CN1472673A - Data merging method based linear constrainted cut minimum binary multiply - Google Patents

Abstract

The method derivates squared value for each transducer and sets adaptive threshold based on it as well as the check whether there is an abnormal transducer data or not and to check which data has pulse noise in order to obtain detecting matrix. Then, initial mixing object function is set up base an truncation least square (TLS) and to change it to be optimum issue of LCTLC. Furthermose, Lagrangian function of the issue is derivated and to obtain equipment set of optimal solution to be derivated accordingly based on Kuhn-Tucker condition. The equation set solution i.e solution of optimized issue can be obtained with setting up convergence recursive nervous network of the global.

Description

Block the data fusion method of least square based on linear restriction

Technical field:

The present invention relates to a kind of data fusion method of blocking least square (LCTLS) based on linear restriction, be in the information fusion field based on the multi-sensor data fusion method of signal level (Pixel-level), in systems such as environment measuring, fault diagnosis, target following and identification, all be widely used.

Background technology:

Multi-sensor Fusion is because the comprehensive sensor information of a plurality of identical or different kinds, thereby can eliminate information uncertainty and the limitation in time, space application that single-sensor brings, obtain the information more definite about object, that quality is higher, easier of people or Computer Processing.Along with people obtain the more and more higher requirement of proposition for information, Multi-sensor Fusion just is being widely used in a lot of aspects such as military confrontation, medical image, fault diagnosis, air traffic control gradually.

Data fusion is divided into signal level (Pixel-level) fusion, the feature level merges and decision level fusion.During signal level related to the present invention (Pixel-level) merged, the algorithm of comparative maturity had Kalman filtering algorithm, maximal possibility estimation etc. and their various improvement algorithms.These algorithms finally all need the sensor noise covariance information, and these information are difficult to obtain sometimes in actual applications, and these algorithms are being used existing problems in real time.

Linear restriction least square (LCLS) (Y.Zhou and H.Leung.Alinearly constrained least square approach for multisensor data fusion.Proc.SPIE ' the s llth AnnualSymposium on AeroSense that Y.Zhou and H.Leung propose, Orlando, Florida, 1997,118～129), and calculate easy without any need for prior imformation.Youshen Xia and H.Leung improve it, (the Y.S.Xia and H.Leung.Neural data fusion algorithms based on a linearlyconstrained least square method.IEEE Trans.Neural Networks of the neural network algorithm based on LCLS that proposes, 2002,13 (2): 320～329) solved the problem that exists when matrix is unusual.When noise satisfies Gaussian distribution, all more satisfactory on speed of convergence, calculated amount, hardware realization and convergence precision.But because on signal transmission, environmental impact or sensor self principle of work, impulsive noise appears in signal that sensor obtains sometimes, such as the speckle noise and the salt-pepper noise that often occur in the image.Find that by emulation the method is when handling this situation, when the abnormality sensor number was very little, fusion results and speed of convergence are influenced not to be very big; In case number is big slightly, speed of convergence reduces greatly, and cycle index can reach more than 1000 times sometimes, and convergency value and global minimum point differ bigger.

Summary of the invention:

The objective of the invention is at the deficiencies in the prior art, a kind of data fusion method of blocking least square based on linear restriction is provided, makes when keeping existing linear restriction least square method advantage, improve its robustness, and obtain fast merging and separate, be convenient to real-time application.

For realizing such purpose, combining adaptive sensing data detection method of the present invention, proposed to block the data fusion method of least square and recurrent neural network based on linear restriction, on the basis of each sensing data being asked for mean square value, adaptive threshold is set, and judge whether to exist the abnormality sensor data, and there is impulsive noise in which sensing data, obtains detecting matrix.Set up then based on the fusion objective function that blocks least square,, become the optimal problem of blocking least square of linear restriction by a series of conversion.Further ask for the Lagrangian function of problem, according to the Kuhn-Tucker condition, obtain the system of equations of corresponding optimum solution, set up the recurrent neural network of global convergence, obtain solution of equations, promptly optimization problem separates.

Method of the present invention mainly comprises the abnormality sensor Data Detection, set up to merge objective function, recurrent neural network is realized three basic steps: 1. abnormality sensor Data Detection

One of initialization is the unit diagonal matrix of dimension with the number of sensors.Ask the mean square value of each sensing data earlier,, judge whether to exist unusual sensing data by the variance after their normalization and the comparison of threshold value.The general self-adaptation of threshold value is arranged to the form that is inversely proportional to number of sensors.

