scholarly journals Rao-Blackwellized particle filter with vector observations for satellite three-axis attitude estimation and control in a simulated testbed

2012 ◽  
Vol 23 (3) ◽  
pp. 277-293 ◽  
Author(s):  
Ronan Arraes Jardim Chagas ◽  
Jacques Waldmann
Keyword(s):  
Convergence Rate ◽  
Particle Filter ◽  
Particle Filtering ◽  
Angular Rate ◽  
Time Derivative ◽  
Attitude Estimation ◽  
Rate Estimation ◽  
Filter Performance ◽  
Estimation And Control ◽  
And Control

A Rao-Blackwellized particle filter has been designed and its performance investigated in a simulated three-axis satellite testbed used for evaluating on-board attitude estimation and control algorithms. Vector measurements have been used to estimate attitude and angular rate and, additionally, a pseudo-measurement based on a low-pass filtered time-derivative of the vector measurements has been proposed to improve the filter performance. Conventional extended and unscented Kalman filters, and standard particle filtering have been compared with the proposed approach to gauge its performance regarding attitude and angular rate estimation accuracy, computational workload, convergence rate under uncertain initial conditions, and sensitivity to disturbances. Though a myriad of filters have been proposed in the past to tackle the problem of spacecraft attitude and angular rate estimation with vector observations, to the best knowledge of the authors the present Rao-Blackwellized particle filter is a novel approach that significantly reduces the computational load, provides an attractive convergence rate, and successfully preserves the performance of the standard particle filter when subjected to disturbances.

scholarly journals Nonlinear Attitude and Formation Estimation Spacecraft And Multi-Agent Systems

2021 ◽  
Author(s):  
Michael Rososhansky
Keyword(s):  
Particle Filter ◽  
Nonlinear Filtering ◽  
Multi Agent System ◽  
Multi Agent Systems ◽  
Agent Systems ◽  
Consensus Tracking ◽  
Multi Agent ◽  
Filtering Technique ◽  
Estimation And Control ◽  
And Control

This dissertation examines the state and parameter estimation problem of monolithic spacecraft and multi-agent systems in conjunction with the control algorithms. Nonlinear filtering techniques are investigated and applied to the problems of attitude estimation and control of monolithic spacecraft, distributed flltering for attitude estimation and control of satellite formation flying (SFF), and estimation and control of a multi-agent system in consensus tracking with uncertain dynamic model. The main objective is to investigate the performance of nonlinear filtering techniques under fault-free and fault-prone scenarios. In essence, the core of this research has been placed on identifying techniques to improve the efficiency and reduce the variance of estimations in nonlinear filtering. The research is primarily dedicated to the investigation of adaptive unscented Kalman Filter (AUKF) and particle Filter (PF). A nonlinear filtering technique has been proposed for sequential joint estimation of a multi-agent system in consensus tracking with uncertain dynamic model. The new filter is called marginalized unscented particle Filter (MUPF). The proposed filter uses the Rao-Blackwellised principle to couple the particle filtering technique with unscented transform algorithm

scholarly journals Improving Particle Filter Performance by Smoothing Observations

2018 ◽  
Vol 146 (8) ◽  
pp. 2433-2446 ◽  
Author(s):  
Gregor Robinson ◽  
Ian Grooms ◽  
William Kleiber
Keyword(s):  
Particle Filter ◽  
Particle Filtering ◽  
Error Model ◽  
Small Scale ◽  
Observation Error ◽  
Filter Performance ◽  
Multigrid Solvers ◽  
Small Scales ◽  
Spatially Extended ◽  
The Individual

AbstractThis article shows that increasing the observation variance at small scales can reduce the ensemble size required to avoid collapse in particle filtering of spatially extended dynamics and improve the resulting uncertainty quantification at large scales. Particle filter weights depend on how well ensemble members agree with observations, and collapse occurs when a few ensemble members receive most of the weight. Collapse causes catastrophic variance underestimation. Increasing small-scale variance in the observation error model reduces the incidence of collapse by de-emphasizing small-scale differences between the ensemble members and the observations. Doing so smooths the posterior mean, though it does not smooth the individual ensemble members. Two options for implementing the proposed observation error model are described. Taking a discretized elliptic differential operator as an observation error covariance matrix provides the desired property of a spectrum that grows in the approach to small scales. This choice also introduces structure exploitable by scalable computation techniques, including multigrid solvers and multiresolution approximations to the corresponding integral operator. Alternatively the observations can be smoothed and then assimilated under the assumption of independent errors, which is equivalent to assuming large errors at small scales. The method is demonstrated on a linear stochastic partial differential equation, where it significantly reduces the occurrence of particle filter collapse while maintaining accuracy. It also improves continuous ranked probability scores by as much as 25%, indicating that the weighted ensemble more accurately represents the true distribution. The method is compatible with other techniques for improving the performance of particle filters.

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