A Modified Kalman Filter for Non-gaussian Measurement Noise

Author(s):  
Muhmmad J. Mirza
2018 ◽  
Vol 82 (3) ◽  
pp. 224-231 ◽  
Author(s):  
Hoon‐Seok Jang ◽  
Mannan Saeed Muhammad ◽  
Tae‐Sun Choi

2018 ◽  
Vol 37 (9) ◽  
pp. 3842-3861 ◽  
Author(s):  
Bing Zhu ◽  
Lubin Chang ◽  
Jiangning Xu ◽  
Feng Zha ◽  
Jingshu Li

IEEE Access ◽  
2020 ◽  
Vol 8 ◽  
pp. 70162-70170 ◽  
Author(s):  
Jingjing He ◽  
Changku Sun ◽  
Baoshang Zhang ◽  
Peng Wang

Author(s):  
Baojian Yang ◽  
Lu Cao ◽  
Dechao Ran ◽  
Bing Xiao

Due to unavoidable factors, heavy-tailed noise appears in satellite attitude estimation. Traditional Kalman filter is prone to performance degradation and even filtering divergence when facing non-Gaussian noise. The existing robust algorithms have limited accuracy. To improve the attitude determination accuracy under non-Gaussian noise, we use the centered error entropy (CEE) criterion to derive a new filter named centered error entropy Kalman filter (CEEKF). CEEKF is formed by maximizing the CEE cost function. In the CEEKF algorithm, the prior state values are transmitted the same as the classical Kalman filter, and the posterior states are calculated by the fixed-point iteration method. The CEE EKF (CEE-EKF) algorithm is also derived to improve filtering accuracy in the case of the nonlinear system. We also give the convergence conditions of the iteration algorithm and the computational complexity analysis of CEEKF. The results of the two simulation examples validate the robustness of the algorithm we presented.


2020 ◽  
pp. 1-21
Author(s):  
Lanhua Hou ◽  
Xiaosu Xu ◽  
Yiqing Yao ◽  
Di Wang ◽  
Jinwu Tong

Abstract The strapdown inertial navigation system (SINS) with integrated Doppler velocity log (DVL) is widely utilised in underwater navigation. In the complex underwater environment, however, the DVL information may be corrupted, and as a result the accuracy of the Kalman filter in the SINS/DVL integrated system degrades. To solve this, an adaptive Kalman filter (AKF) with measurement noise estimator to provide noise statistical characteristics is generally applied. However, existing methods like moving windows (MW) and exponential weighted moving average (EWMA) cannot adapt to a dynamic environment, which results in unsatisfactory noise estimation performance. Moreover, the forgetting factor has to be determined empirically. Therefore, this paper proposes an improved EWMA (IEWMA) method with adaptive forgetting factor for measurement noise estimation. First, the model for a SINS/DVL integrated system is established, then the MW and EWMA based measurement noise estimators are illustrated. Subsequently, the proposed IEWMA method which is adaptive to the various environments without experience is introduced. Finally, simulation and vehicle tests are conducted to evaluate the effectiveness of the proposed method. Results show that the proposed method outperforms the MW and EWMA methods in terms of measurement noise estimation and navigation accuracy.


2020 ◽  
Vol 53 (2) ◽  
pp. 368-373
Author(s):  
Guangle Jia ◽  
Yulong Huang ◽  
Mingming B. Bai ◽  
Yonggang zhang

Author(s):  
Michael D. Paskett ◽  
Mark R. Brinton ◽  
Taylor C. Hansen ◽  
Jacob A. George ◽  
Tyler S. Davis ◽  
...  

Abstract Background Advanced prostheses can restore function and improve quality of life for individuals with amputations. Unfortunately, most commercial control strategies do not fully utilize the rich control information from residual nerves and musculature. Continuous decoders can provide more intuitive prosthesis control using multi-channel neural or electromyographic recordings. Three components influence continuous decoder performance: the data used to train the algorithm, the algorithm, and smoothing filters on the algorithm’s output. Individual groups often focus on a single decoder, so very few studies compare different decoders using otherwise similar experimental conditions. Methods We completed a two-phase, head-to-head comparison of 12 continuous decoders using activities of daily living. In phase one, we compared two training types and a smoothing filter with three algorithms (modified Kalman filter, multi-layer perceptron, and convolutional neural network) in a clothespin relocation task. We compared training types that included only individual digit and wrist movements vs. combination movements (e.g., simultaneous grasp and wrist flexion). We also compared raw vs. nonlinearly smoothed algorithm outputs. In phase two, we compared the three algorithms in fragile egg, zipping, pouring, and folding tasks using the combination training and smoothing found beneficial in phase one. In both phases, we collected objective, performance-based (e.g., success rate), and subjective, user-focused (e.g., preference) measures. Results Phase one showed that combination training improved prosthesis control accuracy and speed, and that the nonlinear smoothing improved accuracy but generally reduced speed. Phase one importantly showed simultaneous movements were used in the task, and that the modified Kalman filter and multi-layer perceptron predicted more simultaneous movements than the convolutional neural network. In phase two, user-focused metrics favored the convolutional neural network and modified Kalman filter, whereas performance-based metrics were generally similar among all algorithms. Conclusions These results confirm that state-of-the-art algorithms, whether linear or nonlinear in nature, functionally benefit from training on more complex data and from output smoothing. These studies will be used to select a decoder for a long-term take-home trial with implanted neuromyoelectric devices. Overall, clinical considerations may favor the mKF as it is similar in performance, faster to train, and computationally less expensive than neural networks.


2013 ◽  
Vol 683 ◽  
pp. 824-827
Author(s):  
Tian Ding Chen ◽  
Chao Lu ◽  
Jian Hu

With the development of science and technology, target tracking was applied to many aspects of people's life, such as missile navigation, tanks localization, the plot monitoring system, robot field operation. Particle filter method dealing with the nonlinear and non-Gaussian system was widely used due to the complexity of the actual environment. This paper uses the resampling technology to reduce the particle degradation appeared in our test. Meanwhile, it compared particle filter with Kalman filter to observe their accuracy .The experiment results show that particle filter is more suitable for complex scene, so particle filter is more practical and feasible on target tracking.


2016 ◽  
Vol 173 ◽  
pp. 1625-1629 ◽  
Author(s):  
Jian Pan ◽  
Xinhua Yang ◽  
Huafeng Cai ◽  
Bingxian Mu

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