Simplified Federated Filtering Algorithm With Different States in Local Filters

2010 ◽  
Vol 133 (1) ◽  
Author(s):  
Guoliang Liu ◽  
Jian Xie ◽  
Shizuo Yan ◽  
Wenyi Qiang
Keyword(s):  
Kalman Filter ◽  
Kalman Filtering ◽  
Navigation Systems ◽  
Integrated Navigation ◽  
Transition Matrices ◽  
Filtering Algorithm ◽  
Federated Kalman Filter ◽  
Federated Filtering ◽  
Local Filters ◽  
Computation Load

In this paper, to reduce the computation load of federated Kalman filters, a simplified federated filtering algorithm for integrated navigation systems is presented. It has been known that the per-cycle computation load grows roughly in proportion to the number of states and measurements for a single centralized Kalman filter. Hence, the states that have poor estimation accuracies are removed from local filters, so that the per-cycle computation load is reduced accordingly. Local filters and master filter of the federated Kalman filter may have different states, so the transition matrices are required to combine the outputs from the local filters and the master filter properly and to reset the global solution into the local filters and the master filter correctly. An experiment demonstrates that the proposed algorithm effectively reduces the computation load, compared with the standard federated Kalman filtering algorithm.

Application of Interval Kalman Filtering Algorithm in Integrated Navigation Data Fusion

2012 ◽  
Vol 433-440 ◽  
pp. 4059-4064
Author(s):  
Yun Feng Ma
Keyword(s):  
Kalman Filter ◽  
Kalman Filtering ◽  
Interval Matrix ◽  
Uncertain Parameters ◽  
Integrated Navigation ◽  
System Matrix ◽  
Inversion Algorithm ◽  
Filtering Algorithm ◽  
Kalman Filtering Algorithm ◽  
Time Accuracy

The traditional Kalman filter cannot be used directly when some system parameters such as certain elements of the system matrix are not precisely known or gradually change with time. Some uncertain parameters can be described as an interval model. An interval Kalman filtering algorithm is studied in this paper, which can be used to process a system with uncertain parameters. A simple inversion algorithm of interval matrix has been applied and its statistic performances and iterative form are similar to those of traditional Kalman filter. Simulation results show that such filtering algorithm can provide the real time accuracy error estimation and can be applied to such kind of low-cost integrated navigation system.

Federated Particle Filter Technology Based on JIDS/SINS/GPS Integrated Navigation System

2013 ◽  
Vol 347-350 ◽  
pp. 1544-1548
Author(s):  
Zi Yu Li ◽  
Yan Liu ◽  
Ping Zhu ◽  
Cheng Ying
Keyword(s):  
Kalman Filter ◽  
Particle Filter ◽  
Navigation System ◽  
Integrated System ◽  
Navigation Systems ◽  
Integrated Navigation ◽  
Fusion Algorithm ◽  
Integrated Navigation System ◽  
Non Linear ◽  
Federated Kalman Filter

In multi-sensor integrated navigation systems, when sub-systems are non-linear and with Gaussian noise, the federated Kalman filter commonly used generates large error or even failure when estimating the global fusion state. This paper, taking JIDS/SINS/GPS integrated navigation system as example, proposes a federated particle filter technology to solve problems above. This technology, combining the particle filter with the federated Kalman filter, can be applied to non-linear non-Gaussian integrated system. It is proved effective in information fusion algorithm by simulated application, where the navigation information gets well fused.

Adaptive Two-stage Kalman Filter for SINS/Odometer Integrated Navigation Systems

2016 ◽  
Vol 70 (2) ◽  
pp. 242-261 ◽  
Author(s):  
Hongsong Zhao ◽  
Lingjuan Miao ◽  
Haijun Shao
Keyword(s):  
Kalman Filter ◽  
Navigation System ◽  
Scale Factor ◽  
Navigation Systems ◽  
Integrated Navigation ◽  
Two Stage ◽  
Integrated Navigation System ◽  
White Noise Sequence ◽  
Noise Sequence ◽  
Computation Load

In Strapdown Inertial Navigation System (SINS)/Odometer (OD) integrated navigation systems, OD scale factor errors change with roadways and vehicle loads. In addition, the random noises of gyros and accelerometers tend to vary with time. These factors may cause the Kalman filter to be degraded or even diverge. To address this problem and reduce the computation load, an Adaptive Two-stage Kalman Filter (ATKF) for SINS/OD integrated navigation systems is proposed. In the Two-stage Kalman Filter (TKF), only the innovation in the bias estimator is a white noise sequence with zero-mean while the innovation in the bias-free estimator is not zero-mean. Based on this fact, a novel algorithm for computing adaptive factors is presented. The proposed ATKF is evaluated in a SINS/OD integrated navigation system, and the simulation results show that it is effective in estimating the change of the OD scale factor error and robust to the varying process noises. A real experiment is carried out to further validate the performance of the proposed algorithm.

