Q-Adaptive Extended Kalman Filter for Nonlinear Systems with Unknown Noise Statistics

Author(s):  
Mili Mukherjee ◽  
Manasi Das ◽  
Smita Sadhu
2018 ◽  
Vol 91 (1) ◽  
pp. 112-123 ◽  
Author(s):  
Kai Xiong ◽  
Liangdong Liu

Purpose The successful use of the standard extended Kalman filter (EKF) is restricted by the requirement on the statistics information of the measurement noise. The covariance of the measurement noise may deviate from its nominal value in practical environment, and the filtering performance may decline because of the statistical uncertainty. Although the adaptive EKF (AEKF) is available for recursive covariance estimation, it is often less accurate than the EKF with accurate noise statistics. Design/methodology/approach Aiming at this problem, this paper develops a parallel adaptive EKF (PAEKF) by combining the EKF and the AEKF with an adaptive law, such that the final state estimate is dominated by the EKF when the prior noise covariance is accurate, while the AEKF is activated when the actual noise covariance deviates from its nominal value. Findings The PAEKF can reduce the sensitivity of the algorithm to the model uncertainty and ensure the estimation accuracy in the normal case. The simulation results demonstrate that the PAEKF has the advantage of both the AEKF and the EKF. Practical implications The presented algorithm is applicable for spacecraft relative attitude and position estimation. Originality/value The PAEKF is presented for a kind of nonlinear uncertain systems. Stability analysis is provided to show that the error of the estimator is bounded under certain assumptions.


2015 ◽  
Vol 2015 ◽  
pp. 1-18 ◽  
Author(s):  
Heikki Hyyti ◽  
Arto Visala

An attitude estimation algorithm is developed using an adaptive extended Kalman filter for low-cost microelectromechanical-system (MEMS) triaxial accelerometers and gyroscopes, that is, inertial measurement units (IMUs). Although these MEMS sensors are relatively cheap, they give more inaccurate measurements than conventional high-quality gyroscopes and accelerometers. To be able to use these low-cost MEMS sensors with precision in all situations, a novel attitude estimation algorithm is proposed for fusing triaxial gyroscope and accelerometer measurements. An extended Kalman filter is implemented to estimate attitude in direction cosine matrix (DCM) formation and to calibrate gyroscope biases online. We use a variable measurement covariance for acceleration measurements to ensure robustness against temporary nongravitational accelerations, which usually induce errors when estimating attitude with ordinary algorithms. The proposed algorithm enables accurate gyroscope online calibration by using only a triaxial gyroscope and accelerometer. It outperforms comparable state-of-the-art algorithms in those cases when there are either biases in the gyroscope measurements or large temporary nongravitational accelerations present. A low-cost, temperature-based calibration method is also discussed for initially calibrating gyroscope and acceleration sensors. An open source implementation of the algorithm is also available.


2011 ◽  
Vol 56 (1/2/3/4) ◽  
pp. 161 ◽  
Author(s):  
ang Li ◽  
Jian Song ◽  
Hongzhi Li ◽  
Zhang Xiaolong ◽  
ang Li ◽  
...  

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