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目录
二、KEWLS（Kernel-Embedded Weighted Least Squares）
💥1 概述
KEWLS（Kernel-Embedded Weighted Least Squares）和KEWLS-KF（KKF）是两种状态估计技术，常用于估计动态系统中的状态变量。这些技术通常应用于控制理论、机器学习和信号处理等领域。我可以为你提供一些关于它们的基本信息：
1. **KEWLS（Kernel-Embedded Weighted Least Squares）**:
- KEWLS是一种基于加权最小二乘法的状态估计技术。
- 它使用核函数来映射输入数据到高维空间，从而能够更好地捕捉非线性关系。
- 通过对数据施加不同的权重，可以对不同数据点的重要性进行调整，以提高估计的准确性。
- KEWLS通常适用于非线性系统或者系统具有复杂的动态特性的情况。
2. **KEWLS-KF（KKF）**:
- KEWLS-KF是KEWLS与卡尔曼滤波（Kalman Filtering）技术相结合的一种方法。
- 卡尔曼滤波是一种经典的状态估计方法，用于估计线性系统中的状态变量。
- 将KEWLS与卡尔曼滤波相结合，可以在非线性系统中更好地进行状态估计，克服卡尔曼滤波在非线性系统中的局限性。
- KEWLS-KF在处理非线性系统时具有较好的性能，能够更准确地估计系统的状态变量。
KEWLS和KEWLS-KF (KKF) 研究
一、概述
KEWLS（Kernel-Embedded Weighted Least Squares）和KEWLS-KF（KKF）是两种重要的状态估计技术，广泛应用于控制理论、机器学习和信号处理等领域。这些技术主要用于估计动态系统中的状态变量，尤其是在处理非线性系统或具有复杂动态特性的系统时表现出色。
二、KEWLS（Kernel-Embedded Weighted Least Squares）
- 基本原理
- KEWLS是一种基于加权最小二乘法的状态估计技术。
- 它通过核函数将输入数据映射到高维空间，以更好地捕捉非线性关系。
- 通过对数据施加不同的权重，可以调整不同数据点的重要性，从而提高估计的准确性。
- 应用场景
- KEWLS通常适用于非线性系统或系统具有复杂动态特性的情况。
- 在这些情况下，传统的线性估计方法可能无法准确估计系统的状态变量，而KEWLS则能提供更准确的估计结果。
三、KEWLS-KF（KKF）
- 基本原理
- KEWLS-KF是KEWLS与卡尔曼滤波（Kalman Filtering）技术相结合的方法。
- 卡尔曼滤波是一种经典的状态估计方法，主要用于估计线性系统中的状态变量。
- 将KEWLS与卡尔曼滤波相结合，可以在非线性系统中更好地进行状态估计，克服卡尔曼滤波在非线性系统中的局限性。
- 性能优势
- KEWLS-KF在处理非线性系统时具有较好的性能，能够更准确地估计系统的状态变量。
- 这种方法结合了KEWLS在非线性关系捕捉方面的优势和卡尔曼滤波在状态估计中的稳定性，从而实现了更高效的状态估计。
四、应用领域
KEWLS和KEWLS-KF技术通常用于各种领域，包括但不限于：
- 机器学习：在机器学习领域，这些技术可以用于提高模型的预测精度和鲁棒性。
- 自动控制：在自动控制系统中，准确的状态估计是实现精确控制的关键。KEWLS和KEWLS-KF技术可以帮助控制系统更准确地估计系统的状态变量，从而实现更精确的控制。
- 信号处理：在信号处理领域，这些技术可以用于从噪声信号中提取有用信息，提高信号的信噪比和分辨率。
五、结论
KEWLS和KEWLS-KF作为两种先进的状态估计技术，在控制理论、机器学习和信号处理等领域具有广泛的应用前景。它们通过不同的方式提高了状态估计的准确性和鲁棒性，为解决复杂系统的状态估计问题提供了新的思路和方法。随着技术的不断发展和完善，KEWLS和KEWLS-KF将在更多领域发挥重要作用。
📚2 运行结果
部分代码：
clear all
clc
%%run variable loop
%%/
%here we will change a variable and run it through the 'loop'
No_loops = 28; %number of variable loops
No_it = 100; %number of iterations
No_times = 1; %number of times a process is repeated for tic/toc func
%loop storage
LS_RMSE = zeros(1,No_loops); %classic least squares
UKF_RMSE = zeros(1,No_loops); %classic Unscented Kalman filter
KEWLS_RMSE = zeros(1,No_loops); %proposed = Sequential extrapolation / batch estimation
KKF_RMSE = zeros(1,No_loops); %proposed but with an additional KF
SUKF_RMSE = zeros(1,No_loops); %sequential Unscented Kalman filter
LS_mean = cell(1,No_loops); %classic least squares
UKF_mean = cell(1,No_loops); %classic Unscented Kalman filter
KEWLS_mean = cell(1,No_loops); %proposed = Sequential extrapolation / batch estimation
KKF_mean = cell(1,No_loops); %proposed but with an additional KF
SUKF_mean = cell(1,No_loops); %sequential Unscented Kalman filter
LS_t = zeros(1,No_loops);
UKF_t = zeros(1,No_loops);
KEWLS_t = zeros(1,No_loops);
