Variational Bayesian adaptation of process noise covariance matrix in Kalman filtering

Author(s):  
Guobin Chang ◽  
Chao Chen ◽  
Qiuzhao Zhang ◽  
Shubi Zhang
2019 ◽  
Vol 120 (2) ◽  
pp. 195-208
Author(s):  
Miguel Martínez‐Rey ◽  
Carlos Santos ◽  
Rubén Nieto ◽  
Cristina Losada ◽  
Felipe Espinosa

2020 ◽  
Vol 12 (11) ◽  
pp. 1704
Author(s):  
Xile Gao ◽  
Haiyong Luo ◽  
Bokun Ning ◽  
Fang Zhao ◽  
Linfeng Bao ◽  
...  

Kalman filter is a commonly used method in the Global Navigation Satellite System (GNSS)/Inertial Navigation System (INS) integrated navigation system, in which the process noise covariance matrix has a significant influence on the positioning accuracy and sometimes even causes the filter to diverge when using the process noise covariance matrix with large errors. Though many studies have been done on process noise covariance estimation, the ability of the existing methods to adapt to dynamic and complex environments is still weak. To obtain accurate and robust localization results under various complex and dynamic environments, we propose an adaptive Kalman filter navigation algorithm (which is simply called RL-AKF), which can adaptively estimate the process noise covariance matrix using a reinforcement learning approach. By taking the integrated navigation system as the environment, and the opposite of the current positioning error as the reward, the adaptive Kalman filter navigation algorithm uses the deep deterministic policy gradient to obtain the most optimal process noise covariance matrix estimation from the continuous action space. Extensive experimental results show that our proposed algorithm can accurately estimate the process noise covariance matrix, which is robust under different data collection times, different GNSS outage time periods, and using different integration navigation fusion schemes. The RL-AKF achieves an average positioning error of 0.6517 m within 10 s GNSS outage for GNSS/INS integrated navigation system and 14.9426 m and 15.3380 m within 300 s GNSS outage for the GNSS/INS/Odometer (ODO) and the GNSS/INS/Non-Holonomic Constraint (NHC) integrated navigation systems, respectively.


2009 ◽  
Vol 42 (11) ◽  
pp. 572-577
Author(s):  
Nina P.G. Salau ◽  
Jorge O. Trierweiler ◽  
Argimiro R. Secchi ◽  
Wolfgang Marquardt

Author(s):  
Honglong Chang ◽  
Peng Zhang ◽  
Min Hu ◽  
Weizheng Yuan

Current state-of-the-art micromachined gyroscopes can not compete with the established sensors in high-accuracy application areas such as guidance and inertial navigation. In this paper one method based on homogeneous multi-sensor fusion was presented to improve the accuracy of the micromachined gyroscopes. In this method several gyroscopes of the same kind were combined into one single effective device through Kalman filtering, the performance of which would surpass that of any individual sensor. The secret of the performance improving lies in the optimal estimation of the random noise sources such as rate random walk and angular random walk for compensating the measurement values. Especially, the cross correlation between the noises of the same type from different gyroscopes was used to establish the system noise covariance matrix and the measurement noise covariance matrix for Kalman filtering to improve the performance further. On the other hand, contrasted with the current static filter design we firstly proposed one difference modeling method to establish the dynamic filter to satisfy the optimal estimation in the situation with angular rate input, in which the mutual subtraction of the measurement values between every two gyroscopes in the sensor array could avoid the trouble of obtaining the true rate. The experiments showed that three gyroscopes with bias drift of 35 degree per hour were able to be combined into one virtual gyroscope with drift of 0.15 degree per hour and 20 degree per hour through the presented static filter and dynamic filter respectively. The multi-sensor fusion method is really capable of improving the accuracy of the micromachined gyroscopes, which provides the possibility of using these low cost MEMS sensors in high-accuracy application areas.


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