Adaptive Unscented Kalman Filter for Tracking GPS signals in the Case of an Unknown and Time-Varying Noise Covariance

2021 ◽  
Vol 12 (3) ◽  
pp. 224-235
Author(s):  
M. M. Kanouj ◽  
A. V. Klokov
Keyword(s):  
Kalman Filter ◽  
Unscented Kalman Filter ◽  
Time Varying ◽  
Adaptive Unscented Kalman Filter ◽  
Noise Covariance

scholarly journals Adaptive Unscented Kalman Filter for Target Tracking with Unknown Time-Varying Noise Covariance

Sensors ◽  
2019 ◽  
Vol 19 (6) ◽  
pp. 1371 ◽  
Author(s):  
Baoshuang Ge ◽  
Hai Zhang ◽  
Liuyang Jiang ◽  
Zheng Li ◽  
Maaz Butt
Keyword(s):  
Kalman Filter ◽  
Target Tracking ◽  
Unscented Kalman Filter ◽  
Nonlinear Problems ◽  
Linear Matrix ◽  
Time Varying ◽  
Tracking Accuracy ◽  
Linear Matrix Equation ◽  
Measurement Noise Covariance ◽  
Noise Covariance

The unscented Kalman filter (UKF) is widely used to address the nonlinear problems in target tracking. However, this standard UKF shows unstable performance whenever the noise covariance mismatches. Furthermore, in consideration of the deficiencies of the current adaptive UKF algorithm, this paper proposes a new adaptive UKF scheme for the time-varying noise covariance problems. First of all, the cross-correlation between the innovation and residual sequences is given and proven. On this basis, a linear matrix equation deduced from the innovation and residual sequences is applied to resolve the process noise covariance in real time. Using the redundant measurements, an improved measurement-based adaptive Kalman filtering algorithm is applied to estimate the measurement noise covariance, which is entirely immune to the state estimation. The results of the simulation indicate that under the condition of time-varying noise covariances, the proposed adaptive UKF outperforms the standard UKF and the current adaptive UKF algorithm, hence improving tracking accuracy and stability.

scholarly journals Adaptive Unscented Kalman Filter for Target Tacking with Time-Varying Noise Covariance Based on Multi-Sensor Information Fusion

Sensors ◽  
2021 ◽  
Vol 21 (17) ◽  
pp. 5808
Author(s):  
Dapeng Wang ◽  
Hai Zhang ◽  
Baoshuang Ge
Keyword(s):  
Kalman Filter ◽  
Information Fusion ◽  
Stochastic Systems ◽  
Unscented Kalman Filter ◽  
Minimum Variance ◽  
Measurement Noise ◽  
Time Varying ◽  
Measurement Noise Covariance ◽  
Noise Covariance ◽  
Sensor Information

In this paper, an innovative optimal information fusion methodology based on adaptive and robust unscented Kalman filter (UKF) for multi-sensor nonlinear stochastic systems is proposed. Based on the linear minimum variance criterion, this multi-sensor information fusion method has a two-layer architecture: at the first layer, a new adaptive UKF scheme for the time-varying noise covariance is developed and serves as a local filter to improve the adaptability together with the estimated measurement noise covariance by applying the redundant measurement noise covariance estimation, which is isolated from the state estimation; the second layer is the fusion structure to calculate the optimal matrix weights and gives the final optimal state estimations. Based on the hypothesis testing theory with the Mahalanobis distance, the new adaptive UKF scheme utilizes both the innovation and the residual sequences to adapt the process noise covariance timely. The results of the target tracking simulations indicate that the proposed method is effective under the condition of time-varying process-error and measurement noise covariance.

scholarly journals Estimation of the State of Charge of Lithium Batteries Based on Adaptive Unscented Kalman Filter Algorithm

