A spherical simplex unscented Kalman filter with smart sigma-point processing for estimations in CT ΣΔ modulators

2014 ◽  
Author(s):  
Matthias Lorenz ◽  
Michael Maurer ◽  
Yiannos Manoli ◽  
Maurits Ortmanns
Keyword(s):  
Kalman Filter ◽  
Unscented Kalman Filter ◽  
Sigma Point ◽  
Spherical Simplex

Spherical Simplex Unscented Kalman Filter-Based Jumping and Static Interacting Multiple Model

2017 ◽  
Vol 32 (04) ◽  
pp. 1850010
Author(s):  
Yi Pan ◽  
Hui Ye ◽  
Keke He
Keyword(s):  
Kalman Filter ◽  
Nonlinear Filtering ◽  
System Parameter ◽  
Unscented Kalman Filter ◽  
Continuous System ◽  
The State ◽  
Interacting Multiple Model ◽  
Multiple Model ◽  
Real Time System ◽  
Spherical Simplex

A modified interacting multiple model (IMM) method called spherical simplex unscented Kalman filter-based jumping and static IMM (SSUKF-JSIMM) is proposed to solve the problem of nonlinear filtering with unknown continuous system parameter. SSUKF-JSIMM regards the continuous system parameter space as a union of disjoint regions, and each region is assigned to a model. For each model, under the assumption that the parameter belongs to the corresponding region, one sub-filter is used to estimate the parameter and the state when the parameter is presumed to be jumping, and another sub-filter is used to estimate the parameter and the state when the parameter is presumed to be static. Considering that spherical simplex unscented Kalman filter (SSUKF) is more suitable for a real-time system than the unscented Kalman filter (UKF), SSUKFs are adopted as the sub-filters of SSUKF-JSIMM. Results of the two SSUKFs are fused as the estimation output of the model. Experimental results show that SSUKF-JSIMM achieves higher performance than IMM, SIR, and UKF in bearings-only tracking problem.

scholarly journals A Discussion Related to Orbit Determination Using Nonlinear Sigma Point Kalman Filter

2009 ◽  
Vol 2009 ◽  
pp. 1-12 ◽  
Author(s):  
Paula Cristiane Pinto Mesquita Pardal ◽  
Helio Koiti Kuga ◽  
Rodolpho Vilhena de Moraes
Keyword(s):  
Kalman Filter ◽  
Dynamic Model ◽  
Extended Kalman Filter ◽  
Orbit Determination ◽  
Unscented Kalman Filter ◽  
Satellite Orbit ◽  
Observation Model ◽  
Gps Measurements ◽  
Unscented Transformation ◽  
Sigma Point

Herein, the purpose is to present a Kalman filter based on the sigma point unscented transformation development, aiming at real-time satellite orbit determination using GPS measurements. First, a brief review of the extended Kalman filter will be done. After, the sigma point Kalman filter will be introduced as well as the basic idea of the unscented transformation, in which this filter is based. Following, the unscented Kalman filter applied to orbit determination will be explained. Such explanation encloses formulations about the orbit determination through GPS; the dynamic model; the observation model; the unmodeled acceleration estimation; also an application of this new filter approaches on orbit determination using GPS measurements discussion.

scholarly journals Comment on “Highly Efficient Sigma Point Filter for Spacecraft Attitude and Rate Estimation”

2012 ◽  
Vol 2012 ◽  
pp. 1-5 ◽  
Author(s):  
Baiqing Hu ◽  
Lubin Chang ◽  
An Li ◽  
Fangjun Qin
Keyword(s):  
Kalman Filter ◽  
Unscented Kalman Filter ◽  
Orthogonal Transformation ◽  
Spacecraft Attitude ◽  
Integration Formula ◽  
Dynamic Problems ◽  
Numerical Accuracy ◽  
Symmetrical Structure ◽  
Sigma Point ◽  
Construction Strategy

In light of the intuition that a better symmetrical structure can further increase the numerical accuracy, the paper by Fan and Zeng (2009) developed a new sigma point construction strategy for the unscented Kalman filter (UKF), namely, geometric simplex sigma points (GSSP). This comment presents a different perspective from the standpoint of the numerical integration. In this respect, the GSSP constitutes an integration formula of degree 2 with equal weights. Then, we demonstrate that the GSSP can be derived through the orthogonal transformation from the basic points set of degree 2. Moreover, the method presented in this comment can be used to construct more accurate sigma points set for certain dynamic problems.

Hybrid consensus sigma point approximation nonlinear filter using statistical linearization

2018 ◽  
Vol 40 (8) ◽  
pp. 2517-2525 ◽  
Author(s):  
Guoqing Wang ◽  
Ning Li ◽  
Yonggang Zhang
Keyword(s):  
Kalman Filter ◽  
Unscented Kalman Filter ◽  
Nonlinear Filter ◽  
Statistical Linearization ◽  
Nonlinear Functions ◽  
Central Difference ◽  
Sigma Point ◽  
Point Approximation ◽  
Cubature Kalman Filter ◽  
Central Difference Kalman Filter

In this paper, a hybrid consensus sigma point approximation nonlinear filter is proposed for state estimation in collaborative sensor network, where hybrid consensus of both measurement and information is utilised. Statistical linearization of nonlinear functions is used in sigma point filters, that is, unscented Kalman filter (UKF), cubature Kalman filter (CKF), and central difference Kalman filter (CDKF). Stability of the proposed algorithm is also analysed with the help of linearization operation and some conservative assumptions. Two typical target tracking examples are used to demonstrate the effectiveness of the proposed algorithms. Simulation results show that the proposed algorithms are more stable than existing algorithms, and among our proposed algorithms, CKF- and CDKF-based algorithms are more accurate and stable than the UKF-based one.

Sign in / Sign up

Export Citation Format

Share Document