error variance is due to a few dominant modes, the leading eigenvectors of the bound matrix approximate those of the steady‐state analysis error covariance matrix. The analytical results are illustrated in two numerical examples where the Kalman filter is carried to steady state. The first example uses the dynamics of a generalized advection equation exhibiting non‐modal transient growth. Failure to observe growing modes leads to increased steady‐state analysis error variances. Leading eigenvectors of the steady‐state analysis error covariance matrix are well approximated by leading eigenvectors of the bound matrix. The second example uses the dynamics of a damped baroclinic wave model. The leading eigenvectors of a lowest‐order approximation of the bound matrix are shown to approximate well the leading eigenvectors of the steady‐state analysis error covariance matrix. 相似文献
20.
The approach presented is directed toward a specific adaptation of the least‐squares collocation with noise, yielding smooth predictions of geophysical quantities. The smoothing corresponds here to a truncated gravity field equivalent to an (n’, n') spherical‐harmonic expansion. This is reflected in the truncation, at the degree n‘, of the pertinent covariance and cross‐covariance functions in most (but not all) instances. The smooth predictions of geophysical quantities, made in an equilateral grid corresponding to the truncation degree n‘, serve in constructing contour maps after having been densified for the needs of a contour routine. Such a densification is carried out efficiently via errorless collocation with the degree truncation n‘ throughout. Consistent with this procedure, “residuals” at observation points (i.e., discrepancies between the contour map and the data) are computed using the same algorithm. The complete collocation approach is utilized for a 2° resolution of the earth's gravity field with emphasis on the oceanic geoid, based on the residuals from a global spherical‐harmonic adjustment of SEASAT altimetry. The presented results include contour maps of geoid undulations and gravity anomalies. They are compared to the results of a point‐mass adjustment, another technique based on the spherical‐harmonic adjustment. The agreement between these two techniques is found to be excellent. 相似文献