Electronics ◽  
2020 ◽  
Vol 9 (9) ◽  
pp. 1425
Author(s):  
Jiechao Lv ◽  
Baochen Jiang ◽  
Xiaoli Wang ◽  
Yirong Liu ◽  
Yucheng Fu
Keyword(s):  
Kalman Filter ◽  
Electric Vehicle ◽  
Unscented Kalman Filter ◽  
The State ◽  
State Of Charge ◽  
Soc Estimation ◽  
System Noise ◽  
Adaptive Unscented Kalman Filter ◽  
Noise Covariance ◽  
Observation Noise

The state of charge (SOC) estimation of the battery is one of the important functions of the battery management system of the electric vehicle, and the accurate SOC estimation is of great significance to the safe operation of the electric vehicle and the service life of the battery. Among the existing SOC estimation methods, the unscented Kalman filter (UKF) algorithm is widely used for SOC estimation due to its lossless transformation and high estimation accuracy. However, the traditional UKF algorithm is greatly affected by system noise and observation noise during SOC estimation. Therefore, we took the lithium cobalt oxide battery as the analysis object, and designed an adaptive unscented Kalman filter (AUKF) algorithm based on innovation and residuals to estimate SOC. Firstly, the second-order RC equivalent circuit model was established according to the physical characteristics of the battery, and the least square method was used to identify the parameters of the model and verify the model accuracy. Then, the AUKF algorithm was used for SOC estimation; the AUKF algorithm monitors the changes of innovation and residual in the filter and updates system noise covariance and observation noise covariance in real time using innovation and residual, so as to adjust the gain of the filter and realize the optimal estimation. Finally came the error comparison analysis of the estimation results of the UKF algorithm and AUKF algorithm; the results prove that the accuracy of the AUKF algorithm is 2.6% better than that of UKF algorithm.

scholarly journals Vehicle Driving State Estimation Using an Improved Adaptive Unscented Kalman Filter

2021 ◽  
Author(s):  
Hui Pang ◽  
Peng Wang ◽  
Zijun Xu ◽  
Gang Wang
Keyword(s):  
Kalman Filter ◽  
State Estimation ◽  
Unscented Kalman Filter ◽  
Estimation Method ◽  
Estimation Errors ◽  
Adaptive Unscented Kalman Filter ◽  
Adjustment Strategy ◽  
Noise Covariance ◽  
Adaptive Noise ◽  
Three Degree Of Freedom

Abstract This paper proposes an improved adaptive unscented Kalman filter (iAUKF)-based vehicle driving state estimation method. A three-degree-of-freedom vehicle dynamics model is first established, then the varying principles of estimation errors for vehicle driving states using constant process and measurement noises in the standard unscented Kalman filter (UKF) are compared and analyzed. Next, a new type of normalized innovation square-based adaptive noise covariance adjustment strategy is designed and incorporated into the UKF to derive our expected vehicle driving state estimation method. Finally, a comparative simulation investigation using CarSim and MATLAB/Simulink is conducted to validate the effectiveness of the proposed method, and the results show that our proposed iAUKF-based estimation method has higher accuracy and stronger robustness against the standard UKF algorithm.

Adaptive Unscented Kalman Filter for Tracking GPS Signals in the Case of an Unknown and Time-Varying Noise Covariance

2021 ◽  
Vol 29 (3) ◽  
pp. 34-51
Author(s):  
М.М. Kanouj ◽  
◽  
А.V. Klokov ◽  
Keyword(s):  
Kalman Filter ◽  
Unscented Kalman Filter ◽  
Tracking System ◽  
Doppler Frequency ◽  
Gps Tracking ◽  
Noisy Environments ◽  
Signal Tracking ◽  
Adaptive Unscented Kalman Filter ◽  
Noise Covariance ◽  
Conventional Algorithm

A new adaptive unscented Kalman filter (AUKF) is proposed to estimate the radio navigation parameters of a GPS signal tracking system in noisy environments and on a highly dynamic object. The experimental results have shown that the proposed AUKFbased method improves the GPS tracking margin by approximately 8 dB and 3 dB as compared to the conventional algorithm and the KF-based tracking, respectively. At the same time, the accuracy of Doppler frequency measurements increases as well.

