Identification of Autoregressive Process Model by the Extended Kalman Filter

1991 ◽  
pp. 173-183
Author(s):  
Masaru Hoshiya ◽  
Osamu Maruyama
Keyword(s):  
Kalman Filter ◽  
Extended Kalman Filter ◽  
Process Model ◽  
Autoregressive Process

scholarly journals Lightweight Extended Kalman Filter for MARG Sensors Attitude Estimation

2021 ◽  
Author(s):  
Lei Jing
Keyword(s):  
Kalman Filter ◽  
Extended Kalman Filter ◽  
Process Model ◽  
Angular Rate ◽  
Measurement Model ◽  
Attitude Estimation ◽  
Human Motion ◽  
Computational Time ◽  
Orientation Estimation ◽  
Kinematic Equation

<div> <div> <div> <p>Low-power consumption of orientation estimation using low-cost inertial sensors are crucial for all the applications which are resource constrained critically. This paper presents a novel Lightweight quaternion-based Extended Kalman Filter (LEKF) for orientation estimation for magnetic, angular rate and gravity (MARG) sensors. In this filter, with employing the quaternion kinematic equation as the process model, we derived a simplified measurement model to create the lightweight system model for Kalman filtering, where the measurement model works efficiently and the involved computation of measurement model is reduced. It’s later proved that the proposed filter saves time consumption. Further, due to that no linearization is involved for the proposed measurement model, the good performance would be guaranteed in theory. For the experiments, a commercial sensor for data collection and an optical system to provide reference measurements of orientation, namely Vicon, are utilized to investigate the performance of the proposed filter. Evaluation for different application scenarios are considered, which primarily includes human motion capture and the drone application. Results indicate that the proposed filter provides reliable performance for both applications. What’s more, the comparison experiment shows that the proposed filter provides better performance in terms of either attitude estimation accu- racy or computational time. </p> </div> </div> </div>

scholarly journals Lightweight Extended Kalman Filter for MARG Sensors Attitude Estimation

2021 ◽  
Author(s):  
Lei Jing
Keyword(s):  
Kalman Filter ◽  
Extended Kalman Filter ◽  
Process Model ◽  
Angular Rate ◽  
Measurement Model ◽  
Attitude Estimation ◽  
Human Motion ◽  
Computational Time ◽  
Orientation Estimation ◽  
Kinematic Equation

<div> <div> <div> <p>Low-power consumption of orientation estimation using low-cost inertial sensors are crucial for all the applications which are resource constrained critically. This paper presents a novel Lightweight quaternion-based Extended Kalman Filter (LEKF) for orientation estimation for magnetic, angular rate and gravity (MARG) sensors. In this filter, with employing the quaternion kinematic equation as the process model, we derived a simplified measurement model to create the lightweight system model for Kalman filtering, where the measurement model works efficiently and the involved computation of measurement model is reduced. It’s later proved that the proposed filter saves time consumption. Further, due to that no linearization is involved for the proposed measurement model, the good performance would be guaranteed in theory. For the experiments, a commercial sensor for data collection and an optical system to provide reference measurements of orientation, namely Vicon, are utilized to investigate the performance of the proposed filter. Evaluation for different application scenarios are considered, which primarily includes human motion capture and the drone application. Results indicate that the proposed filter provides reliable performance for both applications. What’s more, the comparison experiment shows that the proposed filter provides better performance in terms of either attitude estimation accu- racy or computational time. </p> </div> </div> </div>

scholarly journals Performance evaluation of GPS / BDS combined single-point positioning based on RTKLIB

2020 ◽  
Vol 165 ◽  
pp. 03009
Author(s):  
Li Yan-yi ◽  
Huang Jin ◽  
Tang Ming-xiu
Keyword(s):  
Kalman Filter ◽  
Extended Kalman Filter ◽  
Single Point ◽  
Least Square Method ◽  
Least Square ◽  
Filter Method ◽  
Single System ◽  
Positioning Error ◽  
Dual Mode ◽  
Kalman Filter Method

In order to evaluate the performance of GPS / BDS, RTKLIB, an open-source software of GNSS, is used in this paper. In this paper, the least square method, the weighted least square method and the extended Kalman filter method are respectively applied to BDS / GPS single system for data solution. Then, the BDS system and GPS system are used for fusion positioning and the positioning results of the two systems are compared with that of the single system. Through the comparison of experiments, on the premise of using the extended Kalman filter method for positioning, when the GPS signal is not good, BDS data is introduced for dual-mode positioning, the positioning error in e direction is reduced by 36.97%, the positioning error in U direction is reduced by 22.95%, and the spatial positioning error is reduced by 16.01%, which further reflects the advantages of dual-mode positioning in improving a system robustness and reducing the error.

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