If think to have the abnormality sensor data, then each all just normalized on a certain zone.If certain normalizing value surpasses certain setting threshold, think that then the corresponding sensor data contain impulsive noise, and the respective element of unit diagonal matrix is set to 0.Otherwise think that the corresponding sensor data are normal, the unit diagonal matrix is not done any change.This threshold value also is provided with according to the average and the standard deviation self-adaptation of normalization mean square value.2. set up and merge objective function

Obtain detecting matrix P after testing process finishes, set up, even square expectation of normal sensing data weighting fusion result and original signal difference reaches minimum based on the initial target function that blocks least square.Introduce linear restriction w ^TPa=1, wherein w=[w ₁, w ₂..., w _K] ^TBe each sensor weights, a=[a ₁, a ₂..., a _K] ^TBe the scale parameter of each sensor, K is a number of sensors, and the initial target function becomes the optimization problem of the noise covariance matrix that has linear restriction.It is zero utilizing the Gaussian noise expectation and the detection matrix is zero characteristic with the expectation that the abnormality sensor data product of impact noise occurs, develops into an optimization problem that has the measurement data covariance matrix of constraint, also is final fusion objective function.3. recurrent neural network is realized

Obtain merging after the objective function, ask for its corresponding Lagrangian function.According to the Kuhn-Tucker condition, obtain asking for the pairing system of equations of optimum weights then.Extract the matrix of coefficients of variable, premultiplication deducts system of equations right side part more simultaneously with the transposition of matrix of coefficients simultaneously on the system of equations both sides.Realize that for continuous neural network the left side of final system of equations is in the network optimization variable to the negative derivative of time; Realizing for discrete neural network, is with the continuous neural network discretize, then all measurement data covariance matrixes be multiply by a coefficient, this coefficient to satisfy it with the infinite norm of measuring the covariance matrix product less than 1, the step-length of network training less than

Wherein

Utilize recurrent neural network and the reason of the method for need not directly inverting is when number of sensors becomes big, the conditional number of covariance matrix can become greatly, directly inverts to make the quality decline of separating.And inversion process has been avoided in the application of neural network algorithm, thereby the quality of separating is guaranteed.If there is not omission, just reach stable with interior network common 10 times.The value of w is the optimum weights of being asked during network stabilization.

Data fusion method of the present invention has following beneficial effect:

The detection of abnormality sensor data has been eliminated original linear restriction least square method objective function and real objective function is inconsistent and fusion results is difficult to guarantee the shortcoming of its unbiasedness, solved simultaneously that linear restriction least square neural network algorithm network convergence speed when the abnormality sensor data occurring is slow, network convergence result and globally optimal solution differ bigger problem.The false drop rate and the loss of the self-adaptation abnormality sensor Data Detection Algorithm that is proposed are all very little, thereby guarantee the premium properties of algorithm.When not having abnormality sensor, algorithm develops into the linear restriction least square method, i.e. linear restriction least square method is a special case of the present invention.The present invention improves the robustness of algorithm greatly, even impulsive noise occurred, also can have unbiasedness, and in the very fast time, obtain separating of high-quality, for the subsequent treatment of using has in real time been saved the time, improved quality, for the significant and practical value of real-time processing of data fusion.

Description of drawings:

Fig. 1 the present invention is based on the data fusion method synoptic diagram that least square and recurrent neural network are blocked in linear restriction.

As shown in the figure, sensing data is carried out the abnormality sensor Data Detection, the detection matrix P and the sensing data that will obtain are then sent into recurrent neural network together, obtain optimum weights.Obtain fusion results by weights, detection matrix and sensing data at last.

Fig. 2 is a neural network state equation structural drawing.

Wherein, Fig. 2 (a) is a continuous neural network state equation structural drawing, and Fig. 2 (b) is discrete neural network state equation structural drawing.

The fusion results that least square is blocked in Fig. 3 linear restriction least square and linear restriction when salt-pepper noise occurring in embodiment 2 images.

Wherein, Fig. 3 (a) is the former figure with any noise, Fig. 3 (b) is for having the image of Gaussian noise, Fig. 3 (c) is for having the image of Gaussian noise and salt-pepper noise, the result of Fig. 3 (d) for merging with neural network linear restriction least square (LCLS) method, Fig. 3 (e) is for blocking the result that least square (LCTLS) merges with the neural network linear restriction.

Embodiment:

In order to understand technical scheme of the present invention better, embodiments of the present invention are further described below in conjunction with drawings and Examples.