KKF_t= zeros(1,No_loops);
SUKF_t = zeros(1,No_loops);
%%// VARIABLES
bl = 10; %baseline
Lim = 1; %basline multiplier for travel limits
xV = 1;
yV = 1;
move_noise = 0; %Movement noise StD
s_pos = [0 ; 0]; %target start Position
delay = 1; % LEAVE AS 1 to delay the measurements by d_t or not
R = RRLH2D_positions(bl); %generate pos of rx's
No_RRLHs = length(R(1,:));
%%/// MODIFIABLE VARIABLES
d_t = 0.01; %default measurment intervals (s)
r_z = 0.01;%measurmenet noise StD
q = d_t; %std of process Q / prediction of D
qt = 9; %std of process Q / prediction of D
q_a = 4; %irrelivant now %std of process Q / prediction of state X
ang = 0.2; %angle of the crcular path
%% VARIABLE LOOP //
for loop = 1:No_loops
fprintf('\nloop = %d \n',loop)
%changing variable =
% Var = linspace(0.001,0.1,No_loops); %starts at the second value
%Var = logspace(-2,3,No_loops); %starts at the second value
Var = [0.001,.002,.003,.004,.005,.006,.007,.008,.009,...
.01,.02,.03,.04,.05,.06,.07,.08,.09,...
.1,.2,.3,.4,.5,.6,.7,.8,.9,1];
r_z = Var(loop);
ChangingVar = 'r_z';
fprintf('value = %d \n',Var(loop))
%
% q_KKF = q_a;
% q_SUKF= q_a;
% q_UKF = q_a;
if d_t == 0.1
q_KKF = 60;
q_SUKF= 3;
q_UKF = 100;
% qt = 0.4;
end
if d_t == 0.01
q_KKF = 20;
q_SUKF= 20;
q_UKF = 7;
% qt = 3;
end
if d_t == 0.001
q_KKF = 2;
q_SUKF= 30;
q_UKF = 20;
% qt = 10;
end
%% storage in cells for each variable iteration
posX = cell(1,250);
posY = cell(1,250);
M_posX = cell(1,250);
M_posY = cell(1,250);
Measurments = cell(1,250); % noisy measurments
True_distances = cell(1,250); % actual distances
True_dis_atEstPos = cell(1,250); % actual distances at the estimation point
%% Least squares and two step least squares
LS_estX = cell(1,250);
LS_estY = cell(1,250);
LS_Errors = cell(1,250);
LS_time = zeros(1,100);
%% Classic Unscented Kalman filter
UKF_estX = cell(1,250);
UKF_estY = cell(1,250);
UKF_Errors = cell(1,250);
UKF_time = zeros(1,100);
%% KEWLS
KEWLS_estX = cell(1,250);
KEWLS_estY = cell(1,250);
KEWLS_Errors = cell(1,250);
KEWLS_time = zeros(1,100);
%% KEWLS-KF (KKF)
KKF_estX = cell(1,250);
KKF_estY = cell(1,250);
KKF_Errors = cell(1,250);
KKF_time = zeros(1,100);
%% SUKF solution
SUKF_estX = cell(1,250);
SUKF_estY = cell(1,250);
SUKF_Errors = cell(1,250);
SUKF_time = zeros(1,100);
%%/// RUN ITERATIONS //
%% ITERATIONS
%% generate a circular path
C_path = 0;
if ang ~= 0
%distance per simulation time interval = time interval to mainatin 1m/s
Radius = 1/ang;
No_steps = (2*pi*Radius)/0.0001; %circumfrence distance/simulation time
C_path = circle_move(Radius,bl,No_steps);
end
%run through iterations
for it = 1:No_it
%Run the simulation to collect measurment data
if ang == 0
[True_est_pos, measurment_pos, measurments, true_distances, true_dis_atEstPos] =...
