Comparison of Unscented and Extended Kalman Filters with Application in Vehicle Navigation

2016 ◽  
Vol 70 (2) ◽  
pp. 411-431 ◽  
Author(s):  
Cheng Yang ◽  
Wenzhong Shi ◽  
Wu Chen
Keyword(s):  
Kalman Filter ◽  
Unscented Kalman Filter ◽  
Estimation Method ◽  
Field Tests ◽  
Superior Performance ◽  
Vehicle Navigation ◽  
Prototype Model ◽  
Computationally Efficient ◽  
Theoretical Formulation ◽  
Nonlinear State Estimation

The Unscented Kalman Filter (UKF) is a well-known nonlinear state estimation method. It shows superior performance at nonlinear estimation compared to the Extended Kalman Filter (EKF). This paper is devoted to an investigation between UKF and EKF with different feedback control modes in vehicle navigation. Theoretical formulation, simulation and field tests have been carried out to compare the performance of UKF and EKF. The simulation and test results demonstrate that the estimated state of a UKF relies on the measurements and is less sensitive to historical model information. The results also indicate that UKF has benefits for prototype model design due to avoidance of calculation of a Jacobian matrix. EKF, however, is more computationally efficient and more stable.

Explicit Fractional Model Order Estimation Using Unscented and Ensemble Kalman Filters

2011 ◽  
Author(s):  
Michailas Romanovas ◽  
Lasse Klingbeil ◽  
Martin Traechtler ◽  
Yiannos Manoli
Keyword(s):  
Kalman Filter ◽  
Unscented Kalman Filter ◽  
Estimation Method ◽  
Interacting Multiple Model ◽  
Multiple Model ◽  
Computationally Efficient ◽  
Ensemble Kalman Filters ◽  
Model Order ◽  
Order Estimation ◽  
Augmented State

The article presents an approach for combining methods of recursive Bayesian estimation with models of dynamical systems with varying differentiation order. The work addresses the problem of explicit fractional order estimation and tracking by constructing an efficient Unscented Kalman filter, where the model order is directly estimated within an augmented state along with the variables of interest. The feasibility of the estimation method is assessed using a benchmark problem based on a simplified fractional neuron firing rate model and time-dependent differentiation order. The proposed technique is compared to an implicit method based on Interacting Multiple Model filtering and a computationally efficient method using a modification of the Ensemble Kalman filter. The performance with respect to different parameters and filter settings is analyzed and a corresponding discussion is provided.

scholarly journals An Accurate State of Charge Estimation Method for Lithium Iron Phosphate Battery Using a Combination of an Unscented Kalman Filter and a Particle Filter

Energies ◽  
2020 ◽  
Vol 13 (17) ◽  
pp. 4536 ◽  
Author(s):  
Thanh-Tung Nguyen ◽  
Abdul Basit Khan ◽  
Younghwi Ko ◽  
Woojin Choi
Keyword(s):  
Kalman Filter ◽  
Particle Filter ◽  
Lithium Iron Phosphate ◽  
Unscented Kalman Filter ◽  
Estimation Method ◽  
Iron Phosphate ◽  
State Of Charge ◽  
Superior Performance ◽  
Accurate Estimation ◽  
Soc Estimation

An accurate state of charge (SOC) estimation of the battery is one of the most important techniques in battery-based power systems, such as electric vehicles (EVs) and energy storage systems (ESSs). The Kalman filter is a preferred algorithm in estimating the SOC of the battery due to the capability of including the time-varying coefficients in the model and its superior performance in the SOC estimation. However, since its performance highly depends on the measurement noise (MN) and process noise (PN) values, it is difficult to obtain highly accurate estimation results with the battery having a flat plateau OCV (open-circuit voltage) area in the SOC-OCV curve, such as the Lithium iron phosphate battery. In this paper, a new integrated estimation method is proposed by combining an unscented Kalman filter and a particle filter (UKF-PF) to estimate the SOC of the Lithium iron phosphate battery. The equivalent circuit of the battery used is composed of a series resistor and two R-C parallel circuits. Then, it is modeled by a second-order autoregressive exogenous (ARX) model, and the parameters are identified by using the recursive least square (RLS) identification method. The validity of the proposed algorithm is verified by comparing the experimental results obtained with the proposed method and the conventional methods.