Each parameter-definition is as follows among the embodiment 1: defining the impulsive noise number that occurs in certain sensing data is n=[fN], f ∈ [0,1] wherein, N is the number of data point, [] expression rounds the numeral in the square bracket.Each impulsive noise q=prandn (0,1), wherein p is called the amplitude of impulsive noise, and the random number of 0-1 normal distribution is satisfied in randn (0,1) representative.Exist the number of sensors of impulsive noise to be designated as l.

Each sensor signal

S in the formula (0) is that average is 0, and variance is 1 Gaussian process, s (t+1)=1.7exp (2s ²(t))-1 be a no program process, n _i(t) and v (t) be that average is 0 Gaussian process.K=5 is set, N=60, the signal to noise ratio (S/N ratio) of normal sensing data is 5dB.Mean square deviation is defined as herein: $\mathrm{MSE}=\frac{\underset{t=1}{\overset{N}{\mathrm{\Σ}}}{(w^{T}x\left(t\right)-s\left(t\right))}^2}{N}$

Fig. 1 the present invention is based on the data fusion method synoptic diagram that least square and recurrent neural network are blocked in linear restriction.The concrete implementation detail of each several part is as follows: 1. abnormality sensor Data Detection

This part mainly comprises following step:

The first step is set up the diagonal matrix P of unit of a K * K.P is 5 * 5 unit diagonal matrix herein.

Second step was calculated the mean square value m=[m of each sensing data ₁, m ₂..., m _k], $m_i=\frac{1}{N}\underset{t=1}{\overset{N}{\mathrm{\Σ}}}(x_i\left(t\right){)}^2.$

The order of the 3rd step $\hat{m}=m/\max \left(m_i\right),$ $v=\mathrm{var}\left(\hat{m}\right),$ Wherein the variance of data in the bracket is asked in var () expression.If v＜threshold value 1, then thinking does not have abnormality sensor, and P remains unchanged, and testing process finishes; Otherwise forwarded for the 4th step to.Threshold value 1 is arranged to 0.2/K.

The 4th step normalized to m on [0.1,0.9], was designated as

The 5th step calculated

Average and standard deviation, represent with mean and stdev respectively.Because mean square value other big a lot of all of the sensing data of impulsive noise occur, so right margin can be only considered in the detection of abnormality sensor, so threshold value 2 is defined as mean-n * stdev, n is set to 1/K here.If

Greater than threshold value 2, then P _{I, i}=0; Otherwise P _{I, i}Remain unchanged.

Wherein threshold value 1 and threshold value 2 are typically provided to K and are inversely proportional to.Testing process obtains detecting matrix P after finishing.Abnormality sensor data all among the embodiment 1 have all detected exactly.2. set up and merge objective function

The basic thought that blocks least square is to remove unusual observation data, utilizes least square to estimate to normal data then.Therefore the initial fusion objective function of setting up be make normal sensing data weighting fusion result and original signal difference square expectation reach minimum.Because the sensor measurement model is

x(t)＝as(t)+n(t) (1)

A=[a wherein ₁..., d _K] ^T, x (t)=[x ₁(t) ..., x _K(t)] ^T, n (t)=[n ₁(t) ..., n _K(t)] ^TThe initial fusion objective function of setting up is shown below:

f ₁(w)=E[w ^TPx (t)-s (t)] ²(2) get after the expansion:

f ₁(w)=E[w ^TP (as (t)+n (t))-s (t)] ²=E[(w ^TPa-1) s (t)+w ^TPn (t)] (3) because original signal the unknown, makes w ^TPa=1.Objective function becomes like this:

f ₁(w)=w ^TPE[n (t) n (t) ^T] Pw (4) again since the covariance information of noise generally all do not know, so carry out as down conversion:

x(t)x(t) ^T＝s ²(t)aa ^T+n(t)n(t) ^T+s(t)an(t) ^T+s(t)n(t)a ^T (5)

When impulsive noise appears in certain several sensor, n (t)=n _Gauss(t)+n _Impulse(t), n wherein _Gauss(t) represent Gaussian noise composition in the noise, n _Impulse(t) represent impulsive noise composition in the noise.Because

E[n (t)]=E[n _Gauss(t)]+E[n _Impulse(t)]=E[n _Impulse(t)] (6) are so w ^TPE[x (t) x (t) ^T] Pw=E[s (t)] ²+ w ^TPE[n _Impulse(t)] E[s (t)]+E[n _Impulse(t)] ^TE[s (t)] Pw (7) however the covariance of accurately calculating x (t) is again the comparison difficulty, adopt the average expectation of estimating to substitute here: $R=\frac{1}{N}\underset{t=1}{\overset{N}{\mathrm{\Σ}}}x\left(t\right)x(t{)}^T......\left(8\right)$ Can get: f ₁(w)=w ^TPRPw-E[s (t)] ²-w ^TPE[n _Impulse(t)] E[s (t)]-E[n _Impulse(t)] ^TE[s (t)] Pw (9)

