Cubature Kalman filter with risk sensitive cost function

2011 ◽  
Author(s):  
Shovan Bhaumik ◽  
Swati
Keyword(s):  
Kalman Filter ◽  
Cost Function ◽  
Risk Sensitive ◽  
Cubature Kalman Filter

Square-Root Cubature Kalman Filter and Its Application to SLAM of an Mobile Robot

ROBOT ◽  
2013 ◽  
Vol 35 (2) ◽  
pp. 186 ◽  
Author(s):  
Yifei KANG ◽  
Yongduan SONG ◽  
Yu SONG ◽  
Deli YAN ◽  
Danyong LI
Keyword(s):  
Kalman Filter ◽  
Mobile Robot ◽  
Square Root ◽  
Cubature Kalman Filter

A Strong Tracking Cubature Kalman Filter for Nonlinear Estimation

2013 ◽  
Vol 313-314 ◽  
pp. 1115-1119
Author(s):  
Yong Qi Wang ◽  
Feng Yang ◽  
Yan Liang ◽  
Quan Pan
Keyword(s):  
Kalman Filter ◽  
State Estimation ◽  
Scaling Factor ◽  
Estimation Accuracy ◽  
Nonlinear State Estimation ◽  
Cubature Kalman Filter ◽  
Novel Method ◽  
Simulation Results ◽  
Tracking Filter ◽  
Nonlinear State

In this paper, a novel method based on cubature Kalman filter (CKF) and strong tracking filter (STF) has been proposed for nonlinear state estimation problem. The proposed method is named as strong tracking cubature Kalman filter (STCKF). In the STCKF, a scaling factor derived from STF is added and it can be tuned online to adjust the filtering gain accordingly. Simulation results indicate STCKF outperforms over EKF and CKF in state estimation accuracy.

scholarly journals Attitude and Heading Estimation for Indoor Positioning Based on the Adaptive Cubature Kalman Filter

Micromachines ◽  
2021 ◽  
Vol 12 (1) ◽  
pp. 79
Author(s):  
Jijun Geng ◽  
Linyuan Xia ◽  
Dongjin Wu
Keyword(s):  
Kalman Filter ◽  
Angular Rate ◽  
Indoor Positioning ◽  
Location Based Services ◽  
Statistical Characteristics ◽  
Fading Memory ◽  
Limited Memory ◽  
Cubature Kalman Filter ◽  
The Mean ◽  
Heading Estimation

The demands for indoor positioning in location-based services (LBS) and applications grow rapidly. It is beneficial for indoor positioning to combine attitude and heading information. Accurate attitude and heading estimation based on magnetic, angular rate, and gravity (MARG) sensors of micro-electro-mechanical systems (MEMS) has received increasing attention due to its high availability and independence. This paper proposes a quaternion-based adaptive cubature Kalman filter (ACKF) algorithm to estimate the attitude and heading based on smart phone-embedded MARG sensors. In this algorithm, the fading memory weighted method and the limited memory weighted method are used to adaptively correct the statistical characteristics of the nonlinear system and reduce the estimation bias of the filter. The latest step data is used as the memory window data of the limited memory weighted method. Moreover, for restraining the divergence, the filter innovation sequence is used to rectify the noise covariance measurements and system. Besides, an adaptive factor based on prediction residual construction is used to overcome the filter model error and the influence of abnormal disturbance. In the static test, compared with the Sage-Husa cubature Kalman filter (SHCKF), cubature Kalman filter (CKF), and extended Kalman filter (EKF), the mean absolute errors (MAE) of the heading pitch and roll calculated by the proposed algorithm decreased by 4–18%, 14–29%, and 61–77% respectively. In the dynamic test, compared with the above three filters, the MAE of the heading reduced by 1–8%, 2–18%, and 2–21%, and the mean of location errors decreased by 9–22%, 19–31%, and 32–54% respectively by using the proposed algorithm for three participants. Generally, the proposed algorithm can effectively improve the accuracy of heading. Moreover, it can also improve the accuracy of attitude under quasistatic conditions.

scholarly journals Adaptively Robust Square-root Cubature Kalman Filter Based on Amending

IEEE Access ◽  
2021 ◽  
pp. 1-1
Author(s):  
Chunhui Li ◽  
Jian Ma ◽  
Yongjian Yang ◽  
Bingsong Xiao
Keyword(s):  
Kalman Filter ◽  
Square Root ◽  
Cubature Kalman Filter
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