Real-time SOC Estimation of the EKF and UKF Algorithms Under Different Working Conditions

2021 ◽  
pp. 1-29
Author(s):  
Xiongbin Peng ◽  
Yuwu Li ◽  
Wei Yang ◽  
Akhil Garg
Keyword(s):  
Kalman Filter ◽  
Working Conditions ◽  
Unscented Kalman Filter ◽  
Stress Test ◽  
Estimation Method ◽  
Influential Factor ◽  
Recursive Least Squares ◽  
Maximum Deviation ◽  
Soc Estimation ◽  
Proposed Model

Abstract In the battery thermal management system (BMS), the state of charge (SOC) is a very influential factor, which can prevent overcharge and over-discharge of the lithium-ion battery (LIB). This paper proposed a battery modeling and online battery parameter identification method based on the Thevenin equivalent circuit model (ECM) and recursive least squares (RLS) algorithm. The proposed model proved to have high accuracy. The error between the ECM terminal voltage value and the actual value basically fluctuates between ±0.1V. The extended Kalman filter (EKF) algorithm and the unscented Kalman filter (UKF) algorithm were applied to estimate the SOC of the battery based on the proposed model. The SOC experimental results obtained under dynamic stress test (DST), federal urban driving schedule (FUDS), and US06 cycle conditions were analyzed. The maximum deviation of the SOC based on EKF was 1.4112%~2.5988%, and the maximum deviation of the SOC based on UKF was 0.3172%~0.3388%. The SOC estimation method based on UKF and RLS provides a smaller deviation and better adaptability in different working conditions, which makes it more implementable in a real-world automobile application.

scholarly journals Unscented Kalman filter for airship model uncertainties and wind disturbance estimation

PLoS ONE ◽  
2021 ◽  
Vol 16 (11) ◽  
pp. e0257849
Author(s):  
Muhammad Wasim ◽  
Ahsan Ali ◽  
Mohammad Ahmad Choudhry ◽  
Faisal Saleem ◽  
Inam Ul Hasan Shaikh ◽  
...  
Keyword(s):  
Kalman Filter ◽  
Precision Agriculture ◽  
Model Uncertainty ◽  
Unscented Kalman Filter ◽  
Estimation Method ◽  
Wind Disturbance ◽  
Model Uncertainties ◽  
Nonlinear Simulation ◽  
Lumped Model ◽  
Disturbance Estimation

An airship is lighter than an air vehicle with enormous potential in applications such as communication, aerial inspection, border surveillance, and precision agriculture. An airship model is made up of dynamic, aerodynamic, aerostatic, and propulsive forces. However, the computation of aerodynamic forces remained a challenge. In addition to aerodynamic model deficiencies, airship mass matrix suffers from parameter variations. Moreover, due to the lighter-than-air nature, it is also susceptible to wind disturbances. These modeling issues are the key challenges in developing an efficient autonomous flight controller for an airship. This article proposes a unified estimation method for airship states, model uncertainties, and wind disturbance estimation using Unscented Kalman Filter (UKF). The proposed method is based on a lumped model uncertainty vector that unifies model uncertainties and wind disturbances in a single vector. The airship model is extended by incorporating six auxiliary state variables into the lumped model uncertainty vector. The performance of the proposed methodology is evaluated using a nonlinear simulation model of a custom-developed UETT airship and is validated by conducting a kind of error analysis. For comparative studies, EKF estimator is also developed. The results show the performance superiority of the proposed estimator over EKF; however, the proposed estimator is a bit expensive on computational grounds. However, as per the requirements of the current application, the proposed estimator can be a preferred choice.

scholarly journals End-Effector Pose Estimation in Complex Environments Using Complementary Enhancement and Adaptive Fusion of Multisensor

2021 ◽  
Vol 2021 ◽  
pp. 1-18
Author(s):  
Mingrui Luo ◽  
En Li ◽  
Rui Guo ◽  
Jiaxin Liu ◽  
Zize Liang
Keyword(s):  
Kalman Filter ◽  
Pose Estimation ◽  
Unscented Kalman Filter ◽  
Rbf Neural Network ◽  
Estimation Error ◽  
Estimation Method ◽  
Original Data ◽  
Measurement Unit ◽  
Complex Environments ◽  
End Effector

Redundant manipulators are suitable for working in narrow and complex environments due to their flexibility. However, a large number of joints and long slender links make it hard to obtain the accurate end-effector pose of the redundant manipulator directly through the encoders. In this paper, a pose estimation method is proposed with the fusion of vision sensors, inertial sensors, and encoders. Firstly, according to the complementary characteristics of each measurement unit in the sensors, the original data is corrected and enhanced. Furthermore, an improved Kalman filter (KF) algorithm is adopted for data fusion by establishing the nonlinear motion prediction of the end-effector and the synchronization update model of the multirate sensors. Finally, the radial basis function (RBF) neural network is used to adaptively adjust the fusion parameters. It is verified in experiments that the proposed method achieves better performances on estimation error and update frequency than the original extended Kalman filter (EKF) and unscented Kalman filter (UKF) algorithm, especially in complex environments.