Because having the analog value on the P diagonal line of sensing data of impulsive noise is 0, so PE[n _Impulse(t)]=0.Then LCTLS is represented by following linear restriction minimum problem:

min?w ^TPRPw

(10)

S.t.a ^TPw=1 fusion results z (t)=w ^TPx (t).Can see, even LCTLS under the situation that impulsive noise exists, still satisfies no inclined to one side characteristic:

E[z (t)]=E[w ^TPx (t)]=E[w ^TP (as (t)+n (t)]=E[s (t)]+E[w ^TPn _Impulse)]=E[s (t)] (11) as can be seen, think that when detection algorithm when not having the abnormality sensor data, P still is a unit matrix, this moment, the LCTLS method just developed into the LCLS method, that is to say that the LCLS method is a special case of LCTLS method.3. recurrent neural network is realized

Because the Lagrangian function of (10) is

L (w, y)=w ^TPRPw+y ^T(a ^TPw-1) (12) will obtain optimum solution and need separate following equation according to the Kuhn-Tucker condition:

Order $\hat{R}=\mathrm{PRP},$ $\hat{a}=\mathrm{Pa},$ (13) can be expressed as $\left[\begin{array}{cc}2\hat{R}& \hat{a}\\ -{\hat{a}}^T& 0\end{array}\right]\left[\begin{array}{c}w\\ y\end{array}\right]=\left[\begin{array}{c}0\\ 1\end{array}\right]......\left(14\right)$

If with the method for directly inverting, then $w=$ $\frac{{\hat{a}}^T{\hat{R}}^{-1}}{{\hat{a}}^T{\hat{R}}^{-1}\hat{a}}.$ Because when P is not the unit diagonal matrix, Must be unusual, invert and to ask its generalized inverse matrix.

If use neural network method, both sides are premultiplication simultaneously ${\left[\begin{array}{cc}2\hat{R}& \hat{a}\\ -{\hat{a}}^T& 0\end{array}\right]}^T,$ (14) become ${\left[\begin{array}{cc}2\hat{R}& \hat{a}\\ -{\hat{a}}^T& 0\end{array}\right]}^T\left[\begin{array}{cc}2\hat{R}& \hat{a}\\ -{\hat{a}}^T& 0\end{array}\right]\left[\begin{array}{c}w\\ y\end{array}\right]=\left[\begin{array}{c}\hat{a}\\ 0\end{array}\right]$ Promptly $\left[\begin{array}{cc}4{\hat{R}}^T\hat{R}+\hat{a}{\hat{a}}^T& 2\hat{R}\hat{a}\\ 2{\hat{a}}^T\hat{R}& {\hat{a}}^T\hat{a}\end{array}\right]\left[\begin{array}{c}w\\ y\end{array}\right]-\left[\begin{array}{c}\hat{a}\\ 0\end{array}\right]=\left[\begin{array}{c}0\\ 0\end{array}\right]......\left(15\right)$

It is as follows then can to get continuous recurrent neural network blending algorithm:

State equation: $\frac{d}{\mathrm{dt}}\left[\begin{array}{c}w\\ y\end{array}\right]=-\left[\begin{array}{c}{W}_{1}w+W_{2}y-\hat{a}\\ W_{3}w+K_{a}y\end{array}\right]$

Output equation:

Z (t)=w ^TPx (t) (16) is y ∈ R wherein, w ∈ R ^K, $K_a={\hat{a}}^T\hat{a},$ Each parameter is as follows

Fig. 2 (a) has provided the state equation structure of continuous neural network.

Discrete recurrent neural network algorithm is as follows:

State equation: $\left[\begin{array}{c}w(k+1)\\ y(k+1)\end{array}\right]=\left[\begin{array}{c}w\left(k\right)\\ y\left(k\right)\end{array}\right]-h*\left[\begin{array}{c}{W}_{1}w\left(k\right)+W_{2}y\left(k\right)-\hat{a}\\ W_{3}w\left(k\right)+K_{a}y\left(k\right)\end{array}\right]$

Output equation:

Z (t)=(w (k+1)) ^TPx (t) (18) wherein h＞0 is a fixing step-length, h＜1/K _aα is one to be satisfied ${\left|\right|\mathrm{\α}\hat{R}\left|\right|}_{\∞}\≤1$ Scale parameter, all the other each parameters are as follows:

Fig. 2 (b) has provided the state equation structure of discrete neural network.Can prove that discrete neural network and continuous neural network can obtain separating of system of equations (13) when stablizing.When not having the abnormality sensor data, network is pressed exponential convergence in global minimum; When having detected the abnormality sensor data, network can converge to that the overall situation is minimum, and speed of convergence is also very fast, just reaches stable with interior general 10 times.