A new visual/inertial integrated navigation algorithm based on sliding-window factor graph optimisation

2020 ◽  
pp. 1-17
Author(s):  
Haiying Liu ◽  
Jingqi Wang ◽  
Jianxin Feng ◽  
Xinyao Wang
Keyword(s):  
Kalman Filter ◽  
Extended Kalman Filter ◽  
Prior Information ◽  
Sliding Window ◽  
Factor Graph ◽  
Navigation Systems ◽  
Integrated Navigation ◽  
Sliding Windows ◽  
Navigation Algorithm ◽  
Almost All

Abstract Visual–Inertial Navigation Systems (VINS) plays an important role in many navigation applications. In order to improve the performance of VINS, a new visual/inertial integrated navigation method, named Sliding-Window Factor Graph optimised algorithm with Dynamic prior information (DSWFG), is proposed. To bound computational complexity, the algorithm limits the scale of data operations through sliding windows, and constructs the states to be optimised in the window with factor graph; at the same time, the prior information for sliding windows is set dynamically to maintain interframe constraints and ensure the accuracy of the state estimation after optimisation. First, the dynamic model of vehicle and the observation equation of VINS are introduced. Next, as a contrast, an Invariant Extended Kalman Filter (InEKF) is constructed. Then, the DSWFG algorithm is described in detail. Finally, based on the test data, the comparison experiments of Extended Kalman Filter (EKF), InEKF and DSWFG algorithms in different motion scenes are presented. The results show that the new method can achieve superior accuracy and stability in almost all motion scenes.

An Improved and Efficient Algorithm for SINS/GPS/Doppler Integrated Navigation Systems

2012 ◽  
Vol 245 ◽  
pp. 323-329 ◽  
Author(s):  
Muhammad Ushaq ◽  
Jian Cheng Fang
Keyword(s):  
Kalman Filter ◽  
Navigation System ◽  
Inertial Navigation System ◽  
Inertial Sensor ◽  
Inertial Navigation ◽  
Measurement Unit ◽  
Navigation Systems ◽  
Integrated Navigation ◽  
Efficient Manner ◽  
Position Errors

Inertial navigation systems exhibit position errors that tend to grow with time in an unbounded mode. This degradation is due, in part, to errors in the initialization of the inertial measurement unit and inertial sensor imperfections such as accelerometer biases and gyroscope drifts. Mitigation to this growth and bounding the errors is to update the inertial navigation system periodically with external position (and/or velocity, attitude) fixes. The synergistic effect is obtained through external measurements updating the inertial navigation system using Kalman filter algorithm. It is a natural requirement that the inertial data and data from the external aids be combined in an optimal and efficient manner. In this paper an efficient method for integration of Strapdown Inertia Navigation System (SINS), Global Positioning System (GPS) and Doppler radar is presented using a centralized linear Kalman filter by treating vector measurements with uncorrelated errors as scalars. Two main advantages have been obtained with this improved scheme. First is the reduced computation time as the number of arithmetic computation required for processing a vector as successive scalar measurements is significantly less than the corresponding number of operations for vector measurement processing. Second advantage is the improved numerical accuracy as avoiding matrix inversion in the implementation of covariance equations improves the robustness of the covariance computations against round off errors.

scholarly journals A SINS/DVL/USBL Integrated Navigation and Positioning IoT System with Multiple Sources Fusion and Federated Kalman Filter

2021 ◽  
Author(s):  
Qinghua Luo ◽  
Xiaozhen Yan ◽  
Chenxu Wang ◽  
Yang Shao ◽  
Zhiquan Zhou ◽  
...  
Keyword(s):  
Kalman Filter ◽  
Autonomous Underwater Vehicle ◽  
Integrated Navigation ◽  
Multiple Sources ◽  
Random Drift ◽  
Position Information ◽  
Federated Kalman Filter ◽  
Ocean Environment ◽  
Important Position ◽  
Multiple Resource

Abstract The navigation and positioning subsystem offers important position information for an autonomous underwater vehicle (AUV) system. It plays a crucial role during the underwater exploration and operations of AUV. Many scholars research underwater navigation and positioning. And many promising methods and systems were presented. However, as the diversity of ocean environment, the random drift of the gyroscope, error accumulation, the diversity of tasks, and other negative factors, the navigation and positioning result is uncertain and incredible. The accuracy, stability and robustness are not guaranteed, which can not meet the increasing application requirement. Therefore, we put forward a SINS/DVL/USBL integrated navigation and positioning IoT system with multiple resource fusion and a federated Kalman filter. In this method, we first present an improved SINS/DVL combined subsystem with filtering gain compensation strategy. The accuracy and stability of the navigation and position system can be enhanced. Secondly, We proposed a USBL positioning subsystem with the Kalman filtering acoustic signals to improve USBL positioning performance. Lastly, we present a federated Kalman Filter to fuse the positioning information from the SINS/DVL combined positioning subsystem and the USBL positioning subsystem. Through the above three methods, we can improve the positioning accuracy and robustness. Comprehensive simulation results indicated the feasibility and effectiveness of the proposed SINS/DVL/USBL integrated navigation and positioning system.

Studies of the integrated navigation system correction in the absence of a satellite signal

2021 ◽  
Author(s):  
Keyword(s):  
Kalman Filter ◽  
Navigation System ◽  
Operation Mode ◽  
Satellite System ◽  
Navigation Systems ◽  
Integrated Navigation ◽  
Integrated Navigation System ◽  
Correction Signal ◽  
Satellite Signal ◽  
Navigation Information

The schemes of navigation systems correction are considered. The operation mode of the aircraft during navigation is analyzed. An adaptive modification of the linear Kalman filter is used to correct the navigation information. An algorithm for predicting a correction signal based on a neural network in the event of a loss of a SNS correction signal is formed. Experimental results show the effectiveness of the algorithm. Keywords aircraft; inertial navigation system; satellite system; Kalman filter; neural networks; genetic algorithm

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