scholarly journals A Modified Extended Kalman Filter for a Two-Antenna GPS/INS Vehicular Navigation System

Sensors ◽  
2018 ◽  
Vol 18 (11) ◽  
pp. 3809 ◽  
Author(s):  
Yushi Hao ◽  
Aigong Xu ◽  
Xin Sui ◽  
Yulei Wang
Keyword(s):  
Kalman Filter ◽  
Extended Kalman Filter ◽  
Navigation System ◽  
Adaptive Estimation ◽  
Estimation Method ◽  
Measurement Noise ◽  
Model Errors ◽  
State Process ◽  
Stability And Accuracy ◽  
The Impact

Recently, the integration of an inertial navigation system (INS) and the Global Positioning System (GPS) with a two-antenna GPS receiver has been suggested to improve the stability and accuracy in harsh environments. As is well known, the statistics of state process noise and measurement noise are critical factors to avoid numerical problems and obtain stable and accurate estimates. In this paper, a modified extended Kalman filter (EKF) is proposed by properly adapting the statistics of state process and observation noises through the innovation-based adaptive estimation (IAE) method. The impact of innovation perturbation produced by measurement outliers is found to account for positive feedback and numerical issues. Measurement noise covariance is updated based on a remodification algorithm according to measurement reliability specifications. An experimental field test was performed to demonstrate the robustness of the proposed state estimation method against dynamic model errors and measurement outliers.

scholarly journals Adaptive Consensus-Based Unscented Information Filter for Tracking Target with Maneuver and Colored Noise

Sensors ◽  
2019 ◽  
Vol 19 (14) ◽  
pp. 3069 ◽  
Author(s):  
Li ◽  
Wang ◽  
Zheng
Keyword(s):  
State Estimation ◽  
Situation Awareness ◽  
Information Matrix ◽  
Estimation Method ◽  
Measurement Noise ◽  
Distributed State Estimation ◽  
Information Filter ◽  
Fading Factor ◽  
Stability And Accuracy ◽  
The Impact

Distributed state estimation plays a key role in space situation awareness via a sensor network. This paper proposes two adaptive consensus-based unscented information filters for tracking target with maneuver and colored measurement noise. The proposed filters can fulfill the distributed estimation for non-linear systems with the aid of a consensus strategy, and can reduce the impact of colored measurement noise by employing the state augmentation and measurement differencing methods. In addition, a fading factor that shrinks the predicted information state and information matrix can suppress the impact of dynamical model error induced by target maneuvers. The performances of the proposed algorithms are investigated by considering a target tracking problem using a space-based radar network. This shows that the proposed algorithms outperform the traditional consensus-based distributed state estimation method in aspects of tracking stability and accuracy.

scholarly journals An Improved Adaptive Extended Kalman Filter Algorithm of SINS/GPS Loosely-Coupled Integrated Navigation System

2018 ◽  
Vol 7 (4.27) ◽  
pp. 87
Author(s):  
Yuyan Wang ◽  
Xiuyun Meng ◽  
Jilu Liu
Keyword(s):  
Kalman Filter ◽  
Real Time ◽  
Extended Kalman Filter ◽  
Navigation System ◽  
Measurement Noise ◽  
Integrated Navigation ◽  
Integrated Navigation System ◽  
Loosely Coupled ◽  
Kalman Filter Algorithm ◽  
Adaptive Extended Kalman Filter

The Kalman Filter algorithm usually cannot estimate noise statistics in real-time, in order to deal with this issue, a new kind of improved Adaptive Extended Kalman Filter algorithm is proposed. Based on residual sequence, this algorithm mainly improves the adaptive estimator of the filter algorithm, which can estimate measurement noise in real-time. Furthermore, this new filter algorithm is applied to a SINS/GPS loosely-coupled integrated navigation system, which can automatically adjust the covariance matrix of measurement noise as noise varies in the system. Finally, the original Extended Kalman Filter and the improved Adaptive Extended Kalman Filter are applied respectively to simulate for the SINS/GPS loosely-coupled model. Tests demonstrate that, the improved Adaptive Extended Kalman Filter reduces both position error and velocity error compared with the original Extended Kalman Filter.  

scholarly journals Performance Enhancement of Pedestrian Navigation Systems Based on Low-Cost Foot-Mounted MEMS-IMU/Ultrasonic Sensor

Sensors ◽  
2019 ◽  
Vol 19 (2) ◽  
pp. 364 ◽  
Author(s):  
Ming Xia ◽  
Chundi Xiu ◽  
Dongkai Yang ◽  
Li Wang
Keyword(s):  
Kalman Filter ◽  
Extended Kalman Filter ◽  
Navigation System ◽  
Low Cost ◽  
Ultrasonic Sensor ◽  
Measurement Unit ◽  
Positioning Error ◽  
Process Noise ◽  
Pedestrian Navigation ◽  
Mems Imu

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.

scholarly journals Analysis of the Sensitivity of Extended Kalman Filter-Based Inertia Estimation Method to the Assumed Time of Disturbance

Energies ◽  
2019 ◽  
Vol 12 (3) ◽  
pp. 483 ◽  
Author(s):  
Davide del Giudice ◽  
Samuele Grillo
Keyword(s):  
Kalman Filter ◽  
Extended Kalman Filter ◽  
Situational Awareness ◽  
Renewable Energy Sources ◽  
Estimation Method ◽  
Electric Power System ◽  
Estimation Methods ◽  
Frequency Regulation ◽  
Time Required ◽  
Primary Frequency