What embodiment 1 adopted is discrete neural network structure.Step-length h is 0.09 when K=5.Table 1 has provided under various situation, and the performance of LCLS and LCTLS relatively.Each data is the mean value of Monte Carlo random simulation 100 times.

The performance of LCLS and LCTLS relatively during table 1 K=5

l＝1 l＝2

f＝0.1 f＝0.3 f＝0.1 f＝0.3

p＝10 p＝20 p＝10 p＝20 p＝10 p＝20 p＝10 p＝20

LCTLS 0.0165 0.0166 0.0166 0.0165 0.0208 0.0198 0.0209 0.0201 merges mean square deviation

LCLS 0.0177 0.0188 0.0182 0.0181 0.0288 0.0326 0.0292 0.0280

LCTLS LCTLS 10 10 10 10 10 10 10 network cycle indexes

LCLS LCLS 34 66 54 76 426 444 308

Embodiment 2 is the example of image co-registration.The Rice image is one 256 * 256 a 8bit gray level image.It is 0.02 Gaussian noise that K=5, each width of cloth original image add upside deviation.It is 0.5 salt-pepper noise that 2 sensors are wherein gained in strength again.These images are merged with LCTLS and LCLS method respectively, all adopt neural network to realize that step is identical with embodiment 1.

Fig. 3 (a) is an original image of not being with any noise.Fig. 3 (b) is the image that a width of cloth has Gaussian noise.Fig. 3 (c) is the image that has Gaussian noise and salt-pepper noise simultaneously.Fig. 3 (d) adopts LCLS method fusion results afterwards.Fig. 3 (e) is based on the fusion results of the neural fusion method of LCTLS.

MSEL _CTLSJust reach stable=0.0063,7 times; MSE _LCLS=0.0078, the round-robin number of times is 964 when reaching stable state.

Claims (1)

1, a kind of data fusion method of blocking least square based on linear restriction is characterized in that comprising following concrete steps:

1) one of initialization is the unit diagonal matrix of dimension with the number of sensors, ask the mean square value of each sensing data earlier, by variance after their normalization and threshold value relatively judge whether exist unusual sensing data, threshold adaptive to be arranged to the form that is inversely proportional to number of sensors; As there are abnormality sensor data, then all just normalize to each on a certain zone, if certain normalizing value surpasses setting threshold, then the respective element of unit diagonal matrix is set to 0, otherwise the unit diagonal matrix is not done any change, and this threshold value also is provided with according to the average and the standard deviation self-adaptation of normalization mean square value;

2) obtain detecting matrix P after testing process finishes, set up,, introduce linear restriction w even square expectation of normal sensing data weighting fusion result and original signal difference reaches minimum based on the initial target function that blocks least square ^TPa=1, wherein w=[w ₁, w ₂..., w _K] ^TBe each sensor weights, a=[a ₁, a ₂..., a _K] ^TScale parameter for each sensor, K is a number of sensors, the initial target function becomes the optimization problem of the noise covariance matrix that has linear restriction, it is zero utilizing the Gaussian noise expectation and the detection matrix is zero characteristic with the expectation that the abnormality sensor data product of impact noise occurs, developing into an optimization problem that has the measurement data covariance matrix of constraint, also is final fusion objective function;

3) obtain merging after the objective function, ask for its corresponding Lagrangian function, then according to the Kuhn-Tucker condition, obtain asking for the pairing system of equations of optimum solution, extract the matrix of coefficients of variable, premultiplication deducts system of equations right side part more simultaneously with the transposition of matrix of coefficients simultaneously on the system of equations both sides, realize that for continuous neural network the left side of final system of equations is in the network optimization variable to the negative derivative of time; Realizing for discrete neural network, is with the continuous neural network discretize, then all measurement data covariance matrixes be multiply by a coefficient, this coefficient to satisfy it with the infinite norm of measuring the covariance matrix product less than 1, the step-length of network training less than

Wherein The value of w is the optimum weights of being asked during network stabilization.

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