ADAPTIVE UNSCENTED KALMAN FILTER FOR ONLINE SOFT TISSUES CHARACTERIZATION

2017 ◽  
Vol 17 (07) ◽  
pp. 1740014
Author(s):  
JAEHYUN SHIN ◽  
YONGMIN ZHONG ◽  
JULIAN SMITH ◽  
CHENGFAN GU
Keyword(s):  
Kalman Filter ◽  
Soft Tissue ◽  
Tissue Characterization ◽  
Haptic Feedback ◽  
Unscented Kalman Filter ◽  
Recursive Estimation ◽  
Robotic Assisted ◽  
System Noise ◽  
Adaptive Unscented Kalman Filter ◽  
Noise Covariance

Online soft tissue characterization is important for robotic-assisted minimally invasive surgery to achieve precise and stable robotic control with haptic feedback. This paper presents a new adaptive unscented Kalman filter based on the nonlinear Hunt–Crossley model for online soft tissue characterization without requiring the characteristics of system noise. This filter incorporates the concept of Sage windowing in the traditional unscented Kalman filter to adaptively estimate system noise covariance using predicted residuals within a time window. In order to account for the inherent relationship between the current and previous states of soft tissue deformation involved in robotic-assisted surgery and improve the estimation performance, a recursive estimation of system noise covariance is further constructed by introducing a fading scaling factor to control the contributions between noise covariance estimations at current and previous time points. The proposed adaptive unscented Kalman filter overcomes the limitation of the traditional unscented Kalman filter in requiring the characteristics of system noise. Simulations and comparisons show the efficacy of the suggested nonlinear adaptive unscented Kalman filter for online soft tissue characterization.

scholarly journals Atmospheric PM2.5 Prediction Based on Multiple Model Adaptive Unscented Kalman Filter

Atmosphere ◽  
2021 ◽  
Vol 12 (5) ◽  
pp. 607
Author(s):  
Jihan Li ◽  
Xiaoli Li ◽  
Kang Wang ◽  
Guimei Cui
Keyword(s):  
Kalman Filter ◽  
Unscented Kalman Filter ◽  
Support Vector ◽  
Multiple Model ◽  
Single Model ◽  
Adaptive Unscented Kalman Filter ◽  
Time Periods ◽  
Atmospheric Pm2.5 ◽  
Concentration Prediction ◽  
Pm2.5 Concentration

The PM2.5 concentration model is the key to predict PM2.5 concentration. During the prediction of atmospheric PM2.5 concentration based on prediction model, the prediction model of PM2.5 concentration cannot be usually accurately described. For the PM2.5 concentration model in the same period, the dynamic characteristics of the model will change under the influence of many factors. Similarly, for different time periods, the corresponding models of PM2.5 concentration may be different, and the single model cannot play the corresponding ability to predict PM2.5 concentration. The single model leads to the decline of prediction accuracy. To improve the accuracy of PM2.5 concentration prediction in this solution, a multiple model adaptive unscented Kalman filter (MMAUKF) method is proposed in this paper. Firstly, the PM2.5 concentration data in three time periods of the day are taken as the research object, the nonlinear state space model frame of a support vector regression (SVR) method is established. Secondly, the frame of the SVR model in three time periods is combined with an adaptive unscented Kalman filter (AUKF) to predict PM2.5 concentration in the next hour, respectively. Then, the predicted value of three time periods is fused into the final predicted PM2.5 concentration by Bayesian weighting method. Finally, the proposed method is compared with the single support vector regression-adaptive unscented Kalman filter (SVR-AUKF), autoregressive model-Kalman (AR-Kalman), autoregressive model (AR) and back propagation neural network (BP). The prediction results show that the accuracy of PM2.5 concentration prediction is improved in whole time period.

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