The frequency behavior of an electric power system right after a power imbalance is determined by its inertia constant. The current shift in generation mix towards renewable energy sources is leading to a smaller and more variable inertia, thereby compromising the frequency stability of modern grids. Therefore, real-time inertia estimation methods would be beneficial for grid operators, as their situational awareness would be enhanced. This paper focuses on an inertia estimation method specifically tailored for synchronous generators, based on the extended Kalman filter (EKF). Such a method should be started at the time of disturbance, which must be estimated accurately, otherwise additional errors could be introduced in the inertia estimation process. In this paper, the sensitivity of the EKF-based inertia estimation method to the assumed time of disturbance is analyzed. It is shown that such sensitivity is influenced by the initially assumed inertia constant, the use time of the filter and by the time required for primary frequency regulation to be activated.

scholarly journals An Ensemble Kalman Filter for severe dust storm data assimilation over China

2008 ◽  
Vol 8 (11) ◽  
pp. 2975-2983 ◽  
Author(s):  
C. Lin ◽  
Z. Wang ◽  
J. Zhu
Keyword(s):  
Kalman Filter ◽  
Data Assimilation ◽  
Dust Storm ◽  
Ensemble Kalman Filter ◽  
Deposition Velocity ◽  
Dust Storms ◽  
Initial Time ◽  
Model Errors ◽  
The Impact ◽  
Severe Dust Storm

Abstract. An Ensemble Kalman Filter (EnKF) data assimilation system was developed for a regional dust transport model. This paper applied the EnKF method to investigate modeling of severe dust storm episodes occurring in March 2002 over China based on surface observations of dust concentrations to explore the impact of the EnKF data assimilation systems on forecast improvement. A series of sensitivity experiments using our system demonstrates the ability of the advanced EnKF assimilation method using surface observed PM10 in North China to correct initial conditions, which leads to improved forecasts of dust storms. However, large errors in the forecast may arise from model errors (uncertainties in meteorological fields, dust emissions, dry deposition velocity, etc.). This result illustrates that the EnKF requires identification and correction model errors during the assimilation procedure in order to significantly improve forecasts. Results also show that the EnKF should use a large inflation parameter to obtain better model performance and forecast potential. Furthermore, the ensemble perturbations generated at the initial time should include enough ensemble spreads to represent the background error after several assimilation cycles.

A New Friction Estimation Approach for Precision Positioner

2007 ◽  
Author(s):  
Wen Wang ◽  
Xinxin Li ◽  
Zichen Chen
Keyword(s):  
Kalman Filter ◽  
Extended Kalman Filter ◽  
Taylor Series ◽  
Estimation Method ◽  
Estimation Accuracy ◽  
Accurate Estimation ◽  
Low Velocity ◽  
Friction Estimation ◽  
Simulation Results ◽  
Long Stroke

Precision positioner has been significantly developed as the rapid growth of MEMS and IC industries. As for short-stroke position, the loss of friction can be avoided by using flexible hinges. Long-stroke postioner, however, in which moved-to-be mass always stands on the guide-way part, a main source of friction, makes friction unavoidable. Friction estimation is based on certain filters, such as Extended Kalman filter (EKF). However, estimation accuracy of Kalman filter, especially at low-velocity movement, is not very well. To solve this problem, the paper proposes an estimation method based on DD2 to make an accurate estimation. And the result shows this method is promising in real-time friction estimation. After background introduction, in section 2, the relation of EKF and Taylor series and EKF implementation are reviewed and its limitations are noted as well. A briefly introduction to DD2 is given in Section 3 and friction estimation case comparing the simulation results of DD2 estimation with that of EKF described in Section 4, respectively. At last, conclusions are summarized.

scholarly journals Improved Pedestrian Positioning with Inertial Sensor Based on Adaptive Gradient Descent and Double-Constrained Extended Kalman Filter

Complexity ◽  
2020 ◽  
Vol 2020 ◽  
pp. 1-11 ◽  
Author(s):  
Miaoxin Ji ◽  
Jinhao Liu ◽  
Xiangbo Xu ◽  
Yuyang Guo ◽  
Zhenchun Lu
Keyword(s):  
Kalman Filter ◽  
Angular Velocity ◽  
Extended Kalman Filter ◽  
Gradient Descent ◽  
Measurement Noise ◽  
Measurement Unit ◽  
Alignment Algorithm ◽  
Extended Kalman Filtering ◽  
Attitude Error ◽  
Gradient Descent Algorithm

The Foot-mounted Inertial Pedestrian-Positioning System (FIPPS) based on the Micro-Inertial Measurement Unit (MIMU) is a good choice for the forest fire fighters when the Global Navigation Satellite System is unavailable. Zero Velocity Update (ZUPT) provides a solution for reducing cumulative positioning errors caused by the integral calculation of the inertial navigation. However, the performance of ZUPT is highly affected by the low accuracy and high noise of the MIMU. The accuracy of conventional ZUPT for attitude alignment is reduced by the zero offset of acceleration and the drift of a gyroscope during the standing phase. An initial alignment algorithm based on Adaptive Gradient Descent Algorithm (AGDA) is proposed. In the stepping phase, the extended Kalman filter (EKF) is often used to correct attitude and position in track estimation. However, the measurement noise of the EKF is influenced by the high-frequency acceleration and angular velocity. Thus, the accuracy of the attitude and position will decrease. A double-constrained extended Kalman filtering (DEKF) is proposed. An adaptive parameter positively correlated with the acceleration and angular velocity is set, and the measurement noise in the DEKF is adaptively adjusted. The performance of the proposed method is verified by implementing the pedestrian test trajectory using MPU-9150 MIMU manufactured by InvenSense. The results show that the attitude error of the AGDA is 33.82% less than that of the conventional GDA. The attitude error of DEKF is 21.70% less than that of the conventional EKF. The experimental results verify the effectiveness and applicability of the proposed method.

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