scholarly journals Application ofH∞Filter on the Angular Rate Matching in the Transfer Alignment

2016 ◽  
Vol 2016 ◽  
pp. 1-9 ◽  
Author(s):  
Lijun Song ◽  
Zhongxing Duan ◽  
Jiwu Sun
Keyword(s):  
Kalman Filter ◽  
Angular Rate ◽  
Measurement Noise ◽  
Statistical Characteristics ◽  
Engineering Practice ◽  
Interference Signal ◽  
Initial Alignment ◽  
Transfer Alignment ◽  
Color Noise ◽  
System Noise

The transfer alignment (TA) scheme is used for the initial alignment of Inertial Navigation System (INS) on dynamical base. The Kalman filter is often used in TA to improve the precision of TA. And the statistical characteristics of interference signal which is difficult to get must be known before the Kalman filter is used in the TA, because the interference signal is a random signal and there are some changes on the dynamic model of system. In this paper, theH∞filter is adopted in the TA scheme of the angular rate matching when the various stages of disturbance in measurement are unknown. And it is compared with the Kalman filter in the same environment of simulation and evaluation. The result of simulation shows that theH∞filter and the Kalman filter are both effective. The Kalman filter is more accurate than theH∞filter when system noise and measurement noise are white noise, but theH∞filter is more accurate and quicker than the Kalman filter when system noise and measurement noise are color noise. In the engineering practice, system noise and measurement noise are always color noise, so theH∞filter is more suitable for engineering practice than the Kalman filter.

Velocity and Attitude Matching of Transfer Alignment by Using H∞ Filter

2012 ◽  
Vol 433-440 ◽  
pp. 4861-4864 ◽  
Author(s):  
Li Jun Song ◽  
Deng Feng Cheng ◽  
Wei Lu
Keyword(s):  
Kalman Filter ◽  
White Noise ◽  
Estimation Method ◽  
Measurement Noise ◽  
Engineering Practice ◽  
Transfer Alignment ◽  
Color Noise ◽  
System Noise ◽  
Simulation Results

The H∞ filter is adopted in the transfer alignment (TA) which is realized by the Velocity and Attitude Matching, when the disturbances in measurements are complete unknown. The performance of H∞ filter is compared with kalman filter. The simulation results show both that H∞ filter and kalman filter all are effective and kalman filter is more accurate than H∞ filter when system noise and measurement noise are white noise. But H∞ filter is more accurate than kalman filter when system noise and measurement noise are color noise. H∞ filter is an effective estimation method because H∞ filter is more suitable to engineering practice than kalman filter.

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.

An Adaptive & Fault Tolerant SINS/GPS Integrated Navigation Scheme Robustified against Slowly Growing Errors in GPS Updates

2013 ◽  
Vol 390 ◽  
pp. 500-505 ◽  
Author(s):  
Muhammad Ushaq ◽  
Fang Jian Cheng ◽  
Jamshaid Ali
Keyword(s):  
Kalman Filter ◽  
Navigation System ◽  
Measurement Noise ◽  
Integrated Navigation ◽  
Random Errors ◽  
Actual Measurement ◽  
Integrated Navigation System ◽  
System Noise ◽  
Measurement Noise Covariance ◽  
Noise Covariance

The Strapdown Inertial Navigation System (SINS) renders excellent attitude, position and velocity solutions on short term basis, but when used as stand-alone navigation system, its accuracy deteriorates with the passage of time. On the other hand GPS has long-standing stability with a consistent precisiongenerally having only bounded random errors in position and velocity. Integrated navigation system is used to augment the complementary features of SINS and GPS. In integrated navigation system external fixes for position and/or velocity and/or attitude are used to contain the growing errors of SINS. Kalman filter is generally used as integration tool for integrated navigation system. Kalman filter algorithm is based on the assumptions that the system model and the measurement models are linear and the system random errors and measurement random errors are Gaussian in nature expressed with fixed covariances. But in real navigation systems these assumptions are seldom fulfilled and hence Kalman filter renders unsatisfactory results. Adaptive Kalman filter provides the solution to the problem by adjusting the system noise covariance and measurement noise covariance in real time in the light of actual measurement errors or actual dynamics of thevehicle. In this paper an innovation and residual based adaption of measurement noise covariance and system noise covariance is presented. The presented scheme has been applied on an SINS/GPS Integrated Navigation Systemand it has been validated that the scheme provide significantly better results as compared to standard Kalman filter on occurrence slowly growing errors as well as excessive random errors in GPS measurements.

scholarly journals Navigation Performance Enhancement Using IMM Filtering for Time Varying Satellite Signal Quality

2019 ◽  
Vol 94 ◽  
pp. 02004
Author(s):  
Dah-Jing Jwo ◽  
Shu-Ming Chang ◽  
Jen-Hsien Lai
Keyword(s):  
Fuzzy Logic ◽  
Kalman Filter ◽  
Unscented Kalman Filter ◽  
Measurement Noise ◽  
Statistical Characteristics ◽  
Signal Quality ◽  
Time Varying ◽  
Multiple Model ◽  
Gps Navigation ◽  
Satellite Signal