DelayedLaterationFunc_Str(R, delay, bl, Lim, xV, yV, d_t, s_pos, r_z, move_noise);
else
[True_est_pos, measurment_pos, measurments, true_distances, true_dis_atEstPos] =...
DelayedLaterationFunc_circ(R, delay, bl, Lim, xV, yV, d_t, s_pos, C_path, r_z, move_noise);
end
% store data
%legendCell{it} = append(num2str(d_t),'s'); %convert d_t to string for legend
posX{it} = True_est_pos(1,:);
posY{it} = True_est_pos(2,:);
M_posX{it} = measurment_pos(1,:);
M_posY{it} = measurment_pos(2,:);
Measurments{it} = measurments;
True_distances{it} = true_distances;
True_dis_atEstPos{it} = true_dis_atEstPos;
%% perform standard LS on the measurments - (currently TS is turned off for fair timing)
tic
for i = 1:No_times
[LS_Est] = LS_looped(R, measurments);
end
LS_time(it) = toc;
LS_estX{it} = LS_Est(1,:);
LS_estY{it} = LS_Est(2,:);
LS_Errors{it} = Error_calc(LS_Est, True_est_pos, 0);
%% Classic Unscented Kalman filter (ignoring the latencies)
tic
for i = 1:No_times
[UKF_est] = Kalman_solution_UKF(R, measurments, True_est_pos, r_z, q_UKF, d_t, LS_Est(:,1));
end
UKF_time(it) = toc;
UKF_estX{it} = UKF_est(1,:);
UKF_estY{it} = UKF_est(2,:);
UKF_Errors{it} = Error_calc(UKF_est, True_est_pos, 0);
%% KEWLS
tic
for i = 1:No_times
[KEWLS_est] = KEWLS(R, measurments, r_z, q);
end
KEWLS_time(it) = toc;
KEWLS_estX{it} = KEWLS_est(1,:);
KEWLS_estY{it} = KEWLS_est(2,:);
KEWLS_Errors{it} = Error_calc(KEWLS_est, True_est_pos, 2);
%% Weighted Proposed solution SS3WKF - Sequential Extrapolation/ Batch estimation (Scenario 3) + KF
tic
for i = 1:No_times
[KKF_est] = KKF(R, measurments, True_est_pos, r_z, q, q_KKF, d_t, LS_Est(:,1));
end
KKF_time(it) = toc;
KKF_estX{it} = KKF_est(1,:);
KKF_estY{it} = KKF_est(2,:);
KKF_Errors{it} = Error_calc(KKF_est, True_est_pos, 2);
%% Sequential Unscented Kalman filter solution
tic
for i = 1:No_times
[SUKF_est] = Kalman_solution_SUKF(R, measurments, True_est_pos, r_z, q_SUKF, d_t, LS_Est(:,1));
end
SUKF_time(it) = toc;
SUKF_estX{it} = SUKF_est(1,:);
SUKF_estY{it} = SUKF_est(2,:);
SUKF_Errors{it} = Error_calc(SUKF_est(1:2,:), True_est_pos, 0);
disp(it)
end
%%/ ERROR CALCULATIONS
%Pre-determine arrays for mean values of the data
LS_me = zeros(1,length(LS_Errors{1}));
UKF_me = zeros(1,length(UKF_Errors{1}));
KEWLS_me = zeros(1,length(KEWLS_Errors{1}));
KKF_me= zeros(1,length(KKF_Errors{1}));
