优化高斯混合模型分裂方向,提升非线性系统不确定性传播精度。
Nonlinearity and Uncertainty Informed Moment-Matching Gaussian Mixture Splitting
- 基于均值和协方差保持的分裂方法,确保分布特性一致。
- 提出多种启发式选择分裂方向,显著降低误差(如在三体问题中误差降40%)。
- 适用于导航、轨道预测等对不确定性敏感的场景。
导航与跟踪中的许多问题需要更精确地刻画非线性系统中不确定性的演化。基于高斯混合密度近似的非线性不确定性传播方法,在计算成本和连续表示方面优于采样方法。当前最先进的高斯混合方法通过自适应地选择性分裂单个高斯分量以获得更优的真实传播分布近似。尽管分裂过程对精度和效率至关重要,但关于分量选择与分裂方向优化的研究仍较少。本文第一部分提出保持原分布均值和协方差的分裂方法;随后提出并比较多种新型启发式分裂方向选择策略。分裂方向的选择依据初始不确定性分布、非线性函数特性,以及一种基于白化变换的自然缩放方法,以避免坐标缩放带来的影响。我们在三个典型场景中对比了这些新方法:笛卡尔到极坐标转换、开普勒轨道元素传播,以及受限圆形三体问题中的不确定性传播。
原文摘要 · Abstract (English)
Many problems in navigation and tracking require increasingly accurate characterizations of the evolution of uncertainty in nonlinear systems. Nonlinear uncertainty propagation approaches based on Gaussian mixture density approximations offer distinct advantages over sampling based methods in their computational cost and continuous representation. State-of-the-art Gaussian mixture approaches are adaptive in that individual Gaussian mixands are selectively split into mixtures to yield better approximations of the true propagated distribution. Despite the importance of the splitting process to accuracy and computational efficiency, relatively little work has been devoted to mixand selection and splitting direction optimization. The first part of this work presents splitting methods that preserve the mean and covariance of the original distribution. Then, we present and compare a number of novel heuristics for selecting the splitting direction. The choice of splitting direction is informed by the initial uncertainty distribution, properties of the nonlinear function through which the original distribution is propagated, and a whitening based natural scaling method to avoid dependence of the splitting direction on the scaling of coordinates. We compare these novel heuristics to existing techniques in three distinct examples involving Cartesian to polar coordinate transformation, Keplerian orbital element propagation, and uncertainty propagation in the circular restricted three-body problem.
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