THE SQUARE-ROOT UNSCENTED INFORMATION FILTER FOR STATE ESTIMATION AND SENSOR FUSION

2012 ◽  
Keyword(s):  
State Estimation ◽  
Sensor Fusion ◽  
Square Root ◽  
Information Filter

scholarly journals A Nonlinear Maximum Correntropy Information Filter for High-Dimensional Neural Decoding

Entropy ◽  
2021 ◽  
Vol 23 (6) ◽  
pp. 743
Author(s):  
Xi Liu ◽  
Shuhang Chen ◽  
Xiang Shen ◽  
Xiang Zhang ◽  
Yiwen Wang
Keyword(s):  
State Estimation ◽  
Measurement Model ◽  
High Dimensional ◽  
Neural Firing ◽  
The Neural Network ◽  
Information Filter ◽  
Critical Technology ◽  
Dimensional Measurements ◽  
Non Gaussian ◽  
Low Dimensional

Neural signal decoding is a critical technology in brain machine interface (BMI) to interpret movement intention from multi-neural activity collected from paralyzed patients. As a commonly-used decoding algorithm, the Kalman filter is often applied to derive the movement states from high-dimensional neural firing observation. However, its performance is limited and less effective for noisy nonlinear neural systems with high-dimensional measurements. In this paper, we propose a nonlinear maximum correntropy information filter, aiming at better state estimation in the filtering process for a noisy high-dimensional measurement system. We reconstruct the measurement model between the high-dimensional measurements and low-dimensional states using the neural network, and derive the state estimation using the correntropy criterion to cope with the non-Gaussian noise and eliminate large initial uncertainty. Moreover, analyses of convergence and robustness are given. The effectiveness of the proposed algorithm is evaluated by applying it on multiple segments of neural spiking data from two rats to interpret the movement states when the subjects perform a two-lever discrimination task. Our results demonstrate better and more robust state estimation performance when compared with other filters.

Improved square-root cubature information filter

2016 ◽  
Vol 39 (4) ◽  
pp. 579-588 ◽  
Author(s):  
Yulong Huang ◽  
Yonggang Zhang ◽  
Ning Li ◽  
Lin Zhao
Keyword(s):  
Large Scale ◽  
Estimation Error ◽  
Sampling Interval ◽  
Prediction Errors ◽  
Square Root ◽  
Sigma Point ◽  
Theoretical Comparison ◽  
Error Covariance ◽  
Information Filter ◽  
Scale Matrix

In this paper, a theoretical comparison between existing the sigma-point information filter (SPIF) framework and the unscented information filter (UIF) framework is presented. It is shown that the SPIF framework is identical to the sigma-point Kalman filter (SPKF). However, the UIF framework is not identical to the classical SPKF due to the neglect of one-step prediction errors of measurements in the calculation of state estimation error covariance matrix. Thus SPIF framework is more reasonable as compared with UIF framework. According to the theoretical comparison, an improved cubature information filter (CIF) is derived based on the superior SPIF framework. Square-root CIF (SRCIF) is also developed to improve the numerical accuracy and stability of the proposed CIF. The proposed SRCIF is applied to a target tracking problem with large sampling interval and high turn rate, and its performance is compared with the existing SRCIF. The results show that the proposed SRCIF is more reliable and stable as compared with the existing SRCIF. Note that it is impractical for information filters in large-scale applications due to the enormous computational complexity of large-scale matrix inversion, and advanced techniques need to be further considered.

scholarly journals Evaluation of Matrix Square Root Operations for UKF within a UAV GPS/INS Sensor Fusion Application

2011 ◽  
Vol 2011 ◽  
pp. 1-11 ◽  
Author(s):  
Matthew Rhudy ◽  
Yu Gu ◽  
Jason Gross ◽  
Marcello R. Napolitano
Keyword(s):  
Sensor Fusion ◽  
Unscented Kalman Filter ◽  
Attitude Estimation ◽  
Square Root ◽  
Fusion Algorithm ◽  
Matrix Square Root ◽  
Global Positioning ◽  
The Matrix ◽  
Aerial Vehicle ◽  
Diagonalization Method

Using an Unscented Kalman Filter (UKF) as the nonlinear estimator within a Global Positioning System/Inertial Navigation System (GPS/INS) sensor fusion algorithm for attitude estimation, various methods of calculating the matrix square root were discussed and compared. Specifically, the diagonalization method, Schur method, Cholesky method, and five different iterative methods were compared. Additionally, a different method of handling the matrix square root requirement, the square-root UKF (SR-UKF), was evaluated. The different matrix square root calculations were compared based on computational requirements and the sensor fusion attitude estimation performance, which was evaluated using flight data from an Unmanned Aerial Vehicle (UAV). The roll and pitch angle estimates were compared with independently measured values from a high quality mechanical vertical gyroscope. This manuscript represents the first comprehensive analysis of the matrix square root calculations in the context of UKF. From this analysis, it was determined that the best overall matrix square root calculation for UKF applications in terms of performance and execution time is the Cholesky method.

scholarly journals Fuzzy Logic based Square Root Information Filter for Image Centroid Tracking

2017 ◽  
Vol 07 (06) ◽  
pp. 92-95
Author(s):  
Parimala Parimala ◽  
P., Raol ◽  
J. R. J. R.
Keyword(s):  
Fuzzy Logic ◽  
Square Root ◽  
Information Filter
Sign in / Sign up

Export Citation Format

Share Document