A novel scheme using fuzzy logic based interacting multiple model (IMM) unscented Kalman filter (UKF) is employed in which the Fuzzy Logic Adaptive System (FLAS) is utilized to address uncertainty of measurement noise, especially for the outlier types of multipath errors for the Global Positioning System (GPS) navigation processing. Multipath is known to be one of the dominant error sources, and multipath mitigation is crucial for improvement of the positioning accuracy. It is not an easy task to establish precise statistical characteristics of measurement noise in practical engineering applications. Based on the filter structural adaptation, the IMM nonlinear filtering provides an alternative for designing the adaptive filter in the GPS navigation processing for time varying satellite signal quality. The uncertainty of the noise can be described by a set of switching models using the multiple model estimation. An UKF employs a set of sigma points by deterministic sampling, which avoids the error caused by linearization as in an extended Kalman filter (EKF). For enhancing further system flexibility, the fuzzy logic system is introduced. The use of IMM with FLAS enables tuning of appropriate values for the measurement noise covariance so as to obtain improved estimation accuracy. Performance assessment will be carried out to show the effectiveness of the proposed approach for positioning improvement in GPS navigation processing.

scholarly journals State of Charge Estimation of Lithium-Ion Batteries Based on Fuzzy Fractional-Order Unscented Kalman Filter

2021 ◽  
Vol 5 (3) ◽  
pp. 91
Author(s):  
Liping Chen ◽  
Yu Chen ◽  
António M. Lopes ◽  
Huifang Kong ◽  
Ranchao Wu
Keyword(s):  
Kalman Filter ◽  
Lithium Ion Batteries ◽  
Fractional Order ◽  
Working Conditions ◽  
Unscented Kalman Filter ◽  
Lithium Ion ◽  
State Of Charge ◽  
Measurement Noise ◽  
Statistical Characteristics ◽  
Kalman Filter Algorithm

The covariance matrix of measurement noise is fixed in the Kalman filter algorithm. However, in the process of battery operation, the measurement noise is affected by different charging and discharging conditions and the external environment. Consequently, obtaining the noise statistical characteristics is difficult, which affects the accuracy of the Kalman filter algorithm. In order to improve the estimation accuracy of the state of charge (SOC) of lithium-ion batteries under actual working conditions, a fuzzy fractional-order unscented Kalman filter (FFUKF) is proposed. The algorithm combines fuzzy inference with fractional-order unscented Kalman filter (FUKF) to infer the measurement noise in real time and take advantage of fractional calculus in describing the dynamic behavior of the lithium batteries. The accuracy of the SOC estimation under different working conditions at three different temperatures is verified. The results show that the accuracy of the proposed algorithm is superior to those of the FUKF and extended Kalman filter (EKF) algorithms.

Improved exponential weighted moving average based measurement noise estimation for strapdown inertial navigation system/doppler velocity log integrated system

2020 ◽  
pp. 1-21
Author(s):  
Lanhua Hou ◽  
Xiaosu Xu ◽  
Yiqing Yao ◽  
Di Wang ◽  
Jinwu Tong
Keyword(s):  
Kalman Filter ◽  
Inertial Navigation System ◽  
Moving Average ◽  
Integrated System ◽  
Measurement Noise ◽  
Noise Estimation ◽  
Doppler Velocity ◽  
Forgetting Factor ◽  
Exponential Weighted Moving Average ◽  
Weighted Moving Average

Abstract The strapdown inertial navigation system (SINS) with integrated Doppler velocity log (DVL) is widely utilised in underwater navigation. In the complex underwater environment, however, the DVL information may be corrupted, and as a result the accuracy of the Kalman filter in the SINS/DVL integrated system degrades. To solve this, an adaptive Kalman filter (AKF) with measurement noise estimator to provide noise statistical characteristics is generally applied. However, existing methods like moving windows (MW) and exponential weighted moving average (EWMA) cannot adapt to a dynamic environment, which results in unsatisfactory noise estimation performance. Moreover, the forgetting factor has to be determined empirically. Therefore, this paper proposes an improved EWMA (IEWMA) method with adaptive forgetting factor for measurement noise estimation. First, the model for a SINS/DVL integrated system is established, then the MW and EWMA based measurement noise estimators are illustrated. Subsequently, the proposed IEWMA method which is adaptive to the various environments without experience is introduced. Finally, simulation and vehicle tests are conducted to evaluate the effectiveness of the proposed method. Results show that the proposed method outperforms the MW and EWMA methods in terms of measurement noise estimation and navigation accuracy.

scholarly journals A Novel Robust Kalman Filter With Non-stationary Heavy-tailed Measurement Noise

2020 ◽  
Vol 53 (2) ◽  
pp. 368-373
Author(s):  
Guangle Jia ◽  
Yulong Huang ◽  
Mingming B. Bai ◽  
Yonggang zhang
Keyword(s):  
Kalman Filter ◽  
Measurement Noise ◽  
Robust Kalman Filter ◽  
Heavy Tailed

Analysis of Three Velocity Plus Attitude Matching Methods for Transfer Alignment

2012 ◽  
Vol 433-440 ◽  
pp. 2802-2807
Author(s):  
Ying Hong Han ◽  
Wan Chun Chen
Keyword(s):  
Kalman Filter ◽  
Inertial Navigation ◽  
Navigation Systems ◽  
Misalignment Angle ◽  
Inertial Navigation Systems ◽  
Excellent Performance ◽  
Transfer Alignment ◽  
Matching Methods ◽  
Moving Base

For inertial navigation systems (INS) on moving base, transfer alignment is widely applied to initialize it. Three velocity plus attitude matching methods are compared. And Kalman filter is employed to evaluate the misalignment angle. Simulations under the same conditions show which scheme has excellent performance in precision and rapidness of estimations.

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