scholarly journals A Kalman Filter for Nonlinear Attitude Estimation Using Time Variable Matrices and Quaternions

Sensors ◽  
2020 ◽  
Vol 20 (23) ◽  
pp. 6731
Author(s):  
Álvaro Deibe ◽  
José Augusto Antón Nacimiento ◽  
Jesús Cardenal ◽  
Fernando López Peña

The nonlinear problem of sensing the attitude of a solid body is solved by a novel implementation of the Kalman Filter. This implementation combines the use of quaternions to represent attitudes, time-varying matrices to model the dynamic behavior of the process and a particular state vector. This vector was explicitly created from measurable physical quantities, which can be estimated from the filter input and output. The specifically designed arrangement of these three elements and the way they are combined allow the proposed attitude estimator to be formulated following a classical Kalman Filter approach. The result is a novel estimator that preserves the simplicity of the original Kalman formulation and avoids the explicit calculation of Jacobian matrices in each iteration or the evaluation of augmented state vectors.

2020 ◽  
Author(s):  
Xiaoping Wu ◽  
Bruce Haines ◽  
Michael Heflin ◽  
Felix Landerer

<p>A Kalman filter and time series approach to the International Terrestrial Reference Frame (ITRF) realization (KALREF) has been developed and used in JPL. KALREF combines weekly or daily SLR, VLBI, GNSS and DORIS data and realizes a terrestrial reference frame in the form of time-variable geocentric station coordinate time series. The origin is defined at nearly instantaneous Center-of-Mass of the Earth system (CM) sensed by weekly SLR data and the scale is implicitly defined by the weighted averages of those of weekly SLR and daily VLBI data. The standard KALREF formulation describes the state vector in terms of time variable station coordinates and other constant parameters. Such a formulation is fine for station positions and their uncertainties or covariance matrices at individual epochs. However, coordinate errors are strongly correlated over time given KALREF’s unique nature of combining different technique data with various frame strengths through local tie measurements and co-motion constraints and its use of random walk processes. For long time series and large space geodetic networks in the ITRF, KALREF cannot keep track of such correlations over time. If they are ignored when forming geocentric displacements for geophysical inverse or network shift geocenter motion studies, the covariance matrices of coordinate differences cannot adequately represent those of displacements. Consequently, significant non-uniqueness and inaccuracies would occur in the results of studies using such matrices. To overcome this difficulty, an advanced KALREF formulation is implemented that features explicit displacement parameters in the state vector that would allow the Kalman filter and smoother to compute and return covariance matrices of displacements. The use of displacement covariance matrices reduces the impact of time correlated errors and completely solves the non-uniqueness problem. However, errors in the displacements are still correlated in time. Further calibrations are needed to accurately assess covariance matrices of derivative quantities such as averages, velocities and accelerations during various time periods. We will present KALREF results of the new formulation and their use along with newly reprocessed RL06 GRACE gravity data in a new unified inversion for geocenter motion.</p>


Author(s):  
Vinayak G. Asutkar ◽  
Balasaheb M. Patre

This chapter deals with identification of time-varying systems using Kalman filter approach. Most physical systems exhibit some degree of time-varying behaviour for many reasons. These systems cannot effectively be modelled using time invariant models. A time-varying autoregressive with exogenous input (TVARX) model is good to model these time-varying systems. The Kalman filter approach is a superior way to estimate the system parameters. This approach can track the time-varying parameters and is suitable for recursive estimation. It works well even when there are abrupt changes in the system parameters. Kalman filter is known to be an optimal estimator even when there is significant noise. In the proposed approach, for the purpose of simulation, we employ first order TVARX model and its parameters are estimated using recursive Kalman filter method. The system parameters are varied in continuous and abruptly changing manner to reveal the physical situation. To show the efficacy of the proposed approach, the time-varying parameters are estimated for different noise conditions. The performance is evaluated by calculating error performance measures. The results are found to be satisfactory with reasonable accuracy for noisy conditions even for fast changing parameters. The numerical examples illustrate efficacy of the proposed Kalman filter based approach for identification of time-varying systems.


2003 ◽  
Vol 43 (8) ◽  
pp. 1033-1042 ◽  
Author(s):  
Massimo Gastaldi ◽  
Annamaria Nardecchia

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