scholarly journals A New Linear Regression Kalman Filter with Symmetric Samples

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.

2020 ◽  
Vol 2020 ◽  
pp. 1-15
Author(s):  
Inam Ullah ◽  
Xin Su ◽  
Jinxiu Zhu ◽  
Xuewu Zhang ◽  
Dongmin Choi ◽  
...  

Mobile robot localization has attracted substantial consideration from the scientists during the last two decades. Mobile robot localization is the basics of successful navigation in a mobile network. Localization plays a key role to attain a high accuracy in mobile robot localization and robustness in vehicular localization. For this purpose, a mobile robot localization technique is evaluated to accomplish a high accuracy. This paper provides the performance evaluation of three localization techniques named Extended Kalman Filter (EKF), Unscented Kalman Filter (UKF), and Particle Filter (PF). In this work, three localization techniques are proposed. The performance of these three localization techniques is evaluated and analyzed while considering various aspects of localization. These aspects include localization coverage, time consumption, and velocity. The abovementioned localization techniques present a good accuracy and sound performance compared to other techniques.


2012 ◽  
Vol 542-543 ◽  
pp. 745-748
Author(s):  
Yan Hui Xi ◽  
Hui Peng

Many Bayesian learning approaches to multi-layer perceptrons (MLPs) parameters optimization have been proposed such as the extended Kalman filter (EKF). In this paper, a sequential approach is applied to train the MLPs. Based on the particle filter, the approach named unscented Kalman particle filter (UPF) uses the unscented Kalman filter as proposal distribution to generate the importance sampling density. The UPF are devised to deal with the high dimensional parameter space that is inherent to neural network models. Simulation results show that the new algorithm performs better than traditional optimization methods such as the extended Kalman filter.


Author(s):  
Hossein Darvish ◽  
Xin Wang

Grid synchronization is a critical concern for proper control of the energy transferred between the Distributed Power Generation System (DPGS) and the utility grid. Nonlinear estimation techniques are proposed to track the voltage magnitude, phase angle, and frequency of the utility grid. Instead of directly analyzing in abc coordinate frame, the symmetrical component is employed to separate the positive, negative, and zero sequences in the transformed αβ stationary coordinate frame. By using αβ stationary coordinate frame, the number of system state variables is reduced to five. The results show that our proposed nonlinear estimation technique is efficient in smart power system synchronization. The MATLAB simulation studies have been conducted to compare the performance of Extended Kalman Filter (EKF), Particle Filter (PF), and Unscented Kalman Filter (UKF). Computer simulations have shown that the efficacy of our proposed nonlinear estimation methods including the Extended Kalman Filter, Particle Filter, and Unscented Kalman Filter. It also shows that the Unscented Kalman Filter, and the Particle Filters are better estimators, because voltage synchronization problem is nonlinear system, and linearization process which the Extended Kalman Filter is based on is not very accurate. The number of particles in Particle Filter can be increased to improve the accuracy, but there exists a trade off between computational effort and estimation accuracy. In our research, with consideration the same computational complexity, we calculate the Mean Square Error (MSE) to examine the performances of different nonlinear estimation approaches. By comparing the MSE of different estimators, we prove that the Unscented Kalman Filter shows the most accurate performance in voltage synchronization for three phase unbalanced voltage. Our results have shown the potential applications in the future smart power grid synchronization.


2009 ◽  
Vol 62 (3) ◽  
pp. 365-382 ◽  
Author(s):  
Jong Ki Lee ◽  
Christopher Jekeli

Efficient and precise geolocation can be achieved by integrating a ranging system, such as GPS, with inertial sensors in order to bridge short outages, enhance accuracy degradation, and increase the temporal resolution in the ranging system. Optimal integration depends on appropriate filter methods that can accommodate the particular short-term dynamics experienced by platforms, such as UXO ground-based detection systems. The traditional extended Kalman filter was designed to integrate data from a linearized system excited by Gaussian noise. We compared this filter to modern filters that obviate these prerequisites, including the unscented Kalman filter, the particle filter, and adaptive variations thereof, using simulated IMU/ranging systems that follow a typical trajectory with both straight and curved segments. The unscented filter performed significantly better than the extended Kalman filter, particularly over the curved segments, yielding up to 50% improvement in the position accuracy using medium-grade inertial measurement units. Similar improvement was obtained for the unscented particle filter, and its adaptive variant, over the unscented Kalman filter (which performed comparably to the extended Kalman filter) when the statistical distribution of the IMU noise was non-symmetric (i.e., essentially non-Gaussian). While the few-centimetre geolocation accuracy goal for highly dynamic UXO characterization applications remains a challenge if tactical grade IMUs are integrated with a significantly degraded ranging system, using filters appropriate to the inherent nonlinear dynamics and potential non-Gaussian nature of the sensor noise tend to reduce overall errors compared to the traditional filter.


2014 ◽  
Vol 615 ◽  
pp. 244-247
Author(s):  
Dong Wang ◽  
Guo Yu Lin ◽  
Wei Gong Zhang

The wheel force transducer (WFT) is used to measure dynamic wheel loads. Unlike other force sensors, WFT is rotating with the wheel. For this reason, the outputs and the inputs of the transducer are nonlinearly related, and traditional Kalman Filter is not suitable. In this paper, a new real-time filter algorithm utilizing Quadrature Kalman Filter (QKF) is proposed to solve this problem. In Quadrature Kalman Filter, Singer model is introduced to track the wheel force, and the observation function is established for WFT. The simulation results illustrate that the new filter outperforms the traditional Unscented Kalman Filter (UKF) and Extended Kalman Filter (EKF).


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.


Sign in / Sign up

Export Citation Format

Share Document