Robust two-stage Kalman filtering in presence of autoregressive input

Author(s):  
Huiping Zhuang ◽  
Junhui Li
Keyword(s):  
Complexity ◽  
2021 ◽  
Vol 2021 ◽  
pp. 1-12
Author(s):  
Lu Zhang ◽  
Qiugen Xiao ◽  
Hailun Wang ◽  
Yinyin Hou

According to the actual application system model which has bias, this paper analyzes the shortage of the conventional augmented algorithm, the two-stage cubature Kalman filtering algorithm, which is presented on the basis of a two-stage nonlinear transformation. The core ideas of the algorithm are to obtain the block diagonalization of the covariance matrix using the matrix transformation and avoid calculating the covariance of the state and bias to reduce the amount of calculation and ensure a smooth filtering process. Then, the equivalence of the two-stage cubature Kalman filtering algorithm and the cubature Kalman filtering algorithm is proved by updating equivalent transformation. Through the experiment of trajectory tracking of a wheeled robot, it is verified that the two-stage cubature Kalman filtering algorithm can obtain good tracking accuracy and stability with the presence of unknown random bias. Simultaneously, the equivalence of the two-stage cubature Kalman filtering algorithm and cubature Kalman filtering algorithm is verified again using the contrast experiment.


2010 ◽  
Vol 63 (4) ◽  
pp. 663-680 ◽  
Author(s):  
Songlai Han ◽  
Jinling Wang

This paper proposes a novel mechanism for the initial alignment of low-cost INS aided by GPS. For low-cost INS, the initial alignment is still a challenging issue because of the high noises from low-cost inertial sensors. In this paper, a two-stage Kalman Filtering mechanism is proposed for the initial alignment of low-cost INS. The first stage is designed for the coarse alignment. To solve the problems encountered by the general coarse alignment approach, an INS error dynamic accounting for unknown initial heading error is developed, and the corresponding observation equation, taking into account the unknown heading error, is also developed. The second stage is designed for the fine alignment, where the classical INS error dynamics based on small attitude error is used. Experimental results indicate that the proposed alignment approach can complete the initial alignment more quickly and more accurately compared with the conventional approach.


2005 ◽  
Vol 5 (2) ◽  
pp. 143-168 ◽  
Author(s):  
Stoyan Kanev ◽  
Michel Verhaegen

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