scholarly journals Orbit Propagation and Determination of Low Earth Orbit Satellites

2014 ◽  
Vol 2014 ◽  
pp. 1-12 ◽  
Author(s):  
Ho-Nien Shou
Keyword(s):  
Kalman Filter ◽  
Real Time ◽  
Unscented Kalman Filter ◽  
Estimation Method ◽  
Nonlinear Problems ◽  
Low Earth Orbit ◽  
Earth Orbit ◽  
Positioning Accuracy ◽  
Orbit Propagation

This paper represents orbit propagation and determination of low Earth orbit (LEO) satellites. Satellite global positioning system (GPS) configured receiver provides position and velocity measures by navigating filter to get the coordinates of the orbit propagation (OP). The main contradictions in real-time orbit which is determined by the problem are orbit positioning accuracy and the amount of calculating two indicators. This paper is dedicated to solving the problem of tradeoffs. To plan to use a nonlinear filtering method for immediate orbit tasks requires more precise satellite orbit state parameters in a short time. Although the traditional extended Kalman filter (EKF) method is widely used, its linear approximation of the drawbacks in dealing with nonlinear problems was especially evident, without compromising Kalman filter (unscented Kalman Filter, UKF). As a new nonlinear estimation method, it is measured at the estimated measurements on more and more applications. This paper will be the first study on UKF microsatellites in LEO orbit in real time, trying to explore the real-time precision orbit determination techniques. Through the preliminary simulation results, they show that, based on orbit mission requirements and conditions using UKF, they can satisfy the positioning accuracy and compute two indicators.

scholarly journals Iterative Truncated Unscented Particle Filter

Information ◽  
2020 ◽  
Vol 11 (4) ◽  
pp. 214
Author(s):  
Yanbo Wang ◽  
Fasheng Wang ◽  
Jianjun He ◽  
Fuming Sun
Keyword(s):  
Kalman Filter ◽  
Particle Filter ◽  
State Estimation ◽  
Unscented Kalman Filter ◽  
Estimation Method ◽  
Process Models ◽  
Filter Method ◽  
Proposal Distribution ◽  
Truncation Method ◽  
Unscented Particle Filter

The particle filter method is a basic tool for inference on nonlinear partially observed Markov process models. Recently, it has been applied to solve constrained nonlinear filtering problems. Incorporating constraints could improve the state estimation performance compared to unconstrained state estimation. This paper introduces an iterative truncated unscented particle filter, which provides a state estimation method with inequality constraints. In this method, the proposal distribution is generated by an iterative unscented Kalman filter that is supplemented with a designed truncation method to satisfy the constraints. The detailed iterative unscented Kalman filter and truncation method is provided and incorporated into the particle filter framework. Experimental results show that the proposed algorithm is superior to other similar algorithms.

Model-Based Control of Electroslag Remelting Process Using Unscented Kalman Filter

2008 ◽  
Author(s):  
Seokyoung Ahn ◽  
Joseph J. Beaman ◽  
Rodney L. Williamson ◽  
David K. Melgaard
Keyword(s):  
Kalman Filter ◽  
Temperature Distribution ◽  
Controller Design ◽  
Unscented Kalman Filter ◽  
Liquid Pool ◽  
Electroslag Remelting ◽  
Superior Performance ◽  
Process Conditions ◽  
Reduced Order ◽  
Highly Nonlinear

Electroslag Remelting (ESR) is used widely throughout the specialty metals industry. The process generally consists of a regularly shaped electrode that is immersed a small amount in liquid slag at a temperature higher than the melting temperature of the electrode. Melting droplets from the electrode fall through the lower density slag into a liquid pool constrained by a crucible and solidify into an ingot. High quality ingots require that electrode melt rate and immersion depth be controlled. This can be difficult when process conditions are such that the temperature distribution in the electrode is not at steady state. A new method of ESR control has been developed that incorporates an accurate, reduced-order melting model to continually estimate the temperature distribution in the electrode. The ESR process is highly nonlinear, noisy, and has coupled dynamics. An extended Kalman filter and an unscented Kalman filter were chosen as possible estimators and compared in the controller design. During the highly transient periods in melting, the unscented Kalman filter showed superior performance for estimating and controlling the system.

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