Comparative study of Extended Kalman Filter, Linearised Kalman Filter and Particle Filter applied to low-cost GPS-based hybrid positioning system for land vehicles

Author(s):  
M.A. Zamora Izquierdo ◽  
D.F. Betaille ◽  
F. Peyret ◽  
C. Joly
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.


2018 ◽  
Vol 7 (2.7) ◽  
pp. 12
Author(s):  
Penumarty Hiranmayi ◽  
Kola Sai Gowtham ◽  
S Koteswara Rao ◽  
V Gopi Tilak

The phenomenon of simple harmonic motion is more vigilantly explained using a simple pendulum. The angular motion of a pendulum is linear in nature. But the analysis of the motion along the horizontal direction is non-linear. To estimate this, several algorithms like the Kalman filter, Extended Kalman Filter etc. are adopted. Here in this paper, Particle filter is chosen which is a method to form Monte Carlo approximations to the solutions of Bayesian filtering equations. Sequential importance resampling based Particle filters are used where the filtering distributions are multi-nodal or consist of discrete state components since under these circumstances the Bayesian approximations do not always work well.


Symmetry ◽  
2021 ◽  
Vol 13 (11) ◽  
pp. 2139
Author(s):  
Xiuqiong Chen ◽  
Jiayi Kang ◽  
Mina Teicher ◽  
Stephen S.-T. Yau

Nonlinear filtering is of great significance in industries. In this work, we develop a new linear regression Kalman filter for discrete nonlinear filtering problems. Under the framework of linear regression Kalman filter, the key step is minimizing the Kullback–Leibler divergence between standard normal distribution and its Dirac mixture approximation formed by symmetric samples so that we can obtain a set of samples which can capture the information of reference density. The samples representing the conditional densities evolve in a deterministic way, and therefore we need less samples compared with particle filter, as there is less variance in our method. The numerical results show that the new algorithm is more efficient compared with the widely used extended Kalman filter, unscented Kalman filter and particle filter.


Sensors ◽  
2019 ◽  
Vol 19 (2) ◽  
pp. 364 ◽  
Author(s):  
Ming Xia ◽  
Chundi Xiu ◽  
Dongkai Yang ◽  
Li Wang

The pedestrian navigation system (PNS) based on inertial navigation system-extended Kalman filter-zero velocity update (INS-EKF-ZUPT or IEZ) is widely used in complex environments without external infrastructure owing to its characteristics of autonomy and continuity. IEZ, however, suffers from performance degradation caused by the dynamic change of process noise statistics and heading estimation errors. The main goal of this study is to effectively improve the accuracy and robustness of pedestrian localization based on the integration of the low-cost foot-mounted microelectromechanical system inertial measurement unit (MEMS-IMU) and ultrasonic sensor. The proposed solution has two main components: (1) the fuzzy inference system (FIS) is exploited to generate the adaptive factor for extended Kalman filter (EKF) after addressing the mismatch between statistical sample covariance of innovation and the theoretical one, and the fuzzy adaptive EKF (FAEKF) based on the MEMS-IMU/ultrasonic sensor for pedestrians was proposed. Accordingly, the adaptive factor is applied to correct process noise covariance that accurately reflects previous state estimations. (2) A straight motion heading update (SMHU) algorithm is developed to detect whether a straight walk happens and to revise errors in heading if the ultrasonic sensor detects the distance between the foot and reflection point of the wall. The experimental results show that horizontal positioning error is less than 2% of the total travelled distance (TTD) in different environments, which is the same order of positioning error compared with other works using high-end MEMS-IMU. It is concluded that the proposed approach can achieve high performance for PNS in terms of accuracy and robustness.


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