SUKF_me = zeros(1,length(SUKF_Errors{1}));
%% Average error calculation (per iteration)
for i = 1:it
LS_me = LS_me + LS_Errors{i}; %add each iteration together
UKF_me = UKF_me + UKF_Errors{i}; %add each iteration together
KEWLS_me= KEWLS_me + KEWLS_Errors{i}; %add each iteration together
KKF_me = KKF_me + KKF_Errors{i}; %add each iteration together
SUKF_me = SUKF_me + SUKF_Errors{i}; %add each iteration together
end
%calculate average accross each point
LS_me = LS_me/it;
UKF_me = UKF_me/it;
KEWLS_me = KEWLS_me/it;
KKF_me= KKF_me/it;
SUKF_me = SUKF_me/it;
LS_mean{loop} = LS_me;
UKF_mean{loop} = UKF_me;
KEWLS_mean{loop} = KEWLS_me;
KKF_mean{loop}= KKF_me;
SUKF_mean{loop} = SUKF_me;
%calculate RMSE for each scenario
LS_RMSE(loop) = sqrt(sum(LS_me.^2) /length(LS_me));
UKF_RMSE(loop) = sqrt(sum(UKF_me.^2) /length(UKF_me));
KEWLS_RMSE(loop) = sqrt(sum(KEWLS_me.^2) /length(KEWLS_me));
KKF_RMSE(loop) = sqrt(sum(KKF_me.^2) /length(KKF_me));
SUKF_RMSE(loop) = sqrt(sum(SUKF_me.^2) /length(SUKF_me));
%calculate average time per estimation
LS_t(loop) = (sum(LS_time) /No_it)/No_times/length(True_est_pos(1,:));
UKF_t(loop) = (sum(UKF_time) /No_it)/No_times/length(True_est_pos(1,:));
KEWLS_t(loop) = (sum(KEWLS_time) /No_it)/No_times/(length(True_est_pos(1,:))-2);
KKF_t(loop) = (sum(KKF_time) /No_it)/No_times/(length(True_est_pos(1,:))-2);
SUKF_t(loop) = (sum(SUKF_time) /No_it)/No_times/length(True_est_pos(1,:));
end
% Diff_SUKF_SS3W = sum(SS3W_RMSE-SUKF_RMSE)/No_loops;
% fprintf('\n RMSE difference between SUKF and KEWLS = %d',Diff_SUKF_SS3W)
% Diff_SUKF_SS3WKF = sum(SS3WKF_RMSE-SUKF_RMSE)/No_loops;
% fprintf('\n RMSE difference between SUKF and KKF = %d',Diff_SUKF_SS3WKF)
perc_Diff_SUKF_SS3W = (sum((KEWLS_RMSE./SUKF_RMSE)*100)/No_loops)-100;
fprintf('\n RMSE difference between SUKF and KEWLS \n= %d',perc_Diff_SUKF_SS3W)
perc_Diff_SUKF_SS3WKF = (sum((KKF_RMSE./SUKF_RMSE)*100)/No_loops)-100;
fprintf('\n RMSE difference between SUKF and KKF \n= %d \n ',perc_Diff_SUKF_SS3WKF)
🎉3 参考文献
文章中一些内容引自网络，会注明出处或引用为参考文献，难免有未尽之处，如有不妥，请随时联系删除。
[1]陆可,肖建.IMM算法实现非线性状态估计的研究与仿真[J].计算机仿真, 2008(05):82-85+109.DOI:CNKI:SUN:JSJZ.0.2008-05-023.
[2]王克英,穆钢,陈学允.计及PMU的状态估计精度分析及配置研究[J].中国电机工程学报, 2001, 21(8):5.DOI:10.3321/j.issn:0258-8013.2001.08.007.
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